Oliver Linton

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Yoon-Jae WhangSeoul National UniversityCorreu electrònic verificat a snu.ac.kr
Jens Perch NielsenProfessor of Actuarial Science, Cass Business SchoolCorreu electrònic verificat a city.ac.uk
Wolfgang Karl HärdleHumboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of StatisticsCorreu electrònic verificat a hu-berlin.de
Arthur LewbelProfessor of Economics, Boston CollegeCorreu electrònic verificat a bc.edu
Xiaohong ChenProfessor of Economics, Yale UniversityCorreu electrònic verificat a yale.edu
Christian M. HafnerProfessor of econometrics, UCL Louvain-la-NeuveCorreu electrònic verificat a uclouvain.be
Zudi LuCity University of Hong Kong, Department of BiostatisticsCorreu electrònic verificat a cityu.edu.hk
Pedro Luis GozaloProfessor of Health Services Research, Brown UniversityCorreu electrònic verificat a brown.edu
Ingrid Van KeilegomKU LeuvenCorreu electrònic verificat a kuleuven.be
Esfandiar MaasoumiEmory UniversityCorreu electrònic verificat a emory.edu
Jiti Gao (高集体), FASSA, Donald Coc...Department of Econometrics and Business Statistics, Monash UniversityCorreu electrònic verificat a monash.edu
Dennis KristensenUniversity College LondonCorreu electrònic verificat a ucl.ac.uk
Sorawoot SrisumaAssociate Professor in Economics, National University of SingaporeCorreu electrònic verificat a nus.edu.sg
Ilze KalninaNorth Carolina State UniversityCorreu electrònic verificat a ncsu.edu
Yingcun XiaProfessor of Statistics, National University of SingaporeCorreu electrònic verificat a nus.edu.sg
Stefan SperlichUniversité de Genève, GSEMCorreu electrònic verificat a unige.ch
David Tomas Jacho-ChavezEmory UniversityCorreu electrònic verificat a emory.edu
Zheng ZhangAssociate Professor, Institute of Statistics & Big Data, Renmin University of ChinaCorreu electrònic verificat a ruc.edu.cn
Ariel PakesProfessor of Economics, Harvard UniversityCorreu electrònic verificat a fas.harvard.edu
Bonsoo KooMonash UniversityCorreu electrònic verificat a monash.edu

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Oliver Linton

UNIVERSITY OF CAMBRIDGE

Correu electrònic verificat a cam.ac.uk - Pàgina d'inici

Econometrics Finance


Títol Ordena per cites Ordena per any Ordena per títol	Citada per Citada per	Any
Quantile autoregression R Koenker, Z Xiao Journal of the American statistical association 101 (475), 980-990, 2006	782	2006
A kernel method of estimating structured nonparametric regression based on marginal integration O Linton, JP Nielsen Biometrika, 93-100, 1995	710	1995
Consistent testing for stochastic dominance under general sampling schemes O Linton, E Maasoumi, YJ Whang The Review of Economic Studies 72 (3), 735-765, 2005	644	2005
Estimation of semiparametric models when the criterion function is not smooth X Chen, O Linton, I Van Keilegom Econometrica 71 (5), 1591-1608, 2003	624	2003
Applied nonparametric methods W Härdle, O Linton Handbook of econometrics 4, 2295-2339, 1994	516	1994
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series H Han, O Linton, T Oka, YJ Whang Journal of Econometrics 193 (1), 251-270, 2016	486	2016
The existence and asymptotic properties of a backfitting projection algorithm under weak conditions E Mammen, O Linton, J Nielsen The Annals of Statistics 27 (5), 1443-1490, 1999	481	1999
Semiparametric regression analysis with missing response at random Q Wang, O Linton, W Härdle Journal of the American Statistical Association 99 (466), 334-345, 2004	285	2004
A simple bias reduction method for density estimation MC Jones, O Linton, JP Nielsen Biometrika 82 (2), 327-338, 1995	237	1995
Limit theorems for estimating the parameters of differentiated product demand systems S Berry, OB Linton, A Pakes The Review of Economic Studies 71 (3), 613-654, 2004	234	2004
Evaluating value-at-risk models via quantile regression WP Gaglianone, LR Lima, O Linton, DR Smith Journal of Business & Economic Statistics 29 (1), 150-160, 2011	230	2011
The quantilogram: With an application to evaluating directional predictability O Linton, YJ Whang Journal of Econometrics 141 (1), 250-282, 2007	226	2007
Adaptive estimation in ARCH models O Linton Econometric Theory 9 (4), 539-569, 1993	219	1993
Miscellanea efficient estimation of additive nonparametric regression models OB Linton Biometrika 84 (2), 469-473, 1997	212	1997
An improved bootstrap test of stochastic dominance O Linton, K Song, YJ Whang Journal of Econometrics 154 (2), 186-202, 2010	205	2010
Estimation of additive regression models with known links OB Linton, W Härdle Biometrika 83 (3), 529-540, 1996	203	1996
Efficient semiparametric estimation of the Fama–French model and extensions G Connor, M Hagmann, O Linton Econometrica 80 (2), 713-754, 2012	183	2012
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos M Shintani, O Linton Journal of Econometrics 120 (1), 1-33, 2004	183	2004
A smoothed least squares estimator for threshold regression models MH Seo, O Linton Journal of Econometrics 141 (2), 704-735, 2007	181	2007
Second order approximation in the partially linear regression model O Linton Econometrica: Journal of the Econometric Society, 1079-1112, 1995	156	1995

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