JEL classification

Journal of Economic Literature Classification (10696) C - Mathematical and Quantitative Methods (1374) C1 - Econometric and Statistical Methods: General (382) C14 - Semiparametric and Nonparametric Methods (144)
Number of items at this level: 144.
None
  • Altonji, Joseph G., Ichimura, Hidehiko, Otsu, Taisuke (2012). Estimating derivatives in nonseparable models with limited dependent variables. Econometrica, 80(4), 1701-1719. https://doi.org/10.3982/ECTA8004
  • Anderson, Gordon, Linton, Oliver, Leo, Teng Wah (2012). A polarization-cohesion perspective on cross-country convergence. Journal of Economic Growth, 17(1), 49-69. https://doi.org/10.1007/s10887-011-9072-3
  • Atak, Alev, Linton, Oliver, Xiao, Zhijie (2011). A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Journal of Econometrics, 164(1), 92-115. https://doi.org/10.1016/j.jeconom.2011.02.008
  • Baltagi, Badi, Hidalgo, Javier, Li, Qi (1996). A nonparametric test for poolability using panel data. Journal of Econometrics, 75(2), 345-367. https://doi.org/10.1016/0304-4076(95)01779-8
  • Bandyopadhyay, Sanghamitra (2012). Convergence clubs in incomes across Indian states: is there evidence of a neighbours’ effect? Economics Letters, 116(3), 565-570. https://doi.org/10.1016/j.econlet.2012.05.050
  • Battistin, Erich, Chesher, Andrew (2014). Treatment effect estimation with covariate measurement error. Journal of Econometrics, 178(2), 707-715. https://doi.org/10.1016/j.jeconom.2013.10.010
  • Chernov, Mikhail (2003). Alternative models for stock price dynamics. Journal of Econometrics, 116(1-2), 225-257. https://doi.org/10.1016/S0304-4076(03)00108-8
  • Chernov, Mikhail (2003). Empirical reverse engineering of the pricing kernel. Journal of Econometrics, 116(1-2), 329-364. https://doi.org/10.1016/S0304-4076(03)00111-8
  • Chernov, Mikhail, Ghysels, Eric (2000). A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation. Journal of Financial Economics, 56(3), 407-458. https://doi.org/10.1016/S0304-405X(00)00046-5
  • Dalla, Violetta, Giraitis, Liudas, Robinson, Peter M. (2020). Asymptotic theory for time series with changing mean and variance. Journal of Econometrics, 219(2), 281 - 313. https://doi.org/10.1016/j.jeconom.2020.03.005
  • Ellul, Andrew (2001). The dealers ride again: volatility and order flow dynamics in a hybrid market. (Financial Markets Group Discussion Papers 368). Financial Markets Group, The London School of Economics and Political Science.
  • Ergun, Lerby M. (2023). Extreme downside risk in the cross-section of asset returns. International Review of Financial Analysis, 90, https://doi.org/10.1016/j.irfa.2023.102840
  • Hengartner, N W, Linton, Oliver (1996). Nonparametric regression estimation at design poles and zeros. Canadian Journal of Statistics, 24(4), 583-591. https://doi.org/10.2307/3315335
  • Hidalgo, Javier, Robinson, Peter (2002). Adapting to unknown disturbance autocorrelation in regression with long memory. Econometrica, 70(4), 1545-1581. https://doi.org/10.1111/1468-0262.00341
  • Hidalgo, Javier, Yajima, Y. (2003). Semiparametric estimation of the long-range parameter. Annals of the Institute of Statistical Mathematics, 55(4), 705-736. https://doi.org/10.1007/BF02523390
  • Hyder, Asma, Reilly, Barry (2005). The public sector pay gap in Pakistan: a quantile regression analysis. (PRUS Working Papers 33). Poverty Research Unit, University of Sussex.
  • Issler, João Victor, Linton, Oliver, Timmermann, Allan (2011). Annals issue on forecasting — guest editors’ introduction. Journal of Econometrics, 164(1), 1-3. https://doi.org/10.1016/j.jeconom.2011.02.015
  • Jacho-Chávez, David, Lewbel, Arthur, Linton, Oliver (2010). Identification and nonparametric estimation of a transformed additively separable model. Journal of Econometrics, 156(2), 392-407. https://doi.org/10.1016/j.jeconom.2009.11.008
  • Jones, M C, Linton, Oliver, Nielsen, J P (1995). A simple bias reduction method for density estimation. Biometrika, 82(2), 327-338. https://doi.org/10.1093/biomet/82.2.327
  • Julliard, Christian, Ghosh, Anisha (2012). Can rare events explain the equity premium puzzle? Review of Financial Studies, 25(10), 3037-3076. https://doi.org/10.1093/rfs/hhs078
  • Kitamura, Yuichi, Otsu, Taisuke, Evdokimov, Kirill (2013). Robustness, infinitesimal neighborhoods, and moment restrictions. Econometrica, 81(3), 1185-1201. https://doi.org/10.3982/ECTA8617
  • Komarova, Tatiana (2013). Binary choice models with discrete regressors: identification and misspecification. Journal of Econometrics, 177(1), 14-33. https://doi.org/10.1016/j.jeconom.2013.05.005
  • Komarova, Tatiana (2009-09-23) Nonparametric identification in asymmetric second-price auctions: a new approach [Other]. Econ 370 Econometrics Seminar Series, California, United States, USA.
  • Lewbel, Arthur, McFadden, Daniel, Linton, Oliver (2011). Estimating features of a distribution from binomial data. Journal of Econometrics, 162(2), 170-188. https://doi.org/10.1016/j.jeconom.2010.11.006
  • Linton, Oliver (1993). Adaptive estimation in ARCH models. Econometric Theory, 9(4), 539-569. https://doi.org/10.1017/S0266466600007970
  • Linton, Oliver (1996). Edgeworth approximation for MINPIN estimators in semiparametric regression models. Econometric Theory, 12(1), 30-60. https://doi.org/10.1017/S0266466600006435
  • Linton, Oliver (1995). Second order approximation in the partially linear regression model. Econometrica, 63(5), 1079-1112.
  • Linton, Oliver, Cheng, Xiaohong, Van Keilegom, Ingrid (2003). Estimation of semiparametric models when the criterion function is not smooth. Econometrica, 71(5), 1591-1608. https://doi.org/10.1111/1468-0262.00461
  • Linton, Oliver, Hafner, Christian M. (2010). Efficient estimation of a multivariate multiplicative volatility model. Journal of Econometrics, 159(1), 55-73. https://doi.org/10.1016/j.jeconom.2010.04.007
  • Linton, Oliver, Hardle, W, Sperlich, S (1999). Integration and backfitting methods in additive models-finite sample properties and comparison. Test, 8(2), 419-458. https://doi.org/10.1007/BF02595879
  • Linton, Oliver, Nielsen, J P (1995). A kernel method of estimating structured nonparametric regression based on marginal integration. Biometrika, 82, 93-100. https://doi.org/10.1093/biomet/82.1.93
  • Linton, Oliver, Nielsen, J.P. (1995). Kernel estimation in a nonparametric marker dependent hazard model. Annals of Statistics, 23(5), 1735-1748.
  • Nishiyama, Y, Robinson, Peter (2000). Edgeworth expansions for semiparametric averaged derivatives. Econometrica, 68(4), 931-980. https://doi.org/10.1111/1468-0262.00142
  • Nishiyama, Y., Robinson, Peter (2005). The bootstrap and the Edgeworth expansion for semiparametric averaged derivatives. Econometrica, 73(3), 903-948. https://doi.org/10.1111/j.1468-0262.2005.00598.x
  • Otsu, Taisuke, Seo, Myung Hwan, Whang, Yoon-Jae (2012). Testing for non-nested conditional moment restrictions using unconditional empirical likelihood. Journal of Econometrics, 167(2), 370-382. https://doi.org/10.1016/j.jeconom.2011.09.022
  • Robinson, Peter (2011). Asymptotic theory for nonparametric regression with spatial data. Journal of Econometrics, 165(1), 5-19. https://doi.org/10.1016/j.jeconom.2011.05.002
  • Robinson, Peter (1986). Comment on a paper by Singh and Ullah. Econometric Theory, 2(1), 151-152. https://doi.org/10.1017/S0266466600011415
  • Robinson, Peter (1995). Gaussian semiparametric estimation of long range dependence. Annals of Statistics, 23(5), 1630-1661.
  • Robinson, Peter (1986). Nonparametric estimation from time series residuals. Cahiers du Centre d'études de Recherche Opérationnelle, 28(1), 197-208.
  • Robinson, Peter (1993). Nonparametric time series with long range dependence. Bulletin of the International Statistical Institute, 49th s(1), 315-325.
  • Robinson, Peter (1986). On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators. Annals of the Institute of Statistical Mathematics, 38(1), 539-549. https://doi.org/10.1007/BF02482541
  • Robinson, Peter (1995). The normal approximation for semiparametric averaged derivatives. Econometrica, 63(3), 667-680.
  • Robinson, Peter M. (2010). Efficient estimation of the semiparametric spatial autoregressive model. Journal of Econometrics, 157(1), 6-17. https://doi.org/10.1016/j.jeconom.2009.10.031
  • Robinson, Peter M. (2012). Nonparametric trending regression with cross-sectional dependence. Journal of Econometrics, 169(1), 4-14. https://doi.org/10.1016/j.jeconom.2012.01.005
  • Schafgans, Marcia M. A. (2000). Gender wage differences in Malaysia: parametric and semiparametric estimation. Journal of Development Economics, 63(2), 351-378. https://doi.org/10.1016/S0304-3878(00)00114-0
  • Soberon, Alexandra, Rodriguez-Poo, Juan M., Robinson, Peter M. (2022). Nonparametric panel data regression with parametric cross-sectional dependence. Econometrics Journal, 25(1), 114 - 133. https://doi.org/10.1093/ectj/utab016
  • Ziegelmann, Flavio (2010). Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class. Journal of Statistical Computation and Simulation, 81(6), 707-728. https://doi.org/10.1080/00949650903468193
    • Public
  • Altissimo, Filippo, Mele, Antonio (2004). Simulated nonparametric estimation of continuous time models of asset prices and returns. (Discussion paper 476). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Altissimo, Filippo, Mele, Antonio (2005). Simulated nonparametric estimation of dynamic models with applications to finance. (Financial Markets Group Discussion Papers 539). Financial Markets Group, The London School of Economics and Political Science.
  • Anderson, Gordon, Linton, Oliver, Whang, Yoon-Jae (2009). Nonparametric estimation of a polarization measure. (Econometrics Papers EM/2009/534). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Arai, Yoichi, Otsu, Taisuke, Xu, Mengshan (2024). GLS under monotone heteroskedasticity. Journal of Econometrics, 246(1-2). https://doi.org/10.1016/j.jeconom.2024.105899 picture_as_pdf
  • Bernard, Andrew B., Redding, Stephen, Schott, Peter K. (2005). Factor price equality and the economies of the United States. London School of Economics and Political Science. Centre for Economic Performance.
  • Bernard, Andrew B., Redding, Stephen, Schott, Peter K., Simpson, Helen (2002). Factor price equalization in the UK? London School of Economics and Political Science. Centre for Economic Performance.
  • Bernard, Andrew B., Redding, Stephen, Schott, Peter K., Simpson, Helen (2004). Relative wage variation and industry location. London School of Economics and Political Science. Centre for Economic Performance.
  • Bhalotra, Sonia, Attfield, Cliff (1998). Intrahousehold resource allocation in rural Pakistan: a semi-parametric analysis. (DEDPS 11). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Bhattacharya, Debopam, Oparina, Ekaterina, Xu, Qianya (2024). Empirical welfare analysis with hedonic budget constraints. (CEP Discussion Papers CEPDP2050). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Blanes i Vidal, Jordi (2003). Credibility and cheap talk of securities analysts: theory and evidence. (Discussion paper 472). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Calel, Raphael, Dechezlepretre, Antoine (2013). Environmental policy and directed technological change: evidence from the European carbon market. (CEP Discussion Papers CEPDP1141). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Calel, Raphael, Dechezlepretre, Antoine, Venmans, Frank (2023). Policing carbon markets. (Grantham Research Institute on Climate Change and the Environment Working Paper 400). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science. picture_as_pdf
  • Calel, Raphael, Dechezlepretre, Antoine, Venmans, Frank (2023). Policing carbon markets. (Grantham Research Institute on Climate Change and the Environment Working Papers 400). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science. picture_as_pdf
  • Calel, Raphael, Dechezlepretre, Antoine (2016). Environmental policy and directed technological change: evidence from the European carbon market. Review of Economics and Statistics, 98(1), 173 - 191. https://doi.org/10.1162/REST_a_00470
  • Calel, Raphael, Dechezlepretre, Antoine, Venmans, Frank (2025). Policing carbon markets. Climate Policy, 25(9), 1489 - 1507. https://doi.org/10.1080/14693062.2025.2464699 picture_as_pdf
  • Camponovo, Lorenzo, Otsu, Taisuke (2015). Robustness of bootstrap in instrumental variable regression. Econometric Reviews, 34(3), 352-393. https://doi.org/10.1080/07474938.2014.944803
  • Carroll, Raymond J, Linton, Oliver, Mammen, Enno, Xiao, Zhijie (2002). More efficient kernel estimation in nonparametric regression with autocorrelated errors. (Econometrics; EM/2002/435 EM/02/435). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Charlot, Sylvie, Crescenzi, Riccardo, Musolesi, Antonio (2015). Econometric modelling of the regional knowledge production function in Europe. Journal of Economic Geography, 15(6), 1227-1259. https://doi.org/10.1093/jeg/lbu035
  • Chen, Xiaohong, Fan, Yanqin, Patton, Andrew J. (2004). Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates. (Financial Markets Group Discussion Papers 483). Financial Markets Group, The London School of Economics and Political Science.
  • Chen, Xiaohong, Linton, Oliver, Van Keilegom, Ingrid (2003). Estimation of semiparametric models when the criterion function is not smooth. (Econometrics; EM/2003/450 EM/03/450). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Chen, Yining, S. Torrent, Hudson, A. Ziegelmann, Flavio (2023). Robust nonparametric frontier estimation in two steps. Econometric Reviews, 42(7), 612 - 634. https://doi.org/10.1080/07474938.2023.2219183 picture_as_pdf
  • Cho, Young-Hyun, Linton, Oliver, Whang, Yoon-Jae (2006). Are there Monday effects in stock returns: a stochastic dominance approach. (Financial Markets Group Discussion Papers 568). Financial Markets Group, The London School of Economics and Political Science.
  • Connor, Gregory, Hagmann, Matthias, Linton, Oliver (2007). Efficient estimation of a semiparametric characteristic-based factor model of security returns. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Connor, Gregory, Hagmann, Matthias, Linton, Oliver (2007). Efficient estimation of a semiparametric characteristic-based factor model of security returns. (Financial Markets Group Discussion Papers 599). Financial Markets Group, The London School of Economics and Political Science.
  • Connor, Gregory, Linton, Oliver (2006). Semiparametric estimation of a characteristic-based factor model of common stock returns. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Dalla, Violetta, Giraitis, Liudas, Hidalgo, Javier (2006). Consistent estimation of the memory parameter for nonlinear time series. (EM 497). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Danielsson, Jon, Vries, Casper (1998). Beyond the sample: extreme quantile and probability estimation. (Financial Markets Group Discussion Papers 298). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Delgado, Miguel A., Hidalgo, Javier, Velasco, Carlos (2005). Distribution free goodness-of-fit tests for linear processes. (EM 482). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Dong, Hao, Otsu, Taisuke, Taylor, Luke (2023). Bandwidth selection for nonparametric regression with errors-in-variables. Econometric Reviews, 42(4), 393-419. https://doi.org/10.1080/07474938.2023.2191105 picture_as_pdf
  • Dong, Hao, Otsu, Taisuke, Taylor, Luke (2024). Inference in the presence of unknown rates. Econometric Reviews, 44(5), 587 - 597. https://doi.org/10.1080/07474938.2024.2434189 picture_as_pdf
  • Donkers, Bas, Schafgans, Marcia M. A. (2005). A method of moments estimator for semiparametric index models. (Econometrics Papers EM/2005/493). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Dridi, Ramdan (2000). Simulated asymptotic least squares theory. (EM 396). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Dridi, Ramdan, Renault, Eric (2000). Semi-parametric indirect inference. (EM 392). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Etesami, Jalal, Habibnia, Ali, Kiyavash, Negar (2017). Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. (Systemic Risk Centre Discussion Papers 66). Systemic Risk Centre, The London School of Economics and Political Science.
  • Ghosh, Anisha, Linton, Oliver (2007). Consistent estimation of the risk-return tradeoff in the presence of measurement error. (Financial Markets Group Discussion Papers 605). Financial Markets Group, The London School of Economics and Political Science.
  • Hardle, Wolfgang, Linton, Oliver, Wang, Qihua (2003). Semiparametric regression analysis under imputation for missing response data. (Econometrics; EM/2003/454 EM/03/454). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier (2005). Semiparametric estimation for stationary processes whose spectra have an unknown pole. (EM 481). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier (2007). Specification testing for regression models with dependent data. (EM 518). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hobcraft, John, Sigle-Rushton, Wendy (2005). An exploration of childhood antecedents of female adult malaise in two British birth cohorts: combining Bayesian model averaging and recursive partitioning. (CASEpaper 95). Centre for Analysis of Social Exclusion.
  • Hodgson, Douglas J, Linton, Oliver, Vorkink, Keith (2000). Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach. (Econometrics; EM/2000/398 EM/00/398). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Ibarra-Olivo, J. Eduardo, Rodríguez-Pose, Andrés (2022). FDI and the growing wage gap in Mexican municipalities. Papers in Regional Science, 101(6), 1411 - 1439. https://doi.org/10.1111/pirs.12707 picture_as_pdf
  • Ichimura, Hidehiko, Linton, Oliver (2003). Asymptotic expansions for some semiparametric program evaluation estimators. (Econometrics; EM/2003/451 EM/03/451). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Ioannides, Yannis Menelaos, Overman, Henry G. (2003). Zipf’s law for cities: an empirical examination. Regional Science and Urban Economics, 33(2), 127 - 137. https://doi.org/10.1016/S0166-0462(02)00006-6
  • Jacho-Chávez, David, Lewbel, Arthur, Linton, Oliver (2006). Identification and nonparametric estimation of a transformed additively separable model. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Julliard, Christian, Ghosh, Anisha (2008). Can rare events explain the equity premium puzzle? (Financial Markets Group Discussion Papers 610). Financial Markets Group, The London School of Economics and Political Science.
  • Kim, Woocheol, Linton, Oliver (2004). A local instrumental variable estimation method for generalized additive volatility models. (Financial Markets Group Discussion Papers 509). Financial Markets Group, The London School of Economics and Political Science.
  • Kimoto, Ryo, Otsu, Taisuke (2022). Inference on conditional moment restriction models with generated variables. Economics Letters, 215, https://doi.org/10.1016/j.econlet.2022.110454 picture_as_pdf
  • Komarova, Tatiana (2013). A new approach to identifying generalized competing risks models with application to second-price auctions. Quantitative Economics, 4(2), 269-328. https://doi.org/10.3982/QE111
  • Komarova, Tatiana, Nekipelov, Denis, Al Rafi, Ahnaf, Yakovlev, Evgeny (2017). K-anonymity: a note on the trade-off between data utility and data security. Social Science Research Network, https://doi.org/10.2139/ssrn.3030386
  • Komarova, Tatiana, Nekipelov, Denis, Yakovlev, Evgeny (2018). Identification, data combination and the risk of disclosure. Quantitative Economics, 9(1), 395-440. https://doi.org/10.3982/QE568
  • Komarova, Tatiana, Sanches, Fábio, Silva Junior, Daniel, Srisuma, Sorawoot (2018). Joint analysis of the discount factor and payoff parameters in dynamic discrete choice games. Quantitative Economics, 9(3), 1153-1194. https://doi.org/10.3982/QE675
  • Kotlyarova, Yulia, Schafgans, Marcia M. A., Zinde‐Walsh, Victoria (2011). Adapting kernel estimation to uncertain smoothness. (Econometrics Papers EM/2011/557). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Kristensen, Dennis (2004). Estimation of partial differential equations with applications in finance. (Financial Markets Group Discussion Papers 499). Financial Markets Group, The London School of Economics and Political Science.
  • Kristensen, Dennis (2004). A semiparametric single-factor model of the term structure. (Financial Markets Group Discussion Papers 501). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Kurisu, Daisuke, Otsu, Taisuke (2023). Subsampling inference for nonparametric extremal conditional quantiles. Econometric Theory, https://doi.org/10.1017/S0266466623000336 picture_as_pdf
  • Lam, Clifford, Feng, Phoenix (2018). A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data. Journal of Econometrics, 206(1), 226-257. https://doi.org/10.1016/j.jeconom.2018.06.001
  • Lee, Sokbae, Linton, Oliver, Whang, Yoon-Jae (2006). Testing for stochastic monotonicity. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Lee, Jungyoon, Robinson, Peter (2015). Panel nonparametric regression with fixed effects. Journal of Econometrics, 188(2), 346-362. https://doi.org/10.1016/j.jeconom.2015.03.004
  • Lewbel, Arthur, Linton, Oliver (2000). Nonparametric censored and truncated regression. (Econometrics; EM/2000/389 EM/00/389). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Lewbel, Arthur, Linton, Oliver (2003). Nonparametric estimation of homothetic and homothetically separable functions. (Econometrics; EM/2003/461 EM/03/461). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Lewbel, Arthur, Linton, Oliver, McFadden, D. L. (2006). Estimating features of a distribution from binomial data. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver (2000). Edgeworth approximations for semiparametric instrumental variable estimators and test statistics. (Econometrics; EM/2000/399 EM/00/399). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver (2004). Nonparametric inference for unbalanced time series data. (Econometrics; EM/2004/474 EM/04/474). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Maasoumi, Esfandiar, Whang, Yoon-Jae (2002). Consistent testing for stochastic dominance : a subsampling approach. (Econometrics; EM/2002/433 EM/02/433). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Maasoumi, Esfandiar, Whang, Yoon-Jae (2003). Consistent testing for stochastic dominance under general sampling schemes. (Econometrics; EM/2003/466 EM/03/466). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Mammen, Enno (2003). Estimating semiparametric ARCH (8) models by kernel smoothing methods. (Econometrics; EM/2003/453 EM/03/453). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Mammen, Enno (2004). Estimating semiparametric ARCH (∞) models by kernel smoothing methods. (Financial Markets Group Discussion Papers 511). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Linton, Oliver, Mammen, Enno (2006). Nonparametric transformation to white noise. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Mammen, Enno, Nielsen, J., Taanggard, C. (2004). Yield curve estimation by kernel smoothing. (Financial Markets Group Discussion Papers 515). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Linton, Oliver, Mammen, Enno, Perch Nielsen, Jens, Tanggaard, C (2000). Yield curve estimation by kernel smoothing methods. (Econometrics EM/00/385). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Perch Nielsen, Jens, van de Geer, Sara (2001). Estimating multiplicative and additive hazard functions by kernel methods. (Econometrics; EM/2001/411 EM/01/411). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Perron, Benoit (2000). The shape of the risk premium: evidence from a semiparametric GARCH model. (Financial Markets Group Discussion Papers 514). Financial Markets Group, The London School of Economics and Political Science.
  • Linton, Oliver, Seo, Myunghwan (2005). A smoothed least squares estimator for threshold regression models. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Song, Kyungchul, Whang, Yoon-Jae (2008). Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary. (Econometrics Papers EM/2008/527). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Whang, Yoon-Jae (2000). Nonparametric estimation with aggregated data. (Econometrics; EM/2000/397 EM/00/397). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Whang, Yoon-Jae (2003). A quantilogram approach to evaluating directional predictability. (Econometrics; EM/2003/463 EM/03/463). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Xiao, Zhijie (2001). A nonparametric regression estimator that adapts to error distribution of unknown form. (Econometrics; EM/2001/419 EM/01/419). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Liu, Jun M., Chen, Rong, Yao, Qiwei (2010). Nonparametric transfer function models. Journal of Econometrics, 157(1), 151-164. https://doi.org/10.1016/j.jeconom.2009.10.029
  • Lordan, Grace, Salehzadeh Nobari, Kaveh (2025). Finite-sample non-parametric bounds with an application to the causal effect of workforce gender diversity on firm performance. arXiv. https://doi.org/10.48550/arXiv.2509.01622 picture_as_pdf
  • Luan, Qinmeng, Hamp, James (2025). Automated regime classification in multidimensional time series data using sliced Wasserstein k-means clustering. Data Science in Finance and Economics, 5(3), 387 - 418. https://doi.org/10.3934/DSFE.2025016 picture_as_pdf
  • Mammen, Enno, Linton, Oliver, Nielsen, J (2000). The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. (Econometrics; EM/2000/386 EM/00/386). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Matsushita, Yukitoshi, Otsu, Taisuke (2018). Likelihood inference on semiparametric models: average derivative and treatment effect. Japanese Economic Review, 69(2), 133-155. https://doi.org/10.1111/jere.12167
  • Nishiyama, Yoshihiko, Robinson, Peter M. (2005). The bootstrap and the Edgeworth correction for semiparametric averaged derivatives. (Econometrics; EM/2005/483 EM/05/483). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Oparina, Ekaterina, Srisuma, Sorawoot (2022). Analyzing subjective well-being data with misclassification. Journal of Business and Economic Statistics, 40(2), 730 - 743. https://doi.org/10.1080/07350015.2020.1865169 picture_as_pdf
  • Otsu, Taisuke, Tanaka, Shiori (2022). Empirical likelihood inference for Oaxaca-Blinder decomposition. Economics Letters, 219, https://doi.org/10.1016/j.econlet.2022.110812 picture_as_pdf
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