23
H index
46
i10 index
1999
Citations
OLIVER BRUCE LINTON : Citation Profile
University of Cambridge | RESEARCH PRODUCTION: 103 Articles 253 Papers 1 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
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32 years (1986 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with OLIVER BRUCE LINTON. | Is cited by:
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Main data
Where OLIVER BRUCE LINTON has published?
Recent works citing OLIVER BRUCE LINTON (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-28. Full description at Econpapers || Download paper | |
| 2017 | Is the diurnal pattern sufficient to explain the intraday variation in volatility? A nonparametric assessment. (2017). Christensen, Kim ; Podolskij, Mark ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2017-30. Full description at Econpapers || Download paper | |
| 2018 | Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14. Full description at Econpapers || Download paper | |
| 2017 | Working Paper 273 - Stock (Mis)pricing and investment dynamics in Africa. (2017). Saidi, Atanda Mustapha . In: Working Paper Series. RePEc:adb:adbwps:2390. Full description at Econpapers || Download paper | |
| 2017 | Testing for Stochastic Dominance in Social Networks. (2017). Masson, Virginie ; Garrard, Robert ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-02. Full description at Econpapers || Download paper | |
| 2018 | Liquid milk: Cash Constraints and Recurring Savings among Dairy Farmers in Kenya. (2018). Janssens, Wendy ; Kramer, Berber ; Geng, Xin. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273823. Full description at Econpapers || Download paper | |
| 2018 | Estimating Demand for Urban Tree Cover Using a Residential Sorting Model. (2018). Boyle, Kevin ; Holmes, Thomas P ; Siriwardena, Shyamani D ; Cao, Xiang. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274020. Full description at Econpapers || Download paper | |
| 2018 | Concentration and Liquidity Costs in Emerging Commodity Exchanges. (2018). Trujillo-Barrera, Andres ; Costa, Geraldo. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:276504. Full description at Econpapers || Download paper | |
| 2018 | Conditional Quantile Processes based on Series or Many Regressors. (2018). Chernozhukov, Victor ; Fern, Iv'An ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1105.6154. Full description at Econpapers || Download paper | |
| 2018 | Model-Free Approaches to Discern Non-Stationary Microstructure Noise and Time-Varying Liquidity in High-Frequency Data. (2018). Mykland, Per A ; Chen, Richard Y. In: Papers. RePEc:arx:papers:1512.06159. Full description at Econpapers || Download paper | |
| 2018 | Local Parametric Estimation in High Frequency Data. (2018). Potiron, Yoann. In: Papers. RePEc:arx:papers:1603.05700. Full description at Econpapers || Download paper | |
| 2018 | Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041. Full description at Econpapers || Download paper | |
| 2017 | Double/Debiased Machine Learning for Treatment and Causal Parameters. (2017). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1608.00060. Full description at Econpapers || Download paper | |
| 2017 | A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990. Full description at Econpapers || Download paper | |
| 2018 | Efficient asymptotic variance reduction when estimating volatility in high frequency data. (2018). Potiron, Yoann ; Clinet, Simon. In: Papers. RePEc:arx:papers:1701.01185. Full description at Econpapers || Download paper | |
| 2017 | A Joint Quantile and Expected Shortfall Regression Framework. (2017). Dimitriadis, Timo ; Bayer, Sebastian. In: Papers. RePEc:arx:papers:1704.02213. Full description at Econpapers || Download paper | |
| 2017 | Bayesian Realized-GARCH Models for Financial Tail Risk Forecasting Incorporating Two-sided Weibull Distribution. (2017). Wang, Chao ; Gerlach, Richard ; Chen, Qian. In: Papers. RePEc:arx:papers:1707.03715. Full description at Econpapers || Download paper | |
| 2017 | Comparing distributions by multiple testing across quantiles or CDF values. (2017). Kaplan, David ; Goldman, Matt. In: Papers. RePEc:arx:papers:1708.04658. Full description at Econpapers || Download paper | |
| 2017 | Semiparametric GARCH via Bayesian model averaging. (2017). Ye, Wilson ; Gerlach, Richard H. In: Papers. RePEc:arx:papers:1708.07587. Full description at Econpapers || Download paper | |
| 2017 | Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas. (2017). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392. Full description at Econpapers || Download paper | |
| 2018 | A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering. (2018). Verma, Anshul ; di Matteo, Tiziana ; Buonocore, Riccardo Junior . In: Papers. RePEc:arx:papers:1712.02138. Full description at Econpapers || Download paper | |
| 2017 | A nonparametric copula approach to conditional Value-at-Risk. (2017). Geenens, Gery ; Dunn, Richard . In: Papers. RePEc:arx:papers:1712.05527. Full description at Econpapers || Download paper | |
| 2018 | Regression Based Expected Shortfall Backtesting. (2018). Bayer, Sebastian ; Dimitriadis, Timo . In: Papers. RePEc:arx:papers:1801.04112. Full description at Econpapers || Download paper | |
| 2018 | Testing for unobserved heterogeneous treatment effects in a nonseparable model with endogenous selection. (2018). Hsu, Yu-Chin ; Xu, Haiqing ; Huang, Ta-Cheng . In: Papers. RePEc:arx:papers:1803.07514. Full description at Econpapers || Download paper | |
| 2018 | Semi-parametric Dynamic Asymmetric Laplace Models for Tail Risk Forecasting, Incorporating Realized Measures. (2018). Gerlach, Richard ; Wang, Chao. In: Papers. RePEc:arx:papers:1805.08653. Full description at Econpapers || Download paper | |
| 2018 | A Semi-parametric Realized Joint Value-at-Risk and Expected Shortfall Regression Framework. (2018). Wang, Chao ; Chen, Qian ; Gerlach, Richard. In: Papers. RePEc:arx:papers:1807.02422. Full description at Econpapers || Download paper | |
| 2018 | Nonparametric Regression with Selectively Missing Covariates. (2018). Breunig, Christoph ; Haan, Peter. In: Papers. RePEc:arx:papers:1810.00411. Full description at Econpapers || Download paper | |
| 2018 | The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Juodis, Arturas ; Reese, Simon. In: Papers. RePEc:arx:papers:1810.03715. Full description at Econpapers || Download paper | |
| 2018 | Spanning Tests for Markowitz Stochastic Dominance. (2018). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:1810.10800. Full description at Econpapers || Download paper | |
| 2018 | Factor-Driven Two-Regime Regression. (2018). Lee, Sokbae (Simon) ; Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan. In: Papers. RePEc:arx:papers:1810.11109. Full description at Econpapers || Download paper | |
| 2018 | Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2018). Lee, Ying-Ying. In: Papers. RePEc:arx:papers:1811.00157. Full description at Econpapers || Download paper | |
| 2018 | Nonparametric Analysis of Finite Mixtures. (2018). Kitamura, Yuichi ; Laage, Louise. In: Papers. RePEc:arx:papers:1811.02727. Full description at Econpapers || Download paper | |
| 2018 | Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model. (2018). Kyriakopoulou, Dimitra ; Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:1802. Full description at Econpapers || Download paper | |
| 2017 | On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636. Full description at Econpapers || Download paper | |
| 2017 | Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE. (2017). Mayordomo, Sergio ; Gimeno, Ricardo ; Arce, Oscar. In: Working Papers. RePEc:bde:wpaper:1743. Full description at Econpapers || Download paper | |
| 2017 | U.S. Savings Banks Demutualization and Depositor Welfare. (2017). Meade, Richard ; Girotti, Mattia. In: Working papers. RePEc:bfr:banfra:639. Full description at Econpapers || Download paper | |
| 2017 | Quantile spectral analysis for locally stationary time series. (2017). Hallin, Marc ; Dette, Holger ; Kley, Tobias ; Volgushev, Stanislav ; Birr, Stefan . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:5:p:1619-1643. Full description at Econpapers || Download paper | |
| 2017 | Quantile Regression on Quantile Ranges – A Threshold Approach. (2017). Kuan, Chung-Ming ; Xiao, Zhijie ; Michalopoulos, Christos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:99-119. Full description at Econpapers || Download paper | |
| 2017 | When the Centre Cannot Hold: Patterns of Polarization in Nigeria. (2017). Clementi, Fabio ; Schettino, F ; Dabalen, A L ; Tarp, Finn ; Pirttila, Yukka ; Addison, Tony. In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i:4:p:608-632. Full description at Econpapers || Download paper | |
| 2017 | Semi-parametric Estimation in a Single-index Model with Endogenous Variables. (2017). Birke, Melanie ; van Keilegom, Ingrid ; VanKeilegom, Ingrid ; VanBellegem, Sebastien ; Van Bellegem, Sebastien . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:1:p:168-191. Full description at Econpapers || Download paper | |
| 2018 | The Identification Zoo - Meanings of Identification in Econometrics. (2018). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:957. Full description at Econpapers || Download paper | |
| 2017 | Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach. (2017). JAWADI, Fredj ; Souhir, Chlibi ; Mohamed, Sellami ; Fredj, Jawadi. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:47-63:n:5. Full description at Econpapers || Download paper | |
| 2018 | Markov-switching quantile autoregression: a Gibbs sampling approach. (2018). Luger, Richard ; Liu, Xiaochun ; Richard, LUGER ; Xiaochun, Liu. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:2:p:0:n:4. Full description at Econpapers || Download paper | |
| 2017 | Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Freyberger, Joachim ; Neuhierl, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6391. Full description at Econpapers || Download paper | |
| 2018 | Specification Tests for Non-Gaussian Maximum Likelihood Estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2018_1804. Full description at Econpapers || Download paper | |
| 2018 | Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12934. Full description at Econpapers || Download paper | |
| 2018 | (At Least) Four Theories for Sovereign Default. (2018). Eberhardt, Markus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13084. Full description at Econpapers || Download paper | |
| 2018 | Who benefits from the corporate QE? A regression discontinuity design approach. (2018). Abidi, Nordine ; Miquel-Flores, Ixart. In: Working Paper Series. RePEc:ecb:ecbwps:20182145. Full description at Econpapers || Download paper | |
| 2017 | Thoughts on the inequality of opportunities: new evidence. (2017). Santos, Wallace Patrick ; de Oliveira, Victor Rodrigues ; Annegues, Ana Claudia . In: Revista CEPAL. RePEc:ecr:col070:42012. Full description at Econpapers || Download paper | |
| 2017 | Model free feature screening for ultrahigh dimensional data with responses missing at random. (2017). Lai, Peng ; Wan, YI ; Liu, Zhi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:105:y:2017:i:c:p:201-216. Full description at Econpapers || Download paper | |
| 2017 | Parametric methods for confidence interval estimation of overlap coefficients. (2017). Wang, Dan ; Tian, Lili . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:106:y:2017:i:c:p:12-26. Full description at Econpapers || Download paper | |
| 2017 | Generalized partially linear regression with misclassified data and an application to labour market transitions. (2017). Wilke, Ralf ; Dlugosz, Stephan ; Mammen, Enno. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:110:y:2017:i:c:p:145-159. Full description at Econpapers || Download paper | |
| 2017 | An estimating equation for censored and truncated quantile regression. (2017). Frumento, Paolo ; Bottai, Matteo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:113:y:2017:i:c:p:53-63. Full description at Econpapers || Download paper | |
| 2018 | Time-dynamic varying coefficient models for longitudinal data. (2018). Lee, Kyeong Eun ; Yang, Seong J ; Park, Byeong U. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:123:y:2018:i:c:p:50-65. Full description at Econpapers || Download paper | |
| 2018 | Continuum directions for supervised dimension reduction. (2018). Jung, Sungkyu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:125:y:2018:i:c:p:27-43. Full description at Econpapers || Download paper | |
| 2018 | Semiparametric double robust and efficient estimation for mean functionals with response missing at random. (2018). Guo, XU ; Zhu, Lixing ; Xu, Wangli ; Fang, Yun . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:325-339. Full description at Econpapers || Download paper | |
| 2017 | The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis. (2017). Todorova, Neda. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:221-230. Full description at Econpapers || Download paper | |
| 2017 | Equity market information and credit risk signaling: A quantile cointegrating regression approach. (2017). Gatfaoui, Hayette. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:48-59. Full description at Econpapers || Download paper | |
| 2018 | A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction. (2018). Bao, Te ; Li, Hao ; Diks, Cees. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:611-621. Full description at Econpapers || Download paper | |
| 2018 | International risk transmission of stock market movements. (2018). Shen, Yifan. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:220-236. Full description at Econpapers || Download paper | |
| 2018 | Directional predictability and time-varying spillovers between stock markets and economic cycles. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:301-312. Full description at Econpapers || Download paper | |
| 2017 | A martingale-difference-divergence-based test for specification. (2017). Su, Liangjun ; Zheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:162-167. Full description at Econpapers || Download paper | |
| 2017 | The time-varying GARCH-in-mean model. (2017). Dias, Gustavo Fruet . In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:129-132. Full description at Econpapers || Download paper | |
| 2017 | Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance. (2017). Stengos, Thanasis ; Pinar, Mehmet ; Topaloglou, Nikolas. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:38-42. Full description at Econpapers || Download paper | |
| 2017 | Efficient estimation in models with independence restrictions. (2017). Poirier, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:1-22. Full description at Econpapers || Download paper | |
| 2017 | Rolling window selection for out-of-sample forecasting with time-varying parameters. (2017). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:55-67. Full description at Econpapers || Download paper | |
| 2017 | Forecasting cointegrated nonstationary time series with time-varying variance. (2017). Yi, Yanping ; Tu, Yundong . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:83-98. Full description at Econpapers || Download paper | |
| 2017 | R-estimation in semiparametric dynamic location-scale models. (2017). Hallin, Marc ; la Vecchia, Davide . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:233-247. Full description at Econpapers || Download paper | |
| 2017 | Inference based on many conditional moment inequalities. (2017). , Donald ; Shi, Xiaoxia. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:275-287. Full description at Econpapers || Download paper | |
| 2017 | Tests for conditional ellipticity in multivariate GARCH models. (2017). Francq, Christian ; Meintanis, S G ; Jimenez-Gamero, M D. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:305-319. Full description at Econpapers || Download paper | |
| 2017 | Testing for central dominance: Method and application. (2017). Kuan, Chung-Ming ; Tzeng, Larry Y ; Chuang, O-Chia . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:368-378. Full description at Econpapers || Download paper | |
| 2017 | Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading. (2017). Hounyo, Ulrich. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:130-152. Full description at Econpapers || Download paper | |
| 2017 | Partial identification of functionals of the joint distribution of “potential outcomes”. (2017). Fan, Yanqin ; Zhu, Dongming ; Guerre, Emmanuel . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:42-59. Full description at Econpapers || Download paper | |
| 2017 | Inference from high-frequency data: A subsampling approach. (2017). Veliyev, Bezirgen ; Thamrongrat, N ; Podolskij, M ; Christensen, K. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:245-272. Full description at Econpapers || Download paper | |
| 2017 | Measurement errors in quantile regression models. (2017). Song, Suyong ; Firpo, Sergio ; Galvao, Antonio F. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:146-164. Full description at Econpapers || Download paper | |
| 2017 | On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:84-101. Full description at Econpapers || Download paper | |
| 2017 | Higher-order properties of approximate estimators. (2017). Salanié, Bernard ; Kristensen, Dennis ; Salanie, Bernard. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:189-208. Full description at Econpapers || Download paper | |
| 2017 | Testing for prospect and Markowitz stochastic dominance efficiency. (2017). Arvanitis, Stelios ; Topaloglou, Nikolas. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:253-270. Full description at Econpapers || Download paper | |
| 2017 | Minimum distance from independence estimation of nonseparable instrumental variables models. (2017). Torgovitsky, Alexander . In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:35-48. Full description at Econpapers || Download paper | |
| 2017 | Identification in a generalization of bivariate probit models with dummy endogenous regressors. (2017). Han, Sukjin ; Vytlacil, Edward J. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:63-73. Full description at Econpapers || Download paper | |
| 2017 | Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data. (2017). Chen, Richard Y ; Mykland, Per A. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:79-103. Full description at Econpapers || Download paper | |
| 2017 | Identification of additive and polynomial models of mismeasured regressors without instruments. (2017). Lewbel, Arthur ; D'Haultfoeuille, Xavier ; Ben-Moshe, Dan ; Dhaultfuille, Xavier . In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:207-222. Full description at Econpapers || Download paper | |
| 2017 | Nonparametric estimation and inference under shape restrictions. (2017). Lee, Sokbae (Simon) ; Horowitz, Joel L. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:108-126. Full description at Econpapers || Download paper | |
| 2017 | On high frequency estimation of the frictionless price: The use of observed liquidity variables. (2017). Chaker, Selma . In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:127-143. Full description at Econpapers || Download paper | |
| 2017 | Direct instrumental nonparametric estimation of inverse regression functions. (2017). Krief, Jerome M. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:95-107. Full description at Econpapers || Download paper | |
| 2017 | Sufficient forecasting using factor models. (2017). Fan, Jianqing ; Xue, Lingzhou ; Yao, Jiawei . In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:292-306. Full description at Econpapers || Download paper | |
| 2017 | Generalized dynamic factor models and volatilities: estimation and forecasting. (2017). Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:307-321. Full description at Econpapers || Download paper | |
| 2018 | Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity. (2018). Hwang, Eunju ; Shin, Dong Wan. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:178-195. Full description at Econpapers || Download paper | |
| 2018 | Efficient estimation and computation for the generalised additive models with unknown link function. (2018). Lin, Huazhen ; Zhang, Wenyang ; Lv, Shaogao ; Pan, Lixian. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:230-244. Full description at Econpapers || Download paper | |
| 2018 | Nonparametric testing for smooth structural changes in panel data models. (2018). Chen, Bin ; Huang, Liquan. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:245-267. Full description at Econpapers || Download paper | |
| 2018 | Identification and estimation of nonseparable single-index models in panel data with correlated random effects. (2018). Iek, Pavel ; Lei, Jinghua. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:113-128. Full description at Econpapers || Download paper | |
| 2018 | Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics. (2018). Botosaru, Irene ; Sasaki, Yuya. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:283-296. Full description at Econpapers || Download paper | |
| 2018 | Efficient propensity score regression estimators of multivalued treatment effects for the treated. (2018). Lee, Ying-Ying. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:207-222. Full description at Econpapers || Download paper | |
| 2018 | Indirect Inference with endogenously missing exogenous variables. (2018). Chaudhuri, Saraswata ; Renault, Eric ; Frazier, David T. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:55-75. Full description at Econpapers || Download paper | |
| 2018 | Partial identification and inference in censored quantile regression. (2018). Fan, Yanqin ; Liu, Ruixuan. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:1-38. Full description at Econpapers || Download paper | |
| 2018 | Comparing distributions by multiple testing across quantiles or CDF values. (2018). Kaplan, David ; Goldman, Matt. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:143-166. Full description at Econpapers || Download paper | |
| 2018 | Portfolio optimization based on stochastic dominance and empirical likelihood. (2018). Post, Thierry ; Arvanitis, Stelios ; Karabati, Seluk. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:167-186. Full description at Econpapers || Download paper | |
| 2018 | Threshold autoregressive models for interval-valued time series data. (2018). Hong, Yongmiao ; Wang, Shouyang ; Han, AI ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:414-446. Full description at Econpapers || Download paper | |
| 2018 | Quasi maximum likelihood analysis of high dimensional constrained factor models. (2018). Li, Kunpeng ; Lu, Lina. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:574-612. Full description at Econpapers || Download paper | |
| 2018 | Estimation of random coefficients logit demand models with interactive fixed effects. (2018). Moon, Hyungsik Roger ; Weidner, Martin ; Shum, Matthew. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:613-644. Full description at Econpapers || Download paper | |
| 2018 | Linear double autoregression. (2018). Zhu, Qianqian ; Li, Guodong ; Zheng, Yao. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:162-174. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
OLIVER BRUCE LINTON is editor of
| Journal | |
|---|---|
| Econometrics Journal | |
| Econometrics Journal |
Works by OLIVER BRUCE LINTON:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Evaluating Value-at-Risk Models via Quantile Regressions In: Working Papers Series. [Full Text][Citation analysis] | paper | 56 |
| 2011 | Evaluating Value-at-Risk Models via Quantile Regression.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | article | |
| 2009 | Evaluating Value-at-Risk models via Quantile Regression.(2009) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
| 2008 | Evaluating Value-at-Risk models via Quantile regressions.(2008) In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
| 2010 | Evaluating Value-at-Risk Models via Quantile Regression.(2010) In: NCER Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
| 2011 | Evaluating Value-at-Risk Models via Quantile Regression.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | article | |
| 2006 | Comment In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 0 |
| 2003 | More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 18 |
| 2004 | Semiparametric Regression Analysis With Missing Response at Random In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 44 |
| 2003 | Semiparametric regression analysis with missing response at random.(2003) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
| 2003 | The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 8 |
| 2017 | Classification of non-parametric regression functions in longitudinal data models In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 2 |
| 2000 | Nonparametric Censored and Truncated Regression In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 38 |
| 2000 | Nonparametric Censored and Truncated Regression.(2000) In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2002 | Nonparametric Censored and Truncated Regression.(2002) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
| 2000 | Nonparametric Censored and Truncated Regression.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2000 | Nonparametric censored and truncated regression.(2000) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2010 | Estimating Features of a Distribution from Binomial Data In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 30 |
| 2011 | Estimating features of a distribution from binomial data.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
| 2006 | Estimating features of a distribution from binomial data.(2006) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2001 | Estimating features of a distribution from binomial data.(2001) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2006 | Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 8 |
| 2007 | Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions.(2007) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2008 | Identification and Nonparametric Estimation of a Transformed Additively Separable Model In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
| 2010 | Identification and nonparametric estimation of a transformed additively separable model.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2006 | Identification and nonparametric estimation of a transformed additively separable model.(2006) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2011 | Nonparametric Euler Equation Identification and Estimation In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Nonparametric Euler Equation Identification andEstimation.(2015) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2015 | Nonparametric Euler equation identification and estimation.(2015) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 12 |
| 2011 | A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2011 | A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2010 | A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2017 | A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | A Discrete Choice Model For Large Heterogeneous Panels with Interactive Fixed Effects with an Application to the Determinants of Corporate Bond Issuance.(2017) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance.(2017) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | The October 2016 sterling flash episode: when liquidity disappeared from one of the world’s most liquid markets In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 29 |
| 2016 | The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
| 2014 | The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series.(2014) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2014 | The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2013 | The effect of fragmentation in trading on market quality in the UK equity market.(2013) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2016 | The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2014 | Multivariate Variance Ratio Statistics In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Multivariate variance ratio statistics.(2014) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2015 | An investigation into multivariate variance ratio statistics and their application to stock market predictability.(2015) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model.(2016) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model.(2016) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case.(2016) In: CORE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Estimation of a multiplicative covariance structure in the large dimensional case.(2016) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | A coupled component GARCH model for intraday and overnight volatility In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2017 | A coupled component GARCH model for intraday and overnight volatility.(2017) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | The Behaviour of Betting and Currency Markets on the Night of the EU Referendum In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Implications of High-Frequency Trading for Security Markets In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Testing forward exchange rate unbiasedness efficiently: a semiparametric approach In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2000 | Yield Curve Estimation by Kernel Smoothing Methods In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2000 | Yield Curve Estimation by Kernel Smoothing Methods.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2001 | Yield curve estimation by kernel smoothing methods.(2001) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2000 | Yield curve estimation by kernel smoothing methods.(2000) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2000 | The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 70 |
| 1997 | The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions.(1997) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 2000 | The existence and asymptotic properties of a backfitting projection algorithm under weak conditions.(2000) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 1999 | The existence and asymptotic properties of a backfitting projection algorithm under weak conditions.(1999) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 2000 | Nonparametric Estimation with Aggregated Data In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2002 | NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA.(2002) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2000 | Nonparametric estimation with aggregated data.(2000) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2002 | Nonparametric estimation with aggregated data.(2002) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2000 | Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 33 |
| 2001 | Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach.(2001) In: Cahiers de recherche CREFE / CREFE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2000 | Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach.(2000) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2001 | Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach.(2001) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2002 | Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach.(2002) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
| 2000 | Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2002 | Edgeworth approximations for semiparametric instrumental variable estimators and test statistics.(2002) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2000 | Edgeworth approximations for semiparametric instrumental variable estimators and test statistics.(2000) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2000 | Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 49 |
| 2002 | Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems.(2002) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2000 | Limit theorems for estimating the parameters of differentiated product demand systems.(2000) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2002 | Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2004 | Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems.(2004) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | article | |
| 2001 | Estimating Multiplicative and Additive Hazard Functions by Kernel Methods In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Estimating multiplicative and additive hazard functions by kernel methods.(2001) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2001 | Estimating Multiplicative and Additive Hazard Functions by Kernel Methods..(2001) In: Finance Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2001 | The Estimation of Conditional Densities In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2001 | The estimation of conditional densities.(2001) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2001 | A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2007 | A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM.(2007) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2001 | A nonparametric regression estimator that adapts to error distribution of unknown form.(2001) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2001 | A nonparametric regression estimator that adapts to error distribution of unknown form.(2001) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2002 | Consistent Testing for Stochastic Dominance: A Subsampling Approach In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 16 |
| 2002 | Consistent Testing for Stochastic Dominance: A Subsampling Approach.(2002) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2002 | Consistent testing for stochastic dominance : a subsampling approach.(2002) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2004 | Consistent testing for stochastic dominance: a subsampling approach.(2004) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2002 | Consistent testing for stochastic dominance: a subsampling approach.(2002) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2002 | Consistent Testing for Stochastic Dominance: A Subsampling Approach.(2002) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2004 | Consistent Testing for Stochastic Dominance: A Subsampling Approach.(2004) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2002 | Consistent testing for stochastic dominance: a subsampling approach.(2002) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2002 | Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 41 |
| 2003 | Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos.(2003) In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2004 | Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | article | |
| 2002 | Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos.(2002) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2003 | Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos.(2003) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2002 | Nonparametric neutral network estimation of lyapunov exponents and a direct test for chaos.(2002) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | ||
| 2002 | More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2002 | More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors.(2002) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2002 | More efficient kernel estimation in nonparametric regression with autocorrelated errors.(2002) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2003 | Estimation of Semiparametric Models when the Criterion Function is not Smooth In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 116 |
| 2003 | Estimation of Semiparametric Models when the Criterion Function Is Not Smooth.(2003) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | article | |
| 2003 | Estimation of semiparametric models when the criterion function is not smooth.(2003) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | paper | |
| 2002 | Estimation of semiparametric models when the criterion function is not smooth.(2002) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | paper | |
| 2003 | Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 16 |
| 2003 | Asymptotic expansions for some semiparametric program evaluation estimators.(2003) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2001 | Asymptotic expansions for some semiparametric program evaluation estimators.(2001) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2003 | Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2003 | Estimating semiparametric ARCH (8) models by kernel smoothing methods.(2003) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2004 | Estimating Semiparametric ARCH Models by Kernel Smoothing Methods.(2004) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2003 | Semiparametric Regression Analysis under Imputation for Missing Response Data In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Semiparametric regression analysis under imputation for missing response data.(2003) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2002 | Semiparametric regression analysis under imputation for missing response data.(2002) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2003 | A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2003 | A local instrumental variable estimation method for generalized additive volatility models.(2003) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2004 | A local instrumental variable estimation method for generalized additive volatility models.(2004) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2004 | A Local Instrumental Variable Estimation Method For Generalized Additive Volatility Models.(2004) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2003 | Nonparametric Estimation of Homothetic and Homothetically Separable Functions In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Nonparametric estimation of homothetic and homothetically separable functions.(2003) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2003 | Nonparametric estimation of homothetic and homothetically separable functions.(2003) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2003 | A Quantilogram Approach to Evaluating Directional Predictability In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2004 | A Quantilogram Approach to Evaluating Directional Predictability.(2004) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2003 | A quantilogram approach to evaluating directional predictability.(2003) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2004 | Nonparametric Inference for Unbalanced Time Series Data In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2005 | NONPARAMETRIC INFERENCE FOR UNBALANCED TIME SERIES DATA.(2005) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2004 | Nonparametric inference for unbalanced time series data.(2004) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2005 | Nonparametric inference for unbalanced time series data.(2005) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2004 | Nonparametric inference for unbalance time series data.(2004) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2006 | Nonparametric Transformation to White Noise In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2008 | Nonparametric transformation to white noise.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2006 | Nonparametric transformation to white noise.(2006) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2006 | TESTING FOR STOCHASTICMONOTONICITY In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 27 |
| 2009 | Testing for Stochastic Monotonicity.(2009) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
| 2006 | Testing for stochastic monotonicity.(2006) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2008 | Testing for stochastic monotonicity.(2008) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2006 | Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 14 |
| 2007 | Semiparametric estimation of a characteristic-based factor model of common stock returns.(2007) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2006 | Semiparametric estimation of a characteristic-based factor model of common stock returns.(2006) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2006 | Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Inference about Realized Volatility using Infill Subsampling In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2007 | Inference about realized volatility using infill subsampling.(2007) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2007 | Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2007 | Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns.(2007) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2007 | Efficient estimation of a semiparametric characteristic-based factor model of security returns.(2007) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2007 | Efficient estimation of a semiparametric characteristic-based factor model of security returns.(2007) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2007 | Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns.(2007) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2008 | Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 4 |
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| 2012 | A polarization-cohesion perspective on cross-country convergence In: Journal of Economic Growth. [Full Text][Citation analysis] | article | 17 |
| 2017 | Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | High dimensional semiparametric moment restriction models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Estimation and inference in semiparametric quantile factor models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Similarity, dissimilarity and exceptionality: generalizing Gini’s transvariation to measure “differentness” in many distributions In: METRON. [Full Text][Citation analysis] | article | 1 |
| 2001 | Nonparametric factor analysis of residual time series In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 6 |
| 2010 | On internally corrected and symmetrized kernel estimators for nonparametric regression In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 3 |
| 2014 | Testing Conditional Independence Restrictions In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
| 2010 | Making Inferences About Rich Country - Poor Country Convergence: The Polarization Trapezoid and Overlap measures. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | EDITORIAL In: Econometrics Journal. [Full Text][Citation analysis] | article | 0 |
| 2014 | Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz In: Econometrics Journal. [Full Text][Citation analysis] | article | 0 |
| 1993 | Kernel estimation in a nonparametric marker dependent Hazard Model. In: Statistic und Oekonometrie. [Full Text][Citation analysis] | paper | 4 |
| 2004 | The Froot and Stein Model Revisited In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Nonparametric Regression In: SFB 373 Discussion Papers. [Citation analysis] | paper | 10 |
| 1995 | Estimation of Additive Regression Models with Links In: SFB 373 Discussion Papers. [Citation analysis] | paper | 6 |
| 1995 | Nonparametric Estimation of Additive Seperable Regression Models In: SFB 373 Discussion Papers. [Citation analysis] | paper | 8 |
| 1995 | An Analysis of Transformations for Additive Nonparanetric Regression In: SFB 373 Discussion Papers. [Citation analysis] | paper | 5 |
| 1996 | An Optimization Interpretation of Integration and Backfitting Estimators for Separable Nonparametric Models In: SFB 373 Discussion Papers. [Citation analysis] | paper | 0 |
| 1997 | A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models In: SFB 373 Discussion Papers. [Citation analysis] | paper | 1 |
| 1998 | Nonparametric factor analysis of time series In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | A local instrumental estimation method for generalized additive volatility models In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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