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Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
Iglesias, Emma M.; Linton, Oliver - In: Econometric theory 23 (2007) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10003591844
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A nonparametric regression estimator that adapts to error distribution of unknown form
Linton, Oliver; Xiao, Zhijie - In: Econometric theory 23 (2007) 3, pp. 371-413
Persistent link: https://www.econbiz.de/10003541196
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Minimum distance estimation of nonstationary time series models
Moon, Hyungsik Roger; Schorfheide, Frank - In: Econometric theory 18 (2002) 6, pp. 1385-1407
Persistent link: https://www.econbiz.de/10001716909
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Estimating additive nonparametric models by partial Lq norm : the curse of fractionality
Linton, Oliver - In: Econometric theory 17 (2001) 6, pp. 1037-1050
Persistent link: https://www.econbiz.de/10001638374
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Second-order approximation for adaptive regression estimators
Linton, Oliver; Xiao, Zhijie - In: Econometric theory 17 (2001) 5, pp. 984-1024
Persistent link: https://www.econbiz.de/10001609191
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Edgeworth approximation for MINPIN estimators in semiparametric regression models
Linton, Oliver - In: Econometric theory 12 (1996) 1, pp. 30-60
Persistent link: https://www.econbiz.de/10001201818
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Adaptive estimation in ARCH models
Linton, Oliver - In: Econometric theory 9 (1993) 4, pp. 539-569
Persistent link: https://www.econbiz.de/10001156716
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An asymptotic expansion in the GARCH(1,1) model
Linton, Oliver - In: Econometric theory 13 (1997) 4, pp. 558-581
Persistent link: https://www.econbiz.de/10001230723