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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

A nonparametric regression estimator that adapts to error distribution of unknown form

Linton, Oliver; Xiao, Zhijie - In: Econometric theory 23 (2007) 3, pp. 371-413

Persistent link: https://www.econbiz.de/10003541196

Efficient semiparametric estimation of the Fama-French model and extensions

Connor, Gregory; Hagmann, Matthias; Linton, Oliver - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 2, pp. 713-754

Persistent link: https://www.econbiz.de/10009534943

Semiparametric regression analysis under imputation for missing response data

Wang, Qihua; Härdle, Wolfgang; Linton, Oliver - 2002

We develop inference tools in a semiparametric regression model with missing response data. A semiparametric regression … likelihood method is developed. It is shown that when missing responses are imputed using the semiparametric regression method …

Persistent link: https://www.econbiz.de/10009620774