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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 common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning; Chen, Jia; Linton, Oliver - 2021
Persistent link: https://www.econbiz.de/10013259517
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Nonparametric predictive regressions for stock return brediction
Cheng, Tingting; Gao, Jiti; Linton, Oliver - 2019
Persistent link: https://www.econbiz.de/10012698837
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Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun; Li, Degui; Linton, Oliver; Wang, Hanchao - 2022 - This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
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CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael; Walsh, Christopher; Linton, Oliver - 2022
Persistent link: https://www.econbiz.de/10013485021
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Estimating time-varying networks for high-dimensional time series
Chen, Jia; Li, Degui; Li, Yuning; Linton, Oliver - 2022 - Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856