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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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When will the Covid-19 pandemic peak?
Li, Shaoran; Linton, Oliver - In: Journal of econometrics 220 (2021) 1, pp. 130-157
Persistent link: https://www.econbiz.de/10012618476
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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
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Editorial for the special issue on financial econometrics in the age of the digital economy
Linton, Oliver; Todorov, Viktor; Zhang, Zhengjun - In: Journal of econometrics 222 (2021) 1,2, pp. 265-268
Persistent link: https://www.econbiz.de/10012619415
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Estimation and inference in semiparametric quantile factor models
Ma, Shujie; Linton, Oliver; Gao, Jiti - In: Journal of econometrics 222 (2021) 1,2, pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
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Annals issue: financial econometrics in the age of the digital economy
Zhang, Zhengjun (ed.); Todorov, Viktor (ed.);  … - International Symposium on Financial Engineering and … - 2021
Persistent link: https://www.econbiz.de/10012619792
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A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua; Linton, Oliver; Peng, Bin - In: Journal of econometrics 222 (2021) 2, pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
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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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A coupled component DCS-EGARCH model for intraday and overnight volatility
Linton, Oliver; Wu, Jianbin - In: Journal of econometrics 217 (2020) 1, pp. 176-201
Persistent link: https://www.econbiz.de/10012482745
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Estimation of a multiplicative correlation structure in the large dimensional case
Hafner, Christian M.; Linton, Oliver; Tang, Haihan - In: Journal of econometrics 217 (2020) 2, pp. 431-470
Persistent link: https://www.econbiz.de/10012482816