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Semiparametric and nonparametric ARCH modeling

Linton, Oliver - In: Handbook of financial time series, (pp. 157-167). 2009

Persistent link: https://www.econbiz.de/10003833925

Efficient estimation of generalized additive nonparametric regression models

Linton, Oliver - In: Econometric theory 16 (2000) 4, pp. 502-523

Persistent link: https://www.econbiz.de/10001517331

Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary

Linton, Oliver (contributor); Song, Kyungchul (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003716908

Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos

Shintani, Mototsugu; Linton, Oliver - In: Journal of econometrics 120 (2004) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10001998813

Asymptotic expansions for some semiparametric program evaluation estimators

Ichimura, Hidehiko; Linton, Oliver - In: Identification and inference for econometric models : …, (pp. 149-170). 2005

Persistent link: https://www.econbiz.de/10003351930

Optimal smoothing for a computationally and statistically efficient single index estimator

Xia, Yingcun; Härdle, Wolfgang; Linton, Oliver - 2009

In semiparametric models it is a common approach to under-smooth the nonparametric functions in order that estimators of the finite dimensional parameters can achieve root-n consistency. The requirement of under-smoothing may result as we show from inefficient estimation methods or technical...

Persistent link: https://www.econbiz.de/10003835181