CFP 1617 |
Xiaohong Chen, Oliver B. Linton, Stefan Schneeberger, Yanping Yi, "Semiparametric Estimation of the Bid–ask Spread in Extended Roll Models," Journal of Econometrics, (January 2019), 208(1): 160-178 (See CFDP 2033) |
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CFP 1590 |
Xiaohong Chen, Oliver B. Linton, Yanping Yi, "Semiparametric Identification of the Bid–ask Spread in Extended Roll Models," Journal of Econometrics, (October 2017), 200(2): 312-325 (See CFDP 2033) |
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CFP 1507 |
Xiaohong Chen, David T. Jacho-Chavez, Oliver B. Linton, "Averaging of an Increasing Number of Moment Condition Estimators," Econometric Theory, (February 2016), 32(1): 30-70 |
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CFP 1143 |
Andrew Jeffrey, Dennis Kristensen, Oliver B. Linton, Thong Nguyen, Peter C. B. Phillips, "Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach," Journal of Financial Econometrics, (March 2004), 2(2): 251-289 (See CFDP 1311) |
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CFP 918 |
Oliver B. Linton, Jens Perch Nielsen, "A Kernel Method of Estimating Structured Nonparametric Regression Based on Marginal Integration," Biometrika, (March 1995), 82(1): 93-100 |
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CFP 915 |
Oliver B. Linton, "Second Order Approximation in the Partially Linear Regression Model," Econometrica, (September 1995), 63(5): 1079-1112 (See CFDP 1065) |
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CFP 910 |
Oliver B. Linton, "Adaptive Estimation in ARCH Models," Econometric Theory, (December 1993), 9(4): 539-569 (See CFDP 1054) |
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