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The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae; Linton, Oliver - In: Journal of econometrics 91 (1999) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
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Multiscale clustering of nonparametric regression curves
Vogt, Michael; Linton, Oliver - In: Journal of econometrics 216 (2020) 1, pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu; Linton, Oliver - In: Journal of econometrics 120 (2004) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001998813
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Edgeworth approximations for semiparametric instrumental variable estimators and test statistics
Linton, Oliver - In: Journal of econometrics 106 (2002) 2, pp. 325-368
Persistent link: https://www.econbiz.de/10001638902
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Semiparametric identification of the bid-ask spread in extended Roll models
Chen, Xiaohong; Linton, Oliver; Yi, Yanping - In: Journal of econometrics 200 (2017) 2, pp. 312-325
Persistent link: https://www.econbiz.de/10011917258
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A nonparametric test of a strong leverage hypothesis
Linton, Oliver; Whang, Yoon-jae; Yen, Yu-min - In: Journal of econometrics 194 (2016) 1, pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
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Semiparametric dynamic portfolio choice with multiple conditioning variables
Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zu-di - In: Journal of econometrics 194 (2016) 2, pp. 309-318
Persistent link: https://www.econbiz.de/10011705164
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High dimensional semiparametric moment restriction models
Dong, Chaohua; Gao, Jiti; Linton, Oliver - In: Journal of econometrics 232 (2023) 2, pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
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The quantilogram : with an application to evaluating directional predictability
Linton, Oliver; Whang, Yoon-jae - In: Journal of econometrics 141 (2007) 1, pp. 250-282
Persistent link: https://www.econbiz.de/10003571283
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The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Han, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-jae - In: Journal of econometrics 193 (2016) 1, pp. 251-270
Persistent link: https://www.econbiz.de/10011704806