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The method of simulated scores for the estimation of LDV models with an application to external debt crises
Hajivassiliou, Vassilis Argyrou; McFadden, Daniel - 1990 - Rev
Persistent link: https://www.econbiz.de/10000828142
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Simulation of multivariate normal orthant probabilities : theoretical and computational results
Hajivassiliou, Vassilis Argyrou; McFadden, Daniel; … - 1992
Persistent link: https://www.econbiz.de/10000843655
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Some higher order theory for a consistent nonparametric model specification test
Fan, Yanqin; Linton, Oliver - 1997
Persistent link: https://www.econbiz.de/10000974397
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Applied nonparametric methods
Härdle, Wolfgang; Linton, Oliver - 1994
Persistent link: https://www.econbiz.de/10000147122
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The limiting behavior of kernel estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-Jae; Linton, Oliver - 1996
Persistent link: https://www.econbiz.de/10000621990
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More efficient kernel estimation in nonparametric regression with autocorrelated errors
Xiao, Zhijie; Linton, Oliver; Carroll, Raymond J.; … - 2002
Persistent link: https://www.econbiz.de/10001686083
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Limited theorems for estimating the parameters of differentiated product demand systems
Berry, Steven; Linton, Oliver; Pakes, Ariel - 2002
Persistent link: https://www.econbiz.de/10001671302
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Consistent testing for stochastic dominance : a subsampling approach
Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-jae - 2002
Persistent link: https://www.econbiz.de/10001650718
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A quantilogram approach to evaluating directional predictability
Linton, Oliver; Whang, Yoon-jae - 2004
Persistent link: https://www.econbiz.de/10001961584
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An improved bootstrap test of stochastic dominance
Linton, Oliver; Song, Kyungchul; Whang, Yoon-jae - 2009
Persistent link: https://www.econbiz.de/10003860925