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Semiparametric nonlinear panel data models with measurement error
Linton, Oliver; Shiu, Ji-Liang - 2019
Persistent link: https://www.econbiz.de/10012692254
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Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver; Xiao, Zhijie - 2019
Persistent link: https://www.econbiz.de/10012692312
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Testing for correlation in error-component models
Jochmans, Koen - 2019
Persistent link: https://www.econbiz.de/10012692618
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Inference on a distribution from noisy draws
Jochmans, Koen; Weidner, Martin - 2019
Persistent link: https://www.econbiz.de/10012703101
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Testing correlation in error-component models
Jochmans, Koen - 2019 - This version: September 4, 2019
Persistent link: https://www.econbiz.de/10012703301
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Estimation of a multiplicative correlation structure in the large dimensional case
Hafnery, Christian; Linton, Oliver; Tang, Haihan - 2018
Persistent link: https://www.econbiz.de/10012671159
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The lower regression function and testing expectation dependence dominance hypotheses
Linton, Oliver; Whang, Yoon-jae; Yen, Yu-min - 2018
Persistent link: https://www.econbiz.de/10012671331
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A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia; Li, Degui; Linton, Oliver - 2018 - version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
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A portmanteau test for correlation in short panels
Jochmans, Koen - 2018
Persistent link: https://www.econbiz.de/10012672305
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Nonparametric predictive regressions for stock return brediction
Cheng, Tingting; Gao, Jiti; Linton, Oliver - 2019
Persistent link: https://www.econbiz.de/10012698837