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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
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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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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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Nonparametric inference for unbalanced time series data
Linton, Oliver - In: Econometric theory 21 (2005) 1, pp. 143-157
Persistent link: https://www.econbiz.de/10002674653
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Nonparametric transformation regression with nonstationary data
Linton, Oliver; Wang, Qiying - In: Econometric theory 32 (2016) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10011578411
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Averaging of an increasing number of moment condition estimators
Chen, Xiaohong; Jacho-Chávez, David T.; Linton, Oliver - In: Econometric theory 32 (2016) 1, pp. 30-70
Persistent link: https://www.econbiz.de/10011578413
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Let's get lade : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo; Linton, Oliver - In: Econometric theory 31 (2015) 4, pp. 671-702
Persistent link: https://www.econbiz.de/10011341932
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Quantilograms under strong dependence
Lee, Ji Hyung; Linton, Oliver; Whang, Yoon-jae - In: Econometric theory 36 (2020) 3, pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
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An almost closed form estimator for the EGARCH model
Hafner, Christian M.; Linton, Oliver - In: Econometric theory 33 (2017) 4, pp. 1013-1038
Persistent link: https://www.econbiz.de/10011810237