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Testing conditional independence restrictions
Linton, Oliver; Gozalo, Pedro L. - In: Econometric reviews 33 (2014) 5/6, pp. 523-552
Persistent link: https://www.econbiz.de/10010360794
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Second order approximation in a linear regression with heteroskedasticity of unknown form
Linton, Oliver - In: Econometric reviews 15 (1996) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10001197549
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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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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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Standard errors for nonparametric regression
Chu, Ba; Jacho-Chávez, David Tomás; Linton, Oliver - In: Econometric reviews 39 (2020) 7, pp. 674-690
Persistent link: https://www.econbiz.de/10012262514
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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
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Nonparametric estimation of mediation effects with a general treatment
Huang, Lukang; Huang, Wei; Linton, Oliver; Zhang, Zheng - In: Econometric reviews 43 (2024) 2/4, pp. 215-237
Persistent link: https://www.econbiz.de/10014551514