Linton, Oliver; Seo, Myung Hwan; Whang, Yoon-Jae Testing stochastic dominance with many conditioning variables. (English) Zbl 07704463 J. Econom. 235, No. 2, 507-527 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{O. Linton} et al., J. Econom. 235, No. 2, 507--527 (2023; Zbl 07704463) Full Text: DOI
Linton, Oliver; Whang, Yoon Jae; Yen, Yu-Min The lower regression function and testing expectation dependence dominance hypotheses. (English) Zbl 1490.62109 Econom. Rev. 40, No. 8, 709-727 (2021). MSC: 62G10 62E20 62P05 91G10 PDFBibTeX XMLCite \textit{O. Linton} et al., Econom. Rev. 40, No. 8, 709--727 (2021; Zbl 1490.62109) Full Text: DOI
Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur; Linton, Oliver; Srisuma, Sorawoot Nonparametric Euler equation identification and estimation. (English) Zbl 1479.62090 Econom. Theory 37, No. 5, 851-891 (2021). MSC: 62P20 62G05 65C05 PDFBibTeX XMLCite \textit{J. C. Escanciano} et al., Econom. Theory 37, No. 5, 851--891 (2021; Zbl 1479.62090) Full Text: DOI
Hong, Seok Young; Linton, Oliver Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff. (English) Zbl 1464.62261 J. Econom. 219, No. 2, 389-424 (2020). MSC: 62G08 62G05 62G20 62M10 62P20 PDFBibTeX XMLCite \textit{S. Y. Hong} and \textit{O. Linton}, J. Econom. 219, No. 2, 389--424 (2020; Zbl 1464.62261) Full Text: DOI Link
Lee, Ji Hyung; Linton, Oliver; Whang, Yoon-Jae Quantilograms under strong dependence. (English) Zbl 1440.62387 Econom. Theory 36, No. 3, 457-487 (2020). MSC: 62P20 62G08 62M20 60F17 PDFBibTeX XMLCite \textit{J. H. Lee} et al., Econom. Theory 36, No. 3, 457--487 (2020; Zbl 1440.62387) Full Text: DOI
Koo, Bonsoo; Linton, Oliver Let’s get LADE: robust estimation of semiparametric multiplicative volatility models. (English) Zbl 1441.62781 Econom. Theory 31, No. 4, 671-702 (2015). MSC: 62P20 62M10 62G05 62G35 62P05 PDFBibTeX XMLCite \textit{B. Koo} and \textit{O. Linton}, Econom. Theory 31, No. 4, 671--702 (2015; Zbl 1441.62781) Full Text: DOI
Linton, Oliver; Xiao, Zhijie Estimation of and inference about the expected shortfall for time series with infinite variance. (English) Zbl 1283.91156 Econom. Theory 29, No. 4, 771-807 (2013). MSC: 91B84 62P05 62M10 91G60 91G70 PDFBibTeX XMLCite \textit{O. Linton} and \textit{Z. Xiao}, Econom. Theory 29, No. 4, 771--807 (2013; Zbl 1283.91156) Full Text: DOI
Li, Degui; Lu, Zudi; Linton, Oliver Local linear fitting under near epoch dependence: uniform consistency with convergence rates. (English) Zbl 1369.62075 Econom. Theory 28, No. 5, 935-958 (2012). MSC: 62G08 62G05 62G20 91B82 PDFBibTeX XMLCite \textit{D. Li} et al., Econom. Theory 28, No. 5, 935--958 (2012; Zbl 1369.62075) Full Text: DOI
Atak, Alev; Linton, Oliver; Xiao, Zhijie A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. (English) Zbl 1441.62593 J. Econom. 164, No. 1, 92-115 (2011). MSC: 62P20 PDFBibTeX XMLCite \textit{A. Atak} et al., J. Econom. 164, No. 1, 92--115 (2011; Zbl 1441.62593) Full Text: DOI Link
Linton, Oliver; Pan, Jiazhu; Wang, Hui Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. (English) Zbl 1181.62140 Econom. Theory 26, No. 1, 1-28 (2010). MSC: 62M10 62E20 62M09 62G05 60E07 PDFBibTeX XMLCite \textit{O. Linton} et al., Econom. Theory 26, No. 1, 1--28 (2010; Zbl 1181.62140) Full Text: DOI
Lu, Zudi; Linton, Oliver Local linear fitting under near epoch dependence. (English) Zbl 1441.62238 Econom. Theory 23, No. 1, 37-70 (2007). MSC: 62M10 62G07 62E20 62P20 91B84 PDFBibTeX XMLCite \textit{Z. Lu} and \textit{O. Linton}, Econom. Theory 23, No. 1, 37--70 (2007; Zbl 1441.62238) Full Text: DOI
Whang, Yoon-Jae; Linton, Oliver The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. (English) Zbl 1041.62503 J. Econom. 91, No. 1, 1-42 (1999). MSC: 62E20 62M10 62F25 PDFBibTeX XMLCite \textit{Y.-J. Whang} and \textit{O. Linton}, J. Econom. 91, No. 1, 1--42 (1999; Zbl 1041.62503) Full Text: DOI