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Testing for the stochastic dominance efficiency of a given portfolio
Linton, Oliver; Post, Thierry; Whang, Yoon-jae - In: The econometrics journal 17 (2014) 2, pp. 59-74
Persistent link: https://www.econbiz.de/10010498726
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Non-parametric regression with a latent time series
Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor - In: The econometrics journal 12 (2009) 2, pp. 187-207
Persistent link: https://www.econbiz.de/10003875342
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On unit free assessment of the extent of multilateral distributional variation
Anderson, Gordon; Linton, Oliver; Pittau, Maria Grazia; … - In: The econometrics journal 24 (2021) 3, pp. 502-518
Persistent link: https://www.econbiz.de/10012620722
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Instrumental variable quantile regression under random right censoring
Beyhum, Jad; Tedesco, Lorenzo; Van Keilegom, Ingrid - In: The econometrics journal 27 (2024) 1, pp. 21-36
Persistent link: https://www.econbiz.de/10014528086
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Copula-based nonlinear quantile autoregression
Chen, Xiaohong; Koenker, Roger; Xiao, Zhijie - In: The econometrics journal 12 (2009), pp. 50-67
Persistent link: https://www.econbiz.de/10003876289
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EDITORIAL
Linton, Oliver; Smith, Richard J. - In: The econometrics journal 15 (2012) 1, pp. Ci
Persistent link: https://www.econbiz.de/10009833432
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Non-parametric regression with a latent time series
Linton, Oliver; Nielsen, Jensperch; Nielsen, Sørenfeodor - In: The econometrics journal 12 (2009) 2, pp. 187-207
Persistent link: https://www.econbiz.de/10008279070