LSE creators

Number of items: 151.
None
  • Linton, Oliver, O'Hara, Maureen, Zigrand, Jean-Pierre (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.
  • Anderson, Gordon, Linton, Oliver, Leo, Teng Wah (2012). A polarization-cohesion perspective on cross-country convergence. Journal of Economic Growth, 17(1), 49-69. https://doi.org/10.1007/s10887-011-9072-3
  • Issler, João Victor, Linton, Oliver, Timmermann, Allan (2011). Annals issue on forecasting — guest editors’ introduction. Journal of Econometrics, 164(1), 1-3. https://doi.org/10.1016/j.jeconom.2011.02.015
  • Atak, Alev, Linton, Oliver, Xiao, Zhijie (2011). A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Journal of Econometrics, 164(1), 92-115. https://doi.org/10.1016/j.jeconom.2011.02.008
  • Lewbel, Arthur, McFadden, Daniel, Linton, Oliver (2011). Estimating features of a distribution from binomial data. Journal of Econometrics, 162(2), 170-188. https://doi.org/10.1016/j.jeconom.2010.11.006
  • Kim, Woocheol, Linton, Oliver (2011). Estimation of a semiparametric IGARCH (1,1) model. Econometric Theory, 27(3), 639-661. https://doi.org/10.1017/S0266466610000435
  • Florens, Jean-Pierre, Linton, Oliver (2011). Introduction to the special issue on inverse problems. Econometric Theory, 27(3), 457-459. https://doi.org/10.1017/S0266466610000356
  • Linton, Oliver, Mammen, Enno, Nielsen, Jens Perch, Van Keilegom, Ingrid (2011). Nonparametric regression with filtered data. Bernoulli, 17(1), 60-87. https://doi.org/10.3150/10-BEJ260
  • Gaglianone, W.P., Lima, L.R., Linton, Oliver, Smith, D.R (2011). Evaluating value-at-risk models via quantile regression. Journal of Business and Economic Statistics, 29(1), 150-160. https://doi.org/10.1198/jbes.2010.07318
  • Buch-Kromann, Tine, Guillén, Montserrat, Linton, Oliver, Nielsen, Jens Perch (2011). Multivariate density estimation using dimension reducing information and tail flattening transformations. Insurance: Mathematics and Economics, 48(1), 99-110. https://doi.org/10.1016/j.insmatheco.2010.10.002
  • Linton, Oliver B., Yan, Yang (2011). Semi- and nonparametric ARCH processes. Journal of Probability and Statistics, 2011, 1-17. https://doi.org/10.1155/2011/906212
  • Kong, Efang, Linton, Oliver, Xia, Yingcun (2010). Uniform bahadur representation for local polynomial estimates of M-regression and its application to the additive model. Econometric Theory, 26(05), 1529-1564. https://doi.org/10.1017/S0266466609990661
  • Jacho-Chávez, David, Lewbel, Arthur, Linton, Oliver (2010). Identification and nonparametric estimation of a transformed additively separable model. Journal of Econometrics, 156(2), 392-407. https://doi.org/10.1016/j.jeconom.2009.11.008
  • Linton, Oliver, Jacho-Chávez, David (2010). On internally corrected and symmetrized kernel estimators for nonparametric regression. Test, 19(1), 166-186. https://doi.org/10.1007/s11749-009-0145-y
  • Linton, Oliver, Hafner, Christian M. (2010). Efficient estimation of a multivariate multiplicative volatility model. Journal of Econometrics, 159(1), 55-73. https://doi.org/10.1016/j.jeconom.2010.04.007
  • Linton, Oliver, Pan, Jiazhu, Wang, Hui (2010). Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. Econometric Theory, 26(01), 1-28. https://doi.org/10.1017/S0266466609090598
  • Li, Sheng, 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 (pp. 551-564). Springer Berlin / Heidelberg. https://doi.org/10.1007/978-0-387-77439-8_20
  • Linton, Oliver, Song, Kyungchul, Whang, Yoon-Jae (2010). An improved bootstrap test of stochastic dominance. Journal of Econometrics, 154(2), 186-202. https://doi.org/10.1016/j.jeconom.2009.08.002
  • Linton, Oliver, Sancetta, Alessio (2009). Consistent estimation of a general nonparametric regression function in time series. Journal of Econometrics, 152(1), 70-78. https://doi.org/10.1016/j.jeconom.2009.02.006
  • Linton, Oliver, Nielsen, Jens Perch, Nielsen, Soren Feodor (2009). Non-parametric regression with a latent time series. Econometrics Journal, 12(2), 187-207. https://doi.org/10.1111/j.1368-423X.2009.00278.x
  • Linton, Oliver (2009). Semiparametric and nonparametric ARCH modeling. In Andersen, Torben G., Davis, Richard A., Kreiß, Jems-Peter, Mikosch, Thomas (Eds.), Handbook of Financial Time Series (pp. 157-167). Springer Berlin / Heidelberg. https://doi.org/10.1007/978-3-540-71297-8_6
  • Lee, Sokbae, Linton, Oliver, Whang, Yoon-Jae (2009). Testing for stochastic monotonicity. Econometrica, 77(2), 585-602. https://doi.org/10.3982/ECTA7145
  • Linton, Oliver B. (2008). ARCH models. In Bloom, Lawrence E, Durlauf, Steven N (Eds.), The New Palgrave Dictionary of Economics (pp. 205-212). Palgrave Macmillan. https://doi.org/10.1057/9780230226203.0054
  • Linton, Oliver B. (2008). Local regression models. In Bloom, Lawrence E, Durlauf, Steven N (Eds.), The New Palgrave Dictionary of Economics (pp. 177-179). Palgrave Macmillan. https://doi.org/10.1057/9780230226203.0987
  • Linton, Oliver (2008). A nonparametric threshold model with application to zero returns. Statistics and Its Interface, 1(2), 321-326.
  • Seo, Myung Hwan, Linton, Oliver (2007). A smoothed least squares estimator for threshold regression models. Journal of Econometrics, 141(2), 704-735. https://doi.org/10.1016/j.jeconom.2006.11.002
  • Connor, Gregory, Korajczyk, R., Linton, Oliver (2006). The common and specific components of dynamic volatility. Journal of Econometrics, 132(1), 231-255. https://doi.org/10.1016/j.jeconom.2005.01.029
  • Jeffrey, Andrew, Linton, Oliver, Nguyen, Thong (2006). Flexible term structure estimation: which method is preferred. Metrika, 63(1), 99-122. https://doi.org/10.1007/s00184-005-0017-8
  • Hogh, N., Linton, Oliver, Nielsen, J.P. (2006). The Froot-Stein model revisited. Annals of Actuarial Science, 1(1), 37-47. https://doi.org/10.1017/S174849950000004X
  • Linton, Oliver, Kristensen, Dennis (2006). A closed-form estimator for the GARCH(1,1)-Model. Econometric Theory, 22(2), 323-337. https://doi.org/10.1017/S0266466606060142
  • Linton, Oliver, Mammen, Enno (2005). Estimating semiparametric ARCH models by kernel smoothing methods. Econometrica, 73(3), 771-836. https://doi.org/10.1111/j.1468-0262.2005.00596.x
  • Ichimura, H., Linton, Oliver (2005). Asymptotic expansions for some semiparametric program evaluation estimators. In Andrews, D.W.K., Stock, J. (Eds.), Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg (pp. 149-170). Cambridge University Press.
  • Linton, Oliver, Maasoumi, E, Whang, Y (2005). Consistent testing for stochastic dominance under general sampling schemes. Review of Economic Studies, 72(3), 735-765.
  • Barry, Steve, Linton, Oliver B., Pakes, Ariel (2004). Limit theorems for estimating the parameters of differentiated product demand systems. The Review of Economic Studies, 71(3), 613-654. https://doi.org/10.1111/j.1467-937X.2004.00298.x
  • Jeffrey, Andrew, Kristensen, Dennis, Linton, Oliver, Nguyen, Thong, Phillips, Peter C. B. (2004). Non-parametric estimation of multi-factor Heath Jarrow Morton term structure models. Journal of Financial Econometrics, 2(2), 251-289. https://doi.org/10.1093/jjfinec/nbh010
  • Shintani, Mototsugu, Linton, Oliver (2004). Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Journal of Econometrics, 120(1), 1-34.
  • Wang, Q, Linton, Oliver, Hardle, W (2004). Semiparametric regression analysis with missing response at random. Journal of the American Statistical Association, 99(466), 334-345.
  • Hodgson, Douglas J, Linton, Oliver, Vorkink, Keith (2004). Testing forward exchange rate unbiasedness efficiently : a semiparametric approach. Journal of Applied Economics, 7(2), 325-353.
  • Linton, Oliver (2004). An optimal estimator of true mark under double blind marking. Department of Economics, London School of Economics and Political Science.
  • Hogh, Nils, Linton, Oliver, Nielsen, J P (2003). The Froot-Stein model revisited. (Economics working paper archive - Finance 0401004). EconWPA.
  • Linton, Oliver, Cheng, Xiaohong, Van Keilegom, Ingrid (2003). Estimation of semiparametric models when the criterion function is not smooth. Econometrica, 71(5), 1591-1608. https://doi.org/10.1111/1468-0262.00461
  • Linton, Oliver, Carroll, R J, Lin, X, Mammen, E (2003). Accounting for correlation in marginal longitudinal nonparametric regression. In Lin, D Y, Heagerty, P J (Eds.), Second Seattle Symposium on Biostatistics . Springer Berlin / Heidelberg.
  • Linton, Oliver, Nielsen, J P, van de Geer, S (2003). Estimating multiplicative and additive hazard functions by kernel methods. Annals of Statistics, 31(2), 464-492.
  • Shintani, M, Linton, Oliver (2003). Is there chaos in the world economy? : a nonparametric test using consistent standard errors. International Economic Review, 44(1), 331-358.
  • Xiao, Zhijie, Linton, Oliver, Carroll, Raymond J, Mammen, Enno (2003). More efficient local polynomial estimation in nonparametric regression with autocorrelated errors. Journal of the American Statistical Association, 98(464), 980-992. https://doi.org/10.1198/016214503000000936
  • Linton, Oliver, Mammen, E (2003). Nonparametric smoothing methods for a class of non-standard curve estimation problems. In Politis, D N, Akritas, M G (Eds.), Recent Advances and Trends in Nonparametric Statistics (pp. 203-216). Elsevier Science (Firm).
  • Fan, Yanqin, Linton, Oliver (2003). Some higher-order theory for a consistent non-parametric model specification test. Journal of Statistical Planning and Inference, 109(1-2.), 125-154. https://doi.org/10.1016/S0378-3758(02)00307-5
  • Linton, Oliver, 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), 354-367.
  • 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. https://doi.org/10.1111/1467-9868.03411
  • Linton, Oliver, Lewbel, Arthur (2002). Nonparametric censored and truncated regression. Econometrica, 70(2), 765-779. https://doi.org/10.1111/1468-0262.00304
  • Linton, Oliver (2002). Edgeworth approximations for semiparametric instrumental variable estimators and test statistics. Journal of Econometrics, 106(2), 325-368.
  • Hodgson, D. J., Linton, Oliver, Vorkink, Keith (2002). Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach. Journal of Applied Econometrics, 17(6), 617-639.
  • Xiao, Z, Linton, Oliver (2002). A nonparametric prewhitened covariance estimator. Journal of Time Series Analysis, 23(2), 215-250.
  • Linton, Oliver, Mammen, Enno, Nielsen, Jans Perch, Tanggaard, Carsten (2001). Yield curve estimation by kernel smoothing methods. Journal of Econometrics, 105(1), 185 - 224. https://doi.org/10.1016/S0304-4076(01)00075-6
  • Linton, Oliver, Rodríguez-Poo, Juan M. (2001). Nonparametric factor analysis for residual time series. Test, 10(1), 161-182.
  • Linton, Oliver, Hodgson, Douglas J., 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.
  • Linton, Oliver (2001). Estimation of linear regression models from bid-ask data by a spread-tolerant estimator. Annals of Economics and Finance, 2(1), 237-248.
  • Linton, Oliver, 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.
  • Linton, Oliver (2001). Symmetrizing and unitizing transformations for linear smoothing weights. Computational Statistics, 16(1), 153-164.
  • Robinson, Peter M., Chen, Xu, 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 (pp. 71-84). VSP International Science Publishers.
  • Gonzalo, Pedro L, Linton, Oliver (2001). A nonparametric test of additivity in generalized nonparametric regression with estimated parameters. Journal of Econometrics, 104(1), 1-48. https://doi.org/10.1016/S0304-4076(01)00049-5
  • Gozalo, Pedro, Linton, Oliver (2000). Local nonlinear least squares: using parametric information in nonparametric regression. Journal of Econometrics, 99(1), 63-106. https://doi.org/10.1016/S0304-4076(00)00031-2
  • Linton, Oliver, Steigerwald, Douglas G. (2000). Adaptive testing in ARCH models. Econometric Reviews, 19(2), 145-174. https://doi.org/10.1080/07474930008800466
  • Gozalo, P, Linton, Oliver (2000). Local nonlinear least squares : using parametric information in non-parametric regression. Journal of Econometrics, 99(1), 63-106.
  • Linton, Oliver, Hardle, W, Sperlich, S (1999). Integration and backfitting methods in additive models-finite sample properties and comparison. Test, 8(2), 419-458. https://doi.org/10.1007/BF02595879
  • Whang, YJ, Linton, Oliver (1999). The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. Journal of Econometrics, 91(1), 1-42.
  • Linton, Oliver, Kim, W, 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), 278-297. https://doi.org/10.1080/10618600.1999.10474814
  • Sabbatini, Michael, Linton, Oliver (1998). A GARCH model of the implied volatility of the Swiss market index from option prices. International Journal of Forecasting, 14(2), 199-213. https://doi.org/10.1016/S0169-2070(98)00027-2
  • Linton, Oliver, Hardle, W (1998). Nonparametric regression. In Encyclopaedia of Statistical Sciences (pp. 470-485). John Wiley & Sons.
  • Nielsen, J P, 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), 217-222. https://doi.org/10.1111/1467-9868.00120
  • Linton, Oliver (1997). Efficient estimation of additive nonparametric regression models. Biometrika, 84(2), 469-473. https://doi.org/10.1093/biomet/84.2.469
  • Linton, Oliver, Hardle, W (1997). Estimation of additive regression models with known links. Biometrika, 83(3), 529-540. https://doi.org/10.1093/biomet/83.3.529
  • Linton, Oliver, Chen, R, Wang, N, Hardle, W (1997). An analysis of transformations for additive nonparametric regression. Journal of the American Statistical Association, 92(440), 1512-1521.
  • Linton, Oliver (1997). An asymptotic expansion in the GARCH(1,1) model. Econometric Theory, 13(4), 558-581. https://doi.org/10.1017/S0266466600006009
  • Linton, Oliver (1996). Edgeworth approximation for MINPIN estimators in semiparametric regression models. Econometric Theory, 12(1), 30-60. https://doi.org/10.1017/S0266466600006435
  • Linton, Oliver, Chen, R, Hardle, W, Severance-Lossin, E (1996). Nonparametric estimation of additive separable regression. In Hardle, W, Schimek, M G (Eds.), Statistical Theory and Computational Aspects of Smoothing (pp. 247-265). Physica-Verlag.
  • Hengartner, N W, Linton, Oliver (1996). Nonparametric regression estimation at design poles and zeros. Canadian Journal of Statistics, 24(4), 583-591. https://doi.org/10.2307/3315335
  • Linton, Oliver (1996). Second order approximation in a linear regression with heteroskedasticity of unknown form. Econometric Reviews, 15, 1-32.
  • Linton, Oliver (1995). Estimation in semiparametric models : a review. In Phillips, P C B, Maddala, G S (Eds.), A Volume in Honor of C. R. Rao . Blackwell Publishing Ltd..
  • Linton, Oliver, Nielsen, J.P. (1995). Kernel estimation in a nonparametric marker dependent hazard model. Annals of Statistics, 23(5), 1735-1748.
  • Linton, Oliver (1995). Second order approximation in the partially linear regression model. Econometrica, 63(5), 1079-1112.
  • Linton, Oliver, Nielsen, J P (1995). A kernel method of estimating structured nonparametric regression based on marginal integration. Biometrika, 82, 93-100. https://doi.org/10.1093/biomet/82.1.93
  • Jones, M C, Linton, Oliver, Nielsen, J P (1995). A simple bias reduction method for density estimation. Biometrika, 82(2), 327-338. https://doi.org/10.1093/biomet/82.2.327
  • Linton, Oliver, Nielsen, Jens Perch (1994). A multiplicative bias reduction method for nonparametric regression. Statistics and Probability Letters, 19(3), 181-187. https://doi.org/10.1016/0167-7152(94)90102-3
  • Linton, Oliver (1993). Adaptive estimation in ARCH models. Econometric Theory, 9(4), 539-569. https://doi.org/10.1017/S0266466600007970
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  • Menkveld, Albert J., Dreber, Anna, Holzmeister, Felix, Huber, Juergen, Johannesson, Magnus, Kirchler, Michael, Neusüß, Sebastian, Razen, Michael, Weitzel, Utz & Abad-Díaz, David et al (2024). Nonstandard errors. Journal of Finance, 79(3), 2339 - 2390. https://doi.org/10.1111/jofi.13337 picture_as_pdf
  • Linton, Oliver (7 April 2020) When will the coronavirus pandemic peak? LSE Business Review. picture_as_pdf
  • Park, Sujin, 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. picture_as_pdf
  • Li, Degui, Lu, Zudi, 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.
  • Linton, Oliver, 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.
  • Koo, Bonsoo, Linton, Oliver (2010). Semiparametric estimation of locally stationary diffusion models. (Econometrics EM/2010/551). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hardle, Wolfgang, Xia, Yingcun, 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.
  • Anderson, Gordon, Linton, Oliver, 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.
  • Chen, Xiaohong, Linton, Oliver, 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.
  • Linton, Oliver, Song, Kyungchul, 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.
  • Ghosh, Anisha, 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.
  • Connor, Gregory, Hagmann, Matthias, 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.
  • Connor, Gregory, Hagmann, Matthias, 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.
  • Kalnina, Ilze, Linton, Oliver (2007). Inference about realized volatility using infill subsampling. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Li, Sheng, 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.
  • Kalnina, Ilze, Linton, Oliver (2006). Estimating quadratic variation consistently in the presence of correlated measurement error. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cho, Young-Hyun, Linton, Oliver, 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.
  • Lewbel, Arthur, Linton, Oliver, McFadden, D. L. (2006). Estimating features of a distribution from binomial data. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Jacho-Chávez, David, Lewbel, Arthur, Linton, Oliver (2006). Identification and nonparametric estimation of a transformed additively separable model. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Connor, Gregory, 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.
  • Linton, Oliver, Mammen, Enno (2006). Nonparametric transformation to white noise. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Lee, Sokbae, Linton, Oliver, Whang, Yoon-Jae (2006). Testing for stochastic monotonicity. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Seo, Myunghwan (2005). A smoothed least squares estimator for threshold regression models. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver (2005). Nonparametric inference for unbalanced time series data. Econometric Theory, 21(1), 143-157. https://doi.org/10.1017/S0266466605050097
  • Kim, Woocheol, Linton, Oliver B. (2004). The live method for generalized additive volatility models. Econometric Theory, 20(6), 1094-1139. https://doi.org/10.1017/S026646660420603X
  • Linton, Oliver, 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. picture_as_pdf
  • 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.
  • Sabbatini, Michael, 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.
  • Kim, Woocheol, 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.
  • Linton, Oliver, Mammen, Enno, Nielsen, J., 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. picture_as_pdf
  • 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.
  • Linton, Oliver, Maasoumi, Esfandiar, 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.
  • Linton, Oliver, Maasoumi, Esfandiar, 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.
  • Linton, Oliver, 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.
  • Lewbel, Arthur, 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.
  • Ichimura, Hidehiko, 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.
  • Linton, Oliver, 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.
  • Linton, Oliver, 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.
  • Chen, Xiaohong, Linton, Oliver, 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.
  • Shintani, Mototsugu, 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.
  • Hardle, Wolfgang, Linton, Oliver, 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.
  • Kim, Woocheol, 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.
  • Carroll, Raymond J, Linton, Oliver, Mammen, Enno, 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.
  • Linton, Oliver, Whang, Yoon-Jae (2002). Nonparametric estimation with aggregated data. Econometric Theory, 18(2), 420-468. https://doi.org/10.1017.S0266466602182089
  • Linton, Oliver, Maasoumi, Esfandiar, 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.
  • Shintani, Mototsugu, 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.
  • Linton, Oliver, 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.
  • Linton, Oliver, Maasoumi, Esfandiar, 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.
  • Linton, Oliver (2001). Estimating additive nonparametric models by partial Lq norm: the curse of fractionality. Econometric Theory, 17(6), 1037-1050.
  • Linton, Oliver, Xiao, Zhijie (2001). Second-order approximation for adaptive regression estimators. Econometric Theory, 17(5), 984-1024. https://doi.org/10.1017/S0266466601175067
  • Linton, Oliver, 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.
  • Chen, Xiaohong, Linton, Oliver, 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.
  • Linton, Oliver, Perch Nielsen, Jens, 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.
  • Jeffrey, Andrew, Linton, Oliver, 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. picture_as_pdf
  • Jeffrey, Andrew, Linton, Oliver, 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.
  • Linton, Oliver, 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.
  • Linton, Oliver (2000). Efficient estimation of generalized additive nonparametric regression models. Econometric Theory, 16(4), 502-523. https://doi.org/10.1017/S0266466600164023
  • 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.
  • Berry, Steve, Linton, Oliver, 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.
  • Linton, Oliver, 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.
  • Hodgson, Douglas J, Linton, Oliver, 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.
  • Lewbel, Arthur, 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.
  • Linton, Oliver, Mammen, Enno, Perch Nielsen, Jens, Tanggaard, C (2000). Yield curve estimation by kernel smoothing methods. (Econometrics EM/00/385). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Mammen, Enno, Linton, Oliver, 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.
  • Linton, Oliver, Mammen, E., Nielsen, J. (1999). The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Annals of Statistics, 27(5), 1443-1490. https://doi.org/10.1214/aos/1017939138
  • Nielsen, Jens P., Linton, Oliver, Bickel, Peter J. (1998). On a semiparametric survival model with flexible covariate effect. Annals of Statistics, 26(1), 215-241. https://doi.org/10.1214/aos/1030563983