Items where Author is "Linton, Oliver"

Number of items: 146.
Article
  • Nonstandard errors. (2024) Menkveld, Albert J. and Dreber, Anna and Holzmeister, Felix and Huber, Juergen and Johannesson, Magnus and Kirchler, Michael and Neusüß, Sebastian and Razen, Michael and Weitzel, Utz and Abad-Díaz, David and Abudy, Menachem and Adrian, Tobias and Ait-Sahalia, Yacine and Akmansoy, Olivier and Alcock, Jamie T. and Alexeev, Vitali and Aloosh, Arash and Amato, Livia and Amaya, Diego and Angel, James J. and Avetikian, Alejandro T. and Bach, Amadeus and Baidoo, Edwin and Bakalli, Gaetan and Bao, Li and Barbon, Andrea and Bashchenko, Oksana and Bindra, Parampreet C. and Bjønnes, Geir H. and Black, Jeffrey R. and Black, Bernard S. and Bogoev, Dimitar and Correa, Santiago Bohorquez and Bondarenko, Oleg and Bos, Charles S. and Bosch-Rosa, Ciril and Bouri, Elie and Brownlees, Christian and Calamia, Anna and Cao, Viet Nga and Capelle-Blancard, Gunther and Romero, Laura M.Capera and Caporin, Massimiliano and Carrion, Allen and Caskurlu, Tolga and Chakrabarty, Bidisha and Chen, Jian and Chernov, Mikhail and Cheung, William and Chincarini, Ludwig B. and Chordia, Tarun and Chow, Sheung Chi and Clapham, Benjamin and Colliard, Jean Edouard and Comerton-Forde, Carole and Curran, Edward and Dao, Thong and Dare, Wale and Davies, Ryan J. and Blasis, Riccardo De and Nard, Gianluca F.De and Declerck, Fany and Deev, Oleg and Degryse, Hans and Deku, Solomon Y. and Desagre, Christophe and Dijk, Mathijs A.Van and Dim, Chukwuma and Dimpfl, Thomas and Dong, Yun Jiang and Drummond, Philip A. and Dudda, Tom and Duevski, Teodor and Dumitrescu, Ariadna and Dyakov, Teodor and Dyhrberg, Anne Haubo and Dzieliński, Michał and Eksi, Asli and Kalak, Izidin El and Ellen, Saskia Ter and Eugster, Nicolas and Evans, Martin D.D. and Farrell, Michael and Felez-Vinas, Ester and Ferrara, Gerardo and Ferrouhi, El Mehdi and Flori, Andrea and Fluharty-Jaidee, Jonathan T. and Foley, Sean D.V. and Fong, Kingsley Y.L. and Foucault, Thierry and Franus, Tatiana and Franzoni, Francesco and Frijns, Bart and Frömmel, Michael and Fu, Servanna M. and Füllbrunn, Sascha C. and Gan, Baoqing and Gao, Ge and Gehrig, Thomas P. and Gemayel, Roland and Gerritsen, Dirk and Gil-Bazo, Javier and Gilder, Dudley and Glosten, Lawrence R. and Gomez, Thomas and Gorbenko, Arseny and Grammig, Joachim and Grégoire, Vincent and Güçbilmez, Ufuk and Hagströmer, Björn and Hambuckers, Julien and Hapnes, Erik and Harris, Jeffrey H. and Harris, Lawrence and Hartmann, Simon and Hasse, Jean Baptiste and Hautsch, Nikolaus and He, Xue Zhong and Heath, Davidson and Hediger, Simon and Hendershott, Terrence and Hibbert, Ann Marie and Hjalmarsson, Erik and Hoelscher, Seth A. and Hoffmann, Peter and Holden, Craig W. and Horenstein, Alex R. and Huang, Wenqian and Huang, Da and Hurlin, Christophe and Ilczuk, Konrad and Ivashchenko, Alexey and Iyer, Subramanian R. and Jahanshahloo, Hossein and Jalkh, Naji and Jones, Charles M. and Jurkatis, Simon and Jylhä, Petri and Kaeck, Andreas T. and Kaiser, Gabriel and Karam, Arzé and Karmaziene, Egle and Kassner, Bernhard and Kaustia, Markku and Kazak, Ekaterina and Kearney, Fearghal and Kervel, Vincent Van and Khan, Saad A. and Khomyn, Marta K. and Klein, Tony and Klein, Olga and Klos, Alexander and Koetter, Michael and Kolokolov, Aleksey and Korajczyk, Robert A. and Kozhan, Roman and Krahnen, Jan P. and Kuhle, Paul and Kwan, Amy and Lajaunie, Quentin and Lam, F. Y.Eric C. and Lambert, Marie and Langlois, Hugues and Lausen, Jens and Lauter, Tobias and Leippold, Markus and Levin, Vladimir and Li, Yijie and Li, Hui and Liew, Chee Yoong and Lindner, Thomas and Linton, Oliver and Liu, Jiacheng and Liu, Anqi and Llorente, Guillermo and Lof, Matthijs and Lohr, Ariel and Longstaff, Francis and Lopez-Lira, Alejandro and Mankad, Shawn and Mano, Nicola and Marchal, Alexis and Martineau, Charles and Mazzola, Francesco and Meloso, Debrah and Mi, Michael G. and Mihet, Roxana and Mohan, Vijay and Moinas, Sophie and Moore, David and Mu, Liangyi and Muravyev, Dmitriy and Murphy, Dermot and Neszveda, Gabor and Neumeier, Christian and Nielsson, Ulf and Nimalendran, Mahendrarajah and Nolte, Sven and Norden, Lars L. and O'neill, Peter and Obaid, Khaled and Ødegaard, Bernt A. and Östberg, Per and Pagnotta, Emiliano and Painter, Marcus and Palan, Stefan and Palit, Imon J. and Park, Andreas and Pascual, Roberto and Pasquariello, Paolo and Pastor, Lubos and Patel, Vinay and Patton, Andrew J. and Pearson, Neil D. and Pelizzon, Loriana and Pelli, Michele and Pelster, Matthias and Pérignon, Christophe and Pfiffer, Cameron and Philip, Richard and Plíhal, Tomáš and Prakash, Puneet and Press, Oliver Alexander and Prodromou, Tina and Prokopczuk, Marcel and Putnins, Talis and Qian, Ya and Raizada, Gaurav and Rakowski, David and Ranaldo, Angelo and Regis, Luca and Reitz, Stefan and Renault, Thomas and Renjie, Rex W. and Reno, Roberto and Riddiough, Steven J. and Rinne, Kalle and Rintamäki, Paul and Riordan, Ryan and Rittmannsberger, Thomas and Longarela, Iñaki Rodríguez and Roesch, Dominik and Rognone, Lavinia and Roseman, Brian and Roşu, Ioanid and Roy, Saurabh and Rudolf, Nicolas and Rush, Stephen R. and Rzayev, Khaladdin and Rzeźnik, Aleksandra A. and Sanford, Anthony and Sankaran, Harikumar and Sarkar, Asani and Sarno, Lucio and Scaillet, Olivier and Scharnowski, Stefan and Schenk-Hoppé, Klaus R. and Schertler, Andrea and Schneider, Michael and Schroeder, Florian and Schürhoff, Norman and Schuster, Philipp and Schwarz, Marco A. and Seasholes, Mark S. and Seeger, Norman J. and Shachar, Or and Shkilko, Andriy and Shui, Jessica and Sikic, Mario and Simion, Giorgia and Smales, Lee A. and Söderlind, Paul and Sojli, Elvira and Sokolov, Konstantin and Sönksen, Jantje and Spokeviciute, Laima and Stefanova, Denitsa and Subrahmanyam, Marti G. and Szaszi, Barnabas and Talavera, Oleksandr and Tang, Yuehua and Taylor, Nick and Tham, Wing Wah and Theissen, Erik and Thimme, Julian and Tonks, Ian and Tran, Hai and Trapin, Luca and Trolle, Anders B. and Vaduva, M. Andreea and Valente, Giorgio and Ness, Robert A.Van and Vasquez, Aurelio and Verousis, Thanos and Verwijmeren, Patrick and Vilhelmsson, Anders and Vilkov, Grigory and Vladimirov, Vladimir and Vogel, Sebastian and Voigt, Stefan and Wagner, Wolf and Walther, Thomas and Weiss, Patrick and Wel, Michel Van Der and Werner, Ingrid M. and Westerholm, P. Joakim and Westheide, Christian and Wika, Hans C. and Wipplinger, Evert and Wolf, Michael and Wolff, Christian C.P. and Wolk, Leonard and Wong, Wing Keung and Wrampelmeyer, Jan and Wu, Zhen Xing and Xia, Shuo and Xiu, Dacheng and Xu, Ke and Xu, Caihong and Yadav, Pradeep K. and Yagüe, José and Yan, Cheng and Yang, Antti and Yoo, Woongsun and Yu, Wenjia and Yu, Yihe and Yu, Shihao and Yueshen, Bart Z. and Yuferova, Darya and Zamojski, Marcin and Zareei, Abalfazl and Zeisberger, Stefan M. and Zhang, Lu and Zhang, S. Sarah and Zhang, Xiaoyu and Zhao, Lu and Zhong, Zhuo and Zhou, Z. Ivy and Zhou, Chen and Zhu, Xingyu S. and Zoican, Marius and Zwinkels, Remco picture_as_pdf
  • Edgeworth approximation for MINPIN estimators in semiparametric regression models. (1996) Linton, Oliver
  • Adaptive estimation in ARCH models. Linton, Oliver
  • Adaptive testing in ARCH models. Linton, Oliver and Steigerwald, Douglas G.
  • Annals issue on forecasting — guest editors’ introduction. Issler, João Victor and Linton, Oliver and Timmermann, Allan
  • Comment on "an adaptive estimation of dimension reduction space" by Y. Xia, H. Tong, and W.K. Li. Linton, Oliver
  • Consistent estimation of a general nonparametric regression function in time series. Linton, Oliver and Sancetta, Alessio
  • Consistent testing for stochastic dominance under general sampling schemes. Linton, Oliver and Maasoumi, E and Whang, Y
  • Edgeworth approximations for semiparametric instrumental variable estimators and test statistics. Linton, Oliver
  • Efficient estimation of a multivariate multiplicative volatility model. Linton, Oliver and Hafner, Christian M.
  • Efficient estimation of additive nonparametric regression models. Linton, Oliver
  • Efficient estimation of generalized additive nonparametric regression models. Linton, Oliver
  • Estimating additive nonparametric models by partial Lq norm: the curse of fractionality. Linton, Oliver
  • Estimating features of a distribution from binomial data. Lewbel, Arthur and McFadden, Daniel and Linton, Oliver
  • Estimating multiplicative and additive hazard functions by kernel methods. Linton, Oliver and Nielsen, J P and van de Geer, S
  • Estimating semiparametric ARCH models by kernel smoothing methods. Linton, Oliver and Mammen, Enno
  • Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. Linton, Oliver and Pan, Jiazhu and Wang, Hui
  • Estimation of a semiparametric IGARCH (1,1) model. Kim, Woocheol and Linton, Oliver
  • Estimation of additive regression models with known links. Linton, Oliver and Hardle, W
  • Estimation of linear regression models from bid-ask data by a spread-tolerant estimator. Linton, Oliver
  • Estimation of semiparametric models when the criterion function is not smooth. Linton, Oliver and Cheng, Xiaohong and Van Keilegom, Ingrid
  • Evaluating value-at-risk models via quantile regression. Gaglianone, W.P. and Lima, L.R. and Linton, Oliver and Smith, D.R
  • Flexible term structure estimation: which method is preferred. Jeffrey, Andrew and Linton, Oliver and Nguyen, Thong
  • The Froot-Stein model revisited. Hogh, N. and Linton, Oliver and Nielsen, J.P.
  • A GARCH model of the implied volatility of the Swiss market index from option prices. Sabbatini, Michael and Linton, Oliver
  • Identification and nonparametric estimation of a transformed additively separable model. Jacho-Chávez, David and Lewbel, Arthur and Linton, Oliver
  • Integration and backfitting methods in additive models-finite sample properties and comparison. Linton, Oliver and Hardle, W and Sperlich, S
  • Introduction to the special issue on inverse problems. Florens, Jean-Pierre and Linton, Oliver
  • Is there chaos in the world economy? : a nonparametric test using consistent standard errors. Shintani, M and Linton, Oliver
  • Kernel estimation in a nonparametric marker dependent hazard model. Linton, Oliver and Nielsen, J.P.
  • Local nonlinear least squares : using parametric information in non-parametric regression. Gozalo, P and Linton, Oliver
  • Local nonlinear least squares: using parametric information in nonparametric regression. Gozalo, Pedro and Linton, Oliver
  • More efficient local polynomial estimation in nonparametric regression with autocorrelated errors. Xiao, Zhijie and Linton, Oliver and Carroll, Raymond J and Mammen, Enno
  • Multivariate density estimation using dimension reducing information and tail flattening transformations. Buch-Kromann, Tine and Guillén, Montserrat and Linton, Oliver and Nielsen, Jens Perch
  • Non-parametric estimation of multi-factor Heath Jarrow Morton term structure models. Jeffrey, Andrew and Kristensen, Dennis and Linton, Oliver and Nguyen, Thong and Phillips, Peter C. B.
  • Non-parametric regression with a latent time series. Linton, Oliver and Nielsen, Jens Perch and Nielsen, Soren Feodor
  • Nonparametric censored and truncated regression. Linton, Oliver and Lewbel, Arthur
  • Nonparametric estimation with aggregated data. Linton, Oliver and Whang, Yoon-Jae
  • Nonparametric factor analysis for residual time series. Linton, Oliver and Rodríguez-Poo, Juan M.
  • Nonparametric inference for unbalanced time series data. Linton, Oliver
  • Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Shintani, Mototsugu and Linton, Oliver
  • Nonparametric regression estimation at design poles and zeros. Hengartner, N W and Linton, Oliver
  • Nonparametric regression with filtered data. Linton, Oliver and Mammen, Enno and Nielsen, Jens Perch and Van Keilegom, Ingrid
  • On a semiparametric survival model with flexible covariate effect. Nielsen, Jens P. and Linton, Oliver and Bickel, Peter J.
  • On internally corrected and symmetrized kernel estimators for nonparametric regression. Linton, Oliver and Jacho-Chávez, David
  • Second order approximation in a linear regression with heteroskedasticity of unknown form. Linton, Oliver
  • Second order approximation in the partially linear regression model. Linton, Oliver
  • Second-order approximation for adaptive regression estimators. Linton, Oliver and Xiao, Zhijie
  • Semiparametric regression analysis with missing response at random. Wang, Q and Linton, Oliver and Hardle, W
  • Some higher-order theory for a consistent non-parametric model specification test. Fan, Yanqin and Linton, Oliver
  • Symmetrizing and unitizing transformations for linear smoothing weights. Linton, Oliver
  • Testing for stochastic monotonicity. Lee, Sokbae and Linton, Oliver and Whang, Yoon-Jae
  • Testing forward exchange rate unbiasedness efficiently : a semiparametric approach. Hodgson, Douglas J and Linton, Oliver and Vorkink, Keith
  • Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach. Hodgson, D. J. and Linton, Oliver and Vorkink, Keith
  • Uniform bahadur representation for local polynomial estimates of M-regression and its application to the additive model. Kong, Efang and Linton, Oliver and Xia, Yingcun
  • Yield curve estimation by kernel smoothing methods. Linton, Oliver and Mammen, Enno and Nielsen, Jans Perch and Tanggaard, Carsten
  • An analysis of transformations for additive nonparametric regression. Linton, Oliver and Chen, R and Wang, N and Hardle, W
  • The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. Whang, YJ and Linton, Oliver
  • An asymptotic expansion in the GARCH(1,1) model. Linton, Oliver
  • A closed-form estimator for the GARCH(1,1)-Model. Linton, Oliver and Kristensen, Dennis
  • The common and specific components of dynamic volatility. Connor, Gregory and Korajczyk, R. and Linton, Oliver
  • A computationally efficient oracle estimator for additive nonparametric regression with boot-strap confidence intervals. Linton, Oliver and Kim, W and Hengartner, N
  • The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Linton, Oliver and Mammen, E. and Nielsen, J.
  • An improved bootstrap test of stochastic dominance. Linton, Oliver and Song, Kyungchul and Whang, Yoon-Jae
  • A kernel method of estimating structured nonparametric regression based on marginal integration. Linton, Oliver and Nielsen, J P
  • A multiplicative bias reduction method for nonparametric regression. Linton, Oliver and Nielsen, Jens Perch
  • A nonparametric prewhitened covariance estimator. Xiao, Z and Linton, Oliver
  • A nonparametric test of additivity in generalized nonparametric regression with estimated parameters. Gonzalo, Pedro L and Linton, Oliver
  • A nonparametric threshold model with application to zero returns. Linton, Oliver
  • An optimization interpretation of integration and back-fitting estimators for separable nonparametric models. Nielsen, J P and Linton, Oliver
  • A polarization-cohesion perspective on cross-country convergence. Anderson, Gordon and Linton, Oliver and Leo, Teng Wah
  • A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Atak, Alev and Linton, Oliver and Xiao, Zhijie
  • The shape of the risk premium : evidence from a semiparametric generalized autoregressive conditional heteroscedasticity model. Linton, Oliver and Perron, B
  • A simple bias reduction method for density estimation. Jones, M C and Linton, Oliver and Nielsen, J P
  • A smoothed least squares estimator for threshold regression models. Seo, Myung Hwan and Linton, Oliver
    • Chapter
  • Accounting for correlation in marginal longitudinal nonparametric regression. Linton, Oliver and Carroll, R J and Lin, X and Mammen, E
  • Asymptotic expansions for some semiparametric program evaluation estimators. Ichimura, H. and Linton, Oliver
  • Estimation in semiparametric models : a review. Linton, Oliver
  • Evaluating hedge fund performance: a stochastic dominance approach. Li, Sheng and Linton, Oliver
  • Nonparametric estimation of additive separable regression. Linton, Oliver and Chen, R and Hardle, W and Severance-Lossin, E
  • Nonparametric regression. Linton, Oliver and Hardle, W
  • Nonparametric smoothing methods for a class of non-standard curve estimation problems. Linton, Oliver and Mammen, E
  • Semiparametric and nonparametric ARCH modeling. Linton, Oliver
  • The estimation of conditional densities. Robinson, Peter M. and Chen, Xu and Linton, Oliver
    • Report
  • Estimating semiparametric ARCH (∞) models by kernel smoothing methods. Linton, Oliver and Mammen, Enno
  • Loch linear fitting under near epoch dependence: uniform consistency with convergence rate. Li, Degui and Lu, Zudi and Linton, Oliver
  • Nonparametric neutral network estimation of lyapunov exponents and a direct test for chaos. Linton, Oliver and Shintani, Mototsugu
  • Optimal smoothing for a computationally and statistically efficient single index estimator. Hardle, Wolfgang and Xia, Yingcun and Linton, Oliver
  • Semiparametric estimation of Markov decision processeswith continuous state space. Linton, Oliver and Srisuma, Sorawoot
  • Semiparametric estimation of locally stationary diffusion models. Koo, Bonsoo and Linton, Oliver
  • An alternative way of computing efficient instrumental variable estimators. Chen, Xiaohong and Linton, Oliver and Jacho-Chávez, David T.
    • Working paper
  • Are there Monday effects in stock returns:a stochastic dominance approach. Cho, Young-Hyun and Linton, Oliver and Whang, Yoon-Jae
  • Asymptotic expansions for some semiparametric program evaluation estimators. Ichimura, Hidehiko and Linton, Oliver
  • Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary. Linton, Oliver and Song, Kyungchul and Whang, Yoon-Jae
  • Consistent estimation of the risk-return tradeoff in the presence of measurement error. Ghosh, Anisha and Linton, Oliver
  • Consistent testing for stochastic dominance : a subsampling approach. Linton, Oliver and Maasoumi, Esfandiar and Whang, Yoon-Jae
  • Consistent testing for stochastic dominance under general sampling schemes. Linton, Oliver and Maasoumi, Esfandiar and Whang, Yoon-Jae
  • Consistent testing for stochastic dominance:a subsampling approach. Linton, Oliver and Maasoumi, Esfandiar and Whang, Yoon-Jae
  • Consistent testing for stochastic dominance:a subsampling approach. Linton, Oliver and Maasoumi, Esfandiar and Whang, Yoon-Jae
  • Economic impact assessments on MiFID II policy measures related to computer trading in financial markets. Linton, Oliver and O'Hara, Maureen and Zigrand, Jean-Pierre
  • Edgeworth approximations for semiparametric instrumental variable estimators and test statistics. Linton, Oliver
  • Efficient estimation of a semiparametric characteristic-based factor model of security returns. Connor, Gregory and Hagmann, Matthias and Linton, Oliver
  • Efficient estimation of a semiparametric characteristic-based factor model of security returns. Connor, Gregory and Hagmann, Matthias and Linton, Oliver
  • Estimating features of a distribution from binomial data. Lewbel, Arthur and Linton, Oliver and McFadden, D. L.
  • Estimating multiplicative and additive hazard functions by kernel methods. Linton, Oliver and Perch Nielsen, Jens and van de Geer, Sara
  • Estimating quadratic variation consistently in the presence of correlated measurement error. Kalnina, Ilze and Linton, Oliver
  • Estimating semiparametric ARCH (8) models by kernel smoothing methods. Linton, Oliver and Mammen, Enno
  • Estimating semiparametric ARCH (∞) models by kernel smoothing methods. Linton, Oliver and Mammen, Enno picture_as_pdf
  • Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise. Park, Sujin and Linton, Oliver picture_as_pdf
  • Estimation of linear regression models by a spread-tolerant estimator. Linton, Oliver
  • Estimation of semiparametric models when the criterion function is not smooth. Chen, Xiaohong and Linton, Oliver and Van Keilegom, Ingrid
  • Evaluating hedge fund performance: a stochastic dominance approach. Li, Sheng and Linton, Oliver
  • Flexible term structure estimation: which method is preferable? Jeffrey, Andrew and Linton, Oliver and Nguyen, Thong
  • Flexible term structure estimation:which method is preferred? Jeffrey, Andrew and Linton, Oliver and Nguyen, Thong picture_as_pdf
  • The Froot-Stein model revisited. Hogh, Nils and Linton, Oliver and Nielsen, J P
  • A GARCH model of the implied volatility of the Swiss Market Index from options prices. Sabbatini, Michael and Linton, Oliver
  • Identification and nonparametric estimation of a transformed additively separable model. Jacho-Chávez, David and Lewbel, Arthur and Linton, Oliver
  • Inference about realized volatility using infill subsampling. Kalnina, Ilze and Linton, Oliver
  • Is there chaos in the world economy? A nonparametric test using consistent standard errors. Linton, Oliver and Shintani, M
  • Limit theorems for estimating the parameters of differentiated product demand systems. Berry, Steve and Linton, Oliver and Pakes, Ariel
  • More efficient kernel estimation in nonparametric regression with autocorrelated errors. Carroll, Raymond J and Linton, Oliver and Mammen, Enno and Xiao, Zhijie
  • Nonparametric censored and truncated regression. Lewbel, Arthur and Linton, Oliver
  • Nonparametric estimation of a polarization measure. Anderson, Gordon and Linton, Oliver and Whang, Yoon-Jae
  • Nonparametric estimation of homothetic and homothetically separable functions. Lewbel, Arthur and Linton, Oliver
  • Nonparametric estimation with aggregated data. Linton, Oliver and Whang, Yoon-Jae
  • Nonparametric inference for unbalanced time series data. Linton, Oliver
  • Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Shintani, Mototsugu and Linton, Oliver
  • Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Shintani, Mototsugu and Linton, Oliver
  • Nonparametric transformation to white noise. Linton, Oliver and Mammen, Enno
  • Semiparametric estimation of a characteristic-based factor model of common stock returns. Connor, Gregory and Linton, Oliver
  • Semiparametric regression analysis under imputation for missing response data. Hardle, Wolfgang and Linton, Oliver and Wang, Qihua
  • Testing for stochastic monotonicity. Lee, Sokbae and Linton, Oliver and Whang, Yoon-Jae
  • Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach. Hodgson, Douglas J and Linton, Oliver and Vorkink, Keith
  • Testing the capital asset pricing model efficiently under elliptical symmetry:a semiparametric approach. Linton, Oliver and Hodgson, Douglas J. and Vorkink, Keith
  • Yield curve estimation by kernel smoothing. Linton, Oliver and Mammen, Enno and Nielsen, J. and Taanggard, C. picture_as_pdf
  • Yield curve estimation by kernel smoothing methods. Linton, Oliver and Mammen, Enno and Perch Nielsen, Jens and Tanggaard, C
  • The estimation of conditional densities. Chen, Xiaohong and Linton, Oliver and Robinson, Peter
  • The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Mammen, Enno and Linton, Oliver and Nielsen, J
  • A local instrumental variable estimation method for generalized additive volatility models. Kim, Woocheol and Linton, Oliver
  • A local instrumental variable estimation method for generalized additive volatility models. Kim, Woocheol and Linton, Oliver
  • A nonparametric regression estimator that adapts to error distribution of unknown form. Linton, Oliver and Xiao, Zhijie
  • An optimal estimator of true mark under double blind marking. Linton, Oliver
  • A quantilogram approach to evaluating directional predictability. Linton, Oliver and Whang, Yoon-Jae
  • The shape of the risk premium:evidence from a semiparametric GARCH model. Linton, Oliver and Perron, Benoit
  • A smoothed least squares estimator for threshold regression models. Linton, Oliver and Seo, Myunghwan
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  • When will the coronavirus pandemic peak? Linton, Oliver picture_as_pdf