Nonparametric Methods for Empirical Finance and Microeconometrics
Lead Research Organisation:
London School of Economics and Political Science
Department Name: Economics
Abstract
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People |
ORCID iD |
Oliver Linton (Principal Investigator) |
Publications
Kalnina I
(2008)
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
in Journal of Econometrics
Linton O
(2007)
A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM
in Econometric Theory
Linton O
(2009)
Consistent estimation of a general nonparametric regression function in time series
in Journal of Econometrics
Linton O
(2008)
A nonparametric threshold model with application to zero returns
in Statistics and Its Interface
Linton O
(2008)
Estimation of a semiparametric transformation model
in The Annals of Statistics
Linton O
(2008)
Nonparametric transformation to white noise
in Journal of Econometrics