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Averaging of an increasing number of moment condition estimators
Chen, Xiaohong; Jacho-Chávez, David T.; Linton, Oliver - In: Econometric theory 32 (2016) 1, pp. 30-70
Persistent link: https://www.econbiz.de/10011578413
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Efficient estimation of generalized additive nonparametric regression models
Linton, Oliver - In: Econometric theory 16 (2000) 4, pp. 502-523
Persistent link: https://www.econbiz.de/10001517331
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An asymptotic expansion in the GARCH(1,1) model
Linton, Oliver - In: Econometric theory 13 (1997) 4, pp. 558-581
Persistent link: https://www.econbiz.de/10001230723
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Adaptive estimation in ARCH models
Linton, Oliver - In: Econometric theory 9 (1993) 4, pp. 539-569
Persistent link: https://www.econbiz.de/10001156716
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Edgeworth approximation for MINPIN estimators in semiparametric regression models
Linton, Oliver - In: Econometric theory 12 (1996) 1, pp. 30-60
Persistent link: https://www.econbiz.de/10001201818
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Estimating additive nonparametric models by partial Lq norm : the curse of fractionality
Linton, Oliver - In: Econometric theory 17 (2001) 6, pp. 1037-1050
Persistent link: https://www.econbiz.de/10001638374
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Nonparametric inference for unbalanced time series data
Linton, Oliver - In: Econometric theory 21 (2005) 1, pp. 143-157
Persistent link: https://www.econbiz.de/10002674653
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Second-order approximation for adaptive regression estimators
Linton, Oliver; Xiao, Zhijie - In: Econometric theory 17 (2001) 5, pp. 984-1024
Persistent link: https://www.econbiz.de/10001609191
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Nonparametric estimation with aggregated data
Linton, Oliver; Whang, Yoon-jae - In: Econometric theory 18 (2002) 2, pp. 420-468
Persistent link: https://www.econbiz.de/10001661306
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Estimation for a nonstationary semi-strong GARCH (1,1) model with heavy-tailed errors
Linton, Oliver; Pan, Jiazhu; Wang, Hui - In: Econometric theory 26 (2010) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003968440