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Adaptive estimation in ARCH models
Linton, Oliver - In: Econometric theory 9 (1993) 4, pp. 539-569
Persistent link: https://www.econbiz.de/10001156716
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An asymptotic expansion in the GARCH(1,1) model
Linton, Oliver - In: Econometric theory 13 (1997) 4, pp. 558-581
Persistent link: https://www.econbiz.de/10001230723
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Edgeworth approximation for MINPIN estimators in semiparametric regression models
Linton, Oliver - In: Econometric theory 12 (1996) 1, pp. 30-60
Persistent link: https://www.econbiz.de/10001201818
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Second order approximation in the partially linear regression model
Linton, Oliver - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 5, pp. 1079-1112
Persistent link: https://www.econbiz.de/10001190389
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Second order approximation in a linear regression with heteroskedasticity of unknown form
Linton, Oliver - In: Econometric reviews 15 (1996) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10001197549
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Testing additivity in generalized nonparametric regression models with estimated parameters
Gozalo, Pedro L.; Linton, Oliver - In: Journal of econometrics 104 (2001) 1, pp. 1-48
Persistent link: https://www.econbiz.de/10001589520
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Second-order approximation for adaptive regression estimators
Linton, Oliver; Xiao, Zhijie - In: Econometric theory 17 (2001) 5, pp. 984-1024
Persistent link: https://www.econbiz.de/10001609191
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Estimating additive nonparametric models by partial Lq norm : the curse of fractionality
Linton, Oliver - In: Econometric theory 17 (2001) 6, pp. 1037-1050
Persistent link: https://www.econbiz.de/10001638374
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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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Nonparametric matching and efficient estimators of homothetically separable functions
Lewbel, Arthur; Linton, Oliver - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 4, pp. 1209-1227
Persistent link: https://www.econbiz.de/10003507404