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Article

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

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

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

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

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

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 1368-423X

Lee, Sokbae, Linton, Oliver and Whang, Yoon-Jae (2009) Testing for stochastic monotonicity. Econometrica, 77 (2). pp. 585-602. ISSN 0012-9682

Linton, Oliver (2008) A nonparametric threshold model with application to zero returns. Statistics and Its Interface, 1 (2). 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

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 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

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

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

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, 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 1468-0262

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

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 B, 64 (3). p. 400. ISSN 1369-7412

Linton, Oliver and Whang, Yoon-Jae (2002) Nonparametric estimation with aggregated data. Econometric Theory, 18 (2). pp. 420-468. ISSN 1469-4360

Linton, Oliver and Lewbel, Arthur (2002) Nonparametric censored and truncated regression. Econometrica, 70 (2). pp. 765-779. ISSN 0012-9682

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). pp. 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 (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 (2001) Symmetrizing and unitizing transformations for linear smoothing weights. Computational Statistics, 16 (1). pp. 153-164. ISSN 0943-4062

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 (2000) Efficient estimation of generalized additive nonparametric regression models. Econometric Theory, 16 (4). pp. 502-523. ISSN 0266-4666

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

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, 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

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 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

Book Section

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, New York, USA, pp. 551-564. ISBN 9780387774381

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, Germany, pp. 157-167. ISBN 9783540712961

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

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, 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-Verlag, Berlin. ISBN 0-38720-8623

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, Amsterdam, pp. 203-216. ISBN 0-44451-3787

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

Linton, Oliver and Hardle, W (1998) Nonparametric regression. In: Encyclopaedia of Statistical Sciences. Wiley, New York, pp. 470-485.

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.

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, Oxford.

Monograph

Li, Degui, Lu, Zudi and Linton, Oliver (2010) Loch linear fitting under near epoch dependence: uniform consistency with convergence rate. Econometrics, EM/2010/549. The London School of Economics and Political Science, 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. The London School of Economics and Political Science, 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. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hardle, Wolfgang, Xia, Yingcun and Linton, Oliver (2009) Optimal smoothing for a computationally and statistically efficient single index estimator. Econometrics, EM/2009/537. The London School of Economics and Political Science, 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 Centre, London School of Economics and Political Science, 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. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

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 Centre, London School of Economics and Political Science, London, UK.

Ghosh, Anisha and Linton, Oliver (2007) Consistent estimation of the risk-return tradeoff in the presence of measurement error. Discussion paper, 605. Financial Markets Group, 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. EM/2007/524. Suntory and Toyota International Centres for Economics and Related Disciplines, 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. Discussion paper, 599. Financial Markets Group, London School of Economics and Political Science, London, UK.

Kalnina, Ilze and Linton, Oliver (2007) Inference about realized volatility using infill subsampling. EM/2007/523. 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. Discussion paper, 591. Financial Markets Group, 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. EM/2006/509. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Cho, Young-Hyun, Linton, Oliver and Whang, Yoon-Jae (2006) Are there Monday effects in stock returns: a stochastic dominance approach. Discussion paper, 568. Financial Markets Group, 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. EM/2006/507. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Jacho-Chávez, David, Lewbel, Arthur and Linton, Oliver (2006) Identification and nonparametric estimation of a transformed additively separable model. EM/06/508. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Connor, Gregory and Linton, Oliver (2006) Semiparametric estimation of a characteristic-based factor model of common stock returns. EM/2006/506. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Linton, Oliver and Mammen, Enno (2006) Nonparametric transformation to white noise. EM/2006/503. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Lee, Sokbae, Linton, Oliver and Whang, Yoon-Jae (2006) Testing for stochastic monotonicity. EM/2006/504. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Linton, Oliver and Seo, Myunghwan (2005) A smoothed least squares estimator for threshold regression models. EM/05/496. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Linton, Oliver, Maasoumi, Esfandiar and Whang, Yoon-Jae (2004) Consistent testing for stochastic dominance: a subsampling approach. Discussion paper, 508. Financial Markets Group, London School of Economics and Political Science, London, UK.

Linton, Oliver and Mammen, Enno (2004) Estimating semiparametric ARCH models by kernel smoothing methods. Discussion paper, 511. Financial Markets Group, London School of Economics and Political Science, London, UK.

Linton, Oliver (2004) Estimation of linear regression models by a spread-tolerant estimator. Discussion paper, 512. Financial Markets Group, London School of Economics and Political Science, London, UK.

Linton, Oliver and Sabbatini, Michael (2004) A GARCH model of the implied volatility of the Swiss Market Index from options prices. Discussion paper, 516. Financial Markets Group, 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. Discussion paper, 515. Financial Markets Group, 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. Discussion paper, 509. Financial Markets Group, 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 School of Economics and Political Science, London, UK.

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 under general sampling schemes. Econometrics; EM/2003/466, EM/03/466. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, 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 School of Economics and Political Science, 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 School of Economics and Political Science, London, UK.

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 School of Economics and Political Science, 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 School of Economics and Political Science, London, UK.

Linton, Oliver and Mammen, Enno (2003) Estimating semiparametric ARCH (∞) models by kernel smoothing methods. Econometrics, EM/2003/453. The London School of Economics and Political Science, 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 School of Economics and Political Science, 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 School of Economics and Political Science, 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 School of Economics and Political Science, 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 School of Economics and Political Science, London, UK.

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 School of Economics and Political Science, London, UK.

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 School of Economics and Political Science, London, UK.

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 School of Economics and Political Science, 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. The London School of Economics and Political Science, 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. Discussion paper, 407. Financial Markets Group, London School of Economics and Political Science, London, UK.

Linton, Oliver, Hodgson, Douglas J. and Vorkink, Keith (2001) Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach. Discussion paper, 382. Financial Markets Group, 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 School of Economics and Political Science, 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 School of Economics and Political Science, 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 School of Economics and Political Science,, London, UK.

Jeffrey, Andrew, Linton, Oliver and Nguyen, Thong (2001) Flexible term structure estimation: which method is preferable? Discussion papers, 513. Financial Markets Group, London School of Economics and Political Science, London, UK.

Linton, Oliver, Jeffrey, Andrew and Nguyen, Thong (2001) Flexible term structure estimation : which method is preferred. FMG discussion papers; dp385, London School of Economics and Political Science, Financial Markets Group, London.

Linton, Oliver and Shintani, M (2001) Is there chaos in the world economy? : a nonparametric test using consistent standard errors. FMG discussion papers; dp383, London School of Economics, Financial Markets Group, London.

Linton, Oliver and Perron, Benoit (2000) The shape of the risk premium: evidence from a semiparametric GARCH model. Discussion paper, 514. Financial Markets Group, London School of Economics and Political Science, London, UK.

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 School of Economics and Political Science, 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 School of Economics and Political Science, 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 School of Economics and Political Science, 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 School of Economics and Political Science, London, UK.

Lewbel, Arthur and Linton, Oliver (2000) Nonparametric censored and truncated regression. Econometrics; EM/2000/389, EM/00/389. London School of Economics and Political Science, 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/2000/385, EM/00/385. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London.

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 School of Economics and Political Science, London, UK.

This list was generated on Mon Sep 15 12:27:53 2014 BST.