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~person:"Linton, Oliver"
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Semiparametric Conditional Fac...
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Nichtparametrisches Verfahren
173
Nonparametric statistics
170
Schätztheorie
145
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142
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95
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65
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Linton, Oliver
Caporale, Guglielmo Maria
431
Phillips, Peter C. B.
386
Pesaran, M. Hashem
357
Wagner, Joachim
355
McAleer, Michael
291
Heckman, James J.
290
Belke, Ansgar
288
Gil-Alaña, Luis A.
281
Gupta, Rangan
272
Härdle, Wolfgang
264
Gao, Jiti
254
Schneider, Friedrich
211
Lechner, Michael
197
Schnabel, Claus
194
Kapetanios, George
192
Buch, Claudia M.
187
Chernozhukov, Victor
180
Baltagi, Badi H.
179
Koopman, Siem Jan
175
Addison, John T.
170
Bahmani-Oskooee, Mohsen
168
Fitzenberger, Bernd
166
Chen, Xiaohong
165
Newey, Whitney K.
165
Blundell, Richard W.
164
Nunnenkamp, Peter
164
Görg, Holger
162
Marcellino, Massimiliano
162
Woessmann, Ludger
158
Egger, Peter
157
Winkelmann, Rainer
151
Bauer, Thomas K.
150
Riphahn, Regina T.
148
Dreher, Axel
147
Herwartz, Helmut
147
Franses, Philip Hans
146
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145
Cheung, Yin-Wong
144
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Centre for Microdata Methods and Practice <London>
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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Handbook of financial time series
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Insurance / Mathematics & economics
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International economic review
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ECONIS (ZBW)
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1
Estimation
and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
Saved in:
2
Estimation
and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2019
Persistent link: https://www.econbiz.de/10012698841
Saved in:
3
Estimation
in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2018
We propose an
estimation
methodology for a semiparametric quantile factor panel model. We provide tools for inference …
Persistent link: https://www.econbiz.de/10011775200
Saved in:
4
Estimation
and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782080
Saved in:
5
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
6
Nonparametric
estimation
and inference about the overlap of two distributions
Anderson, Gordon
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Journal of econometrics
171
(
2012
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009686747
Saved in:
7
Estimation
of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
8
Nonparametric Euler equation identification and
estimation
Lewbel, Arthur
;
Linton, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008666379
Saved in:
9
Semiparametric
estimation
of locally stationary diffusion models
Koo, Bonsoo
;
Linton, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008649301
Saved in:
10
Nonparametric matching and efficient estimators of homothetically separable functions
Lewbel, Arthur
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003874980
Saved in:
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