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Let's Get Lade : Robust Estima...
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Nichtparametrisches Verfahren
219
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Linton, Oliver
364
Linton, Oliver B.
164
Koo, Bonsoo
50
Whang, Yoon-jae
47
Gao, Jiti
28
Lewbel, Arthur
23
Mammen, Enno
23
Xiao, Zhijie
22
Li, Degui
21
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18
Dong, Chaohua
17
Connor, Gregory
15
Nielsen, Jens Perch
14
Vogt, Michael
14
Chen, Jia
13
Hafner, Christian M.
13
Boneva, Lena
12
Chen, Xiaohong
12
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12
Anderson, Gordon
11
Lu, Zu-di
11
Maasoumi, Esfandiar
11
Peng, Bin
11
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11
Kim, Woocheol
10
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10
Tang, Haihan
10
Pakes, Ariel
9
Shintani, Mototsugu
9
Song, Kyungchul
9
Xia, Yingcun
9
Zhang, Zheng
9
Härdle, Wolfgang
8
Li, Shaoran
8
Pantelous, Athanasios A.
8
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8
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7
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5
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2
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Cambridge working papers in economics
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LSE STICERD Research Paper
43
Econometric theory
31
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
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22
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20
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19
Discussion paper series / LSE Financial Markets Group
13
Cowles Foundation discussion paper
9
Janeway Institute working paper series
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Discussion papers of interdisciplinary research project 373
6
Econometric reviews
6
Boston College working papers in economics
5
Discussion paper / LSE Financial Markets Group
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of the American Statistical Association : JASA
5
Working paper / Department of Economics, Universidad Carlos III de Madrid
5
Working papers / Department of Economics, Universidad Carlos III de Madrid
5
Bank of England Working Paper
4
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4
Econometric Theory
4
Journal of empirical finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
12
EconStor
1
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81
Estimation of tail thickness parameters from GJR-GARCH models
Iglesias, Emma M.
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003971807
Saved in:
82
An improved bootstrap test of stochastic dominance
Linton, Oliver
;
Song, Kyungchul
;
Whang, Yoon-jae
-
2009
Persistent link: https://www.econbiz.de/10003971853
Saved in:
83
Consistent estimation of the risk-return tradeoff in the presence of measurement error
Ghosh, Anisha
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003971927
Saved in:
84
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
Saved in:
85
Semiparametric estimation of Markov decision processes with continuous state space
Srisuma, Sorawoot
;
Linton, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008649305
Saved in:
86
Local linear fitting under near epoch dependence : uniform consistency with convergence rate
Li, Degui
;
Lu, Zu-di
;
Linton, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008649308
Saved in:
87
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
Atak, Alev
;
Linton, Oliver
;
Xiao, Zhijie
-
2010
Persistent link: https://www.econbiz.de/10008737919
Saved in:
88
Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza
;
Lima, Luiz Renato
;
Linton, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008798843
Saved in:
89
Multivariate density estimation using dimension reducing information and tail flattening transformations
Buch-Kromann, Tine
;
Guillén, Montserrat
;
Linton, Oliver
; …
- In:
Insurance / Mathematics & economics
48
(
2011
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10008839753
Saved in:
90
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
Saved in:
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