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Nonparametric estimation of a polarization measure
Anderson, Gordon; Linton, Oliver; Whang, Yoon-jae - 2009
Persistent link: https://www.econbiz.de/10003971801
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Estimation of tail thickness parameters from GJR-GARCH models
Iglesias, Emma M.; Linton, Oliver - 2009
Persistent link: https://www.econbiz.de/10003971807
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Nonparametric Euler equation identi cation and estimation
Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur - 2015
Persistent link: https://www.econbiz.de/10011455563
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Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.; Linton, Oliver; Tang, Haihan - 2016
Persistent link: https://www.econbiz.de/10011565160
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Semiparametric nonlinear panel data models with measurement error
Linton, Oliver; Shiu, Ji-Liang - 2019
Persistent link: https://www.econbiz.de/10012692254
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Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver; Xiao, Zhijie - 2019
Persistent link: https://www.econbiz.de/10012692312
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Estimation of a multiplicative correlation structure in the large dimensional case
Hafnery, Christian; Linton, Oliver; Tang, Haihan - 2018
Persistent link: https://www.econbiz.de/10012671159
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The lower regression function and testing expectation dependence dominance hypotheses
Linton, Oliver; Whang, Yoon-jae; Yen, Yu-min - 2018
Persistent link: https://www.econbiz.de/10012671331
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A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia; Li, Degui; Linton, Oliver - 2018 - version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
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A unified framework for specification tests of continuous treatment effect models
Huang, Wei; Linton, Oliver; Zhang, Zheng - 2021
Persistent link: https://www.econbiz.de/10013254169