The following pages link to Oliver B. Linton (Q205392):
Displaying 37 items.
- Estimation of a semiparametric transformation model (Q2426620) (← links)
- Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos (Q2439050) (← links)
- Flexible term structure estimation: Which method is preferred? (Q2499548) (← links)
- A semiparametric model for heterogeneous panel data with fixed effects (Q2516308) (← links)
- Consistent estimation of a general nonparametric regression function in time series (Q2628866) (← links)
- An improved bootstrap test of stochastic dominance (Q2630159) (← links)
- A nonparametric test of a strong leverage hypothesis (Q2630356) (← links)
- Estimation and inference in semiparametric quantile factor models (Q2658787) (← links)
- High dimensional semiparametric moment restriction models (Q2682952) (← links)
- NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA (Q2786679) (← links)
- AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
- (Q2833264) (← links)
- Efficient Semiparametric Estimation of the Fama-French Model and Extensions (Q2859070) (← links)
- A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM (Q2886949) (← links)
- HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS (Q2886979) (← links)
- ESTIMATION OF A SEMIPARAMETRIC IGARCH(1,1) MODEL (Q3021624) (← links)
- Non-parametric regression with a latent time series (Q3161672) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418) (← links)
- LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS (Q3450342) (← links)
- Testing for Stochastic Monotonicity (Q3623083) (← links)
- Semiparametric and Nonparametric ARCH Modeling (Q3646952) (← links)
- Estimation of additive regression models with known links (Q3837361) (← links)
- Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems (Q4664521) (← links)
- A kernel method of estimating structured nonparametric regression based on marginal integration (Q4842905) (← links)
- A simple bias reduction method for density estimation (Q4842927) (← links)
- A Simple and Efficient Estimation Method for Models with Nonignorable Missing Data (Q4986338) (← links)
- Testing for the stochastic dominance efficiency of a given portfolio (Q5093231) (← links)
- Classification of Non-Parametric Regression Functions in Longitudinal Data Models (Q5378153) (← links)
- Evaluating Value-at-Risk Models via Quantile Regression (Q5392692) (← links)
- Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1 (Q5393899) (← links)
- Nonparametric estimation of a periodic sequence in the presence of a smooth trend (Q5410316) (← links)
- Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions (Q5441276) (← links)
- Consistent Testing for Stochastic Dominance under General Sampling Schemes (Q5692948) (← links)
- Testing for time stochastic dominance (Q6108256) (← links)
- Testing stochastic dominance with many conditioning variables (Q6108264) (← links)
- News-implied linkages and local dependency in the equity market (Q6108277) (← links)
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
