OLIVER BRUCE LINTON
Names
| first: |
OLIVER |
| middle: |
BRUCE |
| last: |
LINTON |
Identifer
Contact
Affiliations
-
University of Cambridge
/ Faculty of Economics
Research profile
author of:
- Testing forward exchange rate unbiasedness efficiently: A semiparametric approach (RePEc:ags:jaecon:43548)
by Hodgson, Douglas J. & Linton, Oliver & Vorkink, Keith - An Almost Closed Form Estimator for the EGARCH (RePEc:aiz:louvad:2013010)
by Hafner C. & Linton, O. - An Almost Closed Form Estimator for the EGARCH model (RePEc:aiz:louvad:2016036)
by Hafner, C. & Linton, O. - Dynamic Autoregressive Liquidity (DArLiQ) (RePEc:aiz:louvad:2022009)
by Hafner, Christian & Linton, Oliver & Wang, Linqi - Nonparametric regression with filtered data (RePEc:aiz:louvar:2011008)
by Linton, Oliver & Mammen, Enno & Nielsen, Jens Perch & Van Keilegom, Ingrid - An Almost Closed Form Estimator For The EGARCH Model (RePEc:aiz:louvar:2017040)
by Hafner, Christian & Linton, Oliver - Estimation of a multiplicative correlation structure in the large dimensional case (RePEc:aiz:louvar:2020028)
by Hafner, Christian & Linton, Oliver & Tang, Haihan - Dynamic Autoregressive Liquidity (DArLiQ) (RePEc:ajf:louvlf:2022002)
by Hafner, Christian & Linton, Oliver & Wang, Linqi - Implications of High-Frequency Trading for Security Markets (RePEc:anr:reveco:v:10:y:2018:p:237-259)
by Oliver Linton & Soheil Mahmoodzadeh - A Unified Framework for Efficient Estimation of General Treatment Models (RePEc:arx:papers:1808.04936)
by Chunrong Ai & Oliver Linton & Kaiji Motegi & Zheng Zhang - On the Time Trend of COVID-19: A Panel Data Study (RePEc:arx:papers:2006.11060)
by Chaohua Dong & Jiti Gao & Oliver Linton & Bin Peng - A Unified Framework for Specification Tests of Continuous Treatment Effect Models (RePEc:arx:papers:2102.08063)
by Wei Huang & Oliver Linton & Zheng Zhang - Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance (RePEc:arx:papers:2201.13004)
by Liang Jiang & Oliver B. Linton & Haihan Tang & Yichong Zhang - Evaluating Value-at-Risk Models via Quantile Regressions (RePEc:bcb:wpaper:161)
by Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton - Comment (RePEc:bes:jnlasa:v:101:y:2006:p:998-1001)
by Hafner, Christian M. & Linton, Oliver B. - More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors (RePEc:bes:jnlasa:v:98:y:2003:p:980-992)
by Xiao Z. & Linton O.B. & Carroll R.J. & Mammen E. - Semiparametric Regression Analysis With Missing Response at Random (RePEc:bes:jnlasa:v:99:y:2004:p:334-345)
by Wang Q. & Linton O. & Hardle W. - The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model (RePEc:bes:jnlbes:v:21:y:2003:i:3:p:354-67)
by Linton, Oliver & Perron, Benoit - Evaluating Value-at-Risk Models via Quantile Regression (RePEc:bes:jnlbes:v:29:i:1:y:2011:p:150-160)
by Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R. - An optimization interpretation of integration and back‐fitting estimators for separable nonparametric models (RePEc:bla:jorssb:v:60:y:1998:i:1:p:217-222)
by J. P. Nielsen & O. B. Linton - Classification of non-parametric regression functions in longitudinal data models (RePEc:bla:jorssb:v:79:y:2017:i:1:p:5-27)
by Michael Vogt & Oliver Linton - A Nonparametric Prewhitened Covariance Estimator (RePEc:bla:jtsera:v:23:y:2002:i:2:p:215-250)
by Zhijie Xiao & Oliver Linton - Nonparametric Censored and Truncated Regression (RePEc:boc:bocoec:439)
by Arthur Lewbel & Oliver Linton - Estimating Features of a Distribution from Binomial Data (RePEc:boc:bocoec:442)
by Arthur Lewbel & Daniel McFadden & Oliver Linton - Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions (RePEc:boc:bocoec:585)
by Arthur Lewbel & Oliver Linton - Identification and Nonparametric Estimation of a Transformed Additively Separable Model (RePEc:boc:bocoec:652)
by David Jacho-Chavez & Arthur Lewbel & Oliver Linton - Nonparametric Euler Equation Identification and Estimation (RePEc:boc:bocoec:757)
by Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma - A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom (RePEc:boc:bocoec:762)
by Alev Atak & Oliver Linton & Zhijie Xiao - A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance (RePEc:boe:boeewp:0640)
by Boneva, Lena & Linton, Oliver - The October 2016 sterling flash episode: when liquidity disappeared from one of the world’s most liquid markets (RePEc:boe:boeewp:0687)
by Noss, Joseph & Pedace, Lucas & Tobek, Ondrej & Linton, Oliver & Crowley-Reidy, Liam - The cross-sectional spillovers of single stock circuit breakers (RePEc:boe:boeewp:0759)
by Brugler, James & Linton, Oliver & Noss, Joseph & Pedace, Lucas - The impact of corporate QE on liquidity: evidence from the UK (RePEc:boe:boeewp:0782)
by Boneva, Lena & Elliott, David & Kaminska, Iryna & Linton, Oliver & McLaren, Nick & Morley, Ben - The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series (RePEc:cam:camdae:1452)
by Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang - The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market (RePEc:cam:camdae:1454)
by Lena Körber & Oliver Linton & Michael Vogt - Multivariate Variance Ratio Statistics (RePEc:cam:camdae:1459)
by Seok Young Hong & Oliver Linton & Hui Jun Zhang - An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability (RePEc:cam:camdae:1552)
by Seok Young Hong & Oliver Linton & Hui Jun Zhang - Nonparametric Euler Equation Identification andEstimation (RePEc:cam:camdae:1560)
by Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton - Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model (RePEc:cam:camdae:1620)
by Xiaohong Chen & Oliver Linton & Stefan Schneeberger - Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case (RePEc:cam:camdae:1664)
by Hafner, C. M. & Linton, O. - A coupled component GARCH model for intraday and overnight volatility (RePEc:cam:camdae:1671)
by Linton, O. & Wu, J. - A Discrete Choice Model For Large Heterogeneous Panels with Interactive Fixed Effects with an Application to the Determinants of Corporate Bond Issuance (RePEc:cam:camdae:1703)
by Boneva, L. & Linton, O. - The Behaviour of Betting and Currency Markets on the Night of the EU Referendum (RePEc:cam:camdae:1750)
by Auld, T. & Linton, O. - Implications of High-Frequency Trading for Security Markets (RePEc:cam:camdae:1802)
by Linton, O. & Mahmoodzadeh, S. - A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables (RePEc:cam:camdae:1876)
by Chen, J. & Li, D. & Linton, O. - Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (RePEc:cam:camdae:1877)
by Hong, S-Y. & Linton, O. - Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case (RePEc:cam:camdae:1878)
by Hafner, C. & Linton, O. & Tang, H. - A Coupled Component GARCH Model for Intraday and Overnight Volatility (RePEc:cam:camdae:1879)
by Linton, O. & Wu, J. - The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses (RePEc:cam:camdae:1880)
by Linton, O. & Whang, Y-J. & Yen, Y. - High Dimensional Semiparametric Moment Restriction Models (RePEc:cam:camdae:1881)
by Dong, C. & Gao, J. & Linton, O. - Semiparametric Nonlinear Panel Data Models with Measurement Error (RePEc:cam:camdae:1906)
by Linton, O. & Shiu, J-L. - Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity (RePEc:cam:camdae:1907)
by Linton, O. & Xiao, Z. - A ReMeDI for Microstructure Noise (RePEc:cam:camdae:1908)
by Merrick Li, Z. & Linton, O. - Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information (RePEc:cam:camdae:1916)
by Koo, B. & La Vecchia, D. & Linton, O. - Nonparametric Predictive Regressions for Stock Return Prediction (RePEc:cam:camdae:1932)
by Cheng, T. & Gao, J. & Linton, O. - Estimation and Inference in Semiparametric Quantile Factor Models (RePEc:cam:camdae:1933)
by Ma, S. & Linton, O. & Gao, J. - A Unified Framework for Efficient Estimation of General Treatment Models (RePEc:cam:camdae:1934)
by Ai, C. & Linton, O. & Motegi, K. & Zhang, Z. - Quantilograms under Strong Dependence (RePEc:cam:camdae:1936)
by Lee, L. & Linton, O. & Whang, Y-J. - The Impact of Corporate QE on Liquidity: Evidence from the UK (RePEc:cam:camdae:1937)
by Boneva, L. & Elliott, D. & Kaminska, I. & Linton, O. & McLaren, N. & Morley, B. - Testing Stochastic Dominance with Many Conditioning Variables (RePEc:cam:camdae:2004)
by Linton, O. & Seo, M. & Whang, Y-J. - A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection (RePEc:cam:camdae:20103)
by Connor, G. & Li, S. & Linton, O. - Testing for Time Stochastic Dominance (RePEc:cam:camdae:20121)
by Lee, K. & Linton, O. & Whang, Y-J. - On Unit Free Assessment of The Extent of Multilateral Distributional Variation (RePEc:cam:camdae:20123)
by Anderson, G. & Linton, O. & Pittau, M G. & Whang, Y-J. & Zelli, R. - When will the Covid-19 pandemic peak? (RePEc:cam:camdae:2025)
by Li, S. & Linton, O. - Estimation of the Kronecker Covariance Model by Quadratic Form (RePEc:cam:camdae:2050)
by Linton, O. & Tang, H. - A Dynamic Network of Arbitrage Characteristics (RePEc:cam:camdae:2060)
by Ge, S. & Li, S. & Linton, O. - Nonparametric Euler Equation Identi?cation and Estimation (RePEc:cam:camdae:2064)
by Escanciano, J C. & Hoderlein, S. & Lewbel, A. & Linton, O. & Srisuma, S. - On Time Trend of COVID-19: A Panel Data Study (RePEc:cam:camdae:2065)
by Dong, C. & Gao, J. & Linton, O. & Peng, B. - A Unified Framework for Specification Tests of Continuous Treatment Effect Models (RePEc:cam:camdae:2113)
by Huang, W. & Linton, O. & Zhang, Z. - Robust Estimation of Integrated and Spot Volatility (RePEc:cam:camdae:2115)
by Li, M. Z. & Linton, O. - Consistent Testing for an Implication of Supermodular Dominance (RePEc:cam:camdae:2134)
by Chung, D. & Linton, O. & Whang Y-J. - Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data (RePEc:cam:camdae:2218)
by Bu, R. & Li, D. & Linton, O. & Wang, H. - Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data (RePEc:cam:camjip:2208)
by Bu, R. & Li, D. & Linton, O. & Wang, H. - Testing forward exchange rate unbiasedness efficiently: a semiparametric approach (RePEc:cem:jaecon:v:7:y:2004:n:2:p:325-353)
by Douglas J. Hodgson & Oliver Linton & Keith Vorkink - Yield Curve Estimation by Kernel Smoothing Methods (RePEc:cep:stiecm:385)
by Oliver Linton & Enno Mammen & Jens Perch Nielsen & C Tanggaard - The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions (RePEc:cep:stiecm:386)
by Oliver Linton & Enno Mammen & N Nielsen - Nonparametric Censored and Truncated Regression (RePEc:cep:stiecm:389)
by Arthur Lewbel & Oliver Linton - Nonparametric Estimation with Aggregated Data (RePEc:cep:stiecm:397)
by Oliver Linton & Yoon-Jae Whang - Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach (RePEc:cep:stiecm:398)
by Douglas J Hodgson & Oliver Linton & Keith Vorkink - Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics (RePEc:cep:stiecm:399)
by Oliver Linton - Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems (RePEc:cep:stiecm:400)
by Steve Berry & Oliver Linton & Ariel Pakes - Estimating Multiplicative and Additive Hazard Functions by Kernel Methods (RePEc:cep:stiecm:411)
by Oliver Linton & Jens Perch Nielsen & Sara van de Geer - The Estimation of Conditional Densities (RePEc:cep:stiecm:415)
by Xiaohong Chen & Oliver Linton & Peter M Robinson - A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form (RePEc:cep:stiecm:419)
by Oliver Linton & Zhijie Xiao - Consistent Testing for Stochastic Dominance: A Subsampling Approach (RePEc:cep:stiecm:433)
by Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang - Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos (RePEc:cep:stiecm:434)
by Oliver Linton & Mototsugu Shintani - More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors (RePEc:cep:stiecm:435)
by Raymond J Carroll & Oliver Linton & Enno Mammen & Zhijie Xiao - Estimation of Semiparametric Models when the Criterion Function is not Smooth (RePEc:cep:stiecm:450)
by Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom - Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators (RePEc:cep:stiecm:451)
by Hidehiko Ichimura & Oliver Linton - Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods (RePEc:cep:stiecm:453)
by Oliver Linton & Enno Mammen - Semiparametric Regression Analysis under Imputation for Missing Response Data (RePEc:cep:stiecm:454)
by Wolfgang Haerdle & Oliver Linton & Qihua Wang - Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos (RePEc:cep:stiecm:455)
by Oliver Linton & Mototsugu Shintani - A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models (RePEc:cep:stiecm:456)
by Woocheol Kim & Oliver Linton - Nonparametric Estimation of Homothetic and Homothetically Separable Functions (RePEc:cep:stiecm:461)
by Arthur Lewbel & Oliver Linton - A Quantilogram Approach to Evaluating Directional Predictability (RePEc:cep:stiecm:463)
by Oliver Linton & Yoon-Jae Whang - Nonparametric Inference for Unbalanced Time Series Data (RePEc:cep:stiecm:474)
by Oliver Linton - Nonparametric Transformation to White Noise (RePEc:cep:stiecm:503)
by Oliver Linton & Enno Mammen - Testing For Stochasticmonotonicity (RePEc:cep:stiecm:504)
by Sokbae Lee & Oliver Linton & Yoon-Jae Whang - Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns (RePEc:cep:stiecm:506)
by Gregory Connor & Oliver Linton - Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError (RePEc:cep:stiecm:509)
by Ilze Kalnina & Oliver Linton - Inference about Realized Volatility using Infill Subsampling (RePEc:cep:stiecm:523)
by Ilze Kalnina & Oliver Linton - Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns (RePEc:cep:stiecm:524)
by Gregory Connor & Matthias Hagmann & Oliver Linton - Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary (RePEc:cep:stiecm:527)
by Oliver Linton & Kyungchul Song & Yoon-Jae Whang - Nonparametric Estimation of a Polarization Measure (RePEc:cep:stiecm:534)
by Gordon Anderson & Oliver Linton & Yoon-Jae Whang - Uniform Bahadur Representation for LocalPolynomial Estimates of M-Regressionand Its Application to The Additive Model (RePEc:cep:stiecm:535)
by Efang Kong & Oliver Linton & Yingcun Xia - An Alternative Way of ComputingEfficient Instrumental VariableEstimators (RePEc:cep:stiecm:536)
by Xiaohong Chen & David T. Jacho-Chávez & Oliver Linton - Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator (RePEc:cep:stiecm:537)
by Wolfgang Härdle & Oliver Linton & Yingcun Xia - Nonparametric Regression with a Latent Time Series (RePEc:cep:stiecm:538)
by Oliver Linton & Søren Feodor Nielsen & Jens Perch Nielsen - Estimation Of A Semiparametricigarch(1,1) Model (RePEc:cep:stiecm:539)
by Woocheol Kim & Oliver Linton - Efficient Estimation of a Multivariate Multiplicative Volatility Model (RePEc:cep:stiecm:541)
by Christian M. Hafner & Oliver Linton - Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate (RePEc:cep:stiecm:549)
by Degui Li & Oliver Linton & Zudi Lu - Semiparametric Estimation of Markov Decision Processeswith Continuous State Space (RePEc:cep:stiecm:550)
by Oliver Linton & Sorawoot Srisuma - Semiparametric Estimation of Locally Stationary Diffusion Models (RePEc:cep:stiecm:551)
by Bonsoo Koo & Oliver Linton - Pricing American Options under Stochastic Volatility and Stochastic Interest Rates (RePEc:chf:rpseri:rp0725)
by Alexey MEDVEDEV & Olivier SCAILLET - Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns (RePEc:chf:rpseri:rp0726)
by Gregory Connor & Matthias Hagmann & Oliver Linton - An almost closed form estimator for the EGARCH model (RePEc:cor:louvco:2013022)
by HAFNER, Christian & LINTON, Oliver - Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case (RePEc:cor:louvco:2016044)
by HAFNER, Christian & LINTON, Oliver B. & TANG, Haihan - An almost closed form estimator for the EGARCH model (RePEc:cor:louvrp:2881)
by Christian M. HAFNER & Oliver LINTON - Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach (RePEc:cre:crefwp:143)
by Douglas J. Hodgson & Oliver Linton & Keith Vorkink - Evaluating Value-at-Risk models via Quantile Regression (RePEc:cte:werepe:we094625)
by Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel - Estimation of tail thickness parameters from GJR-GARCH models (RePEc:cte:werepe:we094726)
by Iglesias, Emma M. & Linton, Oliver - An improved bootstrap test of stochastic dominance (RePEc:cte:werepe:we094827)
by Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae - Consistent estimation of the risk-return tradeoff in the presence of measurement error (RePEc:cte:werepe:we094928)
by Ghosh, Anisha & Linton, Oliver - Nonparametric estimation of a polarization measure (RePEc:cte:werepe:we095130)
by Anderson, Gordon & Oliver, Linton & Whang, Yoon-Jae - Integration and Backfitting methods in additive models: finite sample properties and comparison (RePEc:cte:wsrepe:6270)
by Hardle, Wolfgang & Linton, Oliver - Estimation of Linear Regression Models from Bid-Ask Data by a Spread-Tolerant Estimator (RePEc:cuf:journl:y:2001:v:2:i:1:p:237-284)
by Oliver Linton - The Froot-Stein Model Revisited (RePEc:cup:anacsi:v:1:y:2006:i:01:p:37-47_00)
by Høgh, N. & Linton, O. & Nielsen, J. P. - Financial Econometrics (RePEc:cup:cbooks:9781107177154)
by Linton,Oliver - Financial Econometrics (RePEc:cup:cbooks:9781316630334)
by Linton,Oliver - Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models (RePEc:cup:etheor:v:12:y:1996:i:01:p:30-60_00)
by Linton, Oliver - Estimation, Inference and Specification AnalysisH. White, Cambridge University Press, 1994 (RePEc:cup:etheor:v:12:y:1996:i:03:p:581-583_00)
by Linton, Oliver B. - An Asymptotic Expansion in the GARCH(l, 1) Model (RePEc:cup:etheor:v:13:y:1997:i:04:p:558-581_00)
by Linton, Oliver - An Introduction To Econometric Theory (RePEc:cup:etheor:v:14:y:1998:i:06:p:795-798_14)
by Linton, Oliver B. - Efficient Estimation Of Generalized Additive Nonparametric Regression Models (RePEc:cup:etheor:v:16:y:2000:i:04:p:502-523_16)
by Linton, Oliver B. - Second-Order Approximation For Adaptive Regression Estimators (RePEc:cup:etheor:v:17:y:2001:i:05:p:984-1024_17)
by Linton, Oliver & Xiao, Zhijie - ESTIMATING ADDITIVE NONPARAMETRIC MODELS BY PARTIAL Lq NORM: THE CURSE OF FRACTIONALITY (RePEc:cup:etheor:v:17:y:2001:i:06:p:1037-1050_17)
by Linton, Oliver - Nonparametric Estimation With Aggregated Data (RePEc:cup:etheor:v:18:y:2002:i:02:p:420-468_18)
by Linton, Oliver & Whang, Yoon-Jae - 03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation (RePEc:cup:etheor:v:19:y:2003:i:05:p:879-880_22)
by Kristensen, Dennis & Linton, Oliver - 03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation—Solution (RePEc:cup:etheor:v:20:y:2004:i:05:p:990-993_22)
by Kristensen, Dennis & Linton, Oliver - The Live Method For Generalized Additive Volatility Models (RePEc:cup:etheor:v:20:y:2004:i:06:p:1094-1139_20)
by Kim, Woocheol & Linton, Oliver - Nonparametric Inference For Unbalanced Time Series Data (RePEc:cup:etheor:v:21:y:2005:i:01:p:143-157_05)
by Linton, Oliver - A Closed-Form Estimator For The Garch(1,1) Model (RePEc:cup:etheor:v:22:y:2006:i:02:p:323-337_06)
by Kristensen, Dennis & Linton, Oliver - Local Linear Fitting Under Near Epoch Dependence (RePEc:cup:etheor:v:23:y:2007:i:01:p:37-70_07)
by Lu, Zudi & Linton, Oliver - A Nonparametric Regression Estimator That Adapts To Error Distribution Of Unknown Form (RePEc:cup:etheor:v:23:y:2007:i:03:p:371-413_07)
by Linton, Oliver & Xiao, Zhijie - Higher Order Asymptotic Theory When A Parameter Is On A Boundary With An Application To Garch Models (RePEc:cup:etheor:v:23:y:2007:i:06:p:1136-1161_07)
by Iglesias, Emma M. & Linton, Oliver B. - Estimation For A Nonstationary Semi-Strong Garch(1,1) Model With Heavy-Tailed Errors (RePEc:cup:etheor:v:26:y:2010:i:01:p:1-28_09)
by Linton, Oliver & Pan, Jiazhu & Wang, Hui - Uniform Bahadur Representation For Local Polynomial Estimates Of M-Regression And Its Application To The Additive Model (RePEc:cup:etheor:v:26:y:2010:i:05:p:1529-1564_99)
by Kong, Efang & Linton, Oliver & Xia, Yingcun - Introduction To The Special Issue On Inverse Problems (RePEc:cup:etheor:v:27:y:2011:i:03:p:457-459_00)
by Florens, Jean-Pierre & Linton, Oliver - Estimation Of A Semiparametric Igarch(1,1) Model (RePEc:cup:etheor:v:27:y:2011:i:03:p:639-661_00)
by Kim, Woocheol & Linton, Oliver - Local Linear Fitting Under Near Epoch Dependence: Uniform Consistency With Convergence Rates (RePEc:cup:etheor:v:28:y:2012:i:05:p:935-958_00)
by Li, Degui & Lu, Zudi & Linton, Oliver - Estimation Of And Inference About The Expected Shortfall For Time Series With Infinite Variance (RePEc:cup:etheor:v:29:y:2013:i:04:p:771-807_00)
by Linton, Oliver & Xiao, Zhijie - Global Bahadur Representation For Nonparametric Censored Regression Quantiles And Its Applications (RePEc:cup:etheor:v:29:y:2013:i:05:p:941-968_00)
by Kong, Efang & Linton, Oliver & Xia, Yingcun - Let’S Get Lade: Robust Estimation Of Semiparametric Multiplicative Volatility Models (RePEc:cup:etheor:v:31:y:2015:i:04:p:671-702_00)
by Koo, Bonsoo & Linton, Oliver - Nonparametric Transformation Regression With Nonstationary Data (RePEc:cup:etheor:v:32:y:2016:i:01:p:1-29_00)
by Linton, Oliver & Wang, Qiying - Averaging Of An Increasing Number Of Moment Condition Estimators (RePEc:cup:etheor:v:32:y:2016:i:01:p:30-70_00)
by Chen, Xiaohong & Jacho-Chávez, David T. & Linton, Oliver - An Almost Closed Form Estimator For The Egarch Model (RePEc:cup:etheor:v:33:y:2017:i:04:p:1013-1038_00)
by Hafner, Christian M. & Linton, Oliver - Inference On A Semiparametric Model With Global Power Law And Local Nonparametric Trends (RePEc:cup:etheor:v:36:y:2020:i:2:p:223-249_2)
by Gao, Jiti & Linton, Oliver & Peng, Bin - Quantilograms Under Strong Dependence (RePEc:cup:etheor:v:36:y:2020:i:3:p:457-487_4)
by Lee, Ji Hyung & Linton, Oliver & Whang, Yoon-Jae - Nonparametric Euler Equation Identification And Estimation (RePEc:cup:etheor:v:37:y:2021:i:5:p:851-891_1)
by Escanciano, Juan Carlos & Hoderlein, Stefan & Lewbel, Arthur & Linton, Oliver & Srisuma, Sorawoot - Adaptive Estimation in ARCH Models (RePEc:cup:etheor:v:9:y:1993:i:04:p:539-569_00)
by Linton, Oliver - Adaptive Estimation in ARCH Models (RePEc:cwl:cwldpp:1054)
by Oliver Linton - Second Order Approximation in the Partially Linear Regression Model (RePEc:cwl:cwldpp:1065)
by Oliver Linton - Applied Nonparametric Methods (RePEc:cwl:cwldpp:1069)
by Wolfgang Hardle & Oliver Linton - Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically (RePEc:cwl:cwldpp:1075)
by Pedro Gozalo & Oliver Linton - Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models (RePEc:cwl:cwldpp:1086)
by Oliver Linton - Adaptive Testing in ARCH Models (RePEc:cwl:cwldpp:1105)
by Oliver Linton & Douglas G. Steigerwald - Testing Additivity in Generalized Nonparametric Regression Models (RePEc:cwl:cwldpp:1106)
by Oliver Linton & Pedro Gozalo - An Asymptotic Expansion in the Garch(1,1) Model (RePEc:cwl:cwldpp:1118)
by Oliver Linton - The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series (RePEc:cwl:cwldpp:1130r)
by Yoon-Jae Whang & Oliver Linton - Conditional Independence Restrictions: Testing and Estimation (RePEc:cwl:cwldpp:1140)
by Oliver Linton & Pedro Gozalo - Some Higher Order Theory for a Consistent Nonparametric Model Specification Test (RePEc:cwl:cwldpp:1148)
by Yanqin Fan & Oliver Linton - Second Order Approximation in a Linear Regression with Heteroskedasticity for Unknown Form (RePEc:cwl:cwldpp:1151)
by Oliver Linton - The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions (RePEc:cwl:cwldpp:1160)
by Oliver Linton & E. Mammen & J. Nielsen - Nonparametric Censored Regression (RePEc:cwl:cwldpp:1186)
by Arthur Lewbel & Linton, Oliver Linton - Estimating Yield Curves by Kernel Smoothing Methods (RePEc:cwl:cwldpp:1205)
by Oliver Linton & E. Mammen & J. Nielsen & C. Tanggaard - Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach (RePEc:cwl:cwldpp:1311)
by Andrew Jeffrey & Linton, Oliver Linton & Thong Nguyen & Peter C.B. Phillips - Consistent Testing for Stochastic Dominance: A Subsampling Approach (RePEc:cwl:cwldpp:1356)
by Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae - Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems (RePEc:cwl:cwldpp:1372)
by Steven Berry & Oliver Linton & Ariel Pakes - More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors (RePEc:cwl:cwldpp:1375)
by Zhijie Xiao & Oliver Linton & Raymond J. Carroll & E. Mammen - A Quantilogram Approach to Evaluating Directional Predictability (RePEc:cwl:cwldpp:1454)
by Oliver Linton & Yoon-Jae Whang - An Improved Bootstrap Test of Stochastic Dominance (RePEc:cwl:cwldpp:1713)
by Oliver Linton & Kyungchul Song & Yoon-Jae Whang - Nonparametric Estimation of a Polarization Measure (RePEc:cwl:cwldpp:1714)
by Gordon Anderson & Oliver Linton & Yoon-Jae Whang - Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model (RePEc:cwl:cwldpp:2033)
by Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi - Review 2 (RePEc:ecj:econjl:v:119:y:2009:i:538:p:f410-f413)
by Oliver B. Linton - Second Order Approximation in the Partially Linear Regression Model (RePEc:ecm:emetrp:v:63:y:1995:i:5:p:1079-1112)
by Linton, Oliver - Nonparametric Censored and Truncated Regression (RePEc:ecm:emetrp:v:70:y:2002:i:2:p:765-779)
by Arthur Lewbel & Oliver Linton - Estimation of Semiparametric Models when the Criterion Function Is Not Smooth (RePEc:ecm:emetrp:v:71:y:2003:i:5:p:1591-1608)
by Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom - Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods (RePEc:ecm:emetrp:v:73:y:2005:i:3:p:771-836)
by O. Linton & E. Mammen - Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions (RePEc:ecm:emetrp:v:75:y:2007:i:4:p:1209-1227)
by Arthur Lewbel & Oliver Linton - Testing for Stochastic Monotonicity (RePEc:ecm:emetrp:v:77:y:2009:i:2:p:585-602)
by Sokbae Lee & Oliver Linton & Yoon-Jae Whang - Efficient Semiparametric Estimation of the Fama–French Model and Extensions (RePEc:ecm:emetrp:v:80:y:2012:i:2:p:713-754)
by Gregory Connor & Matthias Hagmann & Oliver Linton - Yield Curve Estimation by Kernel Smoothing Methods (RePEc:ecm:wc2000:0235)
by Oliver B. Linton & Enno Mammen & J. Nielsen & Carsten Tanggaard - Nonparametric Censored and Truncated Regression (RePEc:ecm:wc2000:1237)
by Arthur Lewbel & Oliver Linton - Econometrics Journal (RePEc:ect:emjrnl)
from Royal Economic Society as editor - Non-parametric regression with a latent time series (RePEc:ect:emjrnl:v:12:y:2009:i:2:p:187-207)
by Oliver Linton & Jens Perch Nielsen & Søren Feodor Nielsen - Applied nonparametric methods (RePEc:eee:ecochp:4-38)
by Hardle, Wolfgang & Linton, Oliver - A score statistic for testing the presence of a stochastic trend in conditional variances (RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000660)
by Hong, Yongmiao & Linton, Oliver & McCabe, Brendan & Sun, Jiajing - Testing additivity in generalized nonparametric regression models with estimated parameters (RePEc:eee:econom:v:104:y:2001:i:1:p:1-48)
by Gozalo, Pedro L. & Linton, Oliver B. - Yield curve estimation by kernel smoothing methods (RePEc:eee:econom:v:105:y:2001:i:1:p:185-223)
by Linton, Oliver & Mammen, Enno & Nielsen, Jans Perch & Tanggaard, Carsten - Edgeworth approximations for semiparametric instrumental variable estimators and test statistics (RePEc:eee:econom:v:106:y:2002:i:2:p:325-368)
by Linton, Oliver - Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos (RePEc:eee:econom:v:120:y:2004:i:1:p:1-33)
by Shintani, Mototsugu & Linton, Oliver - The common and specific components of dynamic volatility (RePEc:eee:econom:v:132:y:2006:i:1:p:231-255)
by Connor, Gregory & Korajczyk, Robert A. & Linton, Oliver - Semiparametric methods in econometrics (RePEc:eee:econom:v:141:y:2007:i:1:p:1-4)
by Fernandes, Marcelo & Linton, Oliver & Scaillet, Olivier - The quantilogram: With an application to evaluating directional predictability (RePEc:eee:econom:v:141:y:2007:i:1:p:250-282)
by Linton, O. & Whang, Yoon-Jae - A smoothed least squares estimator for threshold regression models (RePEc:eee:econom:v:141:y:2007:i:2:p:704-735)
by Seo, Myung Hwan & Linton, Oliver - Nonparametric transformation to white noise (RePEc:eee:econom:v:142:y:2008:i:1:p:241-264)
by Linton, Oliver B. & Mammen, Enno - Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error (RePEc:eee:econom:v:147:y:2008:i:1:p:47-59)
by Kalnina, Ilze & Linton, Oliver - Consistent estimation of a general nonparametric regression function in time series (RePEc:eee:econom:v:152:y:2009:i:1:p:70-78)
by Linton, Oliver & Sancetta, Alessio - An improved bootstrap test of stochastic dominance (RePEc:eee:econom:v:154:y:2010:i:2:p:186-202)
by Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae - Identification and nonparametric estimation of a transformed additively separable model (RePEc:eee:econom:v:156:y:2010:i:2:p:392-407)
by Jacho-Chávez, David & Lewbel, Arthur & Linton, Oliver - Efficient estimation of a multivariate multiplicative volatility model (RePEc:eee:econom:v:159:y:2010:i:1:p:55-73)
by Hafner, Christian M. & Linton, Oliver - Estimating features of a distribution from binomial data (RePEc:eee:econom:v:162:y:2011:i:2:p:170-188)
by Lewbel, Arthur & McFadden, Daniel & Linton, Oliver - Annals issue on forecasting--Guest editors' introduction (RePEc:eee:econom:v:164:y:2011:i:1:p:1-3)
by Issler, João Victor & Linton, Oliver & Timmermann, Allan - A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom (RePEc:eee:econom:v:164:y:2011:i:1:p:92-115)
by Atak, Alev & Linton, Oliver & Xiao, Zhijie - Semiparametric estimation of Markov decision processes with continuous state space (RePEc:eee:econom:v:166:y:2012:i:2:p:320-341)
by Srisuma, Sorawoot & Linton, Oliver - Estimation of semiparametric locally stationary diffusion models (RePEc:eee:econom:v:170:y:2012:i:1:p:210-233)
by Koo, Bonsoo & Linton, Oliver - Nonparametric estimation and inference about the overlap of two distributions (RePEc:eee:econom:v:171:y:2012:i:1:p:1-23)
by Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae - A flexible semiparametric forecasting model for time series (RePEc:eee:econom:v:187:y:2015:i:1:p:345-357)
by Li, Degui & Linton, Oliver & Lu, Zudi - A semiparametric model for heterogeneous panel data with fixed effects (RePEc:eee:econom:v:188:y:2015:i:2:p:327-345)
by Boneva, Lena & Linton, Oliver & Vogt, Michael - Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error (RePEc:eee:econom:v:191:y:2016:i:2:p:325-347)
by Park, Sujin & Hong, Seok Young & Linton, Oliver - The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series (RePEc:eee:econom:v:193:y:2016:i:1:p:251-270)
by Han, Heejoon & Linton, Oliver & Oka, Tatsushi & Whang, Yoon-Jae - A nonparametric test of a strong leverage hypothesis (RePEc:eee:econom:v:194:y:2016:i:1:p:153-186)
by Linton, Oliver & Whang, Yoon-Jae & Yen, Yu-Min - Semiparametric dynamic portfolio choice with multiple conditioning variables (RePEc:eee:econom:v:194:y:2016:i:2:p:309-318)
by Chen, Jia & Li, Degui & Linton, Oliver & Lu, Zudi - Semiparametric identification of the bid–ask spread in extended Roll models (RePEc:eee:econom:v:200:y:2017:i:2:p:312-325)
by Chen, Xiaohong & Linton, Oliver & Yi, Yanping - Additive nonparametric models with time variable and both stationary and nonstationary regressors (RePEc:eee:econom:v:207:y:2018:i:1:p:212-236)
by Dong, Chaohua & Linton, Oliver - Semiparametric estimation of the bid–ask spread in extended roll models (RePEc:eee:econom:v:208:y:2019:i:1:p:160-178)
by Chen, Xiaohong & Linton, Oliver & Schneeberger, Stefan & Yi, Yanping - A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (RePEc:eee:econom:v:212:y:2019:i:1:p:155-176)
by Chen, Jia & Li, Degui & Linton, Oliver - Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (RePEc:eee:econom:v:213:y:2019:i:2:p:608-631)
by Linton, Oliver & Xiao, Zhijie - Multiscale clustering of nonparametric regression curves (RePEc:eee:econom:v:216:y:2020:i:1:p:305-325)
by Vogt, Michael & Linton, Oliver - A coupled component DCS-EGARCH model for intraday and overnight volatility (RePEc:eee:econom:v:217:y:2020:i:1:p:176-201)
by Linton, Oliver & Wu, Jianbin - Estimation of a multiplicative correlation structure in the large dimensional case (RePEc:eee:econom:v:217:y:2020:i:2:p:431-470)
by Hafner, Christian M. & Linton, Oliver B. & Tang, Haihan - Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (RePEc:eee:econom:v:219:y:2020:i:2:p:389-424)
by Hong, Seok Young & Linton, Oliver - When will the Covid-19 pandemic peak? (RePEc:eee:econom:v:220:y:2021:i:1:p:130-157)
by Li, Shaoran & Linton, Oliver - Estimation of a nonparametric model for bond prices from cross-section and time series information (RePEc:eee:econom:v:220:y:2021:i:2:p:562-588)
by Koo, Bonsoo & La Vecchia, Davide & Linton, Oliver - Estimation and inference in semiparametric quantile factor models (RePEc:eee:econom:v:222:y:2021:i:1:p:295-323)
by Ma, Shujie & Linton, Oliver & Gao, Jiti - A weighted sieve estimator for nonparametric time series models with nonstationary variables (RePEc:eee:econom:v:222:y:2021:i:2:p:909-932)
by Dong, Chaohua & Linton, Oliver & Peng, Bin - Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models (RePEc:eee:econom:v:228:y:2022:i:1:p:39-61)
by Ai, Chunrong & Linton, Oliver & Zhang, Zheng - The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (RePEc:eee:econom:v:91:y:1999:i:1:p:1-42)
by Whang, Yoon-Jae & Linton, Oliver - Local nonlinear least squares: Using parametric information in nonparametric regression (RePEc:eee:econom:v:99:y:2000:i:1:p:63-106)
by Gozalo, Pedro & Linton, Oliver - Semiparametric estimation of a characteristic-based factor model of common stock returns (RePEc:eee:empfin:v:14:y:2007:i:5:p:694-717)
by Connor, Gregory & Linton, Oliver - Are there Monday effects in stock returns: A stochastic dominance approach (RePEc:eee:empfin:v:14:y:2007:i:5:p:736-755)
by Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae - Testing the martingale hypothesis for gross returns (RePEc:eee:empfin:v:38:y:2016:i:pb:p:664-689)
by Linton, Oliver & Smetanina, Ekaterina - Multivariate density estimation using dimension reducing information and tail flattening transformations (RePEc:eee:insuma:v:48:y:2011:i:1:p:99-110)
by Buch-Kromann, Tine & Guillén, Montserrat & Linton, Oliver & Nielsen, Jens Perch - The behaviour of betting and currency markets on the night of the EU referendum (RePEc:eee:intfor:v:35:y:2019:i:1:p:371-389)
by Auld, Tom & Linton, Oliver - Nonparametric estimation of multivariate elliptic densities via finite mixture sieves (RePEc:eee:jmvana:v:123:y:2014:i:c:p:43-67)
by Battey, Heather & Linton, Oliver - A multiplicative bias reduction method for nonparametric regression (RePEc:eee:stapro:v:19:y:1994:i:3:p:181-187)
by Linton, Oliver & Nielsen, Jens Perch - More efficient kernel estimation in nonparametric regression with autocorrelated errors (RePEc:ehl:lserod:2017)
by Carroll, Raymond J & Linton, Oliver & Mammen, Enno & Xiao, Zhijie - A local instrumental variable estimation method for generalized additive volatility models (RePEc:ehl:lserod:2028)
by Kim, Woocheol & Linton, Oliver - Limit theorems for estimating the parameters of differentiated product demand systems (RePEc:ehl:lserod:2032)
by Berry, Steve & Linton, Oliver & Pakes, Ariel - Nonparametric censored and truncated regression (RePEc:ehl:lserod:2060)
by Lewbel, Arthur & Linton, Oliver - Nonparametric estimation of homothetic and homothetically separable functions (RePEc:ehl:lserod:2066)
by Lewbel, Arthur & Linton, Oliver - Nonparametric estimation with aggregated data (RePEc:ehl:lserod:2092)
by Linton, Oliver & Whang, Yoon-Jae - Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos (RePEc:ehl:lserod:2093)
by Shintani, Mototsugu & Linton, Oliver - Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos (RePEc:ehl:lserod:2097)
by Shintani, Mototsugu & Linton, Oliver - Asymptotic expansions for some semiparametric program evaluation estimators (RePEc:ehl:lserod:2098)
by Ichimura, Hidehiko & Linton, Oliver - A quantilogram approach to evaluating directional predictability (RePEc:ehl:lserod:2112)
by Linton, Oliver & Whang, Yoon-Jae - Nonparametric inference for unbalanced time series data (RePEc:ehl:lserod:2116)
by Linton, Oliver - A nonparametric regression estimator that adapts to error distribution of unknown form (RePEc:ehl:lserod:2120)
by Linton, Oliver & Xiao, Zhijie - Edgeworth approximations for semiparametric instrumental variable estimators and test statistics (RePEc:ehl:lserod:2156)
by Linton, Oliver - Estimation of semiparametric models when the criterion function is not smooth (RePEc:ehl:lserod:2167)
by Chen, Xiaohong & Linton, Oliver & Van Keilegom, Ingrid - Estimating multiplicative and additive hazard functions by kernel methods (RePEc:ehl:lserod:2168)
by Linton, Oliver & Perch Nielsen, Jens & van de Geer, Sara - Estimating semiparametric ARCH (8) models by kernel smoothing methods (RePEc:ehl:lserod:2187)
by Linton, Oliver & Mammen, Enno - Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach (RePEc:ehl:lserod:2197)
by Hodgson, Douglas J & Linton, Oliver & Vorkink, Keith - Semiparametric regression analysis under imputation for missing response data (RePEc:ehl:lserod:2206)
by Hardle, Wolfgang & Linton, Oliver & Wang, Qihua - Consistent testing for stochastic dominance : a subsampling approach (RePEc:ehl:lserod:2207)
by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae - Consistent testing for stochastic dominance under general sampling schemes (RePEc:ehl:lserod:2208)
by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae - Yield curve estimation by kernel smoothing methods (RePEc:ehl:lserod:2270)
by Linton, Oliver & Mammen, Enno & Perch Nielsen, Jens & Tanggaard, C - The estimation of conditional densities (RePEc:ehl:lserod:2312)
by Chen, Xiaohong & Linton, Oliver & Robinson, Peter - The existence and asymptotic properties of a backfitting projection algorithm under weak conditions (RePEc:ehl:lserod:2315)
by Mammen, Enno & Linton, Oliver & Nielsen, J - Evaluating hedge fund performance: a stochastic dominance approach (RePEc:ehl:lserod:24486)
by Li, Sheng & Linton, Oliver - Efficient estimation of a semiparametric characteristic-based factor model of security returns (RePEc:ehl:lserod:24504)
by Connor, Gregory & Hagmann, Matthias & Linton, Oliver - Consistent estimation of the risk-return tradeoff in the presence of measurement error (RePEc:ehl:lserod:24506)
by Ghosh, Anisha & Linton, Oliver - Are there Monday effects in stock returns: a stochastic dominance approach (RePEc:ehl:lserod:24520)
by Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae - Consistent testing for stochastic dominance: a subsampling approach (RePEc:ehl:lserod:24755)
by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae - A local instrumental variable estimation method for generalized additive volatility models (RePEc:ehl:lserod:24758)
by Kim, Woocheol & Linton, Oliver - Estimation of linear regression models by a spread-tolerant estimator (RePEc:ehl:lserod:24763)
by Linton, Oliver - Flexible term structure estimation: which method is preferable? (RePEc:ehl:lserod:24767)
by Jeffrey, Andrew & Linton, Oliver & Nguyen, Thong - The shape of the risk premium: evidence from a semiparametric GARCH model (RePEc:ehl:lserod:24769)
by Linton, Oliver & Perron, Benoit - A GARCH model of the implied volatility of the Swiss Market Index from options prices (RePEc:ehl:lserod:24773)
by Sabbatini, Michael & Linton, Oliver - Consistent testing for stochastic dominance: a subsampling approach (RePEc:ehl:lserod:24927)
by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae - Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary (RePEc:ehl:lserod:25092)
by Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae - Nonparametric estimation of a polarization measure (RePEc:ehl:lserod:25378)
by Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae - The existence and asymptotic properties of a backfitting projection algorithm under weak conditions (RePEc:ehl:lserod:300)
by Linton, Oliver & Mammen, E. & Nielsen, J. - On a semiparametric survival model with flexible covariate effect (RePEc:ehl:lserod:301)
by Nielsen, Jens P. & Linton, Oliver & Bickel, Peter J. - Efficient estimation of generalized additive nonparametric regression models (RePEc:ehl:lserod:314)
by Linton, Oliver - Second-order approximation for adaptive regression estimators (RePEc:ehl:lserod:317)
by Linton, Oliver & Xiao, Zhijie - Estimating additive nonparametric models by partial Lq norm: the curse of fractionality (RePEc:ehl:lserod:319)
by Linton, Oliver - Nonparametric estimation with aggregated data (RePEc:ehl:lserod:320)
by Linton, Oliver & Whang, Yoon-Jae - The live method for generalized additive volatility models (RePEc:ehl:lserod:321)
by Kim, Woocheol & Linton, Oliver B. - Nonparametric inference for unbalanced time series data (RePEc:ehl:lserod:322)
by Linton, Oliver - Efficient estimation of a semiparametric characteristic-based factor model of security returns (RePEc:ehl:lserod:3775)
by Connor, Gregory & Hagmann, Matthias & Linton, Oliver - Inference about realized volatility using infill subsampling (RePEc:ehl:lserod:4411)
by Kalnina, Ilze & Linton, Oliver - Estimating quadratic variation consistently in the presence of correlated measurement error (RePEc:ehl:lserod:4413)
by Kalnina, Ilze & Linton, Oliver - Identification and nonparametric estimation of a transformed additively separable model (RePEc:ehl:lserod:4416)
by Jacho-Chávez, David & Lewbel, Arthur & Linton, Oliver - Estimating features of a distribution from binomial data (RePEc:ehl:lserod:4418)
by Lewbel, Arthur & Linton, Oliver & McFadden, D. L. - Semiparametric estimation of a characteristic-based factor model of common stock returns (RePEc:ehl:lserod:4424)
by Connor, Gregory & Linton, Oliver - Testing for stochastic monotonicity (RePEc:ehl:lserod:4425)
by Lee, Sokbae & Linton, Oliver & Whang, Yoon-Jae - Nonparametric transformation to white noise (RePEc:ehl:lserod:4426)
by Linton, Oliver & Mammen, Enno - A smoothed least squares estimator for threshold regression models (RePEc:ehl:lserod:4434)
by Linton, Oliver & Seo, Myunghwan - An alternative way of computing efficient instrumental variable estimators (RePEc:ehl:lserod:58016)
by Chen, Xiaohong & Linton, Oliver & Jacho-Chávez, David T. - Estimating semiparametric ARCH (∞) models by kernel smoothing methods (RePEc:ehl:lserod:58068)
by Linton, Oliver & Mammen, Enno - Loch linear fitting under near epoch dependence: uniform consistency with convergence rate (RePEc:ehl:lserod:58160)
by Li, Degui & Lu, Zudi & Linton, Oliver - Nonparametric neutral network estimation of lyapunov exponents and a direct test for chaos (RePEc:ehl:lserod:58170)
by Linton, Oliver & Shintani, Mototsugu - Optimal smoothing for a computationally and statistically efficient single index estimator (RePEc:ehl:lserod:58173)
by Hardle, Wolfgang & Xia, Yingcun & Linton, Oliver - Semiparametric estimation of locally stationary diffusion models (RePEc:ehl:lserod:58186)
by Koo, Bonsoo & Linton, Oliver - Semiparametric estimation of Markov decision processeswith continuous state space (RePEc:ehl:lserod:58187)
by Linton, Oliver & Srisuma, Sorawoot - Testing for Stochastic Dominance Efficiency (RePEc:ems:eureri:6726)
by Post, G.T. & Linton, O. & Whang, Y-J. - Evaluating Value-at-Risk models via Quantile regressions (RePEc:fgv:epgewp:679)
by Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira - Semiparametric Estimation of a Characteristic-Based Factor Model of Stock Returns (RePEc:fmg:fmgdps:dp346)
by Oliver Linton & Gregory Connor - Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach (RePEc:fmg:fmgdps:dp382)
by Oliver Linton & Douglas J.Hodgson & Keith Vorkink - Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors (RePEc:fmg:fmgdps:dp383)
by Oliver Linton & Mototsugu Shintani - Flexible Term Structure Estimation: Which Method is Preferred? (RePEc:fmg:fmgdps:dp385)
by Oliver Linton & Andrew Jeffrey & Thong Nguyen - Consistent Testing for Stochastic Dominance: A Subsampling Approach (RePEc:fmg:fmgdps:dp407)
by Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang - Consistent Testing for Stochastic Dominance: A Subsampling Approach (RePEc:fmg:fmgdps:dp508)
by Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton - A Local Instrumental Variable Estimation Method For Generalized Additive Volatility Models (RePEc:fmg:fmgdps:dp509)
by Woocheol Kim & Oliver Linton - Estimating Semiparametric ARCH Models by Kernel Smoothing Methods (RePEc:fmg:fmgdps:dp511)
by Enno Mammen & Oliver Linton - Estimation of Linear Regression Models by a Spread-Tolerant Estimator (RePEc:fmg:fmgdps:dp512)
by Oliver Linton - Flexible Term Structure Estimation: Which Method is Preferable? (RePEc:fmg:fmgdps:dp513)
by Thong Nguyen & Andrew Jeffrey & Oliver Linton - The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model (RePEc:fmg:fmgdps:dp514)
by Benoit Perron & Oliver Linton - Yield Curve Estimation by Kernel Smoothing (RePEc:fmg:fmgdps:dp515)
by C Taanggard & J Nielsen & Enno Mammen & Oliver Linton - A GARCH Model of the Implied Volatility of the Swiss Market Index From Option Pricesdffrom Options Prices (RePEc:fmg:fmgdps:dp516)
by Michael Sabbatini & Oliver Linton - Are there Monday effects in Stock Returns: A Stochastic Dominance Approach (RePEc:fmg:fmgdps:dp568)
by Yoon-Jae Whang & Young-Hyun Cho & Oliver Linton - Evaluating hedge fund performance: a stochastic dominance approach (RePEc:fmg:fmgdps:dp591)
by Sheng Li & Oliver Linton - Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns (RePEc:fmg:fmgdps:dp599)
by Gregory Connor & Oliver Linton & Matthias Hagmann - Consistent Estimation of the Risk-Return Tradeoff in the Presence of Measurement Error (RePEc:fmg:fmgdps:dp605)
by Oliver Linton & Anisha Ghosh - Estimating the Quadratic Covariation Matrix for an Asynchronously Observed Continuous Time Signal Masked by Additive Noise (RePEc:fmg:fmgdps:dp703)
by Sujin Park & Oliver Linton - Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems (RePEc:fth:harver:1955)
by Steve Berry & Oliver B. Linton & Ariel Pakes - Unknown item RePEc:grz:wpsses:2021-08 (paper)
- Efficient estimation of a multivariate multiplicative volatility model (RePEc:hal:journl:hal-00732539)
by Christian M. Hafner & Oliver Linton - A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom (RePEc:hal:journl:hal-00844810)
by Alev Atak & Oliver Linton & Zhijie Xiao - Estimating Multiplicative and Additive Hazard Functions by Kernel Methods (RePEc:hhb:aarfin:2001_002)
by Linton, Oliver B. & Perch Nielsen, Jens & Van de Geer, Sara - Semi- and Nonparametric ARCH Processes (RePEc:hin:jnljps:906212)
by Oliver B. Linton & Yang Yan - Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator (RePEc:hum:wpaper:sfb649dp2009-028)
by Yingcun Xia & Wolfgang Härdle & Oliver Linton - Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors (RePEc:ier:iecrev:v:44:y:2003:i:1:p:331-357)
by Mototsugu Shintani & Oliver Linton - The behaviour of betting and currency markets on the night of the EU referendum (RePEc:ifs:cemmap:01/18)
by Tom Auld & Oliver Linton - Estimation of semiparametric models when the criterion function is not smooth (RePEc:ifs:cemmap:02/02)
by Xiaohong Chen & Oliver Linton & Ingred van Keilegom - A semiparametric model for heterogeneous panel data with fixed effects (RePEc:ifs:cemmap:02/13)
by Lena Boneva (Körber) & Oliver Linton & Michael Vogt - A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance (RePEc:ifs:cemmap:02/17)
by Lena Boneva (Körber) & Oliver Linton - A simple and efficient estimation method for models with nonignorable missing data (RePEc:ifs:cemmap:02/18)
by Chunrong Ai & Oliver Linton & Zheng Zhang - Consistent testing for stochastic dominance: a subsampling approach (RePEc:ifs:cemmap:03/02)
by Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang - Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction (RePEc:ifs:cemmap:03/18)
by Tingting Cheng & Jiti Gao & Oliver Linton - Asymptotic expansions for some semiparametric program evaluation estimators (RePEc:ifs:cemmap:04/01)
by Hidehiko Ichimura & Oliver Linton - High dimensional semiparametric moment restriction models (RePEc:ifs:cemmap:04/18)
by Chaohua Dong & Jiti Gao & Oliver Linton - A coupled component GARCH model for intraday and overnight volatility (RePEc:ifs:cemmap:05/17)
by Oliver Linton & Jianbin Wu - Inference on a semiparametric model with global power law and local nonparametric trends (RePEc:ifs:cemmap:05/18)
by Jiti Gao & Oliver Linton & Bin Peng - Nonparametric inference for unbalance time series data (RePEc:ifs:cemmap:06/04)
by Oliver Linton - The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (RePEc:ifs:cemmap:06/14)
by Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang - Classification of nonparametric regression functions in heterogeneous panels (RePEc:ifs:cemmap:06/15)
by Michael Vogt & Oliver Linton - Implications of high-frequency trading for security markets (RePEc:ifs:cemmap:06/18)
by Oliver Linton & Soheil Mahmoodzadeh - Estimating features of a distribution from binomial data (RePEc:ifs:cemmap:07/01)
by Arthur Lewbel & Oliver Linton & Daniel McFadden - Single stock circuit breakers on the London Stock Exchange: do they improve subsequent market quality? (RePEc:ifs:cemmap:07/14)
by James Brugler & Oliver Linton - Semiparametric dynamic portfolio choice with multiple conditioning variables (RePEc:ifs:cemmap:07/15)
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu - Estimation in semiparametric quantile factor models (RePEc:ifs:cemmap:07/18)
by Shujie Ma & Oliver Linton & Jiti Gao - Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary (RePEc:ifs:cemmap:08/08)
by Oliver Linton & Kyungchui (Kevin) Song & Yoon-Jae Whang - Mean Ratio Statistic for measuring predictability (RePEc:ifs:cemmap:08/15)
by Oliver Linton & Katja Smetanina - Multiscale clustering of nonparametric regression curves (RePEc:ifs:cemmap:08/18)
by Michael Vogt & Oliver Linton - Semiparametric nonlinear panel data models with measurement error (RePEc:ifs:cemmap:09/18)
by Oliver Linton & Ji-Liang Shiu - Semiparametric regression analysis with missing response at random (RePEc:ifs:cemmap:11/03)
by Wolfgang Härdle & Oliver Linton & Wang, Qihua - Let's get LADE: robust estimation of semiparametric multiplicative volatility models (RePEc:ifs:cemmap:11/13)
by Bonsoo Koo & Oliver Linton - When will the Covid-19 pandemic peak? (RePEc:ifs:cemmap:11/20)
by Oliver Linton - Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model (RePEc:ifs:cemmap:12/16)
by Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi - An investigation into multivariate variance ratio statistics and their application to stock market predictability (RePEc:ifs:cemmap:13/15)
by Seok Young Hong & Oliver Linton & Hui Jun Zhang - Nonparametric estimation of homothetic and homothetically separable functions (RePEc:ifs:cemmap:14/03)
by Arthur Lewbel & Oliver Linton - Nonparametric estimation of a polarization measure (RePEc:ifs:cemmap:14/09)
by Gordon Anderson & Oliver Linton & Yoon-Jae Whang - Nonparametric estimation of multivariate elliptic densities via finite mixture sieves (RePEc:ifs:cemmap:15/13)
by Heather Battey & Oliver Linton - Non-parametric transformation regression with non-stationary data (RePEc:ifs:cemmap:16/13)
by Oliver Linton & Qiying Wang - Testing for stochastic monotonicity (RePEc:ifs:cemmap:21/08)
by Sokbae (Simon) Lee & Oliver Linton & Yoon-Jae Whang - Nonparametric estimation of a periodic sequence in the presence of a smooth trend (RePEc:ifs:cemmap:23/12)
by Oliver Linton & Michael Vogt - Estimation of a Multiplicative Covariance Structure (RePEc:ifs:cemmap:23/16)
by Christian M. Hafner & Oliver Linton & Haihan Tang - A nonparametric test of the leverage hypothesis (RePEc:ifs:cemmap:24/12)
by Oliver Linton & Yoon-Jae Whang & Yu-Min Yen - Efficient estimation of conditional risk measures in a semiparametric GARCH model (RePEc:ifs:cemmap:25/12)
by Oliver Linton & Dajing Shang & Yang Yan - Averaging of moment condition estimators (RePEc:ifs:cemmap:26/12)
by Xiaohong Chen & David Jacho-Chávez & Oliver Linton - Testing for the stochastic dominance efficiency of a given portfolio (RePEc:ifs:cemmap:27/12)
by Oliver Linton & Yoon-Jae Whang - A flexible semiparametric model for time series (RePEc:ifs:cemmap:28/12)
by Degui Li & Oliver Linton & Zudi Lu - A nonparametric test of a strong leverage hypothesis (RePEc:ifs:cemmap:28/13)
by Oliver Linton & Yoon-Jae Whang & Yu-Min Yen - Multivariate variance ratio statistics (RePEc:ifs:cemmap:29/14)
by Seok Young Hong & Oliver Linton & Hui Jun Zhang - Global Bahadur representation for nonparametric censored regression quantiles and its applications (RePEc:ifs:cemmap:33/11)
by Efang Kong & Oliver Linton & Yingcun Xia - Nonparametric estimation of multivariate elliptic densities via finite mixture sieves (RePEc:ifs:cemmap:41/13)
by Heather Battey & Oliver Linton - The effect of fragmentation in trading on market quality in the UK equity market (RePEc:ifs:cemmap:42/13)
by Lena Boneva (Körber) & Oliver Linton & Michael Vogt - Estimation of a multiplicative covariance structure in the large dimensional case (RePEc:ifs:cemmap:52/16)
by Christian M. Hafner & Oliver Linton & Haihan Tang - Asymptotic properties of a Nadaraya-Watson type estimator for regression functions of in?finite order (RePEc:ifs:cemmap:53/16)
by Seok Young Hong & Oliver Linton - Additive nonparametric models with time variable and both stationary and nonstationary regressions (RePEc:ifs:cemmap:59/17)
by Chaohua Dong & Oliver Linton - Nonparametric Euler equation identification and estimation (RePEc:ifs:cemmap:61/15)
by Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma - Semiparametric model averaging of ultra-high dimensional time series (RePEc:ifs:cemmap:62/15)
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu - A Unified Framework for Efficient Estimation of General Treatment Models (RePEc:ifs:cemmap:64/19)
by Chunrong Ai & Oliver Linton & Kaiji Motegi & Zheng Zhang - Estimation with Mixed Data Frequencies: A Bias-Correction Approach (RePEc:ifs:cemmap:65/19)
by Anisha Ghosh & Oliver Linton - High dimensional semiparametric moment restriction models (RePEc:ifs:cemmap:69/18)
by Chaohua Dong & Jiti Gao & Oliver Linton - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach (RePEc:jae:japmet:v:17:y:2002:i:6:p:617-639)
by Keith Vorkink & Douglas J. Hodgson & Oliver Linton - A polarization-cohesion perspective on cross-country convergence (RePEc:kap:jecgro:v:17:y:2012:i:1:p:49-69)
by Gordon Anderson & Oliver Linton & Teng Leo - Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates (RePEc:msh:ebswps:2011-16)
by Degui Li & Zudi Lu & Oliver Linton - A Flexible Semiparametric Model for Time Series (RePEc:msh:ebswps:2012-17)
by Degui Li & Oliver Linton & Zudi Lu - Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends (RePEc:msh:ebswps:2017-10)
by Jiti Gao & Oliver Linton & Bin Peng - Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction (RePEc:msh:ebswps:2017-13)
by Tingting Cheng & Jiti Gao & Oliver Linton - High dimensional semiparametric moment restriction models (RePEc:msh:ebswps:2017-17)
by Chaohua Dong & Jiti Gao & Oliver Linton - Estimation and inference in semiparametric quantile factor models (RePEc:msh:ebswps:2017-8)
by Shujie Ma & Oliver Linton & Jiti Gao - The behaviour of betting and currency markets on the night of the EU referendum (RePEc:msh:ebswps:2018-10)
by Tom Auld & Oliver Linton - High dimensional semiparametric moment restriction models (RePEc:msh:ebswps:2018-23)
by Chaohua Dong & Jiti Gao & Oliver Linton - Nonparametric Predictive Regressions for Stock Return Prediction (RePEc:msh:ebswps:2019-4)
by Tingting Cheng & Jiti Gao & Oliver Linton - On Time Trend of COVID-19: A Panel Data Study (RePEc:msh:ebswps:2020-22)
by Chaohua Dong & Jiti Gao & Oliver Linton & Bin peng - Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information (RePEc:msh:ebswps:2020-4)
by Bonsoo Koo & Davide La Vecchia & Oliver Linton - The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model (RePEc:mtl:montde:9911)
by LINTON, Olivier & PERRON, Benoît - Nonparametric estimation of a periodic sequence in the presence of a smooth trend (RePEc:oup:biomet:v:101:y:2014:i:1:p:121-140.)
by Michael Vogt & Oliver Linton - Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference (RePEc:oup:jfinec:v:14:y:2016:i:2:p:261-264.)
by Oliver Linton & Ruochen Wu - Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems (RePEc:oup:restud:v:71:y:2004:i:3:p:613-654)
by Steve Berry & Oliver B. Linton & Ariel Pakes - Consistent Testing for Stochastic Dominance under General Sampling Schemes (RePEc:oup:restud:v:72:y:2005:i:3:p:735-765)
by Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang - Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary (RePEc:pen:papers:08-006)
by Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang - A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom (RePEc:pra:mprapa:22079)
by Atak, Alev & Linton, Oliver B. & Xiao, Zhijie - Evaluating Value-at-Risk Models via Quantile Regression (RePEc:qut:auncer:2010_14)
by Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith - The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses (RePEc:snu:ioerwp:no110)
by Oliver Linton & YOON-JAE WHANG & Yu-Min Yen - Quantilograms under Strong Dependence (RePEc:snu:ioerwp:no111)
by Ji Hyung Lee & Oliver Linton & YOON-JAE WHANG - Symmetrizing and unitizing transformations for linear smoother weights (RePEc:spr:compst:v:16:y:2001:i:1:d:10.1007_s001800100056)
by Oliver Linton - Flexible Term Structure Estimation: Which Method is Preferred? (RePEc:spr:metrik:v:63:y:2006:i:1:p:99-122)
by Andrew Jeffrey & Oliver Linton & Thong Nguyen - Similarity, dissimilarity and exceptionality: generalizing Gini’s transvariation to measure “differentness” in many distributions (RePEc:spr:metron:v:75:y:2017:i:2:d:10.1007_s40300-017-0112-4)
by Gordon Anderson & Oliver Linton & Jasmin Thomas - Nonparametric factor analysis of residual time series (RePEc:spr:testjl:v:10:y:2001:i:1:p:161-182)
by Juan Rodríguez-Poo & Oliver Linton - On internally corrected and symmetrized kernel estimators for nonparametric regression (RePEc:spr:testjl:v:19:y:2010:i:1:p:166-186)
by Oliver Linton & David Jacho-Chávez - Integration and backfitting methods in additive models-finite sample properties and comparison (RePEc:spr:testjl:v:8:y:1999:i:2:p:419-458)
by Stefan Sperlich & Oliver Linton & Wolfgang Härdle - Adaptive testing in arch models (RePEc:taf:emetrv:v:19:y:2000:i:2:p:145-174)
by Oliver Linton & Douglas Steigerwald - Testing Conditional Independence Restrictions (RePEc:taf:emetrv:v:33:y:2014:i:5-6:p:523-552)
by Oliver Linton & Pedro Gozalo - Standard Errors for Nonparametric Regression (RePEc:taf:emetrv:v:39:y:2020:i:7:p:674-690)
by Ba M. Chu & David T. Jacho-Chávez & Oliver B. Linton - The lower regression function and testing expectation dependence dominance hypotheses (RePEc:taf:emetrv:v:40:y:2021:i:8:p:709-727)
by Oliver Linton & Yoon Jae Whang & Yu-Min Yen - Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (RePEc:taf:jnlasa:v:113:y:2018:i:522:p:919-932)
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu - Comment on “Factor Models for High-Dimensional Tensor Time Series” by Rong Chen, Dan Yang, and Cun-Hui Zhang (RePEc:taf:jnlasa:v:117:y:2022:i:537:p:117-117)
by Oliver B. Linton & Haihan Tang - Evaluating Value-at-Risk Models via Quantile Regression (RePEc:taf:jnlbes:v:29:y:2011:i:1:p:150-160)
by Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel R. Smith - Testing Forward Exchange Rate Unbiasedness Efficiently: A Semiparametric Approach (RePEc:taf:recsxx:v:7:y:2004:i:1:p:325-353)
by Douglas J. Hodgson & Oliver Linton & Keith Vorkink - Non Parametric Estimation of a Polarization Measure (RePEc:tor:tecipa:tecipa-363)
by Gordon Anderson & Oliver Linton & Yoon-Jae Wang - Making Inferences About Rich Country - Poor Country Convergence: The Polarization Trapezoid and Overlap measures (RePEc:tor:tecipa:tecipa-387)
by Gordon Anderson & Teng Wah Leo & Oliver Linton - On Unit Free Assessment of The Extent of Multilateral Distributional Variation (RePEc:tor:tecipa:tecipa-657)
by Gordon Anderson & Oliver Linton & Grazia Pittau & Yoon Jae Whang & Roberto Zelli - Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors (RePEc:van:wpaper:0111)
by Mototsugu Shintani & Oliver Linton - Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos (RePEc:van:wpaper:0309)
by Mototsugu Shintani & Oliver Linton - Review 2 (RePEc:wly:econjl:v:119:y:2009:i:538:p:f410-f413)
by Oliver B. Linton - A ReMeDI for Microstructure Noise (RePEc:wly:emetrp:v:90:y:2022:i:1:p:367-389)
by Z. Merrick Li & Oliver Linton - Econometrics Journal (RePEc:wly:emjrnl)
from Royal Economic Society as editor - Editorial (RePEc:wly:emjrnl:v:15:y:2012:i:1:p:ci-cii)
by Oliver Linton & Richard J. Smith - Testing for the stochastic dominance efficiency of a given portfolio (RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s59-s74)
by Oliver Linton & Thierry Post & Yoon‐Jae Whang - Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz (RePEc:wly:emjrnl:v:17:y:2014:i:2:p:si-sii)
by Xiaohong Chen & Sokbae Lee & Oliver Linton & Elie Tamer - Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach (RePEc:wly:japmet:v:17:y:2002:i:6:p:617-639)
by Douglas J. Hodgson & Oliver Linton & Keith Vorkink - The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market (RePEc:wly:japmet:v:31:y:2016:i:1:p:192-213)
by Lena Boneva & Oliver Linton & Michael Vogt - A discrete†choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance (RePEc:wly:japmet:v:32:y:2017:i:7:p:1226-1243)
by Lena Boneva & Oliver Linton - A unified framework for efficient estimation of general treatment models (RePEc:wly:quante:v:12:y:2021:i:3:p:779-816)
by Chunrong Ai & Oliver Linton & Kaiji Motegi & Zheng Zhang - Applied nonparametric methods (RePEc:wop:humbse:9312)
by Oliver LINTON - Kernel estimation in a nonparametric marker dependent Hazard Model (RePEc:wop:humbse:9313)
by Oliver LINTON - The Froot and Stein Model Revisited (RePEc:wpa:wuwpfi:0401004)
by Nils Hogh & Oliver Linton & Jens Nielsen - Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables (RePEc:yor:yorken:15/01)
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu - Semiparametric Model Averaging of Ultra-High Dimensional Time Series (RePEc:yor:yorken:15/18)
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu - A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables (RePEc:yor:yorken:18/14)
by Jia Chen & Degui Li & Oliver Linton - Flexible Term Structure Estimation: Which Method Is Preferred? (RePEc:ysm:somwrk:ysm171)
by Andrew Jeffrey & Oliver Linton & Thong Nguyen - Flexible Term Structure Estimation: Which Method Is Preferred? (RePEc:ysm:wpaper:ysm171)
by Andrew Jeffrey & Oliver Linton & Thong Nguyen - Nonparametric Regression (RePEc:zbw:sfb373:199529)
by Härdle, Wolfgang & Linton, O. - Estimation of Additive Regression Models with Links (RePEc:zbw:sfb373:199548)
by Linton, O. B. & Härdle, Wolfgang - Nonparametric Estimation of Additive Seperable Regression Models (RePEc:zbw:sfb373:199550)
by Chen, R. & Härdle, Wolfgang & Linton, O. B. & Severance-Lossin, E. - An Analysis of Transformations for Additive Nonparanetric Regression (RePEc:zbw:sfb373:199568)
by Linton, O. B. & Chen, R. & Härdle, Wolfgang - Testing Additivity in Generalized Nonparametric Regression Models (RePEc:zbw:sfb373:199647)
by Linton, O. & Gozalo, P. - An Optimization Interpretation of Integration and Backfitting Estimators for Separable Nonparametric Models (RePEc:zbw:sfb373:199688)
by Nielsen, J. P. & Linton, O. B. - A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models (RePEc:zbw:sfb373:199766)
by Sperlich, S. & Linton, O. & Härdle, Wolfgang - Nonparametric factor analysis of time series (RePEc:zbw:sfb373:199870)
by Rodríguez-Poo, Juan M. & Linton, Oliver Bruce - Estimating yield curves by Kernel smoothing methods (RePEc:zbw:sfb373:199954)
by Linton, Oliver & Mammen, Enno & Nielsen, Jens Perch & Tanggaard, Carsten - A local instrumental estimation method for generalized additive volatility models (RePEc:zbw:sfb373:200086)
by Kim, Woocheol & Linton, Oliver - A nonparametric regression estimator that adapts to error distribution of unknown form (RePEc:zbw:sfb373:200133)
by Linton, Oliver Bruce & Xiao, Zhijie - Semiparametric regression analysis under imputation for missing response data (RePEc:zbw:sfb373:20026)
by Wang, Qihua & Härdle, Wolfgang & Linton, Oliver - Consistent Testing for Stochastic Dominance under General Sampling Schemes (RePEc:zbw:sfb373:200331)
by Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae - Optimal smoothing for a computationally and statistically efficient single index estimator (RePEc:zbw:sfb649:sfb649dp2009-028)
by Xia, Yingcun & Härdle, Wolfgang Karl & Linton, Oliver