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Identification for prediction and decision
Manski, Charles F., (2007)
A reality check for data snooping
White, Halbert, (2000)
Essays in computational statistics with applications to volatility forecasting and forecast combination
Knaus, Simon D., (2014)
Efficient estimation of generalized additive nonparametric regression models
Linton, Oliver, (2000)
Second order approximation in a linear regression with heteroskedasticity of unknown form
Linton, Oliver, (1996)
Semiparametric and nonparametric ARCH modeling
Linton, Oliver, (2009)