Oliver Linton

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Yoon-Jae WhangSeoul National UniversityVerified email at snu.ac.kr
Jens Perch NielsenProfessor of Actuarial Science, Cass Business SchoolVerified email at city.ac.uk
Wolfgang Karl HärdleHumboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of StatisticsVerified email at hu-berlin.de
Arthur LewbelProfessor of Economics, Boston CollegeVerified email at bc.edu
Xiaohong ChenProfessor of Economics, Yale UniversityVerified email at yale.edu
Zudi LuCity University of Hong Kong, Department of BiostatisticsVerified email at cityu.edu.hk
Christian M. HafnerProfessor of econometrics, UCL Louvain-la-NeuveVerified email at uclouvain.be
Pedro Luis GozaloProfessor of Health Services Research, Brown UniversityVerified email at brown.edu
Ingrid Van KeilegomKU LeuvenVerified email at kuleuven.be
Esfandiar MaasoumiEmory UniversityVerified email at emory.edu
Dennis KristensenUniversity College LondonVerified email at ucl.ac.uk
Jiti Gao (高集体), FASSA, Donald Coc...Department of Econometrics and Business Statistics, Monash UniversityVerified email at monash.edu
Sorawoot SrisumaAssociate Professor in Economics, National University of SingaporeVerified email at nus.edu.sg
Ilze KalninaNorth Carolina State UniversityVerified email at ncsu.edu
Yingcun XiaProfessor of Statistics, National University of SingaporeVerified email at nus.edu.sg
Stefan SperlichUniversité de Genève, GSEMVerified email at unige.ch
David Tomas Jacho-ChavezEmory UniversityVerified email at emory.edu
Zheng ZhangAssociate Professor, Institute of Statistics & Big Data, Renmin University of ChinaVerified email at ruc.edu.cn
Ariel PakesProfessor of Economics, Harvard UniversityVerified email at fas.harvard.edu
Bonsoo KooMonash UniversityVerified email at monash.edu

Oliver Linton

UNIVERSITY OF CAMBRIDGE

Verified email at cam.ac.uk - Homepage

Econometrics Finance


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Quantile autoregression R Koenker, Z Xiao Journal of the American statistical association 101 (475), 980-990, 2006	780	2006
A kernel method of estimating structured nonparametric regression based on marginal integration O Linton, JP Nielsen Biometrika, 93-100, 1995	716	1995
Consistent testing for stochastic dominance under general sampling schemes O Linton, E Maasoumi, YJ Whang The Review of Economic Studies 72 (3), 735-765, 2005	641	2005
Estimation of semiparametric models when the criterion function is not smooth X Chen, O Linton, I Van Keilegom Econometrica 71 (5), 1591-1608, 2003	612	2003
Applied nonparametric methods W Härdle, O Linton Handbook of econometrics 4, 2295-2339, 1994	513	1994
The existence and asymptotic properties of a backfitting projection algorithm under weak conditions E Mammen, O Linton, J Nielsen The Annals of Statistics 27 (5), 1443-1490, 1999	477	1999
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series H Han, O Linton, T Oka, YJ Whang Journal of Econometrics 193 (1), 251-270, 2016	474	2016
Semiparametric regression analysis with missing response at random Q Wang, O Linton, W Härdle Journal of the American Statistical Association 99 (466), 334-345, 2004	284	2004
Limit theorems for estimating the parameters of differentiated product demand systems S Berry, OB Linton, A Pakes The Review of Economic Studies 71 (3), 613-654, 2004	240	2004
A simple bias reduction method for density estimation MC Jones, O Linton, JP Nielsen Biometrika 82 (2), 327-338, 1995	238	1995
Evaluating value-at-risk models via quantile regression WP Gaglianone, LR Lima, O Linton, DR Smith Journal of Business & Economic Statistics 29 (1), 150-160, 2011	228	2011
The quantilogram: With an application to evaluating directional predictability O Linton, YJ Whang Journal of Econometrics 141 (1), 250-282, 2007	225	2007
Adaptive estimation in ARCH models O Linton Econometric Theory 9 (4), 539-569, 1993	218	1993
Miscellanea efficient estimation of additive nonparametric regression models OB Linton Biometrika 84 (2), 469-473, 1997	215	1997
Estimation of additive regression models with known links OB Linton, W Härdle Biometrika 83 (3), 529-540, 1996	207	1996
An improved bootstrap test of stochastic dominance O Linton, K Song, YJ Whang Journal of Econometrics 154 (2), 186-202, 2010	204	2010
Efficient semiparametric estimation of the Fama–French model and extensions G Connor, M Hagmann, O Linton Econometrica 80 (2), 713-754, 2012	185	2012
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos M Shintani, O Linton Journal of Econometrics 120 (1), 1-33, 2004	183	2004
A smoothed least squares estimator for threshold regression models MH Seo, O Linton Journal of Econometrics 141 (2), 704-735, 2007	178	2007
Second order approximation in the partially linear regression model O Linton Econometrica: Journal of the Econometric Society, 1079-1112, 1995	156	1995

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