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Semiparametric nonlinear panel data models with measurement error
Linton, Oliver; Shiu, Ji-Liang - 2019
Persistent link: https://www.econbiz.de/10012692254
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Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver; Xiao, Zhijie - 2019
Persistent link: https://www.econbiz.de/10012692312
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Estimation of a multiplicative correlation structure in the large dimensional case
Hafnery, Christian; Linton, Oliver; Tang, Haihan - 2018
Persistent link: https://www.econbiz.de/10012671159
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The lower regression function and testing expectation dependence dominance hypotheses
Linton, Oliver; Whang, Yoon-jae; Yen, Yu-min - 2018
Persistent link: https://www.econbiz.de/10012671331
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A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia; Li, Degui; Linton, Oliver - 2018 - version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
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Nonparametric predictive regressions for stock return brediction
Cheng, Tingting; Gao, Jiti; Linton, Oliver - 2019
Persistent link: https://www.econbiz.de/10012698837
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Estimation and inference in semiparametric quantile factor models
Ma, Shujie; Linton, Oliver; Gao, Jiti - 2019
Persistent link: https://www.econbiz.de/10012698841
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A unified framework for efficient estimation of general treatment models
Ai, Chunrong; Linton, Oliver; Motegi, Kaiji; Zhang, Zheng - 2019
Persistent link: https://www.econbiz.de/10012698848