Oliver Linton
Oliver Linton
Verified email at cam.ac.uk - Homepage
Cited by
Cited by
A kernel method of estimating structured nonparametric regression based on marginal integration
O Linton, JP Nielsen
Biometrika, 93-100, 1995
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
Estimation of semiparametric models when the criterion function is not smooth
X Chen, O Linton, I Van Keilegom
Econometrica 71 (5), 1591-1608, 2003
Applied nonparametric methods
W Härdle, O Linton
Handbook of econometrics 4, 2295-2339, 1994
The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
E Mammen, O Linton, J Nielsen
Annals of Statistics, 1443-1490, 1999
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
A simple bias reduction method for density estimation
MC Jones, O Linton, JP Nielsen
Biometrika 82 (2), 327-338, 1995
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
Miscellanea efficient estimation of additive nonparametric regression models
OB Linton
Biometrika 84 (2), 469-473, 1997
Adaptive estimation in ARCH models
O Linton
Econometric Theory, 539-569, 1993
Estimation of additive regression models with known links
OB Linton, W Härdle
Biometrika 83 (3), 529-540, 1996
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
An improved bootstrap test of stochastic dominance
O Linton, K Song, YJ Whang
Journal of Econometrics 154 (2), 186-202, 2010
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
Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods1
O Linton, E Mammen
Econometrica 73 (3), 771-836, 2005
Second order approximation in the partially linear regression model
O Linton
Econometrica: Journal of the Econometric Society, 1079-1112, 1995
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
I Kalnina, O Linton
Journal of econometrics 147 (1), 47-59, 2008
More efficient local polynomial estimation in nonparametric regression with autocorrelated errors
Z Xiao, OB Linton, RJ Carroll, E Mammen
Journal of the American Statistical Association 98 (464), 980-992, 2003
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
Are there Monday effects in stock returns: A stochastic dominance approach
YH Cho, O Linton, YJ Whang
Journal of Empirical Finance 14 (5), 736-755, 2007
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