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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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Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
Kalnina, Ilze; Linton, Oliver - In: Journal of econometrics 147 (2008) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10003783783
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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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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
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An improved bootstrap test of stochastic dominance
Linton, Oliver; Song, Kyungchul; Whang, Yoon-jae - In: Journal of econometrics 154 (2010) 2, pp. 186-202
Persistent link: https://www.econbiz.de/10003940097
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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
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Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.; Linton, Oliver - In: Journal of econometrics 159 (2010) 1, pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
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Nonparametric transpormation to white noise
Linton, Oliver; Mammen, Enno - In: Journal of econometrics 142 (2008) 1, pp. 241-264
Persistent link: https://www.econbiz.de/10003608181
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Semiparametric methods in econometrics : guest editorial
Fernandes, Marcelo; Linton, Oliver; Scaillet, Olivier - In: Journal of econometrics 141 (2007) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10003571097
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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