Oliver Linton

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

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Oliver Linton

UNIVERSITY OF CAMBRIDGE

Verificeret mail på cam.ac.uk - Startside

Econometrics Finance


Titel Sortér efter henvisninger Sortér efter årstal Sortér efter titel	Citeret af Citeret af	År
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	485	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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