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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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Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew; Kristensen, Dennis; Linton, Oliver; … - In: Journal of financial econometrics : official journal of … 2 (2004) 2, pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
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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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A coupled component GARCH model for intraday and overnight volatility
Linton, Oliver; Wu, Jianbin - 2018
Persistent link: https://www.econbiz.de/10012671142
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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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High dimensional semiparametric moment restriction models
Dong, Chaohua; Gao, Jiti; Linton, Oliver - 2018
Persistent link: https://www.econbiz.de/10012672269
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A dynamic semiparametric characteristics-based model for optimal portfolio selection
Connor, Gregory; Li, Shaoran; Linton, Oliver - 2020
Persistent link: https://www.econbiz.de/10013254142
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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
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Dynamic peer groups of arbitrage characteristics
Ge, Shuyi; Li, Shaoran; Linton, Oliver - 2020
Persistent link: https://www.econbiz.de/10013205408