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Estimation of semiparametric models when criterion function is not smooth
Chen, Xiaohong; Linton, Oliver; Keilegom, Ingrid van - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 5, pp. 1591-1608
Persistent link: https://www.econbiz.de/10001794503
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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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Testing conditional independence restrictions
Linton, Oliver; Gozalo, Pedro L. - In: Econometric reviews 33 (2014) 5/6, pp. 523-552
Persistent link: https://www.econbiz.de/10010360794
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Consistent testing for stochastic dominance under general sampling schemes
Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-jae - In: The review of economic studies 72 (2005) 3, pp. 735-765
Persistent link: https://www.econbiz.de/10002960483
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Standard errors for nonparametric regression
Chu, Ba; Jacho-Chávez, David Tomás; Linton, Oliver - In: Econometric reviews 39 (2020) 7, pp. 674-690
Persistent link: https://www.econbiz.de/10012262514
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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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A flexible semiparametric forecasting model for time series
Li, Degui; Linton, Oliver; Lu, Zu-di - In: Journal of econometrics 187 (2015) 1, pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
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Quantilograms under strong dependence
Lee, Ji Hyung; Linton, Oliver; Whang, Yoon-jae - In: Econometric theory 36 (2020) 3, pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
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Additive nonparametric models with time variable and both stationary and nonstationary regressors
Dong, Chaohua; Linton, Oliver - In: Journal of econometrics 207 (2018) 1, pp. 212-236
Persistent link: https://www.econbiz.de/10012116290
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The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Han, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-jae - In: Journal of econometrics 193 (2016) 1, pp. 251-270
Persistent link: https://www.econbiz.de/10011704806