Narrow search
Showing 1 - 10 of 18
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
The common and specific components of dynamic volatility
Connor, Gregory; Korajczyk, Robert A.; Linton, Oliver - In: Journal of econometrics 132 (2006) 1, pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Cover Image
Identification and nonparametric estimation of a transformed additively separable model
Jacho-Chávez, David; Lewbel, Arthur; Linton, Oliver - In: Journal of econometrics 156 (2010) 2, pp. 392-407
Persistent link: https://www.econbiz.de/10008648803
Cover Image
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong; Linton, Oliver; Zhang, Zheng - In: Journal of econometrics 228 (2022) 1, pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
Cover Image
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo; La Vecchia, Davide; Linton, Oliver - In: Journal of econometrics 220 (2021) 2, pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Cover Image
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