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Linton, Oliver
66
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Econometric theory
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Solving replication problems in a complete market by orthogonal series expansion
Dong, Chaohua
;
Gao, Jiti
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 306-317
Persistent link: https://www.econbiz.de/10010134057
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2
A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM
Matzner-Lober, E.
;
Hjort, N.L.
;
Hjort, N.L.
;
Jones, M.C.
; …
- In:
Econometric theory
23
(
2007
)
3
,
pp. 371-413
Persistent link: https://www.econbiz.de/10007718233
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3
Estimating Semiparametric ARCH((infinity)) Models by Kernel Smoothing Methods link rid="fn001">1
Linton, O.
;
Mammen, E.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 771-836
Persistent link: https://www.econbiz.de/10006752876
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4
Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors
Shintani, M.
;
Linton, O.
- In:
International economic review
44
(
2003
)
1
,
pp. 331
Persistent link: https://www.econbiz.de/10006030291
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5
The quantilogram: With an application to evaluating directional predictability
Linton, O.
;
Whang, Yoon-Jae
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 250-282
Persistent link: https://www.econbiz.de/10007797058
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6
PROBLEMS AND SOLUTIONS - SOLUTIONS - An Alternative GLS-Like Transformation in Regression Models with AR(1)-Errors
Linton, O.
;
Kristensen, D.
- In:
Econometric theory
18
(
2002
)
4
,
pp. 1008-1010
Persistent link: https://www.econbiz.de/10006973187
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7
Non‐parametric time‐varying coefficient panel data models with fixed effects
Li, Degui
;
Chen, Jia
;
Gao, Jiti
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 387-409
Persistent link: https://www.econbiz.de/10009343980
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8
Semiparametric estimation in triangular system equations with nonstationarity
Gao, Jiti
;
Phillips, Peter C.B.
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10010131794
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9
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects
Chen, Jia
;
Gao, Jiti
;
Li, Degui
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 315-330
Persistent link: https://www.econbiz.de/10010154954
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10
Nonparametric simultaneous testing for structural breaks
Gao, Jiti
;
Gijbels, Irène
;
Van Bellegem, Sébastien
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 123-142
Persistent link: https://www.econbiz.de/10007899827
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