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A semiparametric model for heterogeneous panel data with fixed effects
Boneva, Lena; Linton, Oliver; Vogt, Michael - In: Journal of econometrics 188 (2015) 2, pp. 327-345
Persistent link: https://www.econbiz.de/10011500509
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A flexible semiparametric forecasting model for time series
Li, Degui; Linton, Oliver; Lu, Zu-di - In: Journal of econometrics 187 (2015) 1, pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
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A ReMeDI for microstructure noise
Li, Z. Merrick; Linton, Oliver - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 1, pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
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Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur - In: Econometric theory 37 (2021) 5, pp. 851-891
Persistent link: https://www.econbiz.de/10012656387
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The lower regression function and testing expectation dependence dominance hypotheses
Linton, Oliver; Whang, Yoon-jae; Yen, Yu-min - In: Econometric reviews 40 (2021) 8, pp. 709-727
Persistent link: https://www.econbiz.de/10012624535
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Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo; La Vecchia, Davide; Linton, Oliver - In: Journal of econometrics 220 (2021) 2, pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
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Estimation and inference in semiparametric quantile factor models
Ma, Shujie; Linton, Oliver; Gao, Jiti - In: Journal of econometrics 222 (2021) 1,2, pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
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A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua; Linton, Oliver; Peng, Bin - In: Journal of econometrics 222 (2021) 2, pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
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Estimation of a multiplicative correlation structure in the large dimensional case
Hafner, Christian M.; Linton, Oliver; Tang, Haihan - In: Journal of econometrics 217 (2020) 2, pp. 431-470
Persistent link: https://www.econbiz.de/10012482816
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Wild bootstrap and asymptotic inference with multiway clustering
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 505-519
Persistent link: https://www.econbiz.de/10012499095