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Identification and nonparametric estimation of a transformed additively separable model
Jacho-Chávez, David
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2006
Persistent link: https://www.econbiz.de/10003375855
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Estimating features of a distribution from binomial data
Lewbel, Arthur
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Linton, Oliver
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2006
Persistent link: https://www.econbiz.de/10003375857
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Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
Linton, Oliver
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contributor
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Song, Kyungchul
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2008
Persistent link: https://www.econbiz.de/10003805782
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Estimating quadratic variation consistently in the presence of correlated measurement errors
Kalnina, Ilze
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contributor
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Linton, Oliver
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2006
Persistent link: https://www.econbiz.de/10003375854
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Semiparametric estimation of a characteristic-based facto model of common stock returns
Connor, Gregory
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contributor
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Linton, Oliver
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2006
Persistent link: https://www.econbiz.de/10003375920
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6
Semiparametric estimation of locally stationary diffusion models
Koo, Bonsoo
;
Linton, Oliver
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2010
Persistent link: https://www.econbiz.de/10008649301
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7
Semiparametric estimation of Markov decision processes with continuous state space
Srisuma, Sorawoot
;
Linton, Oliver
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2010
Persistent link: https://www.econbiz.de/10008649305
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8
Local linear fitting under near epoch dependence : uniform consistency with convergence rate
Li, Degui
;
Lu, Zu-di
;
Linton, Oliver
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2010
Persistent link: https://www.econbiz.de/10008649308
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Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory
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Hagmann, Matthias
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2007
Persistent link: https://www.econbiz.de/10003563511
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Inference about realized volatility using infill subsampling
Kalnina, Ilze
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contributor
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Linton, Oliver
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2007
Persistent link: https://www.econbiz.de/10003535624
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