OLIVER BRUCE LINTON : Citation Profile

University of Cambridge

31

H index

85

i10 index

4202

Citations

RESEARCH PRODUCTION:

153

Articles

404

Papers

2

Books

1

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   39 years (1986 - 2025). See details.
   Cites by year: 107
   Journals where OLIVER BRUCE LINTON has often published
   Relations with other researchers
   Recent citing documents: 354.    Total self citations: 231 (5.21 %)

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   Permalink: http://citec.repec.org/pli253
   Updated: 2025-12-20    RAS profile: 2025-01-06    
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Relations with other researchers

Works with:

GAO, Jiti (8)

Whang, Yoon-Jae (7)

Schuerhoff, Norman (6)

Vilkov, Grigory (6)

Dreber, Anna (6)

Zhang, S. Sarah (6)

Holzmeister, Felix (6)

Frömmel, Michael (6)

Shachar, Or (6)

Xia, Shuo (6)

Smales, Lee (6)

FERROUHI, EL MEHDI (6)

Pasquariello, Paolo (6)

Roy, Saurabh (6)

Talavera, Oleksandr (6)

Stefanova, Denitsa (6)

Nielsson, Ulf (6)

Moinas, Sophie (6)

Brownlees, Christian (6)

Rinne, Kalle (6)

Chernov, Mikhail (6)

Tonks, Ian (6)

Korajczyk, Robert (6)

Scaillet, Olivier (6)

Pastor, Lubos (6)

Wolff, Christian (6)

Park, Andreas (6)

Ranaldo, Angelo (6)

Alexeev, Vitali (6)

Hurlin, Christophe (6)

Sojli, Elvira (6)

Sarno, Lucio (6)

Jurkatis, Simon (6)

Ferrara, Gerardo (6)

Deev, Oleg (6)

Gerritsen, Dirk (6)

Harris, Jeffrey (6)

Reitz, Stefan (6)

Johannesson, Magnus (6)

Füllbrunn, Sascha (6)

Schwarz, Marco (6)

Palan, Stefan (6)

Lof, Matthijs (6)

Caporin, Massimiliano (6)

Frijns, Bart (6)

Renault, Thomas (6)

Xiu, Dacheng (6)

Wilhelmsson, Anders (6)

Degryse, Hans (6)

Liew, Chee (6)

Taylor, Nick (6)

Foucault, Thierry (6)

Bos, Charles (6)

Ødegaard, Bernt (6)

Dumitrescu, Ariadna (6)

Menkveld, Albert (6)

Gehrig, Thomas (6)

CAPELLE-BLANCARD, Gunther (5)

Hambuckers, Julien (5)

Horenstein, Alex (5)

Walther, Thomas (5)

Bohorquez Correa, Santiago (5)

Hautsch, Nikolaus (5)

Eugster, Nicolas (5)

Deku, Solomon (5)

Jalkh, Naji (5)

Verousis, Thanos (5)

Schenk-Hoppé, Klaus (5)

Dimpfl, Thomas (5)

Shui, Jessica (5)

Koetter, Michael (5)

Hong, Yongmiao (5)

Huang, Wenqian (5)

Neszveda, Gabor (5)

Davies, Ryan (5)

Colliard, Jean-Edouard (4)

Güçbilmez, Ufuk (4)

Hafner, Christian (4)

Aloosh, Arash (4)

van Kervel, Vincent (4)

Li, Degui (4)

Gil-Bazo, Javier (4)

Ait-Sahalia, Yacine (4)

Srisuma, Sorawoot (3)

Chen, Jia (3)

hoderlein, stefan (3)

Escanciano, Juan Carlos (3)

Rau, Raghavendra (3)

Chow, Nikolai Sheung-Chi (3)

Peng, Bin (3)

Voigt, Stefan (3)

Capera Romero, Laura (3)

He, Xuezhong (Tony) (3)

Lewbel, Arthur (3)

Zelli, Roberto (3)

Mihet, Roxana (3)

Abudy, Menachem (3)

Pittau, Maria Grazia (3)

Regis, Luca (2)

Kearney, Fearghal (2)

Zhou, Chen (2)

Kassner, Bernhard (2)

Zhao, Xueyan (2)

Roy, Saurabh (2)

Gorbenko, Arseny (2)

Lopez-Lira, Alejandro (2)

Vogel, Sebastian (2)

Patton, Andrew (2)

Hjalmarsson, Erik (2)

Hasse, Jean-Baptiste (2)

Wong, Wing-Keung (2)

Patel, Vinay (2)

Bouri, Elie (2)

Bjønnes, Geir (2)

Lajaunie, Quentin (2)

Heath, Davidson (2)

Putnins, Talis (2)

Prokopczuk, Marcel (2)

Pelizzon, Loriana (2)

Adrian, Tobias (2)

PASCUAL, ROBERTO (2)

Rakowski, David (2)

Söderlind, Paul (2)

Theissen, Erik (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:

Lee, Sokbae (Simon) (63)

GAO, Jiti (60)

Chernozhukov, Victor (51)

Wong, Wing-Keung (45)

Shahzad, Syed Jawad Hussain (42)

Su, Liangjun (41)

Härdle, Wolfgang (40)

Chen, Xiaohong (39)

Sperlich, Stefan (36)

Lewbel, Arthur (36)

Hallin, Marc (33)

Cites to:

Phillips, Peter (87)

Chen, Xiaohong (77)

Newey, Whitney (71)

Andrews, Donald (67)

Bollerslev, Tim (61)

Pesaran, Mohammad (59)

Fan, Jianqing (57)

Engle, Robert (56)

Whang, Yoon-Jae (50)

Campbell, John (47)

Powell, James (41)

Main data

Where OLIVER BRUCE LINTON has published?

Journals with more than one article published# docs
Journal of Econometrics48
Econometric Theory32
Econometrica7
Econometric Reviews5
Journal of Empirical Finance4
Journal of Business & Economic Statistics4
Journal of Applied Econometrics3
Journal of the American Statistical Association3
Journal of the Royal Statistical Society Series B3
Econometrics Journal3
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research3
The Review of Economic Studies2
Economics Letters2
Journal of Business & Economic Statistics2
Journal of the Royal Statistical Society Series A2
Journal of the American Statistical Association2

Working Papers Series with more than one paper published# docs
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies53
CeMMAP working papers / Institute for Fiscal Studies33
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University23
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics13
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes13
Papers / arXiv.org9
Boston College Working Papers in Economics / Boston College Department of Economics6
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía5
LIDAM Discussion Papers ISBA / Universit catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)4
Bank of England working papers / Bank of England4
LIDAM Reprints ISBA / Universit catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)4
Post-Print / HAL3
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing OLIVER BRUCE LINTON (2025 and 2024)

YearTitle of citing document
2025Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157.

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2024The Effect of SNAP on Black Households Nutritional Quality of Food Purchases. (2024). Cleary, Rebecca ; Wang, Duoyu. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343960.

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2024The Effect of SNAP on Black Households Nutritional Quality of Food Purchases. (2024). Cleary, Rebecca ; Wang, Duoyu. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343960.

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2080Bioeconomic feedbacks from large-scale adoption of transgenic pesticidal corn in the Philippines. (2018). Yorobe, Jose M ; Rejesus, Roderick M ; Connor, Lawson ; Brown, Zachary S. In: CEnREP Working Papers. RePEc:ags:nccewp:272080.

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2024Double/Debiased Machine Learning for Treatment and Causal Parameters. (2024). Newey, Whitney ; Hansen, Christian ; Chernozhukov, Victor ; Demirer, Mert ; Robins, James ; Duflo, Esther ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1608.00060.

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2024Testing Forecast Rationality for Measures of Central Tendency. (2024). Patton, Andrew ; Dimitriadis, Timo ; Schmidt, Patrick. In: Papers. RePEc:arx:papers:1910.12545.

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2024Synchronization of endogenous business cycles. (2024). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555.

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2024Identification and Estimation of Average Causal Effects in Fixed Effects Logit Models. (2024). D'Haultfoeuille, Xavier ; Davezies, Laurent ; Laage, Louise. In: Papers. RePEc:arx:papers:2105.00879.

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2024Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models. (2024). Poirier, Alexandre ; Liu, Laura ; Shiu, Ji-Liang. In: Papers. RePEc:arx:papers:2105.12891.

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2024Estimations of the Local Conditional Tail Average Treatment Effect. (2024). Chen, Le-Yu ; Yen, Yu-Min. In: Papers. RePEc:arx:papers:2109.08793.

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2025A projection based approach for interactive fixed effects panel data models. (2025). Wang, Weining ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Soberon, Alexandra. In: Papers. RePEc:arx:papers:2201.11482.

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2025Pairwise Valid Instruments. (2025). Sun, Zhenting ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:2203.08050.

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2025Semiparametric Single-Index Estimation for Average Treatment Effects. (2025). Oka, Tatsushi ; GAO, Jiti ; Huang, Difang. In: Papers. RePEc:arx:papers:2206.08503.

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2025Stochastic arbitrage with market index options. (2025). Beare, Brendan ; Seo, Juwon. In: Papers. RePEc:arx:papers:2207.00949.

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2025Isotonic propensity score matching. (2025). Otsu, Taisuke ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2207.08868.

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2024Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation. (2024). Whang, Yoon-Jae ; Oka, Tatsushi ; GAO, Jiti ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632.

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2024Beta-Sorted Portfolios. (2024). Crump, Richard ; Cattaneo, Matias ; Wang, Weining. In: Papers. RePEc:arx:papers:2208.10974.

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2025Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2024Estimation of Grouped Time-Varying Network Vector Autoregression Models. (2024). Li, Degui ; Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin. In: Papers. RePEc:arx:papers:2303.10117.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2025Adjustment with Many Regressors Under Covariate-Adaptive Randomizations. (2025). Zhang, Yichong ; Li, Liyao ; Jiang, Liang ; Miao, KE. In: Papers. RePEc:arx:papers:2304.08184.

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2025Difference-in-Differences with Compositional Changes. (2025). Sant'Anna, Pedro ; Xu, QI. In: Papers. RePEc:arx:papers:2304.13925.

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2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2024). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2024Inference in Predictive Quantile Regressions. (2024). Maynard, Alex ; Kuriyama, Nina ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:2306.00296.

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2024Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2024PySDTest: a Python/Stata Package for Stochastic Dominance Tests. (2024). Whang, Yoon-Jae ; Lee, Kyungho. In: Papers. RePEc:arx:papers:2307.10694.

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2024Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024Estimation and Inference for a Class of Generalized Hierarchical Models. (2024). GAO, Jiti ; Yan, Yayi ; Dong, Chaohua ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2024Inference for Low-rank Models without Estimating the Rank. (2024). Liao, Yuan ; Choi, Jungjun ; Kwon, Hyukjun. In: Papers. RePEc:arx:papers:2311.16440.

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2024Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures. (2024). Li, Degui ; Xia, Yingcun ; Shang, Han Lin ; Leng, Chenlei. In: Papers. RePEc:arx:papers:2401.05784.

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2025Robust Functional Data Analysis for Stochastic Evolution Equations in Infinite Dimensions. (2024). Schroers, Dennis. In: Papers. RePEc:arx:papers:2401.16286.

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2024Data-driven Policy Learning for Continuous Treatments. (2024). Fang, Yue ; Xie, Haitian ; Ai, Chunrong. In: Papers. RePEc:arx:papers:2402.02535.

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2024Inference for Two-Stage Extremum Estimators. (2024). Houndetoungan, Aristide ; Maoude, Abdoul Haki. In: Papers. RePEc:arx:papers:2402.05030.

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2024Difference-in-Differences Estimators with Continuous Treatments and no Stayers. (2024). D'Haultfoeuille, Xavier ; Vazquez-Bare, Gonzalo ; de Chaisemartin, Cl'Ement. In: Papers. RePEc:arx:papers:2402.05432.

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2025Jump detection in high-frequency order prices. (2024). Hautsch, Nikolaus ; Bibinger, Markus ; Ristig, Alexander. In: Papers. RePEc:arx:papers:2403.00819.

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2024Tests for almost stochastic dominance. (2024). , Javier ; Mora-Corral, Carlos ; Ba, Amparo. In: Papers. RePEc:arx:papers:2403.15258.

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2025Debiased Machine Learning when Nuisance Parameters Appear in Indicator Functions. (2025). Park, Gyungbae. In: Papers. RePEc:arx:papers:2403.15934.

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2025Statistical Inference of Optimal Allocations I: Regularities and their Implications. (2024). Feng, Kai ; Hong, Han. In: Papers. RePEc:arx:papers:2403.18248.

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2025Uniform Inference in High-Dimensional Threshold Regression Models. (2024). Li, Jiatong ; Yan, Hongqiang. In: Papers. RePEc:arx:papers:2404.08105.

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2024One Factor to Bind the Cross-Section of Returns. (2024). Borri, Nicola ; Liu, Yukun ; Chetverikov, Denis ; Tsyvinski, Aleh. In: Papers. RePEc:arx:papers:2404.08129.

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2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Hurlin, Christophe ; Lu, Yang. In: Papers. RePEc:arx:papers:2405.02012.

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2025Robust Estimation and Inference for High-Dimensional Panel Data Models. (2025). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2405.07420.

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2024Estimating the Impact of Social Distance Policy in Mitigating COVID-19 Spread with Factor-Based Imputation Approach. (2024). Liang, Ying ; Ye, Yanyi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2405.12180.

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2025Statistical Inference and A/B Testing in Fisher Markets and Paced Auctions. (2025). Liao, Luofeng ; Kroer, Christian. In: Papers. RePEc:arx:papers:2406.15522.

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2024Testing for Restricted Stochastic Dominance under Survey Nonresponse with Panel Data: Theory and an Evaluation of Poverty in Australia. (2024). Tabri, Rami V ; Elias, Mathew J. In: Papers. RePEc:arx:papers:2406.15702.

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2025Finely Stratified Rerandomization Designs. (2025). Cytrynbaum, Max. In: Papers. RePEc:arx:papers:2407.03279.

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2024CAESar: Conditional Autoregressive Expected Shortfall. (2024). Mazzarisi, Piero ; Gatta, Federico ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:2407.06619.

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2024A nonparametric test for rough volatility. (2024). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2407.10659.

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2024Nonlinear Binscatter Methods. (2024). Farrell, Max ; Crump, Richard ; Cattaneo, Matias ; Feng, Yingjie. In: Papers. RePEc:arx:papers:2407.15276.

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2025Distributional Difference-in-Differences Models with Multiple Time Periods: A Monte Carlo Analysis. (2024). Ciaccio, Andrea. In: Papers. RePEc:arx:papers:2408.01208.

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2024A Sparse Grid Approach for the Nonparametric Estimation of High-Dimensional Random Coefficient Models. (2024). Osterhaus, Maximilian. In: Papers. RePEc:arx:papers:2408.07185.

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2025Uniform Estimation and Inference for Nonparametric Partitioning-Based M-Estimators. (2024). Cattaneo, Matias ; Feng, Yingjie ; Shigida, Boris. In: Papers. RePEc:arx:papers:2409.05715.

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2025Macroscopic properties of equity markets: stylized facts and portfolio performance. (2025). Wong, Ting-Kam Leonard ; Campbell, Steven ; Song, Qien. In: Papers. RePEc:arx:papers:2409.10859.

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2024A new GARCH model with a deterministic time-varying intercept. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Back, Alexander ; Ahlgren, Niklas. In: Papers. RePEc:arx:papers:2410.03239.

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2024Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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2024Continuous Risk Factor Models: Analyzing Asset Correlations through Energy Distance. (2024). Huang, Chun-Sung ; Gawronsky, Marcus. In: Papers. RePEc:arx:papers:2410.23447.

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2024An Adversarial Approach to Identification. (2024). Muris, Chris ; Botosaru, Irene ; Loh, Isaac. In: Papers. RePEc:arx:papers:2411.04239.

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2025Estimating Export-productivity Cutoff Contours with Profit Data: A Novel Threshold Estimation Approach. (2025). Egger, Peter ; Wang, Yulong. In: Papers. RePEc:arx:papers:2502.03406.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2025The Uncertainty of Machine Learning Predictions in Asset Pricing. (2025). Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan ; Schilling, Linda. In: Papers. RePEc:arx:papers:2503.00549.

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2025Difference-in-Differences Meets Synthetic Control: Doubly Robust Identification and Estimation. (2025). Zhang, Yuhang ; Xie, Haitian ; Sun, Yixiao. In: Papers. RePEc:arx:papers:2503.11375.

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2025Testing Conditional Stochastic Dominance at Target Points. (2025). Kim, Deborah ; Canay, Ivan A ; Bugni, Federico A. In: Papers. RePEc:arx:papers:2503.14747.

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2025Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2503.18560.

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2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

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2025Non-parametric Quantile Regression and Uniform Inference with Unknown Error Distribution. (2025). Zhang, Zheng ; Huang, Wei ; Hou, Haoze. In: Papers. RePEc:arx:papers:2504.01761.

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2025Estimation of the complier causal hazard ratio under dependent censoring. (2025). van Keilegom, Ingrid ; Beyhum, Jad ; Crommen, Gilles. In: Papers. RePEc:arx:papers:2504.02096.

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2025Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure. (2025). Zhang, Ruixun ; Xu, Yumin ; Chen, Minshuo. In: Papers. RePEc:arx:papers:2504.06566.

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2025Inference in High-Dimensional Panel Models: Two-Way Dependence and Unobserved Heterogeneity. (2025). Chen, Kaicheng. In: Papers. RePEc:arx:papers:2504.18772.

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2025An Efficient Multi-scale Leverage Effect Estimator under Dependent Microstructure Noise. (2025). Xiong, Ziyang ; Chen, Zhao ; Wang, Christina Dan. In: Papers. RePEc:arx:papers:2505.08654.

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2025Quantile-Optimal Policy Learning under Unmeasured Confounding. (2025). Chen, Xiaohong ; Qi, Zhengling ; Yang, Zhuoran. In: Papers. RePEc:arx:papers:2506.07140.

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2025A New and Efficient Debiased Estimation of General Treatment Models by Balanced Neural Networks Weighting. (2025). Zhang, Zheng ; Wu, Zeqi ; Wang, Meilin ; Huang, Wei. In: Papers. RePEc:arx:papers:2507.04044.

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2025A Relaxation Approach to Synthetic Control. (2025). Zheng, Yapeng ; Shi, Zhentao ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2508.01793.

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2025Approximate Factor Model with S-vine Copula Structure. (2025). Li, Yu-Ning ; Han, Jialing. In: Papers. RePEc:arx:papers:2508.11619.

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2025Deep Learning for Conditional Asset Pricing Models. (2025). Liu, Hongyi. In: Papers. RePEc:arx:papers:2509.04812.

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2025Identification and Estimation of Seller Risk Aversion in Ascending Auctions. (2025). Qi, Tonghui ; Gimenes, Nathalie ; Srisuma, Sorawoot. In: Papers. RePEc:arx:papers:2509.19945.

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2025Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions. (2025). Schneider, Ulrike ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2510.07204.

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2025Ranking Policies Under Loss Aversion and Inequality Aversion. (2025). Parker, Thomas ; Kurek, Radoslaw ; Kobus, Martyna. In: Papers. RePEc:arx:papers:2510.09590.

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2025Local Overidentification and Efficiency Gains in Modern Causal Inference and Data Combination. (2025). Xie, Haitian ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2510.16683.

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2025Spectral analysis of high-dimensional spot volatility matrix with applications. (2025). Liu, Qiang ; Zhou, Wang. In: Papers. RePEc:arx:papers:2511.02660.

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2025Nonparametric Uniform Inference in Binary Classification and Policy Values. (2025). Wan, Yuanyuan ; Sasaki, Yuya ; Liu, Yanbo. In: Papers. RePEc:arx:papers:2511.14700.

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2025ReLU-Based and DNN-Based Generalized Maximum Score Estimators. (2025). Chen, Xiaohong ; Gao, Wayne Yuan ; Wen, Likang. In: Papers. RePEc:arx:papers:2511.19121.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoon Jin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2024Conditions for extrapolating differences in consumption to differences in welfare. (2024). Kaplan, David ; Zhao, Wei. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1090-1104.

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2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

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2024Estimation of the conditional tail moment for Weibull‐type distributions. (2024). Qin, Jing ; Guillou, Armelle ; Goegebeur, Yuri. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:4:p:1782-1815.

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2025Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures. (2025). Li, Degui ; Xia, Yingcun ; Shang, Han Lin ; Leng, Chenlei. In: Working Papers. RePEc:boa:wpaper:202524.

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2024The effects of macroprudential policy announcements on systemic risk. (2024). Bluwstein, Kristina ; Patozi, Alba. In: Bank of England working papers. RePEc:boe:boeewp:1080.

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2025Causal additive models with smooth backfitting. (2025). Asger, Morville ; Byeong, Park. In: Journal of Causal Inference. RePEc:bpj:causin:v:13:y:2025:i:1:p:37:n:1001.

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2025Estimation of Large Dynamic Precision Matrices with a Latent Semiparametric Structure. (2025). Linton, O B ; Chen, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2536.

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2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). Walsh, C ; Vogt, M ; Rcker, M ; Linton, O B. In: Janeway Institute Working Papers. RePEc:cam:camjip:2429.

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2025Estimation of Large Dynamic Precision Matrices with a Latent Semiparametric Structure. (2025). Linton, O B ; Chen, J. In: Janeway Institute Working Papers. RePEc:cam:camjip:2514.

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2025Single-Index Quantile Factor Model with Observed Characteristics. (2025). Xu, R ; Fan, Q. In: Janeway Institute Working Papers. RePEc:cam:camjip:2524.

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2024Extended multivariate EGARCH model: A model for zero€ return and negative spillovers. (2024). Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/24.

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2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

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2025A Democratic Dividend in Trade? Evidence from a Flexible Empirical Implementation. (2025). Eberhardt, Markus ; Larch, Mario ; Desbordes, Rodolphe. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11735.

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2024A General Limit Theory for Nonlinear Functionals of Nonstationary Time Series. (2024). Phillips, Peter ; Wang, Qiying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2337r1.

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2024One Factor to Bind the Cross-Section of Returns. (2024). Borri, Nicola ; Liu, Yukun ; Chetverikov, Denis ; Tsyvinski, Aleh. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2386.

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2024Limit Theory and Inference in Non-cointegrated Functional Coefficient Regression. (2024). Phillips, Peter ; Tu, Yundong ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2399.

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2025Local Overidentification and Efficiency Gains in Modern Causal Inference and Data Combination. (2025). Xie, Haitian ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2467.

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2025Quantile-Optimal Policy Learning under Unmeasured Confounding. (2025). Chen, Siyu ; Qi, Zhengling ; Yang, Zhuoran. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2469.

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2025Firms’ risk and monetary transmission: revisiting the excess bond premium. (2025). Palacios, Mar Domenech. In: Working Paper Series. RePEc:ecb:ecbwps:20253118.

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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:

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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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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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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2023Dynamic Autoregressive Liquidity (DArLiQ).(2023) In: LIDAM Reprints ISBA.
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2022Dynamic Autoregressive Liquidity (DArLiQ).(2022) In: LIDAM Discussion Papers LFIN.
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2024Dynamic Autoregressive Liquidity (DArLiQ).(2024) In: Journal of Business & Economic Statistics.
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2024The effect of stock splits on liquidity in a dynamic model In: LIDAM Discussion Papers ISBA.
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2011Nonparametric regression with filtered data In: LIDAM Reprints ISBA.
[Citation analysis]		paper4
2020Estimation of a multiplicative correlation structure in the large dimensional case In: LIDAM Reprints ISBA.
[Citation analysis]		paper6
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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2022A Unified Framework for Specification Tests of Continuous Treatment Effect Models.(2022) In: Journal of Business & Economic Statistics.
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2023Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance In: Papers.
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2023Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance.(2023) In: Cambridge Working Papers in Economics.
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2023Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance.(2023) In: Janeway Institute Working Papers.
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2025Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects In: Papers.
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2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects.(2024) In: Cambridge Working Papers in Economics.
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2023Estimating Time-Varying Networks for High-Dimensional Time Series In: Papers.
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2022Estimating Time-Varying Networks for High-Dimensional Time Series.(2022) In: Cambridge Working Papers in Economics.
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2022Estimating Time-Varying Networks for High-Dimensional Time Series.(2022) In: Janeway Institute Working Papers.
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2023Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data In: Papers.
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2022Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data.(2022) In: Cambridge Working Papers in Economics.
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2022Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data.(2022) In: Janeway Institute Working Papers.
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2022Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data.(2022) In: Research Papers.
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2024Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data In: Papers.
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2024Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data.(2024) In: Cambridge Working Papers in Economics.
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2024Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data.(2024) In: Janeway Institute Working Papers.
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2024Is the EJRA proportionate and therefore justified? A critical review of the EJRA policy at Cambridge In: Papers.
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2024Is the EJRA proportionate and therefore justified? A critical review of the EJRA policy at Cambridge.(2024) In: Cambridge Working Papers in Economics.
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2024Is the EJRA proportionate and therefore justified? A critical review of the EJRA policy at Cambridge.(2024) In: Janeway Institute Working Papers.
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2002Estimation of semiparametric models when the criterion function is not smooth In: CeMMAP working papers.
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2003Estimation of Semiparametric Models when the Criterion Function is not Smooth.(2003) In: STICERD - Econometrics Paper Series.
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2003Estimation of Semiparametric Models when the Criterion Function Is Not Smooth.(2003) In: Econometrica.
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This paper has nother version. Agregated cites: 327		article
2003Estimation of semiparametric models when the criterion function is not smooth.(2003) In: LSE Research Online Documents on Economics.
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2002Estimation of semiparametric models when the criterion function is not smooth.(2002) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 327		paper
2013A semiparametric model for heterogeneous panel data with fixed effects In: CeMMAP working papers.
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2015A semiparametric model for heterogeneous panel data with fixed effects.(2015) In: Journal of Econometrics.
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2013A semiparametric model for heterogeneous panel data with fixed effects.(2013) In: CeMMAP working papers.
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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 In: CeMMAP working papers.
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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: Bank of England working papers.
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This paper has nother version. Agregated cites: 34		paper
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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This paper has nother version. Agregated cites: 34		paper
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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This paper has nother version. Agregated cites: 34		paper
2002Consistent testing for stochastic dominance: a subsampling approach In: CeMMAP working papers.
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2002Consistent Testing for Stochastic Dominance: A Subsampling Approach.(2002) In: STICERD - Econometrics Paper Series.
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2002Consistent Testing for Stochastic Dominance: A Subsampling Approach.(2002) In: Cowles Foundation Discussion Papers.
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2002Consistent testing for stochastic dominance : a subsampling approach.(2002) In: LSE Research Online Documents on Economics.
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2003Consistent testing for stochastic dominance: a subsampling approach.(2003) In: LSE Research Online Documents on Economics.
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2002Consistent testing for stochastic dominance: a subsampling approach.(2002) In: LSE Research Online Documents on Economics.
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2002Consistent testing for stochastic dominance: a subsampling approach.(2002) In: CeMMAP working papers.
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2001Asymptotic expansions for some semiparametric program evaluation estimators In: CeMMAP working papers.
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2003Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators.(2003) In: STICERD - Econometrics Paper Series.
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2003Asymptotic expansions for some semiparametric program evaluation estimators.(2003) In: LSE Research Online Documents on Economics.
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2001Asymptotic expansions for some semiparametric program evaluation estimators.(2001) In: CeMMAP working papers.
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2004Nonparametric inference for unbalance time series data In: CeMMAP working papers.
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2004Nonparametric Inference for Unbalanced Time Series Data.(2004) In: STICERD - Econometrics Paper Series.
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2005NONPARAMETRIC INFERENCE FOR UNBALANCED TIME SERIES DATA.(2005) In: Econometric Theory.
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2004Nonparametric inference for unbalanced time series data.(2004) In: LSE Research Online Documents on Economics.
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2005Nonparametric inference for unbalanced time series data.(2005) In: LSE Research Online Documents on Economics.
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2004Nonparametric inference for unbalance time series data.(2004) In: CeMMAP working papers.
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2014The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series In: CeMMAP working papers.
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2014The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series.(2014) 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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2015Classification of nonparametric regression functions in heterogeneous panels In: CeMMAP working papers.
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2015Classification of nonparametric regression functions in heterogeneous panels.(2015) In: CeMMAP working papers.
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2015Semiparametric dynamic portfolio choice with multiple conditioning variables In: CeMMAP working papers.
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2016Semiparametric dynamic portfolio choice with multiple conditioning variables.(2016) In: Journal of Econometrics.
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2015Semiparametric dynamic portfolio choice with multiple conditioning variables.(2015) In: CeMMAP working papers.
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2015Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables.(2015) In: Discussion Papers.
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2015Mean Ratio Statistic for measuring predictability In: CeMMAP working papers.
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2015Mean Ratio Statistic for measuring predictability.(2015) In: CeMMAP working papers.
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2003Semiparametric regression analysis with missing response at random In: CeMMAP working papers.
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2004Semiparametric Regression Analysis With Missing Response at Random.(2004) In: Journal of the American Statistical Association.
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2003Semiparametric regression analysis with missing response at random.(2003) In: CeMMAP working papers.
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2013Lets get LADE: robust estimation of semiparametric multiplicative volatility models In: CeMMAP working papers.
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2015LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS.(2015) In: Econometric Theory.
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2013Lets get LADE: robust estimation of semiparametric multiplicative volatility models.(2013) In: CeMMAP working papers.
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2016Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model In: CeMMAP working papers.
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2016Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model.(2016) 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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2015An investigation into multivariate variance ratio statistics and their application to stock market predictability In: CeMMAP working papers.
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2015An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability.(2015) 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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2003Nonparametric estimation of homothetic and homothetically separable functions In: CeMMAP working papers.
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2003Nonparametric Estimation of Homothetic and Homothetically Separable Functions.(2003) In: STICERD - Econometrics Paper Series.
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2003Nonparametric estimation of homothetic and homothetically separable functions.(2003) In: LSE Research Online Documents on Economics.
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2003Nonparametric estimation of homothetic and homothetically separable functions.(2003) In: CeMMAP working papers.
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2013Nonparametric estimation of multivariate elliptic densities via finite mixture sieves In: CeMMAP working papers.
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2013Nonparametric estimation of multivariate elliptic densities via finite mixture sieves.(2013) In: CeMMAP working papers.
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2014Nonparametric estimation of multivariate elliptic densities via finite mixture sieves.(2014) In: Journal of Multivariate Analysis.
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2013Nonparametric estimation of multivariate elliptic densities via finite mixture sieves.(2013) In: CeMMAP working papers.
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2013Nonparametric estimation of multivariate elliptic densities via finite mixture sieves.(2013) In: CeMMAP working papers.
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2013Non-parametric transformation regression with non-stationary data In: CeMMAP working papers.
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2016NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA.(2016) In: Econometric Theory.
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2013Non-parametric transformation regression with non-stationary data.(2013) In: CeMMAP working papers.
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2012Nonparametric estimation of a periodic sequence in the presence of a smooth trend In: CeMMAP working papers.
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2012Nonparametric estimation of a periodic sequence in the presence of a smooth trend.(2012) In: CeMMAP working papers.
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2014Nonparametric estimation of a periodic sequence in the presence of a smooth trend.(2014) In: Biometrika.
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2016Estimation of a Multiplicative Covariance Structure In: CeMMAP working papers.
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2016Estimation of a Multiplicative Covariance Structure.(2016) In: CeMMAP working papers.
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2012A nonparametric test of the leverage hypothesis In: CeMMAP working papers.
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2012A nonparametric test of the leverage hypothesis.(2012) In: CeMMAP working papers.
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2012Efficient estimation of conditional risk measures in a semiparametric GARCH model In: CeMMAP working papers.
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2012Efficient estimation of conditional risk measures in a semiparametric GARCH model.(2012) In: CeMMAP working papers.
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2012Averaging of moment condition estimators In: CeMMAP working papers.
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2012Averaging of moment condition estimators.(2012) In: CeMMAP working papers.
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2012Testing for the stochastic dominance efficiency of a given portfolio In: CeMMAP working papers.
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2012Testing for the stochastic dominance efficiency of a given portfolio.(2012) In: CeMMAP working papers.
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2014Testing for the stochastic dominance efficiency of a given portfolio.(2014) In: Econometrics Journal.
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2012A flexible semiparametric model for time series In: CeMMAP working papers.
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2012A flexible semiparametric model for time series.(2012) In: CeMMAP working papers.
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2012A Flexible Semiparametric Model for Time Series.(2012) In: Monash Econometrics and Business Statistics Working Papers.
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2013A nonparametric test of a strong leverage hypothesis In: CeMMAP working papers.
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2001Nonparametric factor analysis of residual time series In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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