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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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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
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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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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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Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.; Linton, Oliver - 2022
Persistent link: https://www.econbiz.de/10013486082
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Auditing the auditors : an evaluation of the REF2021 output results
Linton, Oliver; Xu, Emily - 2022
Persistent link: https://www.econbiz.de/10013486119
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Non-standard errors
Menkveld, Albert J.; Holzmeister, Felix; Johannesson, Magnus - 2021
Persistent link: https://www.econbiz.de/10013262857
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Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.; Linton, Oliver; Wang, Linqi - 2022
Persistent link: https://www.econbiz.de/10013263369