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Local linear fitting under near epoch dependence : uniform consistency with convergence rates

Li, Degui; Lu, Zu-di; Linton, Oliver - 2011

Local linear fitting is a popular nonparametric method in statistical and econometric modelling. Lu and Linton (2007) established the pointwise asymptotic distribution for the local linear estimator of a nonparametric regression function under the condition of near epoch dependence. In this...

Persistent link: https://www.econbiz.de/10009406338

Estimation of a nonparametric model for bond prices from cross-section and time series information

Koo, Bonsoo; La Vecchia, Davide; Linton, Oliver - 2020

Persistent link: https://www.econbiz.de/10012606874

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

Estimation and inference in semiparametric quantile factor models

Ma, Shujie; Linton, Oliver; Gao, Jiti - 2017

Persistent link: https://www.econbiz.de/10011782080

Inference on a semiparametric model with global power law and local nonparametric trends

Gao, Jiti; Linton, Oliver; Peng, Bin - 2017

Persistent link: https://www.econbiz.de/10011782105

Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction

Cheng, Tingting; Gao, Jiti; Linton, Oliver - 2017

Persistent link: https://www.econbiz.de/10011782226

Nonparametric predictive regressions for stock return prediction

Cheng, Tingting; Gao, Jiti; Linton, Oliver - 2019

Persistent link: https://www.econbiz.de/10012592220

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

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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