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Estimating quadratic variation consistently in the presence of correlated measurement errors
Kalnina, Ilze (contributor); Linton, Oliver (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375854
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Identification and nonparametric estimation of a transformed additively separable model
Jacho-Chávez, David (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003375855
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Estimating features of a distribution from binomial data
Lewbel, Arthur (contributor); Linton, Oliver (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003375857
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Semiparametric estimation of a characteristic-based facto model of common stock returns
Connor, Gregory (contributor); Linton, Oliver (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375920
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Uniform Behadur representation for local polynomial estimates of M-regression and its application to the additive model
Kong, Efang; Linton, Oliver; Xia, Yingcun - In: Econometric theory 26 (2010) 5, pp. 1529-1564
Persistent link: https://www.econbiz.de/10008662657
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Nonparametric Euler equation identification and estimation
Lewbel, Arthur; Linton, Oliver - 2010
Persistent link: https://www.econbiz.de/10008666379
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An improved bootstrap test of stochastic dominance
Linton, Oliver; Song, Kyungchul; Whang, Yoon-jae - In: Journal of econometrics 154 (2010) 2, pp. 186-202
Persistent link: https://www.econbiz.de/10003940097
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Estimation for a nonstationary semi-strong GARCH (1,1) model with heavy-tailed errors
Linton, Oliver; Pan, Jiazhu; Wang, Hui - In: Econometric theory 26 (2010) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003968440
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Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver - 2009
Persistent link: https://www.econbiz.de/10003971702
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Nonparametric estimation of a polarization measure
Anderson, Gordon; Linton, Oliver; Whang, Yoon-jae - 2009
Persistent link: https://www.econbiz.de/10003971801