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Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory (contributor); Hagmann, Matthias (contributor) - 2007
Persistent link: https://www.econbiz.de/10003563511
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Semiparametric estimation of a characteristic-based facto model of common stock returns
Connor, Gregory (contributor); Linton, Oliver (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375920
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A smoothed least squares estimator for threshold regression models
Seoy, M. (contributor); Linton, Oliver (contributor) - 2005
Persistent link: https://www.econbiz.de/10003164608
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Nonparametric transformation to white noise
Linton, Oliver (contributor); Mammen, Enno (contributor) - 2006
Persistent link: https://www.econbiz.de/10003361955
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Inference about realized volatility using infill subsampling
Kalnina, Ilze (contributor); Linton, Oliver (contributor) - 2007
Persistent link: https://www.econbiz.de/10003535624
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Testing for stochastic monotonicity
Lee, Sokbae (contributor); Linton, Oliver (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003360105
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Estimating quadratic variation consistently in the presence of correlated measurement errors
Kalnina, Ilze (contributor); Linton, Oliver (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375854
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Identification and nonparametric estimation of a transformed additively separable model
Jacho-Chávez, David (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003375855
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Estimating features of a distribution from binomial data
Lewbel, Arthur (contributor); Linton, Oliver (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003375857
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Nonparametric estimation of a polarization measure
Anderson, Gordon; Linton, Oliver; Whang, Yoon-jae - 2009
Persistent link: https://www.econbiz.de/10003845918