Similar Search Results

Identification and nonparametric estimation of a transformed additively separable model

Jacho-Chávez, David; Lewbel, Arthur; Linton, Oliver - In: Journal of econometrics 156 (2010) 2, pp. 392-407

Persistent link: https://www.econbiz.de/10008648803

Identification and nonparametric estimation of a transformed additively separable model

Jacho-Chávez, David (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003375855

Identification and nonparametric estimation of a transformed additively separable model

Jacho-Chávez, David (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003387569

Testing the martingale hypothesis for gross returns

Linton, Oliver; Smetanina, Ekaterina - In: Journal of empirical finance 38 (2016), pp. 664-689

Persistent link: https://www.econbiz.de/10011663757

Testing for the stochastic dominance efficiency of a given portfolio

Linton, Oliver; Post, Thierry; Whang, Yoon-jae - In: The econometrics journal 17 (2014) 2, pp. 59-74

Persistent link: https://www.econbiz.de/10010498726

A nonparametric test of a strong leverage hypothesis

Linton, Oliver; Whang, Yoon-jae; Yen, Yu-min - In: Journal of econometrics 194 (2016) 1, pp. 153-186

Persistent link: https://www.econbiz.de/10011705075

Mean Ratio Statistic for measuring predictability

Linton, Oliver; Smetanina, Katja - 2015

We propose an alternative Ratio Statistic for measuring predictability of stock prices. Our statistic is based on actual returns rather than logarithmic returns and is therefore better suited to capturing price predictability. It captures not only linear dependence in the same way as the...

Persistent link: https://www.econbiz.de/10010481079

Adaptive testing in ARCH models

Linton, Oliver; Steigerwald, Douglas G. - In: Econometric reviews 19 (2000) 2, pp. 145-174

Persistent link: https://www.econbiz.de/10001483693

Consistent testing for stochastic dominance under general sampling schemes

Linton, Oliver (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001916170

Consistent testing for stochastic dominance under general sampling schemes

Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-jae - 2003

Persistent link: https://www.econbiz.de/10001878166