Oliver B. Linton

CFDPs

CFDP 2033 Xiaohong Chen, Oliver B. Linton, Stefan Schneeberger, Yanping Yi, "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," (March 2016) [51pp, Abstract] [See CFP CFP1617]
CFDP 1714 Gordon J. Anderson, Oliver B. Linton, Yoon-Jae Whang, "Nonparametric Estimation of a Polarization Measure," (July 2009) [48pp, Abstract]
CFDP 1713 Oliver B. Linton, Kyungchul Song, Yoon-Jae Whang, "An Improved Bootstrap Test of Stochastic Dominance," (July 2009) [43pp, Abstract]
CFDP 1454 Oliver B. Linton, Yoon-Jae Whang, "A Quantilogram Approach to Evaluating Directional Predictability," (March 2004) [23pp, Abstract]
CFDP 1375 Zhijie Xiao, Oliver B. Linton, Raymond J. Carroll, E. Mammen, "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," (June 2002) [49pp, Abstract]
CFDP 1372 Steven T. Berry, Oliver B. Linton, Ariel Pakes, "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," (May 2002) [51pp, Abstract]
CFDP 1356 Oliver B. Linton, Esfandiar Maasoumi, Yoon-Jae Whang, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," (February 2002) [51pp, Abstract]
CFDP 1311 Andrew Jeffrey, Oliver B. Linton, Thong Nguyen, Peter C. B. Phillips, "Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach," (July 2001) [47pp, Abstract] [See CFP 1143]
CFDP 1205 Oliver B. Linton, E. Mammen, Jens Perch Nielsen, C. Tanggaard, "Estimating Yield Curves by Kernel Smoothing Methods," (December 1998) [50pp, Abstract]
CFDP 1186 Arthur Lewbel, Oliver B. Linton, "Nonparametric Censored Regression," (July 1998) [24pp, Abstract]

Pages

For accessibility assistance with publications, please email cowles@yale.edu.

CFPs

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]
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]
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
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]
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
CFP 915 Oliver B. Linton, "Second Order Approximation in the Partially Linear Regression Model," Econometrica, (September 1995), 63(5): 1079-1112 [See CFDP 1065]
CFP 910 Oliver B. Linton, "Adaptive Estimation in ARCH Models," Econometric Theory, (December 1993), 9(4): 539-569 [See CFDP 1054]