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Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun; Li, Degui; Linton, Oliver; Wang, Hanchao - 2022 - This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
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A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia; Li, Degui; Linton, Oliver - 2018 - version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
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Estimating time-varying networks for high-dimensional time series
Chen, Jia; Li, Degui; Li, Yuning; Linton, Oliver - 2022 - Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
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Nonparametric predictive regressions for stock return brediction
Cheng, Tingting; Gao, Jiti; Linton, Oliver - 2019
Persistent link: https://www.econbiz.de/10012698837
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Estimation and inference in semiparametric quantile factor models
Ma, Shujie; Linton, Oliver; Gao, Jiti - 2019
Persistent link: https://www.econbiz.de/10012698841
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Semiparametric single-index predictive regression
Zhou, Weilun; Gao, Jiti; Harris, David; Kew, Hsein - 2019
Persistent link: https://www.econbiz.de/10012703312
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High dimensional semiparametric moment restriction models
Dong, Chaohua; Gao, Jiti; Linton, Oliver - 2018
Persistent link: https://www.econbiz.de/10012672269
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GMM estimation for high-dimensional panel data models
Cheng, Tingting; Dong, Chaohua; Gao, Jiti; Linton, Oliver - 2022
Persistent link: https://www.econbiz.de/10013484930
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A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti; Linton, Oliver; Peng, Bin - 2022
Persistent link: https://www.econbiz.de/10013484997
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On time trend of COVID-19 : a panel data study
Dong, Chaohua; Gao, Jiti; Linton, Oliver; Peng, Bin - 2020
Persistent link: https://www.econbiz.de/10013205300