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Estimation of a semiparametric IGARCH (1,1) model
Kim, Woocheol; Linton, Oliver - In: Econometric theory 27 (2011) 3, pp. 639-661
Persistent link: https://www.econbiz.de/10009266722
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The live method for generalized additive volatility models
Kim, Woocheol; Linton, Oliver - In: Econometric theory 20 (2004) 6, pp. 1094-1139
Persistent link: https://www.econbiz.de/10002424857
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ESTIMATION OF A SEMIPARAMETRIC IGARCH(1,1) MODEL
Kim, Woocheol; Linton, Oliver - In: Econometric theory 27 (2010) 3, pp. 639-662
Persistent link: https://www.econbiz.de/10009135796
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THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS
Kim, Woocheol; Linton, Oliver - In: Econometric theory 20 (2004) 6, pp. 1094-1139
Persistent link: https://www.econbiz.de/10006962806
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Nonparametric estimation of homogenous functions
Tripathi, Gautam; Kim, Woocheol - In: Econometric theory 19 (2003) 4, pp. 640-663
Persistent link: https://www.econbiz.de/10001777191
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NONPARAMETRIC ESTIMATION OF HOMOGENEOUS FUNCTIONS
Tripathi, Gautam; Kim, Woocheol - In: Econometric theory 19 (2003) 4, pp. 640-664
Persistent link: https://www.econbiz.de/10006968107
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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