Items where Author is "Linton, Oliver B."

Article

Linton, Oliver B. and Yan, Yang (2011) Semi- and nonparametric ARCH processes. Journal of Probability and Statistics, 2011. pp. 1-17. ISSN 1687-952X

Kim, Woocheol and Linton, Oliver B. (2004) The live method for generalized additive volatility models. Econometric Theory, 20 (6). pp. 1094-1139. ISSN 1469-4360

Barry, Steve, Linton, Oliver B. and Pakes, Ariel (2004) Limit theorems for estimating the parameters of differentiated product demand systems. The Review of Economic Studies, 71 (3). pp. 613-654. ISSN 0034-6527

Book Section

Linton, Oliver B. (2008) ARCH models. In: Bloom, Lawrence E and Durlauf, Steven N, (eds.) The New Palgrave Dictionary of Economics. Palgrave Macmillan, Hampshire, UK, pp. 205-212. ISBN 9780333786765

Linton, Oliver B. (2008) Local regression models. In: Bloom, Lawrence E and Durlauf, Steven N, (eds.) The New Palgrave Dictionary of Economics. Palgrave Macmillan, Hampshire, UK, pp. 177-179. ISBN 9780333786765