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Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
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Shiu, Ji-Liang
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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
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Xiao, Zhijie
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2019
Persistent link: https://www.econbiz.de/10012692312
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Testing for correlation in error-component models
Jochmans, Koen
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2019
Persistent link: https://www.econbiz.de/10012692618
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Inference on a distribution from noisy draws
Jochmans, Koen
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Weidner, Martin
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2019
Persistent link: https://www.econbiz.de/10012703101
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Testing correlation in error-component models
Jochmans, Koen
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2019
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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
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Linton, Oliver
;
Tang, Haihan
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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
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2018
Persistent link: https://www.econbiz.de/10012671331
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8
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
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2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
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9
A portmanteau test for correlation in short panels
Jochmans, Koen
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2018
Persistent link: https://www.econbiz.de/10012672305
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10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
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2019
Persistent link: https://www.econbiz.de/10012698837
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