IDEAS home Printed from https://ideas.repec.org/f/pli253.html
   My authors  Follow this author

Oliver Bruce Linton

Personal Details

First Name:Oliver
Middle Name:Bruce
Last Name:Linton
Suffix:
RePEc Short-ID:pli253
Terminal Degree:1991 Department of Economics; University of California-Berkeley (from RePEc Genealogy)

Affiliation

Faculty of Economics
University of Cambridge

Cambridge, United Kingdom
https://www.econ.cam.ac.uk/
RePEc:edi:fecamuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books Editorship

Working papers

  1. Hafner, Christian & Linton, Oliver & Wang, Linqi, 2022. "Dynamic Autoregressive Liquidity (DArLiQ)," LIDAM Discussion Papers LFIN 2022002, Université catholique de Louvain, Louvain Finance (LFIN).
  2. Bu, R. & Li, D. & Linton, O. & Wang, H., 2022. "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Janeway Institute Working Papers 2208, Faculty of Economics, University of Cambridge.
  3. Liang Jiang & Oliver B. Linton & Haihan Tang & Yichong Zhang, 2022. "Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance," Papers 2201.13004, arXiv.org, revised Jun 2023.
  4. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
  5. Li, M. Z. & Linton, O., 2021. "Robust Estimation of Integrated and Spot Volatility," Cambridge Working Papers in Economics 2115, Faculty of Economics, University of Cambridge.
  6. Huang, W. & Linton, O. & Zhang, Z., 2021. "A Unified Framework for Specification Tests of Continuous Treatment Effect Models," Cambridge Working Papers in Economics 2113, Faculty of Economics, University of Cambridge.
  7. Chung, D. & Linton, O. & Whang Y-J., 2021. "Consistent Testing for an Implication of Supermodular Dominance," Cambridge Working Papers in Economics 2134, Faculty of Economics, University of Cambridge.
  8. Linton, O. & Tang, H., 2020. "Estimation of the Kronecker Covariance Model by Quadratic Form," Cambridge Working Papers in Economics 2050, Faculty of Economics, University of Cambridge.
  9. Lee, K. & Linton, O. & Whang, Y-J., 2020. "Testing for Time Stochastic Dominance," Cambridge Working Papers in Economics 20121, Faculty of Economics, University of Cambridge.
  10. Ge, S. & Li, S. & Linton, O., 2020. "A Dynamic Network of Arbitrage Characteristics," Cambridge Working Papers in Economics 2060, Faculty of Economics, University of Cambridge.
  11. Linton, O. & Seo, M. & Whang, Y-J., 2020. "Testing Stochastic Dominance with Many Conditioning Variables," Cambridge Working Papers in Economics 2004, Faculty of Economics, University of Cambridge.
  12. Anderson, G. & Linton, O. & Pittau, M G. & Whang, Y-J. & Zelli, R., 2020. "On Unit Free Assessment of The Extent of Multilateral Distributional Variation," Cambridge Working Papers in Economics 20123, Faculty of Economics, University of Cambridge.
  13. Bonsoo Koo & Davide La Vecchia & Oliver Linton, 2020. "Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information," Monash Econometrics and Business Statistics Working Papers 4/20, Monash University, Department of Econometrics and Business Statistics.
  14. Connor, G. & Li, S. & Linton, O., 2020. "A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection," Cambridge Working Papers in Economics 20103, Faculty of Economics, University of Cambridge.
  15. Li, S. & Linton, O., 2020. "When will the Covid-19 pandemic peak?," Cambridge Working Papers in Economics 2025, Faculty of Economics, University of Cambridge.
  16. Chaohua Dong & Jiti Gao & Oliver Linton & Bin peng, 2020. "On Time Trend of COVID-19: A Panel Data Study," Monash Econometrics and Business Statistics Working Papers 22/20, Monash University, Department of Econometrics and Business Statistics.
  17. Boneva, Lena & Elliott, David & Kaminska, Iryna & Linton, Oliver & McLaren, Nick & Morley, Ben, 2019. "The impact of corporate QE on liquidity: evidence from the UK," Bank of England working papers 782, Bank of England, revised 23 Jul 2020.
  18. Koo, B. & La Vecchia, D. & Linton, O., 2019. "Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information," Cambridge Working Papers in Economics 1916, Faculty of Economics, University of Cambridge.
  19. Linton, O. & Xiao, Z., 2019. "Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity," Cambridge Working Papers in Economics 1907, Faculty of Economics, University of Cambridge.
  20. Tingting Cheng & Jiti Gao & Oliver Linton, 2019. "Nonparametric Predictive Regressions for Stock Return Prediction," Monash Econometrics and Business Statistics Working Papers 4/19, Monash University, Department of Econometrics and Business Statistics.
  21. Merrick Li, Z. & Linton, O., 2019. "A ReMeDI for Microstructure Noise," Cambridge Working Papers in Economics 1908, Faculty of Economics, University of Cambridge.
  22. Anisha Ghosh & Oliver Linton, 2019. "Estimation with Mixed Data Frequencies: A Bias-Correction Approach," CeMMAP working papers CWP65/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  23. Linton, O. & Whang, Y-J. & Yen, Y., 2018. "The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses," Cambridge Working Papers in Economics 1880, Faculty of Economics, University of Cambridge.
  24. Oliver Linton & Ji-Liang Shiu, 2018. "Semiparametric nonlinear panel data models with measurement error," CeMMAP working papers CWP09/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  25. Hong, S-Y. & Linton, O., 2018. "Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff," Cambridge Working Papers in Economics 1877, Faculty of Economics, University of Cambridge.
  26. Chunrong Ai & Oliver Linton & Zheng Zhang, 2018. "A simple and efficient estimation method for models with nonignorable missing data," CeMMAP working papers CWP02/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  27. Hafner, C. & Linton, O. & Tang, H., 2018. "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case," Cambridge Working Papers in Economics 1878, Faculty of Economics, University of Cambridge.
  28. Brugler, James & Linton, Oliver & Noss, Joseph & Pedace, Lucas, 2018. "The cross-sectional spillovers of single stock circuit breakers," Bank of England working papers 759, Bank of England.
  29. Shujie Ma & Oliver Linton & Jiti Gao, 2018. "Estimation in semiparametric quantile factor models," CeMMAP working papers CWP07/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  30. Chunrong Ai & Oliver Linton & Kaiji Motegi & Zheng Zhang, 2018. "A Unified Framework for Efficient Estimation of General Treatment Models," Papers 1808.04936, arXiv.org, revised Aug 2018.
  31. Jia Chen & Degui Li & Oliver Linton, 2018. "A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables," Discussion Papers 18/14, Department of Economics, University of York.
  32. Michael Vogt & Oliver Linton, 2018. "Multiscale clustering of nonparametric regression curves," CeMMAP working papers CWP08/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  33. Linton, O. & Mahmoodzadeh, S., 2018. "Implications of High-Frequency Trading for Security Markets," Cambridge Working Papers in Economics 1802, Faculty of Economics, University of Cambridge.
  34. Auld, T. & Linton, O., 2017. "The Behaviour of Betting and Currency Markets on the Night of the EU Referendum," Cambridge Working Papers in Economics 1750, Faculty of Economics, University of Cambridge.
  35. Chaohua Dong & Jiti Gao & Oliver Linton, 2017. "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers 17/17, Monash University, Department of Econometrics and Business Statistics.
  36. Tingting Cheng & Jiti Gao & Oliver Linton, 2017. "Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction," Monash Econometrics and Business Statistics Working Papers 13/17, Monash University, Department of Econometrics and Business Statistics.
  37. Shujie Ma & Oliver Linton & Jiti Gao, 2017. "Estimation and inference in semiparametric quantile factor models," Monash Econometrics and Business Statistics Working Papers 8/17, Monash University, Department of Econometrics and Business Statistics.
  38. Chaohua Dong & Oliver Linton, 2017. "Additive nonparametric models with time variable and both stationary and nonstationary regressions," CeMMAP working papers CWP59/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  39. Boneva, Lena & Linton, Oliver, 2017. "A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance," Bank of England working papers 640, Bank of England.
  40. Noss, Joseph & Pedace, Lucas & Tobek, Ondrej & Linton, Oliver & Crowley-Reidy, Liam, 2017. "The October 2016 sterling flash episode: when liquidity disappeared from one of the world’s most liquid markets," Bank of England working papers 687, Bank of England.
  41. Jiti Gao & Oliver Linton & Bin Peng, 2017. "Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends," Monash Econometrics and Business Statistics Working Papers 10/17, Monash University, Department of Econometrics and Business Statistics.
  42. Xiaohong Chen & Oliver Linton & Stefan Schneeberger, 2016. "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," Cambridge Working Papers in Economics 1620, Faculty of Economics, University of Cambridge.
  43. HAFNER, Christian & LINTON, Oliver B. & TANG, Haihan, 2016. "Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case," LIDAM Discussion Papers CORE 2016044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  44. Seok Young Hong & Oliver Linton, 2016. "Asymptotic properties of a Nadaraya-Watson type estimator for regression functions of in?finite order," CeMMAP working papers CWP53/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  45. Linton, O. & Wu, J., 2016. "A coupled component GARCH model for intraday and overnight volatility," Cambridge Working Papers in Economics 1671, Faculty of Economics, University of Cambridge.
  46. Christian M. Hafner & Oliver Linton & Haihan Tang, 2016. "Estimation of a Multiplicative Covariance Structure," CeMMAP working papers CWP23/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  47. Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015. "Semiparametric Model Averaging of Ultra-High Dimensional Time Series," Discussion Papers 15/18, Department of Economics, University of York.
  48. Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015. "An investigation into multivariate variance ratio statistics and their application to stock market predictability," CeMMAP working papers CWP13/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  49. Oliver Linton & Katja Smetanina, 2015. "Mean Ratio Statistic for measuring predictability," CeMMAP working papers CWP08/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  50. Michael Vogt & Oliver Linton, 2015. "Classification of nonparametric regression functions in heterogeneous panels," CeMMAP working papers CWP06/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  51. Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015. "Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables," Discussion Papers 15/01, Department of Economics, University of York.
  52. Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang, 2014. "The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series," CeMMAP working papers CWP06/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  53. Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014. "Multivariate variance ratio statistics," CeMMAP working papers CWP29/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  54. James Brugler & Oliver Linton, 2014. "Single stock circuit breakers on the London Stock Exchange: do they improve subsequent market quality?," CeMMAP working papers CWP07/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  55. Lena Boneva (Körber) & Oliver Linton & Michael Vogt, 2013. "A semiparametric model for heterogeneous panel data with fixed effects," CeMMAP working papers CWP02/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  56. HAFNER, Christian & LINTON, Oliver, 2013. "An almost closed form estimator for the EGARCH model," LIDAM Discussion Papers CORE 2013022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  57. Hafner C. & Linton, O., 2013. "An Almost Closed Form Estimator for the EGARCH," LIDAM Discussion Papers ISBA 2013010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  58. Oliver Linton & Yoon-Jae Whang & Yu-Min Yen, 2013. "A nonparametric test of a strong leverage hypothesis," CeMMAP working papers CWP28/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  59. Oliver Linton & Qiying Wang, 2013. "Non-parametric transformation regression with non-stationary data," CeMMAP working papers CWP16/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  60. Bonsoo Koo & Oliver Linton, 2013. "Let's get LADE: robust estimation of semiparametric multiplicative volatility models," CeMMAP working papers CWP11/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  61. Heather Battey & Oliver Linton, 2013. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," CeMMAP working papers CWP41/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  62. Lena Boneva (Körber) & Oliver Linton & Michael Vogt, 2013. "The effect of fragmentation in trading on market quality in the UK equity market," CeMMAP working papers CWP42/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  63. Xiaohong Chen & David Jacho-Chávez & Oliver Linton, 2012. "Averaging of moment condition estimators," CeMMAP working papers CWP26/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  64. Oliver Linton & Yoon-Jae Whang & Yu-Min Yen, 2012. "A nonparametric test of the leverage hypothesis," CeMMAP working papers CWP24/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  65. Degui Li & Oliver Linton & Zudi Lu, 2012. "A flexible semiparametric model for time series," CeMMAP working papers CWP28/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  66. Oliver Linton & Yoon-Jae Whang, 2012. "Testing for the stochastic dominance efficiency of a given portfolio," CeMMAP working papers CWP27/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  67. Sujin Park & Oliver Linton, 2012. "Estimating the Quadratic Covariation Matrix for an Asynchronously Observed Continuous Time Signal Masked by Additive Noise," FMG Discussion Papers dp703, Financial Markets Group.
  68. Oliver Linton & Michael Vogt, 2012. "Nonparametric estimation of a periodic sequence in the presence of a smooth trend," CeMMAP working papers CWP23/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  69. Oliver Linton & Dajing Shang & Yang Yan, 2012. "Efficient estimation of conditional risk measures in a semiparametric GARCH model," CeMMAP working papers CWP25/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  70. Efang Kong & Oliver Linton & Yingcun Xia, 2011. "Global Bahadur representation for nonparametric censored regression quantiles and its applications," CeMMAP working papers CWP33/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  71. Degui Li & Zudi Lu & Oliver Linton, 2011. "Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates," Monash Econometrics and Business Statistics Working Papers 16/11, Monash University, Department of Econometrics and Business Statistics.
  72. Linton, Oliver & Mammen, Enno & Nielsen, Jens Perch & Van Keilegom, Ingrid, 2011. "Nonparametric regression with filtered data," LIDAM Reprints ISBA 2011008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  73. Linton, Oliver & Srisuma, Sorawoot, 2010. "Semiparametric estimation of Markov decision processeswith continuous state space," LSE Research Online Documents on Economics 58187, London School of Economics and Political Science, LSE Library.
  74. Atak, Alev & Linton, Oliver B. & Xiao, Zhijie, 2010. "A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom," MPRA Paper 22079, University Library of Munich, Germany.
  75. Gordon Anderson & Teng Wah Leo & Oliver Linton, 2010. "Making Inferences About Rich Country - Poor Country Convergence: The Polarization Trapezoid and Overlap measures," Working Papers tecipa-387, University of Toronto, Department of Economics.
  76. Koo, Bonsoo & Linton, Oliver, 2010. "Semiparametric estimation of locally stationary diffusion models," LSE Research Online Documents on Economics 58186, London School of Economics and Political Science, LSE Library.
  77. Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma, 2010. "Nonparametric Euler Equation Identification and Estimation," Boston College Working Papers in Economics 757, Boston College Department of Economics, revised 15 Mar 2020.
  78. Christian M. Hafner & Oliver Linton, 2010. "Efficient estimation of a multivariate multiplicative volatility model," Post-Print hal-00732539, HAL.
  79. Li, Degui & Lu, Zudi & Linton, Oliver, 2010. "Loch linear fitting under near epoch dependence: uniform consistency with convergence rate," LSE Research Online Documents on Economics 58160, London School of Economics and Political Science, LSE Library.
  80. Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2009. "An Improved Bootstrap Test of Stochastic Dominance," Cowles Foundation Discussion Papers 1713, Cowles Foundation for Research in Economics, Yale University.
  81. Chen, Xiaohong & Linton, Oliver & Jacho-Chávez, David T., 2009. "An alternative way of computing efficient instrumental variable estimators," LSE Research Online Documents on Economics 58016, London School of Economics and Political Science, LSE Library.
  82. Efang Kong & Oliver Linton & Yingcun Xia, 2009. "Uniform Bahadur Representation for LocalPolynomial Estimates of M-Regressionand Its Application to The Additive Model," STICERD - Econometrics Paper Series 535, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  83. Iglesias, Emma M. & Linton, Oliver, 2009. "Estimation of tail thickness parameters from GJR-GARCH models," UC3M Working papers. Economics we094726, Universidad Carlos III de Madrid. Departamento de Economía.
  84. Gordon Anderson & Oliver Linton & Yoon-Jae Wang, 2009. "Non Parametric Estimation of a Polarization Measure," Working Papers tecipa-363, University of Toronto, Department of Economics.
  85. Oliver Linton & Søren Feodor Nielsen & Jens Perch Nielsen, 2009. "Nonparametric Regression with a Latent Time Series," STICERD - Econometrics Paper Series 538, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  86. Woocheol Kim & Oliver Linton, 2009. "Estimation Of A Semiparametricigarch(1,1) Model," STICERD - Econometrics Paper Series 539, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  87. Yingcun Xia & Wolfgang Härdle & Oliver Linton, 2009. "Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator," SFB 649 Discussion Papers SFB649DP2009-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  88. Sokbae (Simon) Lee & Oliver Linton & Yoon-Jae Whang, 2008. "Testing for stochastic monotonicity," CeMMAP working papers CWP21/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  89. Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008. "Evaluating Value-at-Risk models via Quantile regressions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 679, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  90. Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang, 2008. "Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary," PIER Working Paper Archive 08-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  91. Oliver Linton & Anisha Ghosh, 2007. "Consistent Estimation of the Risk-Return Tradeoff in the Presence of Measurement Error," FMG Discussion Papers dp605, Financial Markets Group.
  92. Sheng Li & Oliver Linton, 2007. "Evaluating hedge fund performance: a stochastic dominance approach," FMG Discussion Papers dp591, Financial Markets Group.
  93. Gregory Connor & Matthias Hagmann & Oliver Linton, 2007. "Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns," Swiss Finance Institute Research Paper Series 07-26, Swiss Finance Institute.
  94. Alexey MEDVEDEV & Olivier SCAILLET, 2007. "Pricing American Options under Stochastic Volatility and Stochastic Interest Rates," Swiss Finance Institute Research Paper Series 07-25, Swiss Finance Institute.
  95. Kalnina, Ilze & Linton, Oliver, 2007. "Inference about realized volatility using infill subsampling," LSE Research Online Documents on Economics 4411, London School of Economics and Political Science, LSE Library.
  96. Connor, Gregory & Linton, Oliver, 2006. "Semiparametric estimation of a characteristic-based factor model of common stock returns," LSE Research Online Documents on Economics 4424, London School of Economics and Political Science, LSE Library.
  97. Linton, Oliver & Mammen, Enno, 2006. "Nonparametric transformation to white noise," LSE Research Online Documents on Economics 4426, London School of Economics and Political Science, LSE Library.
  98. David Jacho-Chavez & Arthur Lewbel & Oliver Linton, 2006. "Identification and Nonparametric Estimation of a Transformed Additively Separable Model," Boston College Working Papers in Economics 652, Boston College Department of Economics, revised 26 Nov 2008.
  99. Kalnina, Ilze & Linton, Oliver, 2006. "Estimating quadratic variation consistently in the presence of correlated measurement error," LSE Research Online Documents on Economics 4413, London School of Economics and Political Science, LSE Library.
  100. Ilze Kalnina & Oliver Linton, 2006. "Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError," STICERD - Econometrics Paper Series 509, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  101. Yoon-Jae Whang & Young-Hyun Cho & Oliver Linton, 2006. "Are there Monday effects in Stock Returns: A Stochastic Dominance Approach," FMG Discussion Papers dp568, Financial Markets Group.
  102. Post, G.T. & Linton, O. & Whang, Y-J., 2005. "Testing for Stochastic Dominance Efficiency," ERIM Report Series Research in Management ERS-2005-033-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  103. Linton, Oliver & Seo, Myunghwan, 2005. "A smoothed least squares estimator for threshold regression models," LSE Research Online Documents on Economics 4434, London School of Economics and Political Science, LSE Library.
  104. Woocheol Kim & Oliver Linton, 2004. "A Local Instrumental Variable Estimation Method For Generalized Additive Volatility Models," FMG Discussion Papers dp509, Financial Markets Group.
  105. Oliver Linton, 2004. "Estimation of Linear Regression Models by a Spread-Tolerant Estimator," FMG Discussion Papers dp512, Financial Markets Group.
  106. Oliver Linton & Yoon-Jae Whang, 2004. "A Quantilogram Approach to Evaluating Directional Predictability," Cowles Foundation Discussion Papers 1454, Cowles Foundation for Research in Economics, Yale University.
  107. Nils Hogh & Oliver Linton & Jens Nielsen, 2004. "The Froot and Stein Model Revisited," Finance 0401004, University Library of Munich, Germany.
  108. Benoit Perron & Oliver Linton, 2004. "The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model," FMG Discussion Papers dp514, Financial Markets Group.
  109. C Taanggard & J Nielsen & Enno Mammen & Oliver Linton, 2004. "Yield Curve Estimation by Kernel Smoothing," FMG Discussion Papers dp515, Financial Markets Group.
  110. Kim, Woocheol & Linton, Oliver B., 2004. "The live method for generalized additive volatility models," LSE Research Online Documents on Economics 321, London School of Economics and Political Science, LSE Library.
  111. Thong Nguyen & Andrew Jeffrey & Oliver Linton, 2004. "Flexible Term Structure Estimation: Which Method is Preferable?," FMG Discussion Papers dp513, Financial Markets Group.
  112. Enno Mammen & Oliver Linton, 2004. "Estimating Semiparametric ARCH Models by Kernel Smoothing Methods," FMG Discussion Papers dp511, Financial Markets Group.
  113. Michael Sabbatini & Oliver Linton, 2004. "A GARCH Model of the Implied Volatility of the Swiss Market Index From Option Pricesdffrom Options Prices," FMG Discussion Papers dp516, Financial Markets Group.
  114. Oliver Linton, 2004. "Nonparametric inference for unbalance time series data," CeMMAP working papers CWP06/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  115. Sabbatini, Michael & Linton, Oliver, 2004. "A GARCH model of the implied volatility of the Swiss Market Index from options prices," LSE Research Online Documents on Economics 24773, London School of Economics and Political Science, LSE Library.
  116. Arthur Lewbel & Oliver Linton, 2003. "Nonparametric estimation of homothetic and homothetically separable functions," CeMMAP working papers CWP14/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  117. Linton, Oliver & Mammen, Enno, 2003. "Estimating semiparametric ARCH (∞) models by kernel smoothing methods," LSE Research Online Documents on Economics 58068, London School of Economics and Political Science, LSE Library.
  118. Arthur Lewbel & Oliver Linton, 2003. "Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions," Boston College Working Papers in Economics 585, Boston College Department of Economics, revised 04 Sep 2006.
  119. Wolfgang Härdle & Oliver Linton & Wang, Qihua, 2003. "Semiparametric regression analysis with missing response at random," CeMMAP working papers CWP11/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  120. Mototsugu Shintani & Oliver Linton, 2003. "Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos," Vanderbilt University Department of Economics Working Papers 0309, Vanderbilt University Department of Economics.
  121. Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003. "Consistent Testing for Stochastic Dominance under General Sampling Schemes," SFB 373 Discussion Papers 2003,31, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  122. Steven Berry & Oliver Linton & Ariel Pakes, 2002. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," Cowles Foundation Discussion Papers 1372, Cowles Foundation for Research in Economics, Yale University.
  123. Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp407, Financial Markets Group.
  124. Linton, Oliver & Whang, Yoon-Jae, 2002. "Nonparametric estimation with aggregated data," LSE Research Online Documents on Economics 320, London School of Economics and Political Science, LSE Library.
  125. Zhijie Xiao & Oliver Linton & Raymond J. Carroll & E. Mammen, 2002. "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," Cowles Foundation Discussion Papers 1375, Cowles Foundation for Research in Economics, Yale University.
  126. Wang, Qihua & Härdle, Wolfgang & Linton, Oliver, 2002. "Semiparametric regression analysis under imputation for missing response data," SFB 373 Discussion Papers 2002,6, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  127. Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002. "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers CWP02/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  128. Linton, Oliver B. & Perch Nielsen, Jens & Van de Geer, Sara, 2001. "Estimating Multiplicative and Additive Hazard Functions by Kernel Methods," Finance Working Papers 01-2, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  129. Linton, Oliver, 2001. "Estimating additive nonparametric models by partial Lq norm: the curse of fractionality," LSE Research Online Documents on Economics 319, London School of Economics and Political Science, LSE Library.
  130. Linton, Oliver & Xiao, Zhijie, 2001. "Second-order approximation for adaptive regression estimators," LSE Research Online Documents on Economics 317, London School of Economics and Political Science, LSE Library.
  131. Andrew Jeffrey & Oliver Linton & Thong Nguyen, 2001. "Flexible Term Structure Estimation: Which Method Is Preferred?," Yale School of Management Working Papers ysm171, Yale School of Management, revised 01 Oct 2001.
  132. Andrew Jeffrey & Linton, Oliver Linton & Thong Nguyen & Peter C.B. Phillips, 2001. "Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach," Cowles Foundation Discussion Papers 1311, Cowles Foundation for Research in Economics, Yale University.
  133. Hidehiko Ichimura & Oliver Linton, 2001. "Asymptotic expansions for some semiparametric program evaluation estimators," CeMMAP working papers CWP04/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  134. Chen, Xiaohong & Linton, Oliver & Robinson, Peter, 2001. "The estimation of conditional densities," LSE Research Online Documents on Economics 2312, London School of Economics and Political Science, LSE Library.
  135. Linton, Oliver Bruce & Xiao, Zhijie, 2001. "A nonparametric regression estimator that adapts to error distribution of unknown form," SFB 373 Discussion Papers 2001,33, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  136. Oliver Linton & Douglas J.Hodgson & Keith Vorkink, 2001. "Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach," FMG Discussion Papers dp382, Financial Markets Group.
  137. Mototsugu Shintani & Oliver Linton, 2001. "Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors," Vanderbilt University Department of Economics Working Papers 0111, Vanderbilt University Department of Economics.
  138. Arthur Lewbel & Oliver Linton & Daniel McFadden, 2001. "Estimating features of a distribution from binomial data," CeMMAP working papers CWP07/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  139. Oliver B. Linton & Enno Mammen & J. Nielsen & Carsten Tanggaard, 2000. "Yield Curve Estimation by Kernel Smoothing Methods," Econometric Society World Congress 2000 Contributed Papers 0235, Econometric Society.
  140. Linton, Oliver, 2000. "Efficient estimation of generalized additive nonparametric regression models," LSE Research Online Documents on Economics 314, London School of Economics and Political Science, LSE Library.
  141. Oliver Linton & Gregory Connor, 2000. "Semiparametric Estimation of a Characteristic-Based Factor Model of Stock Returns," FMG Discussion Papers dp346, Financial Markets Group.
  142. Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," Boston College Working Papers in Economics 439, Boston College Department of Economics.
  143. Kim, Woocheol & Linton, Oliver, 2000. "A local instrumental estimation method for generalized additive volatility models," SFB 373 Discussion Papers 2000,86, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  144. Linton, Oliver, 2000. "Edgeworth approximations for semiparametric instrumental variable estimators and test statistics," LSE Research Online Documents on Economics 2156, London School of Economics and Political Science, LSE Library.
  145. Nielsen, Jens P. & Linton, Oliver & Bickel, Peter J., 1998. "On a semiparametric survival model with flexible covariate effect," LSE Research Online Documents on Economics 301, London School of Economics and Political Science, LSE Library.
  146. Arthur Lewbel & Linton, Oliver Linton, 1998. "Nonparametric Censored Regression," Cowles Foundation Discussion Papers 1186, Cowles Foundation for Research in Economics, Yale University.
  147. Oliver Linton & E. Mammen & J. Nielsen & C. Tanggaard, 1998. "Estimating Yield Curves by Kernel Smoothing Methods," Cowles Foundation Discussion Papers 1205, Cowles Foundation for Research in Economics, Yale University.
  148. Rodríguez-Poo, Juan M. & Linton, Oliver Bruce, 1998. "Nonparametric factor analysis of time series," SFB 373 Discussion Papers 1998,70, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  149. Sperlich, Stefan & Hardle, Wolfgang & Linton, Oliver, 1998. "Integration and Backfitting methods in additive models: finite sample properties and comparison," DES - Working Papers. Statistics and Econometrics. WS 6270, Universidad Carlos III de Madrid. Departamento de Estadística.
  150. Yanqin Fan & Oliver Linton, 1997. "Some Higher Order Theory for a Consistent Nonparametric Model Specification Test," Cowles Foundation Discussion Papers 1148, Cowles Foundation for Research in Economics, Yale University.
  151. Sperlich, S. & Linton, O. & Härdle, Wolfgang, 1997. "A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models," SFB 373 Discussion Papers 1997,66, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  152. Oliver Linton & E. Mammen & J. Nielsen, 1997. "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions," Cowles Foundation Discussion Papers 1160, Cowles Foundation for Research in Economics, Yale University.
  153. Yoon-Jae Whang & Oliver Linton, 1997. "The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series," Cowles Foundation Discussion Papers 1130R, Cowles Foundation for Research in Economics, Yale University.
  154. Oliver Linton, 1997. "Second Order Approximation in a Linear Regression with Heteroskedasticity for Unknown Form," Cowles Foundation Discussion Papers 1151, Cowles Foundation for Research in Economics, Yale University.
  155. Nielsen, J. P. & Linton, O. B., 1996. "An Optimization Interpretation of Integration and Backfitting Estimators for Separable Nonparametric Models," SFB 373 Discussion Papers 1996,88, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  156. Oliver Linton & Pedro Gozalo, 1996. "Conditional Independence Restrictions: Testing and Estimation," Cowles Foundation Discussion Papers 1140, Cowles Foundation for Research in Economics, Yale University.
  157. Oliver Linton, 1996. "An Asymptotic Expansion in the Garch(1,1) Model," Cowles Foundation Discussion Papers 1118, Cowles Foundation for Research in Economics, Yale University.
  158. Chen, R. & Härdle, Wolfgang & Linton, O. B. & Severance-Lossin, E., 1995. "Nonparametric Estimation of Additive Seperable Regression Models," SFB 373 Discussion Papers 1995,50, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  159. Härdle, Wolfgang & Linton, O., 1995. "Nonparametric Regression," SFB 373 Discussion Papers 1995,29, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  160. Linton, O. B. & Härdle, Wolfgang, 1995. "Estimation of Additive Regression Models with Links," SFB 373 Discussion Papers 1995,48, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  161. Linton, O. B. & Chen, R. & Härdle, Wolfgang, 1995. "An Analysis of Transformations for Additive Nonparanetric Regression," SFB 373 Discussion Papers 1995,68, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  162. Oliver Linton & Douglas G. Steigerwald, 1995. "Adaptive Testing in ARCH Models," Cowles Foundation Discussion Papers 1105, Cowles Foundation for Research in Economics, Yale University.
  163. Oliver Linton & Pedro Gozalo, 1995. "Testing Additivity in Generalized Nonparametric Regression Models," Cowles Foundation Discussion Papers 1106, Cowles Foundation for Research in Economics, Yale University.
  164. Pedro Gozalo & Oliver Linton, 1994. "Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically," Cowles Foundation Discussion Papers 1075, Cowles Foundation for Research in Economics, Yale University.
  165. Wolfgang Hardle & Oliver Linton, 1994. "Applied Nonparametric Methods," Cowles Foundation Discussion Papers 1069, Cowles Foundation for Research in Economics, Yale University.
  166. Oliver Linton, 1994. "Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models," Cowles Foundation Discussion Papers 1086, Cowles Foundation for Research in Economics, Yale University.
  167. Oliver Linton, 1993. "Adaptive Estimation in ARCH Models," Cowles Foundation Discussion Papers 1054, Cowles Foundation for Research in Economics, Yale University.
  168. Oliver Linton, 1993. "Second Order Approximation in the Partially Linear Regression Model," Cowles Foundation Discussion Papers 1065, Cowles Foundation for Research in Economics, Yale University.
  169. Lee, L. & Linton, O. & Whang, Y-J., 0000. "Quantilograms under Strong Dependence," Cambridge Working Papers in Economics 1936, Faculty of Economics, University of Cambridge.
  170. Oliver LINTON, "undated". "Kernel estimation in a nonparametric marker dependent Hazard Model," Statistic und Oekonometrie 9313, Humboldt Universitaet Berlin.

Articles

  1. Oliver B. Linton & Haihan Tang, 2022. "Comment on “Factor Models for High-Dimensional Tensor Time Series” by Rong Chen, Dan Yang, and Cun-Hui Zhang," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 117(537), pages 117-117, January.
  2. Z. Merrick Li & Oliver Linton, 2022. "A ReMeDI for Microstructure Noise," Econometrica, Econometric Society, vol. 90(1), pages 367-389, January.
  3. Hong, Yongmiao & Linton, Oliver & McCabe, Brendan & Sun, Jiajing, 2022. "A score statistic for testing the presence of a stochastic trend in conditional variances," Economics Letters, Elsevier, vol. 213(C).
  4. Ai, Chunrong & Linton, Oliver & Zhang, Zheng, 2022. "Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models," Journal of Econometrics, Elsevier, vol. 228(1), pages 39-61.
  5. Ma, Shujie & Linton, Oliver & Gao, Jiti, 2021. "Estimation and inference in semiparametric quantile factor models," Journal of Econometrics, Elsevier, vol. 222(1), pages 295-323.
  6. Dong, Chaohua & Linton, Oliver & Peng, Bin, 2021. "A weighted sieve estimator for nonparametric time series models with nonstationary variables," Journal of Econometrics, Elsevier, vol. 222(2), pages 909-932.
  7. Li, Shaoran & Linton, Oliver, 2021. "When will the Covid-19 pandemic peak?," Journal of Econometrics, Elsevier, vol. 220(1), pages 130-157.
  8. Escanciano, Juan Carlos & Hoderlein, Stefan & Lewbel, Arthur & Linton, Oliver & Srisuma, Sorawoot, 2021. "Nonparametric Euler Equation Identification And Estimation," Econometric Theory, Cambridge University Press, vol. 37(5), pages 851-891, October.
  9. Chunrong Ai & Oliver Linton & Kaiji Motegi & Zheng Zhang, 2021. "A unified framework for efficient estimation of general treatment models," Quantitative Economics, Econometric Society, vol. 12(3), pages 779-816, July.
  10. Koo, Bonsoo & La Vecchia, Davide & Linton, Oliver, 2021. "Estimation of a nonparametric model for bond prices from cross-section and time series information," Journal of Econometrics, Elsevier, vol. 220(2), pages 562-588.
  11. Oliver Linton & Yoon Jae Whang & Yu-Min Yen, 2021. "The lower regression function and testing expectation dependence dominance hypotheses," Econometric Reviews, Taylor & Francis Journals, vol. 40(8), pages 709-727, September.
  12. Linton, Oliver & Wu, Jianbin, 2020. "A coupled component DCS-EGARCH model for intraday and overnight volatility," Journal of Econometrics, Elsevier, vol. 217(1), pages 176-201.
  13. Gao, Jiti & Linton, Oliver & Peng, Bin, 2020. "Inference On A Semiparametric Model With Global Power Law And Local Nonparametric Trends," Econometric Theory, Cambridge University Press, vol. 36(2), pages 223-249, April.
  14. Hafner, Christian M. & Linton, Oliver B. & Tang, Haihan, 2020. "Estimation of a multiplicative correlation structure in the large dimensional case," Journal of Econometrics, Elsevier, vol. 217(2), pages 431-470.
  15. Lee, Ji Hyung & Linton, Oliver & Whang, Yoon-Jae, 2020. "Quantilograms Under Strong Dependence," Econometric Theory, Cambridge University Press, vol. 36(3), pages 457-487, June.
  16. Vogt, Michael & Linton, Oliver, 2020. "Multiscale clustering of nonparametric regression curves," Journal of Econometrics, Elsevier, vol. 216(1), pages 305-325.
  17. Hong, Seok Young & Linton, Oliver, 2020. "Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff," Journal of Econometrics, Elsevier, vol. 219(2), pages 389-424.
  18. Ba M. Chu & David T. Jacho-Chávez & Oliver B. Linton, 2020. "Standard Errors for Nonparametric Regression," Econometric Reviews, Taylor & Francis Journals, vol. 39(7), pages 674-690, August.
  19. Linton, Oliver & Xiao, Zhijie, 2019. "Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity," Journal of Econometrics, Elsevier, vol. 213(2), pages 608-631.
  20. Chen, Jia & Li, Degui & Linton, Oliver, 2019. "A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables," Journal of Econometrics, Elsevier, vol. 212(1), pages 155-176.
  21. Auld, Tom & Linton, Oliver, 2019. "The behaviour of betting and currency markets on the night of the EU referendum," International Journal of Forecasting, Elsevier, vol. 35(1), pages 371-389.
  22. Chen, Xiaohong & Linton, Oliver & Schneeberger, Stefan & Yi, Yanping, 2019. "Semiparametric estimation of the bid–ask spread in extended roll models," Journal of Econometrics, Elsevier, vol. 208(1), pages 160-178.
  23. Oliver Linton & Soheil Mahmoodzadeh, 2018. "Implications of High-Frequency Trading for Security Markets," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 237-259, August.
  24. Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2018. "Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 919-932, April.
  25. Dong, Chaohua & Linton, Oliver, 2018. "Additive nonparametric models with time variable and both stationary and nonstationary regressors," Journal of Econometrics, Elsevier, vol. 207(1), pages 212-236.
  26. Chen, Xiaohong & Linton, Oliver & Yi, Yanping, 2017. "Semiparametric identification of the bid–ask spread in extended Roll models," Journal of Econometrics, Elsevier, vol. 200(2), pages 312-325.
  27. Hafner, Christian M. & Linton, Oliver, 2017. "An Almost Closed Form Estimator For The Egarch Model," Econometric Theory, Cambridge University Press, vol. 33(4), pages 1013-1038, August.
  28. Michael Vogt & Oliver Linton, 2017. "Classification of non-parametric regression functions in longitudinal data models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(1), pages 5-27, January.
  29. Lena Boneva & Oliver Linton, 2017. "A discrete†choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1226-1243, November.
  30. Gordon Anderson & Oliver Linton & Jasmin Thomas, 2017. "Similarity, dissimilarity and exceptionality: generalizing Gini’s transvariation to measure “differentness” in many distributions," METRON, Springer;Sapienza Università di Roma, vol. 75(2), pages 161-180, August.
  31. Chen, Xiaohong & Jacho-Chávez, David T. & Linton, Oliver, 2016. "Averaging Of An Increasing Number Of Moment Condition Estimators," Econometric Theory, Cambridge University Press, vol. 32(1), pages 30-70, February.
  32. Park, Sujin & Hong, Seok Young & Linton, Oliver, 2016. "Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error," Journal of Econometrics, Elsevier, vol. 191(2), pages 325-347.
  33. Linton, Oliver & Wang, Qiying, 2016. "Nonparametric Transformation Regression With Nonstationary Data," Econometric Theory, Cambridge University Press, vol. 32(1), pages 1-29, February.
  34. Han, Heejoon & Linton, Oliver & Oka, Tatsushi & Whang, Yoon-Jae, 2016. "The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series," Journal of Econometrics, Elsevier, vol. 193(1), pages 251-270.
  35. Linton, Oliver & Whang, Yoon-Jae & Yen, Yu-Min, 2016. "A nonparametric test of a strong leverage hypothesis," Journal of Econometrics, Elsevier, vol. 194(1), pages 153-186.
  36. Oliver Linton & Ruochen Wu, 2016. "Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 261-264.
  37. Linton, Oliver & Smetanina, Ekaterina, 2016. "Testing the martingale hypothesis for gross returns," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 664-689.
  38. Chen, Jia & Li, Degui & Linton, Oliver & Lu, Zudi, 2016. "Semiparametric dynamic portfolio choice with multiple conditioning variables," Journal of Econometrics, Elsevier, vol. 194(2), pages 309-318.
  39. Lena Boneva & Oliver Linton & Michael Vogt, 2016. "The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 192-213, January.
  40. Koo, Bonsoo & Linton, Oliver, 2015. "Let’S Get Lade: Robust Estimation Of Semiparametric Multiplicative Volatility Models," Econometric Theory, Cambridge University Press, vol. 31(4), pages 671-702, August.
  41. Boneva, Lena & Linton, Oliver & Vogt, Michael, 2015. "A semiparametric model for heterogeneous panel data with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 327-345.
  42. Li, Degui & Linton, Oliver & Lu, Zudi, 2015. "A flexible semiparametric forecasting model for time series," Journal of Econometrics, Elsevier, vol. 187(1), pages 345-357.
  43. Michael Vogt & Oliver Linton, 2014. "Nonparametric estimation of a periodic sequence in the presence of a smooth trend," Biometrika, Biometrika Trust, vol. 101(1), pages 121-140.
  44. Battey, Heather & Linton, Oliver, 2014. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 43-67.
  45. Xiaohong Chen & Sokbae Lee & Oliver Linton & Elie Tamer, 2014. "Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 1-1, June.
  46. Oliver Linton & Pedro Gozalo, 2014. "Testing Conditional Independence Restrictions," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 523-552, August.
  47. Oliver Linton & Thierry Post & Yoon‐Jae Whang, 2014. "Testing for the stochastic dominance efficiency of a given portfolio," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 59-74, June.
  48. Linton, Oliver & Xiao, Zhijie, 2013. "Estimation Of And Inference About The Expected Shortfall For Time Series With Infinite Variance," Econometric Theory, Cambridge University Press, vol. 29(4), pages 771-807, August.
  49. Kong, Efang & Linton, Oliver & Xia, Yingcun, 2013. "Global Bahadur Representation For Nonparametric Censored Regression Quantiles And Its Applications," Econometric Theory, Cambridge University Press, vol. 29(5), pages 941-968, October.
  50. Gregory Connor & Matthias Hagmann & Oliver Linton, 2012. "Efficient Semiparametric Estimation of the Fama–French Model and Extensions," Econometrica, Econometric Society, vol. 80(2), pages 713-754, March.
  51. Gordon Anderson & Oliver Linton & Teng Leo, 2012. "A polarization-cohesion perspective on cross-country convergence," Journal of Economic Growth, Springer, vol. 17(1), pages 49-69, March.
  52. Li, Degui & Lu, Zudi & Linton, Oliver, 2012. "Local Linear Fitting Under Near Epoch Dependence: Uniform Consistency With Convergence Rates," Econometric Theory, Cambridge University Press, vol. 28(5), pages 935-958, October.
  53. Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae, 2012. "Nonparametric estimation and inference about the overlap of two distributions," Journal of Econometrics, Elsevier, vol. 171(1), pages 1-23.
  54. Oliver Linton & Richard J. Smith, 2012. "Editorial," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 1-1, February.
  55. Srisuma, Sorawoot & Linton, Oliver, 2012. "Semiparametric estimation of Markov decision processes with continuous state space," Journal of Econometrics, Elsevier, vol. 166(2), pages 320-341.
  56. Koo, Bonsoo & Linton, Oliver, 2012. "Estimation of semiparametric locally stationary diffusion models," Journal of Econometrics, Elsevier, vol. 170(1), pages 210-233.
  57. Buch-Kromann, Tine & Guillén, Montserrat & Linton, Oliver & Nielsen, Jens Perch, 2011. "Multivariate density estimation using dimension reducing information and tail flattening transformations," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 99-110, January.
  58. Issler, João Victor & Linton, Oliver & Timmermann, Allan, 2011. "Annals issue on forecasting--Guest editors' introduction," Journal of Econometrics, Elsevier, vol. 164(1), pages 1-3, September.
  59. Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
  60. Oliver B. Linton & Yang Yan, 2011. "Semi- and Nonparametric ARCH Processes," Journal of Probability and Statistics, Hindawi, vol. 2011, pages 1-17, August.
  61. Florens, Jean-Pierre & Linton, Oliver, 2011. "Introduction To The Special Issue On Inverse Problems," Econometric Theory, Cambridge University Press, vol. 27(3), pages 457-459, June.
  62. Atak, Alev & Linton, Oliver & Xiao, Zhijie, 2011. "A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom," Journal of Econometrics, Elsevier, vol. 164(1), pages 92-115, September.
  63. Kim, Woocheol & Linton, Oliver, 2011. "Estimation Of A Semiparametric Igarch(1,1) Model," Econometric Theory, Cambridge University Press, vol. 27(3), pages 639-661, June.
  64. Lewbel, Arthur & McFadden, Daniel & Linton, Oliver, 2011. "Estimating features of a distribution from binomial data," Journal of Econometrics, Elsevier, vol. 162(2), pages 170-188, June.
  65. Kong, Efang & Linton, Oliver & Xia, Yingcun, 2010. "Uniform Bahadur Representation For Local Polynomial Estimates Of M-Regression And Its Application To The Additive Model," Econometric Theory, Cambridge University Press, vol. 26(5), pages 1529-1564, October.
  66. Oliver Linton & David Jacho-Chávez, 2010. "On internally corrected and symmetrized kernel estimators for nonparametric regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(1), pages 166-186, May.
  67. Jacho-Chávez, David & Lewbel, Arthur & Linton, Oliver, 2010. "Identification and nonparametric estimation of a transformed additively separable model," Journal of Econometrics, Elsevier, vol. 156(2), pages 392-407, June.
  68. Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2010. "An improved bootstrap test of stochastic dominance," Journal of Econometrics, Elsevier, vol. 154(2), pages 186-202, February.
  69. Linton, Oliver & Pan, Jiazhu & Wang, Hui, 2010. "Estimation For A Nonstationary Semi-Strong Garch(1,1) Model With Heavy-Tailed Errors," Econometric Theory, Cambridge University Press, vol. 26(1), pages 1-28, February.
  70. Hafner, Christian M. & Linton, Oliver, 2010. "Efficient estimation of a multivariate multiplicative volatility model," Journal of Econometrics, Elsevier, vol. 159(1), pages 55-73, November.
  71. Oliver B. Linton, 2009. "Review 2," Economic Journal, Royal Economic Society, vol. 119(538), pages 410-413, June.
  72. Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2009. "Testing for Stochastic Monotonicity," Econometrica, Econometric Society, vol. 77(2), pages 585-602, March.
  73. Linton, Oliver & Sancetta, Alessio, 2009. "Consistent estimation of a general nonparametric regression function in time series," Journal of Econometrics, Elsevier, vol. 152(1), pages 70-78, September.
  74. Oliver Linton & Jens Perch Nielsen & Søren Feodor Nielsen, 2009. "Non-parametric regression with a latent time series," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 187-207, July.
  75. Linton, Oliver B. & Mammen, Enno, 2008. "Nonparametric transformation to white noise," Journal of Econometrics, Elsevier, vol. 142(1), pages 241-264, January.
  76. Kalnina, Ilze & Linton, Oliver, 2008. "Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error," Journal of Econometrics, Elsevier, vol. 147(1), pages 47-59, November.
  77. Lu, Zudi & Linton, Oliver, 2007. "Local Linear Fitting Under Near Epoch Dependence," Econometric Theory, Cambridge University Press, vol. 23(1), pages 37-70, February.
  78. Iglesias, Emma M. & Linton, Oliver B., 2007. "Higher Order Asymptotic Theory When A Parameter Is On A Boundary With An Application To Garch Models," Econometric Theory, Cambridge University Press, vol. 23(6), pages 1136-1161, December.
  79. Connor, Gregory & Linton, Oliver, 2007. "Semiparametric estimation of a characteristic-based factor model of common stock returns," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 694-717, December.
  80. Seo, Myung Hwan & Linton, Oliver, 2007. "A smoothed least squares estimator for threshold regression models," Journal of Econometrics, Elsevier, vol. 141(2), pages 704-735, December.
  81. Fernandes, Marcelo & Linton, Oliver & Scaillet, Olivier, 2007. "Semiparametric methods in econometrics," Journal of Econometrics, Elsevier, vol. 141(1), pages 1-4, November.
  82. Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae, 2007. "Are there Monday effects in stock returns: A stochastic dominance approach," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 736-755, December.
  83. Arthur Lewbel & Oliver Linton, 2007. "Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions," Econometrica, Econometric Society, vol. 75(4), pages 1209-1227, July.
  84. Linton, Oliver & Xiao, Zhijie, 2007. "A Nonparametric Regression Estimator That Adapts To Error Distribution Of Unknown Form," Econometric Theory, Cambridge University Press, vol. 23(3), pages 371-413, June.
  85. Linton, O. & Whang, Yoon-Jae, 2007. "The quantilogram: With an application to evaluating directional predictability," Journal of Econometrics, Elsevier, vol. 141(1), pages 250-282, November.
  86. Hafner, Christian M. & Linton, Oliver B., 2006. "Comment," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 998-1001, September.
  87. Høgh, N. & Linton, O. & Nielsen, J. P., 2006. "The Froot-Stein Model Revisited," Annals of Actuarial Science, Cambridge University Press, vol. 1(1), pages 37-47, March.
  88. Connor, Gregory & Korajczyk, Robert A. & Linton, Oliver, 2006. "The common and specific components of dynamic volatility," Journal of Econometrics, Elsevier, vol. 132(1), pages 231-255, May.
  89. Andrew Jeffrey & Oliver Linton & Thong Nguyen, 2006. "Flexible Term Structure Estimation: Which Method is Preferred?," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 63(1), pages 99-122, February.
  90. Kristensen, Dennis & Linton, Oliver, 2006. "A Closed-Form Estimator For The Garch(1,1) Model," Econometric Theory, Cambridge University Press, vol. 22(2), pages 323-337, April.
  91. Linton, Oliver, 2005. "Nonparametric Inference For Unbalanced Time Series Data," Econometric Theory, Cambridge University Press, vol. 21(1), pages 143-157, February.
  92. O. Linton & E. Mammen, 2005. "Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods," Econometrica, Econometric Society, vol. 73(3), pages 771-836, May.
  93. Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2005. "Consistent Testing for Stochastic Dominance under General Sampling Schemes," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 72(3), pages 735-765.
  94. Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2004. "Testing forward exchange rate unbiasedness efficiently: a semiparametric approach," Journal of Applied Economics, Universidad del CEMA, vol. 7, pages 325-353, November.
  95. Kim, Woocheol & Linton, Oliver, 2004. "The Live Method For Generalized Additive Volatility Models," Econometric Theory, Cambridge University Press, vol. 20(6), pages 1094-1139, December.
  96. Kristensen, Dennis & Linton, Oliver, 2004. "03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation—Solution," Econometric Theory, Cambridge University Press, vol. 20(5), pages 990-993, October.
  97. Steve Berry & Oliver B. Linton & Ariel Pakes, 2004. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(3), pages 613-654.
  98. Shintani, Mototsugu & Linton, Oliver, 2004. "Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos," Journal of Econometrics, Elsevier, vol. 120(1), pages 1-33, May.
  99. Wang Q. & Linton O. & Hardle W., 2004. "Semiparametric Regression Analysis With Missing Response at Random," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 334-345, January.
  100. Kristensen, Dennis & Linton, Oliver, 2003. "03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation," Econometric Theory, Cambridge University Press, vol. 19(5), pages 879-880, October.
  101. Xiao Z. & Linton O.B. & Carroll R.J. & Mammen E., 2003. "More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 980-992, January.
  102. Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003. "Estimation of Semiparametric Models when the Criterion Function Is Not Smooth," Econometrica, Econometric Society, vol. 71(5), pages 1591-1608, September.
  103. Linton, Oliver & Perron, Benoit, 2003. "The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(3), pages 354-367, July.
  104. Mototsugu Shintani & Oliver Linton, 2003. "Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(1), pages 331-357, February.
  105. Keith Vorkink & Douglas J. Hodgson & Oliver Linton, 2002. "Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 617-639.
  106. Arthur Lewbel & Oliver Linton, 2002. "Nonparametric Censored and Truncated Regression," Econometrica, Econometric Society, vol. 70(2), pages 765-779, March.
  107. Linton, Oliver, 2002. "Edgeworth approximations for semiparametric instrumental variable estimators and test statistics," Journal of Econometrics, Elsevier, vol. 106(2), pages 325-368, February.
  108. Linton, Oliver & Whang, Yoon-Jae, 2002. "Nonparametric Estimation With Aggregated Data," Econometric Theory, Cambridge University Press, vol. 18(2), pages 420-468, April.
  109. Zhijie Xiao & Oliver Linton, 2002. "A Nonparametric Prewhitened Covariance Estimator," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(2), pages 215-250, March.
  110. Linton, Oliver & Xiao, Zhijie, 2001. "Second-Order Approximation For Adaptive Regression Estimators," Econometric Theory, Cambridge University Press, vol. 17(5), pages 984-1024, October.
  111. Oliver Linton, 2001. "Symmetrizing and unitizing transformations for linear smoother weights," Computational Statistics, Springer, vol. 16(1), pages 153-164, March.
  112. Gozalo, Pedro L. & Linton, Oliver B., 2001. "Testing additivity in generalized nonparametric regression models with estimated parameters," Journal of Econometrics, Elsevier, vol. 104(1), pages 1-48, August.
  113. Oliver Linton, 2001. "Estimation of Linear Regression Models from Bid-Ask Data by a Spread-Tolerant Estimator," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 237-248, May.
  114. Juan Rodríguez-Poo & Oliver Linton, 2001. "Nonparametric factor analysis of residual time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 10(1), pages 161-182, June.
  115. Linton, Oliver, 2001. "ESTIMATING ADDITIVE NONPARAMETRIC MODELS BY PARTIAL Lq NORM: THE CURSE OF FRACTIONALITY," Econometric Theory, Cambridge University Press, vol. 17(6), pages 1037-1050, December.
  116. Linton, Oliver & Mammen, Enno & Nielsen, Jans Perch & Tanggaard, Carsten, 2001. "Yield curve estimation by kernel smoothing methods," Journal of Econometrics, Elsevier, vol. 105(1), pages 185-223, November.
  117. Linton, Oliver B., 2000. "Efficient Estimation Of Generalized Additive Nonparametric Regression Models," Econometric Theory, Cambridge University Press, vol. 16(4), pages 502-523, August.
  118. Oliver Linton & Douglas Steigerwald, 2000. "Adaptive testing in arch models," Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 145-174.
  119. Gozalo, Pedro & Linton, Oliver, 2000. "Local nonlinear least squares: Using parametric information in nonparametric regression," Journal of Econometrics, Elsevier, vol. 99(1), pages 63-106, November.
  120. Stefan Sperlich & Oliver Linton & Wolfgang Härdle, 1999. "Integration and backfitting methods in additive models-finite sample properties and comparison," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(2), pages 419-458, December.
  121. Whang, Yoon-Jae & Linton, Oliver, 1999. "The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series," Journal of Econometrics, Elsevier, vol. 91(1), pages 1-42, July.
  122. Linton, Oliver B., 1998. "An Introduction To Econometric Theory," Econometric Theory, Cambridge University Press, vol. 14(6), pages 795-798, December.
  123. J. P. Nielsen & O. B. Linton, 1998. "An optimization interpretation of integration and back‐fitting estimators for separable nonparametric models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(1), pages 217-222.
  124. Linton, Oliver, 1997. "An Asymptotic Expansion in the GARCH(l, 1) Model," Econometric Theory, Cambridge University Press, vol. 13(4), pages 558-581, February.
  125. Linton, Oliver, 1996. "Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models," Econometric Theory, Cambridge University Press, vol. 12(1), pages 30-60, March.
  126. Linton, Oliver B., 1996. "Estimation, Inference and Specification AnalysisH. White, Cambridge University Press, 1994," Econometric Theory, Cambridge University Press, vol. 12(3), pages 581-583, August.
  127. Linton, Oliver, 1995. "Second Order Approximation in the Partially Linear Regression Model," Econometrica, Econometric Society, vol. 63(5), pages 1079-1112, September.
  128. Linton, Oliver & Nielsen, Jens Perch, 1994. "A multiplicative bias reduction method for nonparametric regression," Statistics & Probability Letters, Elsevier, vol. 19(3), pages 181-187, February.
  129. Linton, Oliver, 1993. "Adaptive Estimation in ARCH Models," Econometric Theory, Cambridge University Press, vol. 9(4), pages 539-569, August.

Chapters

  1. Hardle, Wolfgang & Linton, Oliver, 1986. "Applied nonparametric methods," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 38, pages 2295-2339, Elsevier.

Books

  1. Linton,Oliver, 2019. "Financial Econometrics," Cambridge Books, Cambridge University Press, number 9781107177154.

Editorship

  1. Econometrics Journal, Royal Economic Society.
  2. Econometrics Journal, Royal Economic Society.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months
  31. Number of Downloads through RePEc Services over the past 12 months
  32. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Euclidian citation score
  34. Closeness measure in co-authorship network
  35. Betweenness measure in co-authorship network
  36. Breadth of citations across fields
  37. Wu-Index
  38. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 140 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (90) 2000-01-31 2000-05-30 2000-06-29 2001-07-23 2001-09-10 2001-10-29 2001-12-26 2001-12-26 2002-06-13 2002-06-13 2002-10-18 2003-11-03 2004-03-14 2004-04-11 2004-12-20 2005-06-14 2006-09-11 2007-11-17 2007-12-01 2008-03-08 2008-03-25 2008-08-21 2008-10-07 2009-05-23 2009-07-28 2009-07-28 2009-08-16 2009-08-16 2009-08-16 2010-01-30 2010-04-24 2010-09-25 2011-10-01 2011-11-28 2012-05-08 2012-09-16 2012-09-30 2012-09-30 2012-10-06 2012-10-06 2012-10-06 2013-05-05 2013-05-05 2013-06-04 2013-08-05 2014-03-30 2015-02-28 2015-08-13 2015-08-13 2015-08-19 2015-10-17 2016-03-06 2016-04-04 2016-04-09 2016-06-18 2016-06-18 2016-11-20 2016-12-04 2017-01-29 2017-05-14 2017-06-25 2017-09-17 2017-09-17 2017-11-19 2018-07-30 2018-07-30 2018-07-30 2018-07-30 2018-09-10 2018-11-05 2019-02-04 2019-02-04 2019-02-04 2019-02-04 2019-02-04 2019-03-11 2019-04-01 2019-04-08 2019-04-08 2020-01-06 2020-02-24 2020-06-29 2020-07-13 2020-08-17 2020-12-21 2021-02-22 2021-03-08 2022-03-07 2022-04-11 2022-04-11. Author is listed
  2. NEP-ORE: Operations Research (37) 2008-03-08 2008-08-21 2009-07-28 2012-10-06 2015-08-13 2015-10-17 2015-11-01 2015-11-01 2016-04-04 2016-04-04 2016-04-09 2016-04-30 2017-02-12 2017-06-25 2017-09-17 2018-11-05 2018-12-24 2019-02-04 2019-02-04 2019-02-04 2019-03-11 2019-04-01 2019-04-08 2019-11-25 2020-02-24 2020-07-13 2020-08-10 2020-08-17 2020-12-07 2020-12-21 2021-03-01 2021-04-26 2022-03-07 2022-04-11 2022-04-11 2022-04-18 2022-04-18. Author is listed
  3. NEP-ETS: Econometric Time Series (33) 2000-06-29 2002-10-18 2005-06-14 2009-08-16 2011-10-01 2012-05-08 2012-09-16 2012-09-30 2012-10-06 2012-10-06 2013-04-06 2013-05-05 2013-06-04 2014-03-30 2015-10-17 2015-11-01 2016-03-06 2016-04-04 2016-12-04 2017-05-14 2017-09-17 2018-07-30 2018-12-24 2019-02-04 2019-03-11 2019-04-01 2019-04-08 2020-01-06 2020-06-29 2020-07-13 2021-03-08 2022-04-11 2022-04-11. Author is listed
  4. NEP-MST: Market Microstructure (24) 2012-05-08 2013-04-06 2013-09-13 2014-03-30 2016-04-09 2016-04-16 2016-06-04 2016-06-18 2016-12-04 2017-05-14 2017-11-12 2017-11-12 2018-01-22 2018-06-18 2018-07-30 2018-07-30 2018-12-17 2019-02-04 2019-02-04 2021-03-08 2022-04-11 2022-04-11 2022-04-18 2022-04-18. Author is listed
  5. NEP-RMG: Risk Management (17) 2002-10-18 2004-03-14 2007-08-08 2008-03-25 2008-10-07 2009-08-16 2010-01-30 2010-11-20 2012-10-06 2014-03-30 2016-12-04 2017-05-14 2019-02-04 2021-03-08 2022-04-11 2022-04-18 2022-04-18. Author is listed
  6. NEP-UPT: Utility Models and Prospect Theory (9) 2012-10-06 2015-02-28 2015-08-13 2015-11-01 2016-04-04 2020-08-17 2020-12-07 2020-12-21 2021-04-26. Author is listed
  7. NEP-FMK: Financial Markets (8) 2000-05-30 2001-07-23 2001-10-29 2007-12-01 2014-03-30 2018-01-22 2018-12-17 2020-02-24. Author is listed
  8. NEP-FOR: Forecasting (7) 2012-09-16 2012-10-06 2015-10-17 2015-11-01 2017-09-17 2019-04-01 2019-04-08. Author is listed
  9. NEP-SEA: South East Asia (6) 2006-11-25 2020-06-29 2020-07-20 2020-08-17 2020-12-21 2021-12-06. Author is listed
  10. NEP-BAN: Banking (5) 2010-01-30 2010-11-20 2013-08-05 2022-04-11 2022-04-11. Author is listed
  11. NEP-MAC: Macroeconomics (5) 2015-11-01 2016-04-04 2019-03-11 2019-04-08 2020-08-17. Author is listed
  12. NEP-CMP: Computational Economics (4) 2003-11-03 2004-12-20 2018-06-18 2018-07-30
  13. NEP-DCM: Discrete Choice Models (4) 2013-06-04 2017-01-29 2017-05-14 2020-01-06
  14. NEP-EEC: European Economics (4) 2018-07-30 2019-03-11 2019-04-08 2020-03-02
  15. NEP-LTV: Unemployment, Inequality and Poverty (4) 2009-08-16 2009-08-22 2010-01-23 2020-03-02
  16. NEP-EFF: Efficiency and Productivity (3) 2003-11-23 2006-09-11 2007-08-08
  17. NEP-FIN: Finance (3) 2001-07-23 2001-10-29 2004-03-14
  18. NEP-CBA: Central Banking (2) 2019-03-11 2019-04-08
  19. NEP-ENE: Energy Economics (2) 2010-04-24 2010-11-27
  20. NEP-ENV: Environmental Economics (2) 2010-04-24 2010-11-27
  21. NEP-MON: Monetary Economics (2) 2019-03-11 2019-04-08
  22. NEP-TRA: Transition Economics (2) 2009-07-28 2009-08-16
  23. NEP-BIG: Big Data (1) 2018-06-18
  24. NEP-CFN: Corporate Finance (1) 2001-11-01
  25. NEP-CNA: China (1) 2020-08-17
  26. NEP-MFD: Microfinance (1) 2003-11-03
  27. NEP-MIC: Microeconomics (1) 2010-09-25
  28. NEP-NET: Network Economics (1) 2020-08-10
  29. NEP-PAY: Payment Systems and Financial Technology (1) 2018-06-18

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Oliver Bruce Linton should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.