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Andreea, Valente, Giorgio, Ness, Robert A.Van, Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, Wel, Michel Van Der, Werner, Ingrid M., Westerholm, P. Joakim, Westheide, Christian, Wika, Hans C., Wipplinger, Evert, Wolf, Michael, Wolff, Christian C.P., Wolk, Leonard, Wong, Wing Keung, Wrampelmeyer, Jan, Wu, Zhen Xing, Xia, Shuo, Xiu, Dacheng, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Yihe, Yu, Shihao, Yueshen, Bart Z., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan M., Zhang, Lu, Zhang, S. Sarah, Zhang, Xiaoyu, Zhao, Lu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu S., Zoican, Marius and Zwinkels, Remco (2024) Nonstandard errors. Journal of Finance, 79 (3). 2339 - 2390. ISSN 0022-1082
Linton, Oliver (2020) When will the coronavirus pandemic peak? LSE Business Review (07 Apr 2020). Blog Entry.
Linton, Oliver, O'Hara, Maureen and Zigrand, Jean-Pierre 
ORCID: 0000-0002-7784-4231
(2012)
Economic impact assessments on MiFID II policy measures related to computer trading in financial markets.
Future of computer trading: working paper.
Foresight, Government Office for Science, London, UK.
Park, Sujin and Linton, Oliver (2012) Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise. Financial Markets Group Discussion Papers (703). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Anderson, Gordon, Linton, Oliver and Leo, Teng Wah (2012) A polarization-cohesion perspective on cross-country convergence. Journal of Economic Growth, 17 (1). pp. 49-69. ISSN 1381-4338
Issler, João Victor, Linton, Oliver and Timmermann, Allan (2011) Annals issue on forecasting — guest editors’ introduction. Journal of Econometrics, 164 (1). pp. 1-3. ISSN 0304-4076
Atak, Alev, Linton, Oliver and Xiao, Zhijie (2011) A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Journal of Econometrics, 164 (1). pp. 92-115. ISSN 0304-4076
Lewbel, Arthur, McFadden, Daniel and Linton, Oliver (2011) Estimating features of a distribution from binomial data. Journal of Econometrics, 162 (2). pp. 170-188. ISSN 0304-4076
Kim, Woocheol and Linton, Oliver (2011) Estimation of a semiparametric IGARCH (1,1) model. Econometric Theory, 27 (3). pp. 639-661. ISSN 0266-4666
Florens, Jean-Pierre and Linton, Oliver (2011) Introduction to the special issue on inverse problems. Econometric Theory, 27 (3). pp. 457-459. ISSN 0266-4666
Linton, Oliver, Mammen, Enno, Nielsen, Jens Perch and Van Keilegom, Ingrid (2011) Nonparametric regression with filtered data. Bernoulli, 17 (1). pp. 60-87. ISSN 1350-7265
Gaglianone, W.P., Lima, L.R., Linton, Oliver and Smith, D.R (2011) Evaluating value-at-risk models via quantile regression. Journal of Business and Economic Statistics, 29 (1). pp. 150-160. ISSN 0735-0015
Buch-Kromann, Tine, Guillén, Montserrat, Linton, Oliver and Nielsen, Jens Perch (2011) Multivariate density estimation using dimension reducing information and tail flattening transformations. Insurance: Mathematics and Economics, 48 (1). pp. 99-110. ISSN 0167-6687
Kong, Efang, Linton, Oliver and Xia, Yingcun (2010) Uniform bahadur representation for local polynomial estimates of M-regression and its application to the additive model. Econometric Theory, 26 (05). pp. 1529-1564. ISSN 0266-4666
Li, Degui, Lu, Zudi and Linton, Oliver (2010) Loch linear fitting under near epoch dependence: uniform consistency with convergence rate. Econometrics (EM/2010/549). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver and Srisuma, Sorawoot (2010) Semiparametric estimation of Markov decision processeswith continuous state space. Econometrics (EM/2010/550). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Koo, Bonsoo and Linton, Oliver (2010) Semiparametric estimation of locally stationary diffusion models. Econometrics (EM/2010/551). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Jacho-Chávez, David, Lewbel, Arthur and Linton, Oliver (2010) Identification and nonparametric estimation of a transformed additively separable model. Journal of Econometrics, 156 (2). pp. 392-407. ISSN 0304-4076
Linton, Oliver and Jacho-Chávez, David (2010) On internally corrected and symmetrized kernel estimators for nonparametric regression. TEST, 19 (1). pp. 166-186. ISSN 1133-0686
Linton, Oliver and Hafner, Christian M. (2010) Efficient estimation of a multivariate multiplicative volatility model. Journal of Econometrics, 159 (1). pp. 55-73. ISSN 0304-4076
Linton, Oliver, Pan, Jiazhu and Wang, Hui (2010) Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. Econometric Theory, 26 (01). pp. 1-28. ISSN 0266-4666
Li, Sheng and Linton, Oliver (2010) Evaluating hedge fund performance: a stochastic dominance approach. In: Guerard, John B., (ed.) Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques. Springer Berlin / Heidelberg, New York, USA, pp. 551-564. ISBN 9780387774381
Linton, Oliver, Song, Kyungchul and Whang, Yoon-Jae (2010) An improved bootstrap test of stochastic dominance. Journal of Econometrics, 154 (2). pp. 186-202. ISSN 0304-4076
Hardle, Wolfgang, Xia, Yingcun and Linton, Oliver (2009) Optimal smoothing for a computationally and statistically efficient single index estimator. Econometrics (EM/2009/537). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Anderson, Gordon, Linton, Oliver and Whang, Yoon-Jae (2009) Nonparametric estimation of a polarization measure. Econometrics Papers (EM/2009/534). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Chen, Xiaohong, Linton, Oliver and Jacho-Chávez, David T. (2009) An alternative way of computing efficient instrumental variable estimators. Econometrics (EM/2009/536). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver and Sancetta, Alessio (2009) Consistent estimation of a general nonparametric regression function in time series. Journal of Econometrics, 152 (1). pp. 70-78. ISSN 0304-4076
Linton, Oliver, Nielsen, Jens Perch and Nielsen, Soren Feodor (2009) Non-parametric regression with a latent time series. Econometrics Journal, 12 (2). pp. 187-207. ISSN 1368-4221
Linton, Oliver (2009) Semiparametric and nonparametric ARCH modeling. In: Andersen, Torben G., Davis, Richard A., Kreiß, Jems-Peter and Mikosch, Thomas, (eds.) Handbook of Financial Time Series. Springer Berlin / Heidelberg, Berlin, Germany, pp. 157-167. ISBN 9783540712961
Lee, Sokbae, Linton, Oliver and Whang, Yoon-Jae (2009) Testing for stochastic monotonicity. Econometrica, 77 (2). pp. 585-602. ISSN 0012-9682
Linton, Oliver, Song, Kyungchul and Whang, Yoon-Jae (2008) Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary. Econometrics Papers (EM/2008/527). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver (2008) A nonparametric threshold model with application to zero returns. Statistics and Its Interface, 1 (2). pp. 321-326. ISSN 1938-7997
Seo, Myung Hwan and Linton, Oliver (2007) A smoothed least squares estimator for threshold regression models. Journal of Econometrics, 141 (2). pp. 704-735. ISSN 0304-4076
Ghosh, Anisha and Linton, Oliver (2007) Consistent estimation of the risk-return tradeoff in the presence of measurement error. Financial Markets Group Discussion Papers (605). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Connor, Gregory, Hagmann, Matthias and Linton, Oliver (2007) Efficient estimation of a semiparametric characteristic-based factor model of security returns. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Connor, Gregory, Hagmann, Matthias and Linton, Oliver (2007) Efficient estimation of a semiparametric characteristic-based factor model of security returns. Financial Markets Group Discussion Papers (599). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Kalnina, Ilze and Linton, Oliver (2007) Inference about realized volatility using infill subsampling. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Li, Sheng and Linton, Oliver (2007) Evaluating hedge fund performance: a stochastic dominance approach. Financial Markets Group Discussion Papers (591). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Kalnina, Ilze and Linton, Oliver (2006) Estimating quadratic variation consistently in the presence of correlated measurement error. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Cho, Young-Hyun, Linton, Oliver and Whang, Yoon-Jae (2006) Are there Monday effects in stock returns: a stochastic dominance approach. Financial Markets Group Discussion Papers (568). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Lewbel, Arthur, Linton, Oliver and McFadden, D. L. (2006) Estimating features of a distribution from binomial data. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Jacho-Chávez, David, Lewbel, Arthur and Linton, Oliver (2006) Identification and nonparametric estimation of a transformed additively separable model. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Connor, Gregory and Linton, Oliver (2006) Semiparametric estimation of a characteristic-based factor model of common stock returns. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver and Mammen, Enno (2006) Nonparametric transformation to white noise. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Lee, Sokbae, Linton, Oliver and Whang, Yoon-Jae (2006) Testing for stochastic monotonicity. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Connor, Gregory, Korajczyk, R. and Linton, Oliver (2006) The common and specific components of dynamic volatility. Journal of Econometrics, 132 (1). pp. 231-255. ISSN 0304-4076
Jeffrey, Andrew, Linton, Oliver and Nguyen, Thong (2006) Flexible term structure estimation: which method is preferred. Metrika, 63 (1). pp. 99-122. ISSN 0026-1335
Hogh, N., Linton, Oliver and Nielsen, J.P. (2006) The Froot-Stein model revisited. Annals of Actuarial Science, 1 (1). pp. 37-47. ISSN 1748-4995
Linton, Oliver and Kristensen, Dennis (2006) A closed-form estimator for the GARCH(1,1)-Model. Econometric Theory, 22 (2). pp. 323-337. ISSN 0266-4666
Linton, Oliver and Seo, Myunghwan (2005) A smoothed least squares estimator for threshold regression models. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver and Mammen, Enno (2005) Estimating semiparametric ARCH models by kernel smoothing methods. Econometrica, 73 (3). pp. 771-836. ISSN 0012-9682
Linton, Oliver (2005) Nonparametric inference for unbalanced time series data. Econometric Theory, 21 (1). pp. 143-157. ISSN 1469-4360
Ichimura, H. and Linton, Oliver (2005) Asymptotic expansions for some semiparametric program evaluation estimators. In: Andrews, D.W.K. and Stock, J., (eds.) Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg. Cambridge University Press, Cambridge, UK, pp. 149-170. ISBN 052184441X
Linton, Oliver, Maasoumi, E and Whang, Y (2005) Consistent testing for stochastic dominance under general sampling schemes. Review of Economic Studies, 72 (3). pp. 735-765. ISSN 0034-6527
Linton, Oliver and Mammen, Enno (2004) Estimating semiparametric ARCH (∞) models by kernel smoothing methods. Financial Markets Group Discussion Papers (511). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Linton, Oliver (2004) Estimation of linear regression models by a spread-tolerant estimator. Financial Markets Group Discussion Papers (512). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Sabbatini, Michael and Linton, Oliver (2004) A GARCH model of the implied volatility of the Swiss Market Index from options prices. Financial Markets Group Discussion Papers (516). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Kim, Woocheol and Linton, Oliver (2004) A local instrumental variable estimation method for generalized additive volatility models. Financial Markets Group Discussion Papers (509). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Linton, Oliver, Mammen, Enno, Nielsen, J. and Taanggard, C. (2004) Yield curve estimation by kernel smoothing. Financial Markets Group Discussion Papers (515). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Linton, Oliver (2004) Nonparametric inference for unbalanced time series data. Econometrics; EM/2004/474 (EM/04/474). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Jeffrey, Andrew, Kristensen, Dennis, Linton, Oliver, Nguyen, Thong and Phillips, Peter C. B. (2004) Non-parametric estimation of multi-factor Heath Jarrow Morton term structure models. Journal of Financial Econometrics, 2 (2). pp. 251-289. ISSN 1479-8409
Shintani, Mototsugu and Linton, Oliver (2004) Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Journal of Econometrics, 120 (1). pp. 1-34. ISSN 0304-4076
Wang, Q, Linton, Oliver and Hardle, W (2004) Semiparametric regression analysis with missing response at random. Journal of the American Statistical Association, 99 (466). pp. 334-345. ISSN 0162-1459
Hodgson, Douglas J, Linton, Oliver and Vorkink, Keith (2004) Testing forward exchange rate unbiasedness efficiently : a semiparametric approach. Journal of Applied Economics, 7 (2). pp. 325-353. ISSN 1514-0326
Linton, Oliver (2004) An optimal estimator of true mark under double blind marking. . Department of Economics, London School of Economics and Political Science, London, UK.
Linton, Oliver, Maasoumi, Esfandiar and Whang, Yoon-Jae (2003) Consistent testing for stochastic dominance: a subsampling approach. Financial Markets Group Discussion Papers (508). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Linton, Oliver, Maasoumi, Esfandiar and Whang, Yoon-Jae (2003) Consistent testing for stochastic dominance under general sampling schemes. Econometrics; EM/2003/466 (EM/03/466). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Hogh, Nils, Linton, Oliver and Nielsen, J P (2003) The Froot-Stein model revisited. Economics working paper archive - Finance (0401004). EconWPA.
Linton, Oliver and Whang, Yoon-Jae (2003) A quantilogram approach to evaluating directional predictability. Econometrics; EM/2003/463 (EM/03/463). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Lewbel, Arthur and Linton, Oliver (2003) Nonparametric estimation of homothetic and homothetically separable functions. Econometrics; EM/2003/461 (EM/03/461). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver, Cheng, Xiaohong and Van Keilegom, Ingrid (2003) Estimation of semiparametric models when the criterion function is not smooth. Econometrica, 71 (5). pp. 1591-1608. ISSN 0012-9682
Ichimura, Hidehiko and Linton, Oliver (2003) Asymptotic expansions for some semiparametric program evaluation estimators. Econometrics; EM/2003/451 (EM/03/451). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver and Mammen, Enno (2003) Estimating semiparametric ARCH (8) models by kernel smoothing methods. Econometrics; EM/2003/453 (EM/03/453). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver and Mammen, Enno (2003) Estimating semiparametric ARCH (∞) models by kernel smoothing methods. Econometrics (EM/2003/453). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Chen, Xiaohong, Linton, Oliver and Van Keilegom, Ingrid (2003) Estimation of semiparametric models when the criterion function is not smooth. Econometrics; EM/2003/450 (EM/03/450). Suntory and Toyota International Centres for Economics and Related Disciplines, London.
Shintani, Mototsugu and Linton, Oliver (2003) Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Econometrics; EM/2003/455 (EM/03/455). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Hardle, Wolfgang, Linton, Oliver and Wang, Qihua (2003) Semiparametric regression analysis under imputation for missing response data. Econometrics; EM/2003/454 (EM/03/454). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Kim, Woocheol and Linton, Oliver (2003) A local instrumental variable estimation method for generalized additive volatility models. Econometrics; EM/2003/456 (EM/2003/456). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver, Carroll, R J, Lin, X and Mammen, E (2003) Accounting for correlation in marginal longitudinal nonparametric regression. In: Lin, D Y and Heagerty, P J, (eds.) Second Seattle Symposium on Biostatistics. Lecture notes in statistics. Springer Berlin / Heidelberg, Berlin. ISBN 0-38720-8623
Linton, Oliver, Nielsen, J P and van de Geer, S (2003) Estimating multiplicative and additive hazard functions by kernel methods. Annals of Statistics, 31 (2). pp. 464-492. ISSN 0090-5364
Shintani, M and Linton, Oliver (2003) Is there chaos in the world economy? : a nonparametric test using consistent standard errors. International Economic Review, 44 (1). pp. 331-358. ISSN 0020-6598
Xiao, Zhijie, Linton, Oliver, Carroll, Raymond J and Mammen, Enno (2003) More efficient local polynomial estimation in nonparametric regression with autocorrelated errors. Journal of the American Statistical Association, 98 (464). pp. 980-992. ISSN 0162-1459
Linton, Oliver and Mammen, E (2003) Nonparametric smoothing methods for a class of non-standard curve estimation problems. In: Politis, D N and Akritas, M G, (eds.) Recent Advances and Trends in Nonparametric Statistics. Elsevier Science (Firm), Amsterdam, pp. 203-216. ISBN 0-44451-3787
Fan, Yanqin and Linton, Oliver (2003) Some higher-order theory for a consistent non-parametric model specification test. Journal of Statistical Planning and Inference, 109 (1-2.). pp. 125-154. ISSN 0378-3758
Linton, Oliver and Perron, B (2003) The shape of the risk premium : evidence from a semiparametric generalized autoregressive conditional heteroscedasticity model. Journal of Business and Economic Statistics, 21 (3). pp. 354-367. ISSN 0735-0015
Linton, Oliver (2002) Comment on "an adaptive estimation of dimension reduction space" by Y. Xia, H. Tong, and W.K. Li. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 64 (3). p. 400. ISSN 1369-7412
Carroll, Raymond J, Linton, Oliver, Mammen, Enno and Xiao, Zhijie (2002) More efficient kernel estimation in nonparametric regression with autocorrelated errors. Econometrics; EM/2002/435 (EM/02/435). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver and Whang, Yoon-Jae (2002) Nonparametric estimation with aggregated data. Econometric Theory, 18 (2). pp. 420-468. ISSN 1469-4360
Linton, Oliver, Maasoumi, Esfandiar and Whang, Yoon-Jae (2002) Consistent testing for stochastic dominance : a subsampling approach. Econometrics; EM/2002/433 (EM/02/433). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver and Lewbel, Arthur (2002) Nonparametric censored and truncated regression. Econometrica, 70 (2). pp. 765-779. ISSN 0012-9682
Shintani, Mototsugu and Linton, Oliver (2002) Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Econometrics; EM/2002/434 (EM/02/434). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver and Shintani, Mototsugu (2002) Nonparametric neutral network estimation of lyapunov exponents and a direct test for chaos. Econometrics (EM/2002/434). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver, Maasoumi, Esfandiar and Whang, Yoon-Jae (2002) Consistent testing for stochastic dominance: a subsampling approach. Financial Markets Group Discussion Papers (407). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Linton, Oliver (2002) Edgeworth approximations for semiparametric instrumental variable estimators and test statistics. Journal of Econometrics, 106 (2). pp. 325-368. ISSN 0304-4076
Hodgson, D. J., Linton, Oliver and Vorkink, Keith (2002) Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach. Journal of Applied Econometrics, 17 (6). pp. 617-639. ISSN 0883-7252
Xiao, Z and Linton, Oliver (2002) A nonparametric prewhitened covariance estimator. Journal of Time Series Analysis, 23 (2). pp. 215-250. ISSN 0143-9782
Linton, Oliver (2001) Estimating additive nonparametric models by partial Lq norm: the curse of fractionality. Econometric Theory, 17 (6). pp. 1037-1050. ISSN 0266-4666
Linton, Oliver, Mammen, Enno, Nielsen, Jans Perch and Tanggaard, Carsten (2001) Yield curve estimation by kernel smoothing methods. Journal of Econometrics, 105 (1). 185 - 224. ISSN 0304-4076
Linton, Oliver and Xiao, Zhijie (2001) Second-order approximation for adaptive regression estimators. Econometric Theory, 17 (5). pp. 984-1024. ISSN 0266-4666
Linton, Oliver and Rodríguez-Poo, Juan M. (2001) Nonparametric factor analysis for residual time series. TEST, 10 (1). pp. 161-182. ISSN 1133-0686
Linton, Oliver, Hodgson, Douglas J. and Vorkink, Keith (2001) Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach. Financial Markets Group Discussion Papers (382). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Linton, Oliver and Xiao, Zhijie (2001) A nonparametric regression estimator that adapts to error distribution of unknown form. Econometrics; EM/2001/419 (EM/01/419). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Chen, Xiaohong, Linton, Oliver and Robinson, Peter (2001) The estimation of conditional densities. Econometrics; EM/2001/415 (EM/01/415). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver, Perch Nielsen, Jens and van de Geer, Sara (2001) Estimating multiplicative and additive hazard functions by kernel methods. Econometrics; EM/2001/411 (EM/01/411). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Jeffrey, Andrew, Linton, Oliver and Nguyen, Thong (2001) Flexible term structure estimation: which method is preferable? Discussion papers (513). Financial Markets Group, The London School of Economics and Political Science, London, UK. (Submitted)
Jeffrey, Andrew, Linton, Oliver and Nguyen, Thong (2001) Flexible term structure estimation: which method is preferred? Financial Markets Group Discussion Papers (513). Financial Markets Group, The London School of Economics and Political Science, London.
Linton, Oliver (2001) Estimation of linear regression models from bid-ask data by a spread-tolerant estimator. Annals of Economics and Finance, 2 (1). pp. 237-248. ISSN 1529-7373
Linton, Oliver and Shintani, M (2001) Is there chaos in the world economy? A nonparametric test using consistent standard errors. Financial Markets Group Discussion Papers (383). Financial Markets Group, The London School of Economics and Political Science, London.
Linton, Oliver (2001) Symmetrizing and unitizing transformations for linear smoothing weights. Computational Statistics, 16 (1). pp. 153-164. ISSN 0943-4062
Robinson, Peter M., Chen, Xu and Linton, Oliver (2001) The estimation of conditional densities. In: Puri, Madan L, (ed.) Asymptotics in Statistics and Probability - Papers in Honor of George Gregory Roussas. VSP International Science Publishers, Utrecht, The Netherlands, pp. 71-84. ISBN 9789067643337
Gonzalo, Pedro L and Linton, Oliver (2001) A nonparametric test of additivity in generalized nonparametric regression with estimated parameters. Journal of Econometrics, 104 (1). pp. 1-48. ISSN 0304-4076
Gozalo, Pedro and Linton, Oliver (2000) Local nonlinear least squares: using parametric information in nonparametric regression. Journal of Econometrics, 99 (1). pp. 63-106. ISSN 0304-4076
Linton, Oliver and Perron, Benoit (2000) The shape of the risk premium: evidence from a semiparametric GARCH model. Financial Markets Group Discussion Papers (514). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Linton, Oliver (2000) Efficient estimation of generalized additive nonparametric regression models. Econometric Theory, 16 (4). pp. 502-523. ISSN 0266-4666
Linton, Oliver (2000) Edgeworth approximations for semiparametric instrumental variable estimators and test statistics. Econometrics; EM/2000/399 (EM/00/399). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Berry, Steve, Linton, Oliver and Pakes, Ariel (2000) Limit theorems for estimating the parameters of differentiated product demand systems. Econometrics; EM/2000/400 (EM/00/400). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver and Whang, Yoon-Jae (2000) Nonparametric estimation with aggregated data. Econometrics; EM/2000/397 (EM/00/397). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Hodgson, Douglas J, Linton, Oliver and Vorkink, Keith (2000) Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach. Econometrics; EM/2000/398 (EM/00/398). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Lewbel, Arthur and Linton, Oliver (2000) Nonparametric censored and truncated regression. Econometrics; EM/2000/389 (EM/00/389). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver, Mammen, Enno, Perch Nielsen, Jens and Tanggaard, C (2000) Yield curve estimation by kernel smoothing methods. Econometrics (EM/00/385). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Mammen, Enno, Linton, Oliver and Nielsen, J (2000) The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Econometrics; EM/2000/386 (EM/00/386). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver and Steigerwald, Douglas G. (2000) Adaptive testing in ARCH models. Econometric Reviews, 19 (2). pp. 145-174. ISSN 0747-4938
Gozalo, P and Linton, Oliver (2000) Local nonlinear least squares : using parametric information in non-parametric regression. Journal of Econometrics, 99 (1). pp. 63-106. ISSN 0304-4076
Linton, Oliver, Hardle, W and Sperlich, S (1999) Integration and backfitting methods in additive models-finite sample properties and comparison. TEST, 8 (2). pp. 419-458. ISSN 1133-0686
Whang, YJ and Linton, Oliver (1999) The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. Journal of Econometrics, 91 (1). pp. 1-42. ISSN 0304-4076
Linton, Oliver, Kim, W and Hengartner, N (1999) A computationally efficient oracle estimator for additive nonparametric regression with boot-strap confidence intervals. Journal of Computational and Graphical Statistics, 8 (2). pp. 278-297. ISSN 1061-8600
Linton, Oliver, Mammen, E. and Nielsen, J. (1999) The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Annals of Statistics, 27 (5). pp. 1443-1490. ISSN 0090-5364
Sabbatini, Michael and Linton, Oliver (1998) A GARCH model of the implied volatility of the Swiss market index from option prices. International Journal of Forecasting, 14 (2). pp. 199-213. ISSN 0169-2070
Linton, Oliver and Hardle, W (1998) Nonparametric regression. In: Encyclopaedia of Statistical Sciences. John Wiley & Sons, New York, pp. 470-485.
Nielsen, Jens P., Linton, Oliver and Bickel, Peter J. (1998) On a semiparametric survival model with flexible covariate effect. Annals of Statistics, 26 (1). pp. 215-241. ISSN 0090-5364
Nielsen, J P and Linton, Oliver (1998) An optimization interpretation of integration and back-fitting estimators for separable nonparametric models. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 60 (1). pp. 217-222. ISSN 1369-7412
Linton, Oliver (1997) Efficient estimation of additive nonparametric regression models. Biometrika, 84 (2). pp. 469-473. ISSN 0006-3444
Linton, Oliver and Hardle, W (1997) Estimation of additive regression models with known links. Biometrika, 83 (3). pp. 529-540. ISSN 0006-3444
Linton, Oliver, Chen, R, Wang, N and Hardle, W (1997) An analysis of transformations for additive nonparametric regression. Journal of the American Statistical Association, 92 (440). pp. 1512-1521. ISSN 0162-1459
Linton, Oliver (1997) An asymptotic expansion in the GARCH(1,1) model. Econometric Theory, 13 (4). pp. 558-581. ISSN 0266-4666
Linton, Oliver (1996) Edgeworth approximation for MINPIN estimators in semiparametric regression models. Econometric Theory, 12 (1). pp. 30-60. ISSN 0266-4666
Linton, Oliver, Chen, R, Hardle, W and Severance-Lossin, E (1996) Nonparametric estimation of additive separable regression. In: Hardle, W and Schimek, M G, (eds.) Statistical Theory and Computational Aspects of Smoothing. Physica-Verlag, Heidelberg, pp. 247-265.
Hengartner, N W and Linton, Oliver (1996) Nonparametric regression estimation at design poles and zeros. Canadian Journal of Statistics, 24 (4). pp. 583-591. ISSN 0319-5724
Linton, Oliver (1996) Second order approximation in a linear regression with heteroskedasticity of unknown form. Econometric Reviews, 15. pp. 1-32. ISSN 0747-4938
Linton, Oliver (1995) Estimation in semiparametric models : a review. In: Phillips, P C B and Maddala, G S, (eds.) A Volume in Honor of C. R. Rao. Blackwell Publishing Ltd., Oxford.
Linton, Oliver and Nielsen, J.P. (1995) Kernel estimation in a nonparametric marker dependent hazard model. Annals of Statistics, 23 (5). pp. 1735-1748. ISSN 0090-5364
Linton, Oliver (1995) Second order approximation in the partially linear regression model. Econometrica, 63 (5). pp. 1079-1112. ISSN 0012-9682
Linton, Oliver and Nielsen, J P (1995) A kernel method of estimating structured nonparametric regression based on marginal integration. Biometrika, 82. pp. 93-100. ISSN 0006-3444
Jones, M C, Linton, Oliver and Nielsen, J P (1995) A simple bias reduction method for density estimation. Biometrika, 82 (2). pp. 327-338. ISSN 0006-3444
Linton, Oliver and Nielsen, Jens Perch (1994) A multiplicative bias reduction method for nonparametric regression. Statistics and Probability Letters, 19 (3). pp. 181-187. ISSN 0167-7152
Linton, Oliver (1993) Adaptive estimation in ARCH models. Econometric Theory, 9 (4). pp. 539-569. ISSN 0266-4666
