Browsing All of EconStor by Author Linton, Oliver


Showing results 21 to 40 of 46
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Year of PublicationTitleAuthor(s)
2013A nonparametric test of a strong leverage hypothesisLinton, Oliver; Whang, Yoon-Jae; Yen, Yu-Min
2013Non-parametric transformation regression with non-stationary dataLinton, Oliver; Wang, Qiying
2013Let's get LADE: Robust estimation of semiparametric multiplicative volatility modelsKoo, Bonsoo; Linton, Oliver
2013Nonparametric estimation of multivariate elliptic densities via finite mixture sievesBattey, Heather; Linton, Oliver
2014The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time seriesHan, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-Jae
2014Multivariate variance ratio statisticsHong, Seok Young; Linton, Oliver; Zhang, Hui Jun
2014Single stock circuit breakers on the London Stock Exchange: Do they improve subsequent market quality?Brugler, James; Linton, Oliver
2015Mean Ratio Statistic for measuring predictabilityLinton, Oliver; Smetanina, Katja
2015Nonparametric Euler equation identification and estimationEscanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur; Linton, Oliver; Srisuma, Sorawoot
2015Classification of nonparametric regression functions in heterogeneous panelsVogt, Michael; Linton, Oliver
2015An investigation into multivariate variance ratio statistics and their application to stock market predictabilityHong, Seok Young; Linton, Oliver; Zhang, Hui Jun
2015Semiparametric dynamic portfolio choice with multiple conditioning variablesChen, Jia; Li, Degui; Linton, Oliver; Lu, Zudi
2015Semiparametric model averaging of ultra-high dimensional time seriesChen, Jia; Li, Degui; Linton, Oliver; Lu, Zudi
2016Simple nonparametric estimators for the bid-ask spread in the Roll modelChen, Xiahong; Linton, Oliver; Schneeberger, Stefan; Yi, Yanping
2017Additive nonparametric models with time variable and both stationary and nonstationary regressionsDong, Chaohua; Linton, Oliver
2018Semiparametric nonlinear panel data models with measurement errorLinton, Oliver; Shiu, Ji-liang
2018Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return predictionCheng, Tingting; Gao, Jiti; Linton, Oliver
2018Multiscale clustering of nonparametric regression curvesVogt, Michael; Linton, Oliver
2018High dimensional semiparametric moment restriction modelsDong, Chaohua; Gao, Jiti; Linton, Oliver
2018Estimation in semiparametric quantile factor modelsMa, Shujie; Linton, Oliver; Gao, Jiti