Narrow search
Showing 1 - 10 of 141
Cover Image
Estimating features of a distribution from binomial data
Lewbel, Arthur; Linton, Oliver; McFadden, D. L. - London School of Economics (LSE) - 2006
nonparametric and semiparametric specifications. …
Persistent link: https://www.econbiz.de/10010746131
Cover Image
Estimating Features of a Distribution from Binomial Data
Lewbel, Arthur; McFadden, Daniel; Linton, Oliver - Department of Economics, Boston College - 1997
semiparametric specifications. …
Persistent link: https://www.econbiz.de/10005053265
Cover Image
Nonparametric censored and truncated regression
Lewbel, Arthur; Linton, Oliver - London School of Economics (LSE) - 2000
heteroscedasticity. We also extend the estimator to the nonparametric truncated regression model, in which only uncensored data points …
Persistent link: https://www.econbiz.de/10010745070
Cover Image
A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom
Xiao, Zhijie; Atak, Alev; Linton, Oliver - Department of Economics, Boston College - 2010
This paper is concerned with developing a semiparametric panel model to explain the trend in UK temperatures and other …
Persistent link: https://www.econbiz.de/10008725946
Cover Image
Efficient Estimation of a Multivariate Multiplicative Volatility Model
Hafner, Christian M.; Linton, Oliver - Suntory and Toyota International Centres for Economics … - 2009
partof the model, we obtain the semiparametric efficiency bound. Our method isapplied to a bivariate stock index series. We …
Persistent link: https://www.econbiz.de/10008838734
Cover Image
Let's get LADE: Robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo; Linton, Oliver - 2013
robust estimation of both long-run and short-run volatilities. Our estimation is semiparametric since the long-run volatility …
Persistent link: https://www.econbiz.de/10010318677
Cover Image
The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series
Whang, Yoon-Jae; Linton, Oliver - Cowles Foundation for Research in Economics, Yale University - 1997
This paper derives the asymptotic distribution of a smoothing-based estimator of the Lyapunov exponent for a stochastic time series under two general scenarios. In the first case, we are able to establish root-T consistency and asymptotic normality, while in the second case, which is more...
Persistent link: https://www.econbiz.de/10005593525
Cover Image
Let's get LADE : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo; Linton, Oliver - 2013
robust estimation of both long-run and short-run volatilities. Our estimation is semiparametric since the long-run volatility …
Persistent link: https://www.econbiz.de/10009719116
Cover Image
Nonparametric Censored and Truncated Regression
Lewbel, Arthur; Linton, Oliver - Suntory and Toyota International Centres for Economics … - 2000
heteroscedasticity. We also extend the estimator to the nonparametric truncated regression model, in which only uncensored data points …
Persistent link: https://www.econbiz.de/10005310378
Cover Image
Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates
Li, Degui; Lu, Zudi; Linton, Oliver - Department of Econometrics and Business Statistics, … - 2011
results of this paper will be of wide potential interest in time series semiparametric modelling. …
Persistent link: https://www.econbiz.de/10009318809