OLIVER BRUCE LINTON : Citation Profile


Are you OLIVER BRUCE LINTON?

University of Cambridge

29

H index

78

i10 index

3730

Citations

RESEARCH PRODUCTION:

133

Articles

303

Papers

2

Books

1

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   37 years (1986 - 2023). See details.
   Cites by year: 100
   Journals where OLIVER BRUCE LINTON has often published
   Relations with other researchers
   Recent citing documents: 197.    Total self citations: 201 (5.11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli253
   Updated: 2024-01-16    RAS profile: 2022-05-16    
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Relations with other researchers


Works with:

Whang, Yoon-Jae (5)

GAO, Jiti (4)

Hafner, Christian (4)

hoderlein, stefan (3)

Srisuma, Sorawoot (3)

Peng, Bin (3)

Escanciano, Juan Carlos (3)

Lewbel, Arthur (3)

van Kervel, Vincent (2)

Zelli, Roberto (2)

Deev, Oleg (2)

Park, Andreas (2)

Wilhelmsson, Anders (2)

Kassner, Bernhard (2)

Korajczyk, Robert (2)

Sojli, Elvira (2)

Ait-Sahalia, Yacine (2)

Boneva, Lena (2)

Chernov, Mikhail (2)

Liew, Chee (2)

Hjalmarsson, Erik (2)

Söderlind, Paul (2)

Heath, Davidson (2)

Palan, Stefan (2)

Mihet, Roxana (2)

Lopez-Lira, Alejandro (2)

Theissen, Erik (2)

Walther, Thomas (2)

Bohorquez Correa, Santiago (2)

Zhou, Chen (2)

Wolff, Christian (2)

Gerritsen, Dirk (2)

Brownlees, Christian (2)

Kaminska, Iryna (2)

Stefanova, Denitsa (2)

Scaillet, Olivier (2)

Ferrara, Gerardo (2)

Xia, Shuo (2)

Caporin, Massimiliano (2)

Harris, Jeffrey (2)

Frijns, Bart (2)

Abudy, Menachem (2)

Talavera, Oleksandr (2)

Vogel, Sebastian (2)

Menkveld, Albert (2)

FERROUHI, EL MEHDI (2)

Nielsson, Ulf (2)

Jalkh, Naji (2)

Dumitrescu, Ariadna (2)

Hautsch, Nikolaus (2)

Vilkov, Grigory (2)

Rakowski, David (2)

Hurlin, Christophe (2)

Foucault, Thierry (2)

Pelizzon, Loriana (2)

Putnins, Talis (2)

He, Xuezhong (Tony) (2)

Jurkatis, Simon (2)

Holzmeister, Felix (2)

Regis, Luca (2)

Frömmel, Michael (2)

Rinne, Kalle (2)

Reitz, Stefan (2)

Pasquariello, Paolo (2)

Dimpfl, Thomas (2)

Sarno, Lucio (2)

Alexeev, Vitali (2)

Tonks, Ian (2)

Verousis, Thanos (2)

Ranaldo, Angelo (2)

Lof, Matthijs (2)

Johannesson, Magnus (2)

Moinas, Sophie (2)

Pastor, Lubos (2)

Adrian, Tobias (2)

Patton, Andrew (2)

Lajaunie, Quentin (2)

Roy, Saurabh (2)

Smales, Lee (2)

Xiao, Zhijie (2)

Horenstein, Alex (2)

CAPELLE-BLANCARD, Gunther (2)

Renault, Thomas (2)

Kearney, Fearghal (2)

Xiu, Dacheng (2)

Bouri, Elie (2)

Schwarz, Marco (2)

Bos, Charles (2)

Taylor, Nick (2)

Gorbenko, Arseny (2)

Colliard, Jean-Edouard (2)

Dreber, Anna (2)

Chow, Nikolai Sheung-Chi (2)

Elliott, David (2)

Schenk-Hoppé, Klaus (2)

PASCUAL, ROBERTO (2)

Davies, Ryan (2)

Füllbrunn, Sascha (2)

Deku, Solomon (2)

Ødegaard, Bernt (2)

Prokopczuk, Marcel (2)

Patel, Vinay (2)

Wong, Wing-Keung (2)

Schuerhoff, Norman (2)

Motegi, Kaiji (2)

Gehrig, Thomas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with OLIVER BRUCE LINTON.

Is cited by:

GAO, Jiti (65)

Lee, Sokbae (Simon) (52)

Chernozhukov, Victor (51)

Wong, Wing-Keung (44)

Su, Liangjun (39)

Chen, Xiaohong (39)

Lewbel, Arthur (37)

Sperlich, Stefan (36)

Hallin, Marc (33)

Sentana, Enrique (32)

Stengos, Thanasis (31)

Cites to:

Phillips, Peter (84)

Chen, Xiaohong (71)

Newey, Whitney (71)

Andrews, Donald (67)

Bollerslev, Tim (55)

Engle, Robert (52)

Whang, Yoon-Jae (49)

Fan, Jianqing (49)

Campbell, John (44)

Härdle, Wolfgang (41)

Pesaran, Mohammad (37)

Main data


Where OLIVER BRUCE LINTON has published?


Journals with more than one article published# docs
Journal of Econometrics42
Econometric Theory31
Econometrica7
Econometric Reviews4
Journal of the American Statistical Association3
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research3
Journal of Empirical Finance3
Journal of Applied Econometrics3
Econometrics Journal3
Journal of the Royal Statistical Society Series B2
Journal of the American Statistical Association2
Journal of Business & Economic Statistics2
Review of Economic Studies2

Working Papers Series with more than one paper published# docs
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies53
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University23
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes13
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics11
Boston College Working Papers in Economics / Boston College Department of Economics6
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía5
Papers / arXiv.org4
LIDAM Discussion Papers ISBA / Universit catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3
LIDAM Reprints ISBA / Universit catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2
Post-Print / HAL2

Recent works citing OLIVER BRUCE LINTON (2024 and 2023)


YearTitle of citing document
2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2023Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545.

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2023Synchronization of endogenous business cycles. (2020). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555.

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2023Loss aversion and the welfare ranking of policy interventions. (2020). Parker, Thomas ; Rosa-Dias, Pedro ; Kobus, Martyna ; Galvao, Antonio F ; Firpo, Sergio. In: Papers. RePEc:arx:papers:2004.08468.

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2023A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2023Partial Identification and Inference for the Conditional Distribution of Treatment Effects. (2021). Lee, Sungwon. In: Papers. RePEc:arx:papers:2108.00723.

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2023Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1. (2021). Tamer, Elie ; Lan, Xiaoying ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:2110.04388.

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2023Uniform Convergence for Local Linear Regression Estimation of the Conditional Distribution. (2021). Xie, Haitian. In: Papers. RePEc:arx:papers:2112.08546.

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2023A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482.

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2023A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577.

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2023Markov Decision Processes under Model Uncertainty. (2022). Vsiki, Mario ; Sester, Julian ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2206.06109.

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2023Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects. (2022). GAO, Jiti ; Whang, Yoon-Jae ; Oka, Tatsushi ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632.

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2023Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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2023Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2023A Bootstrap Specification Test for Semiparametric Models with Generated Regressors. (2022). Lapenta, Elia. In: Papers. RePEc:arx:papers:2212.11112.

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2023Statistical Inference and A/B Testing for First-Price Pacing Equilibria. (2023). Kroer, Christian ; Liao, Luofeng. In: Papers. RePEc:arx:papers:2301.02276.

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2023Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap. (2023). Karapakula, Ganesh. In: Papers. RePEc:arx:papers:2301.05703.

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2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). GAO, Jiti ; Peng, Bin ; Tu, Yundong ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2301.06631.

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2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

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2023Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness. (2023). Newey, Whitney ; Mao, Xiaojie ; Kallus, Nathan ; Bennett, Andrew ; Uehara, Masatoshi ; Syrgkanis, Vasilis. In: Papers. RePEc:arx:papers:2302.05404.

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2023New $\sqrt{n}$-consistent, numerically stable higher-order influence function estimators. (2023). Li, Chang ; Liu, Lin. In: Papers. RePEc:arx:papers:2302.08097.

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2023Detecting Learning by Exporting and from Exporters. (2023). Malikov, Emir ; Zhang, Jingfang. In: Papers. RePEc:arx:papers:2302.13427.

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2023Off-Balance Sheet Activities and Scope Economies in U.S. Banking. (2023). Malikov, Emir ; Zhang, Jingfang. In: Papers. RePEc:arx:papers:2302.14603.

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2023Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

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2023Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. (2023). Li, Runze ; Chen, Jia ; Yang, Xiao Rong. In: Papers. RePEc:arx:papers:2303.13218.

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2023Adjustment with Many Regressors Under Covariate-Adaptive Randomizations. (2023). Zhang, Yichong ; Miao, KE ; Li, Liyao ; Jiang, Liang. In: Papers. RePEc:arx:papers:2304.08184.

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2023Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199.

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2023Estimation of Characteristics-based Quantile Factor Models. (2023). Gonzalo, Jesus ; Pan, Haozi ; Dolado, Juan Jose ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13206.

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2023Difference-in-Differences with Compositional Changes. (2023). Xu, QI. In: Papers. RePEc:arx:papers:2304.13925.

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2023Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563.

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2023Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2023Semiparametric Discrete Choice Models for Bundles. (2023). Yang, Thomas T ; Ouyang, FU. In: Papers. RePEc:arx:papers:2306.04135.

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2023A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance. (2023). Sun, Zhenting ; Jiang, Hongyi ; Hu, Shiyun. In: Papers. RePEc:arx:papers:2306.12271.

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2023Doubly Robust Estimation of Direct and Indirect Quantile Treatment Effects with Machine Learning. (2023). Yen, Yu-Min ; Huber, Martin ; Hsu, Yu-Chin. In: Papers. RePEc:arx:papers:2307.01049.

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2023Generalised Covariances and Correlations. (2023). Pohle, Marc-Oliver ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2307.03594.

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2023Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023Testing Partial Instrument Monotonicity. (2023). Sun, Zhenting ; Jiang, Hongyi. In: Papers. RePEc:arx:papers:2308.08390.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023Instrumental variable estimation of the proportional hazards model by presmoothing. (2023). van Keilegom, Ingrid ; Beyhum, Jad ; Tedesco, Lorenzo. In: Papers. RePEc:arx:papers:2309.02183.

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2023Optimal Estimation under a Semiparametric Density Ratio Model. (2023). Chen, Jiahua ; Zhang, Archer Gong. In: Papers. RePEc:arx:papers:2309.09103.

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2023Sluggish news reactions: A combinatorial approach for synchronizing stock jumps. (2023). Neely, Christopher ; Boudt, Kris ; Laurent, S'Ebastien ; Bouamara, Nabil. In: Papers. RePEc:arx:papers:2309.15705.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2023Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Dong, Chaohua ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023Inference for Low-rank Models without Estimating the Rank. (2023). Liao, Yuan ; Kwon, Hyukjun ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2311.16440.

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2023Corporate Innovation and Disclosure Strategy. (2023). You, Jiaxing ; Ying, Sammy Xiaoyan ; Wu, Huiying ; Zhang, Zheyuan. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:76-133.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2023Markov decision processes under model uncertainty. (2023). Iki, Mario ; Sester, Julian ; Neufeld, Ariel. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:618-665.

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2023.

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2023Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

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2023The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets. (2023). Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2303.

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2023Estimation of characteristics-based quantile factor models. (2023). Gonzalo, Jesus ; Pan, Haozi ; Dolado, Juan Jose ; Chen, Liang. In: UC3M Working papers. Economics. RePEc:cte:werepe:37095.

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2023Organizational Structure and Pricing: Evidence from a Large U.S. Airline. (2023). Williams, Kevin R ; Schwieg, Timothy ; Parsley, Hayden ; Natan, Olivia R ; Hortacsu, Ali. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2312r4.

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2023Incorporating Search and Sales Information in Demand Estimation. (2023). Williams, Kevin R ; Schwieg, Timothy ; Parsley, Hayden ; Natan, Olivia R ; Hortacsu, Ali. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2313r1.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359.

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2023Do Local and International Shocks Matter in the Interconnectedness amid Exchange Rates and Energy Commodities? Insights into BRICS Economies. (2023). Asafo-Adjei, Emmanuel ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-70.

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2023Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms. (2023). Sandubete, Julio E ; Escot, Lorenzo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:436:y:2023:i:c:s0096300322005720.

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2023Dimension reduction in time series under the presence of conditional heteroscedasticity. (2023). Ke, Yuan ; Sriram, T N ; da Silva, Murilo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:180:y:2023:i:c:s0167947322002626.

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2023Neighborhood-based cross fitting approach to treatment effects with high-dimensional data. (2023). Yu, Han ; Agboola, Oluwagbenga David. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:186:y:2023:i:c:s0167947323000919.

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2023Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559.

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2023Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359.

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2023Chaos in long-maturity real rates. (2023). Serletis, Apostolos ; Islam, M M ; He, Mingyu. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000642.

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2023Bootstrapping quantile correlations with an application for income status across generations. (2023). ZILIAK, JAMES ; Lamarche, Carlos ; Hartley, Robert Paul. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001854.

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2023A bi-integrative analysis of two-dimensional heterogeneous panel data models. (2023). Yan, Xiaodong ; Ren, Yanyan ; Xiao, Zhijie ; Wang, Wei. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002690.

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2023Efficient closed-form estimation of large spatial autoregressions. (2023). Gupta, Abhimanyu. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:148-167.

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2023How to go viral: A COVID-19 model with endogenously time-varying parameters. (2023). Ho, Paul ; Matthes, Christian ; Lubik, Thomas A. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:70-86.

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2023Nonparametric comparison of epidemic time trends: The case of COVID-19. (2023). Vogt, Michael ; Khismatullina, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:87-108.

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2023High dimensional semiparametric moment restriction models. (2023). GAO, Jiti ; Linton, Oliver ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:320-345.

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2023Smoothed quantile regression with large-scale inference. (2023). Zhou, Wen-Xin ; Tan, Kean Ming ; Pan, Xiaoou ; He, Xuming. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:367-388.

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2023A simple joint model for returns, volatility and volatility of volatility. (2023). Ding, Yashuang. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:521-543.

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2023Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data. (2023). Xia, Yin ; Xu, Yan ; Yang, Dan ; Chen, Xin ; Shen, Haipeng ; Wang, Dong. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:544-564.

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2023A new robust inference for predictive quantile regression. (2023). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:227-250.

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2023Identification of unobserved distribution factors and preferences in the collective household model. (2023). Hubner, Stefan. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:301-326.

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2023A corrected Clarke test for model selection and beyond. (2023). Min, Aleksey ; Fermanian, Jean-David ; Bruck, Florian. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:105-132.

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2023Two-step estimation of censored quantile regression for duration models with time-varying regressors. (2023). Chen, Songnian. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1310-1336.

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2023Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

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2023Intraday cross-sectional distributions of systematic risk. (2023). Andersen, Torben ; Todorov, Viktor ; Thyrsgaard, Martin ; Riva, Raul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1394-1418.

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2023Estimation and inference in factor copula models with exogenous covariates. (2023). Wied, Dominik ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1500-1521.

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2023Binary response models for heterogeneous panel data with interactive fixed effects. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin ; Liu, Fei. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1654-1679.

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2023Uniform inference for value functions. (2023). Parker, Thomas ; Galvao, Antonio ; Firpo, Sergio. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1680-1699.

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2023Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications. (2023). Wang, Bin ; Kim, Jihyun ; Bu, Ruijun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1934-1954.

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2023Identifying latent group structures in spatial dynamic panels. (2023). Su, Liangjun ; Xu, Xingbai ; Wang, Wuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1955-1980.

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2023The spread of COVID-19 in London: Network effects and optimal lockdowns. (2023). Yuan, Kathy ; Shi, Ran ; Julliard, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2125-2154.

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2023Semi-nonparametric estimation of random coefficients logit model for aggregate demand. (2023). shi, xiaoxia ; Tao, Jing ; Lu, Zhentong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2245-2265.

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2023Testing for time stochastic dominance. (2023). Whang, Yoon-Jae ; Linton, Oliver ; Lee, Kyungho. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:352-371.

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2023Testing stochastic dominance with many conditioning variables. (2023). Whang, Yoon-Jae ; Seo, Myung Hwan ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:507-527.

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2023Threshold regression with nonparametric sample splitting. (2023). Lee, Yoonseok ; Wang, Yulong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:816-842.

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2023Using monotonicity restrictions to identify models with partially latent covariates. (2023). Postlewaite, Andrew ; Sieg, Holger ; Gao, Wayne Yuan ; Bang, Minji. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:892-921.

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2023Testing the martingale difference hypothesis in high dimension. (2023). Shao, Xiaofeng ; Jiang, Qing ; Chang, Jinyuan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:972-1000.

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2023Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598.

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2023Feasible Panel GARCH Models: Variance-Targeting Estimation and Empirical Application. (2023). Asai, Manabu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:25:y:2023:i:c:p:23-38.

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2023Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach. (2023). Trucíos, Carlos ; Hallin, Marc ; Trucios, Carlos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:1-15.

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2023Robust Covariance Matrix Estimation in Time Series: A Review. (2023). Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:36-61.

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2023Bayesian Analysis of ARCH-M model with a dynamic latent variable. (2023). Li, Yuan ; Song, Xinyuan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:47-62.

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2023Incomplete risk-preference information in portfolio decision analysis. (2023). Argyris, Nikolaos ; Kallio, Markku ; Liesio, Juuso. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1084-1098.

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2023Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272.

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2023Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk. (2023). Sinha, Avik ; Shahzad, Umer ; Zaman, Umer ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000683.

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2023Do green and dirty investments hedge each other?. (2023). Hassan, M. Kabir ; Mariev, Oleg ; Bakhteyev, Stepan ; Sohag, Kazi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000713.

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2023A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548.

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OLIVER BRUCE LINTON is editor of


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Econometrics Journal
Econometrics Journal

Works by OLIVER BRUCE LINTON:


YearTitleTypeCited
2004Testing forward exchange rate unbiasedness efficiently: A semiparametric approach In: Journal of Applied Economics.
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2004Testing forward exchange rate unbiasedness efficiently: a semiparametric approach.(2004) In: Journal of Applied Economics.
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2004Testing Forward Exchange Rate Unbiasedness Efficiently: A Semiparametric Approach.(2004) In: Journal of Applied Economics.
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2013An Almost Closed Form Estimator for the EGARCH In: LIDAM Discussion Papers ISBA.
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2016An Almost Closed Form Estimator for the EGARCH model In: LIDAM Discussion Papers ISBA.
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paper13
2017An Almost Closed Form Estimator For The EGARCH Model.(2017) In: LIDAM Reprints ISBA.
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2013An almost closed form estimator for the EGARCH model.(2013) In: LIDAM Discussion Papers CORE.
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2017An almost closed form estimator for the EGARCH model.(2017) In: LIDAM Reprints CORE.
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paper
2017AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL.(2017) In: Econometric Theory.
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2022Dynamic Autoregressive Liquidity (DArLiQ) In: LIDAM Discussion Papers ISBA.
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2022Dynamic Autoregressive Liquidity (DArLiQ).(2022) In: LIDAM Discussion Papers LFIN.
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2011Nonparametric regression with filtered data In: LIDAM Reprints ISBA.
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paper4
2020Estimation of a multiplicative correlation structure in the large dimensional case In: LIDAM Reprints ISBA.
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paper2
2018Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case.(2018) In: Cambridge Working Papers in Economics.
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2020Estimation of a multiplicative correlation structure in the large dimensional case.(2020) In: Journal of Econometrics.
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2018A Unified Framework for Efficient Estimation of General Treatment Models In: Papers.
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2019A Unified Framework for Efficient Estimation of General Treatment Models.(2019) In: Cambridge Working Papers in Economics.
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2019A Unified Framework for Efficient Estimation of General Treatment Models.(2019) In: CeMMAP working papers.
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2021A unified framework for efficient estimation of general treatment models.(2021) In: Quantitative Economics.
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2020On the Time Trend of COVID-19: A Panel Data Study In: Papers.
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2020On Time Trend of COVID-19: A Panel Data Study.(2020) In: Cambridge Working Papers in Economics.
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2020On Time Trend of COVID-19: A Panel Data Study.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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2021A Unified Framework for Specification Tests of Continuous Treatment Effect Models In: Papers.
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2021A Unified Framework for Specification Tests of Continuous Treatment Effect Models.(2021) In: Cambridge Working Papers in Economics.
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2023Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance In: Papers.
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paper1
2008Evaluating Value-at-Risk Models via Quantile Regressions. In: Working Papers Series.
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2011Evaluating Value-at-Risk Models via Quantile Regression.(2011) In: Journal of Business & Economic Statistics.
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2009Evaluating Value-at-Risk models via Quantile Regression.(2009) In: UC3M Working papers. Economics.
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2008Evaluating Value-at-Risk models via Quantile regressions.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2010Evaluating Value-at-Risk Models via Quantile Regression.(2010) In: NCER Working Paper Series.
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2011Evaluating Value-at-Risk Models via Quantile Regression.(2011) In: Journal of Business & Economic Statistics.
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2006Comment In: Journal of the American Statistical Association.
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2003More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors In: Journal of the American Statistical Association.
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article26
2004Semiparametric Regression Analysis With Missing Response at Random In: Journal of the American Statistical Association.
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article62
2003Semiparametric regression analysis with missing response at random.(2003) In: CeMMAP working papers.
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paper
2003The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model. In: Journal of Business & Economic Statistics.
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article13
1998An optimization interpretation of integration and back?fitting estimators for separable nonparametric models In: Journal of the Royal Statistical Society Series B.
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article12
1996An Optimization Interpretation of Integration and Backfitting Estimators for Separable Nonparametric Models.(1996) In: SFB 373 Discussion Papers.
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2017Classification of non-parametric regression functions in longitudinal data models In: Journal of the Royal Statistical Society Series B.
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article11
2002A Nonparametric Prewhitened Covariance Estimator In: Journal of Time Series Analysis.
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article5
2000Nonparametric Censored and Truncated Regression In: Boston College Working Papers in Economics.
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paper49
2000Nonparametric Censored and Truncated Regression.(2000) In: STICERD - Econometrics Paper Series.
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2002Nonparametric Censored and Truncated Regression.(2002) In: Econometrica.
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2000Nonparametric Censored and Truncated Regression.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2000Nonparametric censored and truncated regression.(2000) In: LSE Research Online Documents on Economics.
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2010Estimating Features of a Distribution from Binomial Data In: Boston College Working Papers in Economics.
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paper37
2011Estimating features of a distribution from binomial data.(2011) In: Journal of Econometrics.
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2006Estimating features of a distribution from binomial data.(2006) In: LSE Research Online Documents on Economics.
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2001Estimating features of a distribution from binomial data.(2001) In: CeMMAP working papers.
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2006Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions In: Boston College Working Papers in Economics.
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paper14
2007Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions.(2007) In: Econometrica.
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2008Identification and Nonparametric Estimation of a Transformed Additively Separable Model In: Boston College Working Papers in Economics.
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paper21
2010Identification and nonparametric estimation of a transformed additively separable model.(2010) In: Journal of Econometrics.
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2006Identification and nonparametric estimation of a transformed additively separable model.(2006) In: LSE Research Online Documents on Economics.
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paper
2020Nonparametric Euler Equation Identification and Estimation In: Boston College Working Papers in Economics.
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paper18
2015Nonparametric Euler Equation Identification andEstimation.(2015) In: Cambridge Working Papers in Economics.
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2020Nonparametric Euler Equation Identi?cation and Estimation.(2020) In: Cambridge Working Papers in Economics.
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paper
2021NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION.(2021) In: Econometric Theory.
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2015Nonparametric Euler equation identification and estimation.(2015) In: CeMMAP working papers.
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2010A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom In: Boston College Working Papers in Economics.
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paper17
2011A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom.(2011) In: Journal of Econometrics.
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2011A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom.(2011) In: Post-Print.
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2010A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom.(2010) In: MPRA Paper.
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paper
2017A 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.
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paper29
2017A 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.
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2017A 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.
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2017The October 2016 sterling flash episode: when liquidity disappeared from one of the world’s most liquid markets In: Bank of England working papers.
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paper2
2018The cross-sectional spillovers of single stock circuit breakers In: Bank of England working papers.
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2020The impact of corporate QE on liquidity: evidence from the UK In: Bank of England working papers.
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2019The Impact of Corporate QE on Liquidity: Evidence from the UK.(2019) In: Cambridge Working Papers in Economics.
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2014The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series In: Cambridge Working Papers in Economics.
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2016The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series.(2016) In: Journal of Econometrics.
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2014The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series.(2014) In: CeMMAP working papers.
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2014The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market In: Cambridge Working Papers in Economics.
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2013The effect of fragmentation in trading on market quality in the UK equity market.(2013) In: CeMMAP working papers.
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2016The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market.(2016) In: Journal of Applied Econometrics.
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2014Multivariate Variance Ratio Statistics In: Cambridge Working Papers in Economics.
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2014Multivariate variance ratio statistics.(2014) In: CeMMAP working papers.
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2015An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability In: Cambridge Working Papers in Economics.
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2015An investigation into multivariate variance ratio statistics and their application to stock market predictability.(2015) In: CeMMAP working papers.
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2016Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model In: Cambridge Working Papers in Economics.
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2016Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model.(2016) In: Cowles Foundation Discussion Papers.
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2016Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model.(2016) In: CeMMAP working papers.
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2016Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case In: Cambridge Working Papers in Economics.
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2016Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case.(2016) In: LIDAM Discussion Papers CORE.
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2016Estimation of a multiplicative covariance structure in the large dimensional case.(2016) In: CeMMAP working papers.
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2016A coupled component GARCH model for intraday and overnight volatility In: Cambridge Working Papers in Economics.
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2018A Coupled Component GARCH Model for Intraday and Overnight Volatility.(2018) In: Cambridge Working Papers in Economics.
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2017A coupled component GARCH model for intraday and overnight volatility.(2017) In: CeMMAP working papers.
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2017The Behaviour of Betting and Currency Markets on the Night of the EU Referendum In: Cambridge Working Papers in Economics.
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2019The behaviour of betting and currency markets on the night of the EU referendum.(2019) In: International Journal of Forecasting.
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2018The behaviour of betting and currency markets on the night of the EU referendum.(2018) In: CeMMAP working papers.
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2018The behaviour of betting and currency markets on the night of the EU referendum.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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2018Implications of High-Frequency Trading for Security Markets In: Cambridge Working Papers in Economics.
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2018Implications of high-frequency trading for security markets.(2018) In: CeMMAP working papers.
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2018A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables In: Cambridge Working Papers in Economics.
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2019A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables.(2019) In: Journal of Econometrics.
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2018A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables.(2018) In: Discussion Papers.
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2018Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff In: Cambridge Working Papers in Economics.
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2020Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff.(2020) In: Journal of Econometrics.
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2018The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses In: Cambridge Working Papers in Economics.
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2018The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses.(2018) In: Working Paper Series.
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2021The lower regression function and testing expectation dependence dominance hypotheses.(2021) In: Econometric Reviews.
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2018High Dimensional Semiparametric Moment Restriction Models In: Cambridge Working Papers in Economics.
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2018High dimensional semiparametric moment restriction models.(2018) In: CeMMAP working papers.
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2018High dimensional semiparametric moment restriction models.(2018) In: CeMMAP working papers.
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2017High dimensional semiparametric moment restriction models.(2017) In: Monash Econometrics and Business Statistics Working Papers.
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2018High dimensional semiparametric moment restriction models.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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2019Semiparametric Nonlinear Panel Data Models with Measurement Error In: Cambridge Working Papers in Economics.
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2018Semiparametric nonlinear panel data models with measurement error.(2018) In: CeMMAP working papers.
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2019Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity In: Cambridge Working Papers in Economics.
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2019Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity.(2019) In: Journal of Econometrics.
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2019A ReMeDI for Microstructure Noise In: Cambridge Working Papers in Economics.
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2022A ReMeDI for Microstructure Noise.(2022) In: Econometrica.
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2019Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information In: Cambridge Working Papers in Economics.
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2019Nonparametric Predictive Regressions for Stock Return Prediction In: Cambridge Working Papers in Economics.
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2019Nonparametric Predictive Regressions for Stock Return Prediction.(2019) In: Monash Econometrics and Business Statistics Working Papers.
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2019Estimation and Inference in Semiparametric Quantile Factor Models In: Cambridge Working Papers in Economics.
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2021Estimation and inference in semiparametric quantile factor models.(2021) In: Journal of Econometrics.
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2017Estimation and inference in semiparametric quantile factor models.(2017) In: Monash Econometrics and Business Statistics Working Papers.
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1936Quantilograms under Strong Dependence In: Cambridge Working Papers in Economics.
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2020QUANTILOGRAMS UNDER STRONG DEPENDENCE.(2020) In: Econometric Theory.
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2018Quantilograms under Strong Dependence.(2018) In: Working Paper Series.
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2020Testing Stochastic Dominance with Many Conditioning Variables In: Cambridge Working Papers in Economics.
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2020A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection In: Cambridge Working Papers in Economics.
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2020Testing for Time Stochastic Dominance In: Cambridge Working Papers in Economics.
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2020On Unit Free Assessment of The Extent of Multilateral Distributional Variation In: Cambridge Working Papers in Economics.
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2020On Unit Free Assessment of The Extent of Multilateral Distributional Variation.(2020) In: Working Papers.
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