Edit Profile Linton, Oliver Bruce Compute Distance To: Compute Author ID: linton.oliver-b Published as: Linton, O.; Linton, O. B.; Linton, Oliver; Linton, Oliver B. External Links: MGP · Wikidata · dblp · GND Documents Indexed: 112 Publications since 1994, including 3 Books all top 5 Co-Authors 12 single-authored 12 Nielsen, Jens Perch 10 Whang, Yoon-Jae 8 Mammen, Enno 7 Xiao, Zhijie 5 Li, Degui 5 Lu, Zudi 4 Chen, Xiaohong 4 Härdle, Wolfgang Karl 4 Lewbel, Arthur 4 Vogt, Michael P. 3 Chen, Jia 3 Hafner, Christian Matthias 3 Jacho-Chávez, David Tomás 3 Van Keilegom, Ingrid 2 Anderson, Gordon F. 2 Carroll, Raymond James 2 Connor, Gregory 2 Gozalo, Pedro L. 2 Kalnina, Ilze 2 Kim, Woocheol 2 Kong, Efang 2 Koo, Bonsoo 2 Sperlich, Stefan 2 Xia, Yingcun 2 Yi, Yanping 1 Aït-Sahalia, Yacine 1 Anderson, Gordon A. 1 Atak, Alev 1 Battey, Heather S. 1 Berry, Steve 1 Bickel, Peter John 1 Boneva, Lena 1 Buch-Kromann, Tine 1 Chen, Rong 1 Dahlhaus, Rainer 1 Dong, Chaohua 1 Fan, Yanqin 1 Fernandes, Marcelo 1 Gaglianone, Wagner Piazza 1 Gao, Jiti 1 Guillen, Montserrat 1 Hagmann, Matthias 1 Han, Heejoon 1 Hengartner, Nicolas W. 1 Hong, Seokyoung 1 Horowitz, Joel L. 1 Ichimura, Hidehiko 1 Iglesias, Emma M. 1 Jeffrey, Andrew 1 Jones, Michael Chris 1 Korajczyk, Robert A. 1 Kristensen, Dennis 1 Lee, Ji Hyung 1 Lee, Sokbae 1 Leo, Teng Wah 1 Lima, Luiz Renato 1 Lin, Xihong 1 Maasoumi, Esfandiar 1 McFadden, Daniel Little 1 Nguyen, Thong H. 1 Nielsen, Søren Feodor 1 Oka, Tatsushi 1 Pakes, Ariel 1 Pan, Jiazhu 1 Park, Sujin 1 Peng, Bin 1 Rodríguez-Póo, Juan Manuel 1 Sancetta, Alessio 1 Scaillet, Olivier 1 Schneeberger, Stefan 1 Seo, Myunghwan 1 Shintani, Mototsugu 1 Smith, Daniel R. 1 Smith, Richard J. 1 Song, Kyungchul 1 Srisuma, Sorawoot 1 Steigerwald, Douglas G. 1 Tang, Haihan 1 Tanggaard, Carsten 1 Thomas, Jasmin 1 Van de Geer, Sara Anna 1 Wang, Hui 1 Wang, Naiysin 1 Wang, Qihua 1 Wang, Qiying 1 Wu, Jianbin 1 Wu, Wei Biao 1 Yan, Yang 1 Yao, Qiwei 1 Yen, Yu-Min 1 Zhang, Zhengjun all top 5 Serials 36 Journal of Econometrics 22 Econometric Theory 7 Econometrica 5 The Annals of Statistics 5 Biometrika 4 Journal of the American Statistical Association 3 Test 2 The Review of Economic Studies 2 Econometric Reviews 2 The Econometrics Journal 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Oberwolfach Reports 1 The Canadian Journal of Statistics 1 Metrika 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Metron 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 Journal of Time Series Analysis 1 Computational Statistics 1 Bernoulli 1 Journal of Economic Growth 1 Statistics and Its Interface 1 Journal of Business and Economic Statistics 1 Journal of Probability and Statistics all top 5 Fields 110 Statistics (62-XX) 27 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Numerical analysis (65-XX) 5 General and overarching topics; collections (00-XX) 5 Probability theory and stochastic processes (60-XX) 1 Integral equations (45-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 92 Publications have been cited 1,630 times in 1,136 Documents Cited by ▼ Year ▼ A kernel method of estimating structured nonparametric regression based on marginal integration. Zbl 0823.62036Linton, Oliver; Nielsen, Jens Perch 151 1995 Semiparametric regression analysis with missing response at random. Zbl 1117.62441Wang, Qihua; Linton, Oliver; Härdle, Wolfgang 113 2004 Estimation of semiparametric models when the criterion function is not smooth. Zbl 1154.62325Chen, Xiaohong; Linton, Oliver; Van Keilegom, Ingrid 111 2003 The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Zbl 0986.62028Mammen, E.; Linton, O.; Nielsen, J. 96 1999 A simple bias reduction method for density estimation. Zbl 0823.62033Jones, M. C.; Linton, O.; Nielsen, J. P. 63 1995 Consistent testing for stochastic dominance under general sampling schemes. Zbl 1070.62031Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae 62 2005 Efficient estimation of additive nonparametric regression models. Zbl 0882.62038Linton, Oliver B. 51 1997 Estimation of additive regression models with known links. Zbl 0866.62017Linton, O. B.; Härdle, W. 50 1996 Second order approximation in the partially linear regression model. Zbl 0836.62050Linton, Oliver 44 1995 More efficient local polynomial estimation in nonparametric regression with autocorrelated errors. Zbl 1043.62075Xiao, Zhijie; Linton, Oliver B.; Carroll, Raymond J.; Mammen, Enno 38 2003 Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model. Zbl 1198.62030Kong, Efang; Linton, Oliver; Xia, Yingcun 35 2010 Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error. Zbl 1429.62676Kalnina, Ilze; Linton, Oliver 35 2008 An improved bootstrap test of stochastic dominance. Zbl 1431.62190Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae 31 2010 Kernel estimation in a nonparametric marker dependent hazard model. Zbl 0847.62023Nielsen, Jens P.; Linton, Oliver B. 30 1995 Estimating semiparametric ARCH\((\infty)\) models by kernel smoothing methods. Zbl 1153.91798Linton, O.; Mammen, E. 29 2005 Estimation of a semiparametric transformation model. Zbl 1133.62029Linton, Oliver; Sperlich, Stefan; van Keilegom, Ingrid 28 2008 Nonparametric censored and truncated regression. Zbl 1099.62040Lewbel, Arthur; Linton, Oliver 28 2002 Some higher-order theory for a consistent non-parametric model specification test. Zbl 1008.62042Fan, Yanqin; Linton, Oliver 26 2003 Testing additivity in generalized nonparametric regression models with estimated parameters. Zbl 0978.62032Gozalo, Pedro L.; Linton, Oliver B. 25 2001 Efficient estimation of generalized additive nonparametric regression models. Zbl 0963.62037Linton, Oliver B. 25 2000 Integration and backfitting methods in additive models – finite sample properties and comparison. Zbl 0938.62045Sperlich, Stefan; Linton, Oliver B.; Härdle, Wolfgang 24 1999 Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. Zbl 1181.62140Linton, Oliver; Pan, Jiazhu; Wang, Hui 23 2010 Local nonlinear least squares: using parametric information in nonparametric regression. Zbl 0999.62031Gozalo, Pedro; Linton, Oliver 21 2000 A smoothed least squares estimator for threshold regression models. Zbl 1418.62355Seo, Myung Hwan; Linton, Oliver 19 2007 The quantilogram: with an application to evaluating directional predictability. Zbl 1418.62338Linton, O.; Whang, Yoon-Jae 17 2007 On a semiparametric survival model with flexible covariate effect. Zbl 0953.62107Nielsen, Jens P.; Linton, Oliver; Bickel, Peter J. 17 1998 Efficient estimation of a multivariate multiplicative volatility model. Zbl 1431.62381Hafner, Christian M.; Linton, Oliver 15 2010 A closed-form estimator for the GARCH(1,1) model. Zbl 1138.62050Kristensen, Dennis; Linton, Oliver 15 2006 The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. Zbl 1041.62503Whang, Yoon-Jae; Linton, Oliver 15 1999 A multiplicative bias reduction method for nonparametric regression. Zbl 0791.62043Linton, Oliver; Nielsen, Jens Perch 15 1994 Testing for stochastic monotonicity. Zbl 1161.62080Lee, Sokbae; Linton, Oliver; Whang, Yoon-Jae 14 2009 A nonparametric regression estimator that adapts to error distribution of unknown form. Zbl 1274.62292Linton, Oliver; Xiao, Zhijie 14 2007 An optimization interpretation of integration and back-fitting estimators for separable nonparametric models. Zbl 0909.62040Nielsen, J. P.; Linton, O. B. 14 1998 Efficient semiparametric estimation of the Fama-French model and extensions. Zbl 1274.91485Connor, Gregory; Hagmann, Matthias; Linton, Oliver 13 2012 Estimating features of a distribution from binomial data. Zbl 1441.62792Lewbel, Arthur; McFadden, Daniel; Linton, Oliver 12 2011 Identification and nonparametric estimation of a transformed additively separable model. Zbl 1431.62158Jacho-Chávez, David; Lewbel, Arthur; Linton, Oliver 12 2010 Yield curve estimation by kernel smoothing methods. Zbl 1037.62112Linton, Oliver; Mammen, Enno; Nielsen, Jans Perch; Tanggaard, Carsten 12 2001 The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series. Zbl 1420.62380Han, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-Jae 11 2016 Estimation of semiparametric locally stationary diffusion models. Zbl 1443.62224Koo, Bonsoo; Linton, Oliver 11 2012 Local linear fitting under near epoch dependence: uniform consistency with convergence rates. Zbl 1369.62075Li, Degui; Lu, Zudi; Linton, Oliver 11 2012 Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Zbl 1282.62212Shintani, Mototsugu; Linton, Oliver 11 2004 Estimating multiplicative and additive hazard functions by kernel methods. Zbl 1040.62089Linton, Oliver B.; Nielsen, Jens Perch; van de Geer, Sara 11 2003 Evaluating value-at-risk models via quantile regression. Zbl 1209.91178Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver; Smith, Daniel R. 10 2011 Nonparametric matching and efficient estimators of homothetically separable functions. Zbl 1134.91548Lewbel, Arthur; Linton, Oliver 10 2007 Limit theorems for estimating the parameters of differentiated product demand systems. Zbl 1094.91053Berry, Steve; Linton, Oliver B.; Pakes, Ariel 10 2004 Nonparametric estimation with aggregated data. Zbl 1109.62312Linton, Oliver; Whang, Yoon-Jae 10 2002 An analysis of transformations for additive nonparametric regression. Zbl 0912.62048Linton, Oliver B.; Chen, Rong; Wang, Naiysin; Härdle, Wolfgang 10 1997 A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Zbl 1441.62593Atak, Alev; Linton, Oliver; Xiao, Zhijie 9 2011 Nonparametric estimation and inference about the overlap of two distributions. Zbl 1443.62079Anderson, Gordon; Linton, Oliver; Whang, Yoon-Jae 8 2012 A flexible semiparametric forecasting model for time series. Zbl 1337.62271Li, Degui; Linton, Oliver; Lu, Zudi 7 2015 Estimation of and inference about the expected shortfall for time series with infinite variance. Zbl 1283.91156Linton, Oliver; Xiao, Zhijie 7 2013 Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error. Zbl 1422.91809Park, Sujin; Hong, Seok Young; Linton, Oliver 6 2016 Global Bahadur representation for nonparametric censored regression quantiles and its applications. Zbl 1290.62035Kong, Efang; Linton, Oliver; Xia, Yingcun 6 2013 Nonparametric regression with filtered data. Zbl 1284.62227Linton, Oliver; Mammen, Enno; Nielsen, Jens Perch; Van Keilegom, Ingrid 6 2011 On internally corrected and symmetrized kernel estimators for nonparametric regression. Zbl 1203.62070Linton, Oliver B.; Jacho-Chávez, David T. 6 2010 Local linear fitting under near epoch dependence. Zbl 1441.62238Lu, Zudi; Linton, Oliver 6 2007 Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models. Zbl 1274.62595Iglesias, Emma M.; Linton, Oliver B. 6 2007 Asymptotic expansions for some semiparametric program evaluation estimators. Zbl 1120.62028Ichimura, Hidehiko; Linton, Oliver 6 2005 Correlation and marginal longitudinal kernel nonparametric regression. Zbl 1325.62090Linton, Oliver B.; Mammen, Enno; Lin, Xihong; Carroll, Raymond J. 6 2004 A nonparametric prewhitened covariance estimator. Zbl 1062.62212Xiao, Zhijie; Linton, Oliver 6 2002 Second order approximation in a linear regression with heteroskedasticity of unknown form. Zbl 0847.62057Linton, Oliver B. 6 1996 Semiparametric ultra-high dimensional model averaging of nonlinear dynamic time series. Zbl 1398.62225Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zudi 5 2018 Nonparametric transformation regression with nonstationary data. Zbl 1442.62750Linton, Oliver; Wang, Qiying 5 2016 A semiparametric model for heterogeneous panel data with fixed effects. Zbl 1337.62242Boneva, Lena; Linton, Oliver; Vogt, Michael 5 2015 Semiparametric estimation of Markov decision processes with continuous state space. Zbl 1441.62875Srisuma, Sorawoot; Linton, Oliver 5 2012 Consistent estimation of a general nonparametric regression function in time series. Zbl 1431.62398Linton, Oliver; Sancetta, Alessio 5 2009 Nonparametric transformation to white noise. Zbl 1418.62337Linton, Oliver B.; Mammen, Enno 5 2008 Edgeworth approximations for semiparametric instrumental variable estimators and test statistics. Zbl 1051.62017Linton, Oliver 5 2002 Nonparametric factor analysis of residual time series. Zbl 0981.62073Rodríguez-Poo, Juan; Linton, Oliver 5 2001 Averaging of an increasing number of moment condition estimators. Zbl 1441.62643Chen, Xiaohong; Jacho-Chávez, David T.; Linton, Oliver 4 2016 Multivariate density estimation using dimension reducing information and tail flattening transformations. Zbl 1232.62055Buch-Kromann, Tine; Guillén, Montserrat; Linton, Oliver; Nielsen, Jens Perch 4 2011 The common and specific components of dynamic volatility. Zbl 1337.62123Connor, Gregory; Korajczyk, Robert A.; Linton, Oliver 4 2006 The live method for generalized additive volatility models. Zbl 1069.62084Kim, Woocheol; Linton, Oliver 4 2004 Additive nonparametric models with time variable and both stationary and nonstationary regressors. Zbl 06952490Dong, Chaohua; Linton, Oliver 3 2018 Classification of non-parametric regression functions in longitudinal data models. Zbl 1414.62282Vogt, Michael; Linton, Oliver 3 2017 Semiparametric identification of the bid-ask spread in extended Roll models. Zbl 1388.62361Chen, Xiaohong; Linton, Oliver; Yi, Yanping 3 2017 Nonparametric estimation of a periodic sequence in the presence of a smooth trend. Zbl 1285.62047Vogt, Michael; Linton, Oliver 3 2014 Estimation of a semiparametric IGARCH(1,1) model. Zbl 1218.62093Kim, Woocheol; Linton, Oliver 3 2011 An almost closed form estimator for the EGARCH model. Zbl 1442.62199Hafner, Christian M.; Linton, Oliver 2 2017 Semiparametric dynamic portfolio choice with multiple conditioning variables. Zbl 1443.62339Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zudi 2 2016 Nonparametric estimation of multivariate elliptic densities via finite mixture sieves. Zbl 1360.62153Battey, Heather; Linton, Oliver 2 2014 Non-parametric regression with a latent time series. Zbl 1206.62074Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor 2 2009 Discussion of Aït-Sahalia and Barndorff-Nielsen and Shephard. Zbl 1157.91019Linton, Oliver; Kalnina, Ilze 2 2007 Nonparametric regression estimation at design poles and zeros. Zbl 0878.62032Hengartner, Nicolas W.; Linton, Oliver B. 2 1996 Financial econometrics. Models and methods. Zbl 1425.91008Linton, Oliver 1 2019 A nonparametric test of a strong leverage hypothesis. Zbl 1431.62480Linton, Oliver; Whang, Yoon-Jae; Yen, Yu-Min 1 2016 Semiparametric and nonparametric ARCH modeling. Zbl 1178.91162Linton, Oliver B. 1 2009 Guest editorial. Semiparametric methods in econometrics. Zbl 1420.00042Fernandes, Marcelo (ed.); Linton, Oliver (ed.); Scaillet, Olivier (ed.) 1 2007 Flexible term structure estimation: Which method is preferred? Zbl 1096.62105Jeffrey, Andrew; Linton, Oliver; Nguyen, Thong 1 2006 Estimating additive nonparametric models by partial \(L_q\) norm: the curse of fractionality. Zbl 1017.62031Linton, Oliver 1 2001 Second-order approximation for adaptive regression estimators. Zbl 1017.62032Linton, Oliver; Xiao, Zhijie 1 2001 Adaptive testing in ARCH models. Zbl 0949.62032Linton, Oliver B.; Steigerwald, Douglas G. 1 2000 Financial econometrics. Models and methods. Zbl 1425.91008Linton, Oliver 1 2019 Semiparametric ultra-high dimensional model averaging of nonlinear dynamic time series. Zbl 1398.62225Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zudi 5 2018 Additive nonparametric models with time variable and both stationary and nonstationary regressors. Zbl 06952490Dong, Chaohua; Linton, Oliver 3 2018 Classification of non-parametric regression functions in longitudinal data models. Zbl 1414.62282Vogt, Michael; Linton, Oliver 3 2017 Semiparametric identification of the bid-ask spread in extended Roll models. Zbl 1388.62361Chen, Xiaohong; Linton, Oliver; Yi, Yanping 3 2017 An almost closed form estimator for the EGARCH model. Zbl 1442.62199Hafner, Christian M.; Linton, Oliver 2 2017 The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series. Zbl 1420.62380Han, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-Jae 11 2016 Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error. Zbl 1422.91809Park, Sujin; Hong, Seok Young; Linton, Oliver 6 2016 Nonparametric transformation regression with nonstationary data. Zbl 1442.62750Linton, Oliver; Wang, Qiying 5 2016 Averaging of an increasing number of moment condition estimators. Zbl 1441.62643Chen, Xiaohong; Jacho-Chávez, David T.; Linton, Oliver 4 2016 Semiparametric dynamic portfolio choice with multiple conditioning variables. Zbl 1443.62339Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zudi 2 2016 A nonparametric test of a strong leverage hypothesis. Zbl 1431.62480Linton, Oliver; Whang, Yoon-Jae; Yen, Yu-Min 1 2016 A flexible semiparametric forecasting model for time series. Zbl 1337.62271Li, Degui; Linton, Oliver; Lu, Zudi 7 2015 A semiparametric model for heterogeneous panel data with fixed effects. Zbl 1337.62242Boneva, Lena; Linton, Oliver; Vogt, Michael 5 2015 Nonparametric estimation of a periodic sequence in the presence of a smooth trend. Zbl 1285.62047Vogt, Michael; Linton, Oliver 3 2014 Nonparametric estimation of multivariate elliptic densities via finite mixture sieves. Zbl 1360.62153Battey, Heather; Linton, Oliver 2 2014 Estimation of and inference about the expected shortfall for time series with infinite variance. Zbl 1283.91156Linton, Oliver; Xiao, Zhijie 7 2013 Global Bahadur representation for nonparametric censored regression quantiles and its applications. Zbl 1290.62035Kong, Efang; Linton, Oliver; Xia, Yingcun 6 2013 Efficient semiparametric estimation of the Fama-French model and extensions. Zbl 1274.91485Connor, Gregory; Hagmann, Matthias; Linton, Oliver 13 2012 Estimation of semiparametric locally stationary diffusion models. Zbl 1443.62224Koo, Bonsoo; Linton, Oliver 11 2012 Local linear fitting under near epoch dependence: uniform consistency with convergence rates. Zbl 1369.62075Li, Degui; Lu, Zudi; Linton, Oliver 11 2012 Nonparametric estimation and inference about the overlap of two distributions. Zbl 1443.62079Anderson, Gordon; Linton, Oliver; Whang, Yoon-Jae 8 2012 Semiparametric estimation of Markov decision processes with continuous state space. Zbl 1441.62875Srisuma, Sorawoot; Linton, Oliver 5 2012 Estimating features of a distribution from binomial data. Zbl 1441.62792Lewbel, Arthur; McFadden, Daniel; Linton, Oliver 12 2011 Evaluating value-at-risk models via quantile regression. Zbl 1209.91178Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver; Smith, Daniel R. 10 2011 A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Zbl 1441.62593Atak, Alev; Linton, Oliver; Xiao, Zhijie 9 2011 Nonparametric regression with filtered data. Zbl 1284.62227Linton, Oliver; Mammen, Enno; Nielsen, Jens Perch; Van Keilegom, Ingrid 6 2011 Multivariate density estimation using dimension reducing information and tail flattening transformations. Zbl 1232.62055Buch-Kromann, Tine; Guillén, Montserrat; Linton, Oliver; Nielsen, Jens Perch 4 2011 Estimation of a semiparametric IGARCH(1,1) model. Zbl 1218.62093Kim, Woocheol; Linton, Oliver 3 2011 Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model. Zbl 1198.62030Kong, Efang; Linton, Oliver; Xia, Yingcun 35 2010 An improved bootstrap test of stochastic dominance. Zbl 1431.62190Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae 31 2010 Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. Zbl 1181.62140Linton, Oliver; Pan, Jiazhu; Wang, Hui 23 2010 Efficient estimation of a multivariate multiplicative volatility model. Zbl 1431.62381Hafner, Christian M.; Linton, Oliver 15 2010 Identification and nonparametric estimation of a transformed additively separable model. Zbl 1431.62158Jacho-Chávez, David; Lewbel, Arthur; Linton, Oliver 12 2010 On internally corrected and symmetrized kernel estimators for nonparametric regression. Zbl 1203.62070Linton, Oliver B.; Jacho-Chávez, David T. 6 2010 Testing for stochastic monotonicity. Zbl 1161.62080Lee, Sokbae; Linton, Oliver; Whang, Yoon-Jae 14 2009 Consistent estimation of a general nonparametric regression function in time series. Zbl 1431.62398Linton, Oliver; Sancetta, Alessio 5 2009 Non-parametric regression with a latent time series. Zbl 1206.62074Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor 2 2009 Semiparametric and nonparametric ARCH modeling. Zbl 1178.91162Linton, Oliver B. 1 2009 Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error. Zbl 1429.62676Kalnina, Ilze; Linton, Oliver 35 2008 Estimation of a semiparametric transformation model. Zbl 1133.62029Linton, Oliver; Sperlich, Stefan; van Keilegom, Ingrid 28 2008 Nonparametric transformation to white noise. Zbl 1418.62337Linton, Oliver B.; Mammen, Enno 5 2008 A smoothed least squares estimator for threshold regression models. Zbl 1418.62355Seo, Myung Hwan; Linton, Oliver 19 2007 The quantilogram: with an application to evaluating directional predictability. Zbl 1418.62338Linton, O.; Whang, Yoon-Jae 17 2007 A nonparametric regression estimator that adapts to error distribution of unknown form. Zbl 1274.62292Linton, Oliver; Xiao, Zhijie 14 2007 Nonparametric matching and efficient estimators of homothetically separable functions. Zbl 1134.91548Lewbel, Arthur; Linton, Oliver 10 2007 Local linear fitting under near epoch dependence. Zbl 1441.62238Lu, Zudi; Linton, Oliver 6 2007 Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models. Zbl 1274.62595Iglesias, Emma M.; Linton, Oliver B. 6 2007 Discussion of Aït-Sahalia and Barndorff-Nielsen and Shephard. Zbl 1157.91019Linton, Oliver; Kalnina, Ilze 2 2007 Guest editorial. Semiparametric methods in econometrics. Zbl 1420.00042Fernandes, Marcelo (ed.); Linton, Oliver (ed.); Scaillet, Olivier (ed.) 1 2007 A closed-form estimator for the GARCH(1,1) model. Zbl 1138.62050Kristensen, Dennis; Linton, Oliver 15 2006 The common and specific components of dynamic volatility. Zbl 1337.62123Connor, Gregory; Korajczyk, Robert A.; Linton, Oliver 4 2006 Flexible term structure estimation: Which method is preferred? Zbl 1096.62105Jeffrey, Andrew; Linton, Oliver; Nguyen, Thong 1 2006 Consistent testing for stochastic dominance under general sampling schemes. Zbl 1070.62031Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae 62 2005 Estimating semiparametric ARCH\((\infty)\) models by kernel smoothing methods. Zbl 1153.91798Linton, O.; Mammen, E. 29 2005 Asymptotic expansions for some semiparametric program evaluation estimators. Zbl 1120.62028Ichimura, Hidehiko; Linton, Oliver 6 2005 Semiparametric regression analysis with missing response at random. Zbl 1117.62441Wang, Qihua; Linton, Oliver; Härdle, Wolfgang 113 2004 Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Zbl 1282.62212Shintani, Mototsugu; Linton, Oliver 11 2004 Limit theorems for estimating the parameters of differentiated product demand systems. Zbl 1094.91053Berry, Steve; Linton, Oliver B.; Pakes, Ariel 10 2004 Correlation and marginal longitudinal kernel nonparametric regression. Zbl 1325.62090Linton, Oliver B.; Mammen, Enno; Lin, Xihong; Carroll, Raymond J. 6 2004 The live method for generalized additive volatility models. Zbl 1069.62084Kim, Woocheol; Linton, Oliver 4 2004 Estimation of semiparametric models when the criterion function is not smooth. Zbl 1154.62325Chen, Xiaohong; Linton, Oliver; Van Keilegom, Ingrid 111 2003 More efficient local polynomial estimation in nonparametric regression with autocorrelated errors. Zbl 1043.62075Xiao, Zhijie; Linton, Oliver B.; Carroll, Raymond J.; Mammen, Enno 38 2003 Some higher-order theory for a consistent non-parametric model specification test. Zbl 1008.62042Fan, Yanqin; Linton, Oliver 26 2003 Estimating multiplicative and additive hazard functions by kernel methods. Zbl 1040.62089Linton, Oliver B.; Nielsen, Jens Perch; van de Geer, Sara 11 2003 Nonparametric censored and truncated regression. Zbl 1099.62040Lewbel, Arthur; Linton, Oliver 28 2002 Nonparametric estimation with aggregated data. Zbl 1109.62312Linton, Oliver; Whang, Yoon-Jae 10 2002 A nonparametric prewhitened covariance estimator. Zbl 1062.62212Xiao, Zhijie; Linton, Oliver 6 2002 Edgeworth approximations for semiparametric instrumental variable estimators and test statistics. Zbl 1051.62017Linton, Oliver 5 2002 Testing additivity in generalized nonparametric regression models with estimated parameters. Zbl 0978.62032Gozalo, Pedro L.; Linton, Oliver B. 25 2001 Yield curve estimation by kernel smoothing methods. Zbl 1037.62112Linton, Oliver; Mammen, Enno; Nielsen, Jans Perch; Tanggaard, Carsten 12 2001 Nonparametric factor analysis of residual time series. Zbl 0981.62073Rodríguez-Poo, Juan; Linton, Oliver 5 2001 Estimating additive nonparametric models by partial \(L_q\) norm: the curse of fractionality. Zbl 1017.62031Linton, Oliver 1 2001 Second-order approximation for adaptive regression estimators. Zbl 1017.62032Linton, Oliver; Xiao, Zhijie 1 2001 Efficient estimation of generalized additive nonparametric regression models. Zbl 0963.62037Linton, Oliver B. 25 2000 Local nonlinear least squares: using parametric information in nonparametric regression. Zbl 0999.62031Gozalo, Pedro; Linton, Oliver 21 2000 Adaptive testing in ARCH models. Zbl 0949.62032Linton, Oliver B.; Steigerwald, Douglas G. 1 2000 The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Zbl 0986.62028Mammen, E.; Linton, O.; Nielsen, J. 96 1999 Integration and backfitting methods in additive models – finite sample properties and comparison. Zbl 0938.62045Sperlich, Stefan; Linton, Oliver B.; Härdle, Wolfgang 24 1999 The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. Zbl 1041.62503Whang, Yoon-Jae; Linton, Oliver 15 1999 On a semiparametric survival model with flexible covariate effect. Zbl 0953.62107Nielsen, Jens P.; Linton, Oliver; Bickel, Peter J. 17 1998 An optimization interpretation of integration and back-fitting estimators for separable nonparametric models. Zbl 0909.62040Nielsen, J. P.; Linton, O. B. 14 1998 Efficient estimation of additive nonparametric regression models. Zbl 0882.62038Linton, Oliver B. 51 1997 An analysis of transformations for additive nonparametric regression. Zbl 0912.62048Linton, Oliver B.; Chen, Rong; Wang, Naiysin; Härdle, Wolfgang 10 1997 Estimation of additive regression models with known links. Zbl 0866.62017Linton, O. B.; Härdle, W. 50 1996 Second order approximation in a linear regression with heteroskedasticity of unknown form. Zbl 0847.62057Linton, Oliver B. 6 1996 Nonparametric regression estimation at design poles and zeros. Zbl 0878.62032Hengartner, Nicolas W.; Linton, Oliver B. 2 1996 A kernel method of estimating structured nonparametric regression based on marginal integration. Zbl 0823.62036Linton, Oliver; Nielsen, Jens Perch 151 1995 A simple bias reduction method for density estimation. Zbl 0823.62033Jones, M. C.; Linton, O.; Nielsen, J. P. 63 1995 Second order approximation in the partially linear regression model. Zbl 0836.62050Linton, Oliver 44 1995 Kernel estimation in a nonparametric marker dependent hazard model. Zbl 0847.62023Nielsen, Jens P.; Linton, Oliver B. 30 1995 A multiplicative bias reduction method for nonparametric regression. Zbl 0791.62043Linton, Oliver; Nielsen, Jens Perch 15 1994 all cited Publications top 5 cited Publications all top 5 Cited by 1,351 Authors 60 Linton, Oliver Bruce 32 Van Keilegom, Ingrid 29 Mammen, Enno 25 Nielsen, Jens Perch 22 Park, Byeong Uk 19 Dette, Holger 18 Härdle, Wolfgang Karl 18 Sperlich, Stefan 15 Gao, Jiti 15 Wang, Qihua 14 Xia, Yingcun 14 You, Jinhong 13 Su, Liangjun 12 Chen, Xiaohong 12 Lee, Sokbae 12 Li, Degui 12 Yang, Lijian 11 González-Manteiga, Wenceslao 11 Xiao, Zhijie 11 Xue, Liugen 10 Boente, Graciela 10 Escanciano, Juan Carlos 10 Lewbel, Arthur 10 Lu, Zudi 10 Whang, Yoon-Jae 10 Zhu, Lixing 9 Fan, Jianqing 9 Jacho-Chávez, David Tomás 9 Liang, Hua 9 Lu, Xuewen 9 Zhang, Riquan 8 Aneiros-Pérez, Germán 8 Hall, Peter Gavin 8 Horowitz, Joel L. 8 Ullah, Aman 7 Chen, Jia 7 Debbarh, Mohammed 7 Fan, Yanqin 7 Guo, Xu 7 Hafner, Christian Matthias 7 Jones, Michael Chris 7 Kong, Efang 7 Li, Qi 7 Martins-Filho, Carlos 7 Pérez-González, Ana 7 Song, Kyungchul 7 Tjøstheim, Dag B. 7 Xu, Wangli 7 Yu, Kyusang 6 Bouzebda, Salim 6 Carroll, Raymond James 6 Chen, Songnian 6 Hallin, Marc 6 Hsu, Yu-Chin 6 Phillips, Peter Charles Bonest 6 Post, Thierry 6 Qin, Yongsong 6 Rothe, Christoph 6 Seo, Myunghwan 6 Simar, Léopold 6 Vieu, Philippe 6 Vogt, Michael P. 6 Wong, Wing-Keung 5 Arvanitis, Stelios 5 Bianco, Ana M. 5 Bindele, Huybrechts F. 5 Cai, Zongwu 5 Cattaneo, Matias D. 5 Chen, Song Xi 5 Colling, Benjamin 5 Guillen, Montserrat 5 Heuchenne, Cédric 5 Hirukawa, Masayuki 5 Igarashi, Gaku 5 Kristensen, Dennis 5 Lee, Youngkyung 5 Lian, Heng 5 Liao, Zhipeng 5 Liu, Rong 5 Mojirsheibani, Majid 5 Neumeyer, Natalie 5 Scaillet, Olivier 5 Stengos, Thanasis 5 Sun, Zhihua 5 Tang, Niansheng 5 Topaloglou, Nikolas 5 Wang, Weining 5 Yao, Weixin 5 Zhou, Yong 4 Aknouche, Abdelhakim 4 Bravo, Francesco 4 Cui, Xia 4 Demos, Antonis 4 Donald, Stephen G. 4 El Ghouch, Anouar 4 Fernandes, Marcelo 4 Hill, Jonathan B. 4 Hu, Xuemei 4 Hu, Yingyao 4 Kakizawa, Yoshihide ...and 1,251 more Authors all top 5 Cited in 112 Serials 252 Journal of Econometrics 103 Econometric Theory 62 Computational Statistics and Data Analysis 59 The Annals of Statistics 51 Journal of Multivariate Analysis 43 Journal of Nonparametric Statistics 42 Journal of Statistical Planning and Inference 39 Communications in Statistics. Theory and Methods 37 Statistics & Probability Letters 24 Electronic Journal of Statistics 23 Annals of the Institute of Statistical Mathematics 22 Scandinavian Journal of Statistics 20 Economics Letters 17 Test 16 Bernoulli 15 Journal of the Korean Statistical Society 13 Econometric Reviews 12 Journal of the American Statistical Association 12 Statistical Papers 12 The Econometrics Journal 11 Insurance Mathematics & Economics 11 Journal of Statistical Computation and Simulation 11 Quantitative Finance 10 Journal of Time Series Analysis 10 Computational Statistics 9 Metrika 8 Statistics 7 The Canadian Journal of Statistics 7 Communications in Statistics. Simulation and Computation 6 Statistical Science 6 Science in China. Series A 6 European Journal of Operational Research 5 Biometrics 5 Metron 5 Acta Mathematicae Applicatae Sinica. English Series 5 ASTIN Bulletin 4 Chaos, Solitons and Fractals 4 Stochastic Processes and their Applications 4 International Journal of Theoretical and Applied Finance 4 Journal of Applied Statistics 4 Journal of Systems Science and Complexity 4 Comptes Rendus. Mathématique. Académie des Sciences, Paris 4 AStA. Advances in Statistical Analysis 4 Journal of Time Series Econometrics 3 International Economic Review 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Journal of the Royal Statistical Society. Series B. Statistical Methodology 3 Macroeconomic Dynamics 3 Statistical Methods and Applications 3 Statistical Methodology 3 Science China. Mathematics 3 Journal of Probability and Statistics 2 Operations Research 2 Statistica Neerlandica 2 Probability Theory and Related Fields 2 Journal of Economic Dynamics & Control 2 Annals of Operations Research 2 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 2 Mathematical Methods of Statistics 2 Lifetime Data Analysis 2 Journal of Inequalities and Applications 2 Australian & New Zealand Journal of Statistics 2 Extremes 2 Statistical Inference for Stochastic Processes 2 Statistical Modelling 2 OR Spectrum 2 Advances in Difference Equations 2 Journal of Statistical Theory and Practice 2 Sankhyā. Series A 2 Journal of Econometric Methods 2 Open Mathematics 1 Applied Mathematics and Computation 1 Biometrical Journal 1 Fuzzy Sets and Systems 1 Journal of Computational and Applied Mathematics 1 Journal of Mathematical Psychology 1 Mathematics and Computers in Simulation 1 Scandinavian Actuarial Journal 1 Journal of the Japan Statistical Society 1 Chinese Annals of Mathematics. Series B 1 Physica D 1 Social Choice and Welfare 1 Linear Algebra and its Applications 1 Pattern Recognition 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Computational Economics 1 SIAM Journal on Scientific Computing 1 Applied Mathematics. Series B (English Edition) 1 Economic Theory 1 Statistica Sinica 1 Annals of Mathematics and Artificial Intelligence 1 Finance and Stochastics 1 Mathematical Finance 1 Chaos 1 Far East Journal of Applied Mathematics 1 Journal of the Royal Statistical Society. Series C. Applied Statistics 1 Journal of Economic Growth 1 Scandinavian Actuarial Journal 1 Advances and Applications in Statistics 1 Decisions in Economics and Finance ...and 12 more Serials all top 5 Cited in 19 Fields 1,089 Statistics (62-XX) 176 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 161 Numerical analysis (65-XX) 88 Probability theory and stochastic processes (60-XX) 15 Operations research, mathematical programming (90-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Systems theory; control (93-XX) 4 Biology and other natural sciences (92-XX) 3 General and overarching topics; collections (00-XX) 3 Integral equations (45-XX) 3 Computer science (68-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Operator theory (47-XX) 1 History and biography (01-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.