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Oliver Linton
Oliver Linton
UNIVERSITY OF CAMBRIDGE
Zweryfikowany adres z cam.ac.uk - Strona główna
Tytuł
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Quantile autoregression
R Koenker, Z Xiao
Journal of the American statistical association 101 (475), 980-990, 2006
7832006
A kernel method of estimating structured nonparametric regression based on marginal integration
O Linton, JP Nielsen
Biometrika, 93-100, 1995
7121995
Consistent testing for stochastic dominance under general sampling schemes
O Linton, E Maasoumi, YJ Whang
The Review of Economic Studies 72 (3), 735-765, 2005
6442005
Estimation of semiparametric models when the criterion function is not smooth
X Chen, O Linton, I Van Keilegom
Econometrica 71 (5), 1591-1608, 2003
6242003
Applied nonparametric methods
W Härdle, O Linton
Handbook of econometrics 4, 2295-2339, 1994
5161994
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series
H Han, O Linton, T Oka, YJ Whang
Journal of Econometrics 193 (1), 251-270, 2016
4912016
The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
E Mammen, O Linton, J Nielsen
The Annals of Statistics 27 (5), 1443-1490, 1999
4821999
Semiparametric regression analysis with missing response at random
Q Wang, O Linton, W Härdle
Journal of the American Statistical Association 99 (466), 334-345, 2004
2852004
A simple bias reduction method for density estimation
MC Jones, O Linton, JP Nielsen
Biometrika 82 (2), 327-338, 1995
2371995
Limit theorems for estimating the parameters of differentiated product demand systems
S Berry, OB Linton, A Pakes
The Review of Economic Studies 71 (3), 613-654, 2004
2362004
Evaluating value-at-risk models via quantile regression
WP Gaglianone, LR Lima, O Linton, DR Smith
Journal of Business & Economic Statistics 29 (1), 150-160, 2011
2302011
The quantilogram: With an application to evaluating directional predictability
O Linton, YJ Whang
Journal of Econometrics 141 (1), 250-282, 2007
2262007
Adaptive estimation in ARCH models
O Linton
Econometric Theory 9 (4), 539-569, 1993
2191993
Miscellanea efficient estimation of additive nonparametric regression models
OB Linton
Biometrika 84 (2), 469-473, 1997
2131997
An improved bootstrap test of stochastic dominance
O Linton, K Song, YJ Whang
Journal of Econometrics 154 (2), 186-202, 2010
2052010
Estimation of additive regression models with known links
OB Linton, W Härdle
Biometrika 83 (3), 529-540, 1996
2031996
Efficient semiparametric estimation of the Fama–French model and extensions
G Connor, M Hagmann, O Linton
Econometrica 80 (2), 713-754, 2012
1852012
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
M Shintani, O Linton
Journal of Econometrics 120 (1), 1-33, 2004
1832004
A smoothed least squares estimator for threshold regression models
MH Seo, O Linton
Journal of Econometrics 141 (2), 704-735, 2007
1822007
Second order approximation in the partially linear regression model
O Linton
Econometrica: Journal of the Econometric Society, 1079-1112, 1995
1561995
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