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Oliver Linton

Affiliations: 
Economics University of Cambridge, Cambridge, England, United Kingdom 
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"Oliver Linton"
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Parents

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Thomas J. Rothenberg grad student (MathTree)

Children

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David Tomas Jacho-Chavez grad student 2001-2006 London School of Economics & Political Science

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Publications

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Ma S, Linton O, Gao J. (2020) Estimation and Inference in Semiparametric Quantile Factor Models Journal of Econometrics
Dong C, Linton O, Peng B. (2020) A weighted sieve estimator for nonparametric time series models with nonstationary variables Journal of Econometrics
Chen J, Li D, Linton O. (2019) A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables Journal of Econometrics. 212: 155-176
Vogt M, Linton O. (2018) Multiscale clustering of nonparametric regression curves Journal of Econometrics. 216: 305-325
Vogt M, Linton O. (2017) Classification of non‐parametric regression functions in longitudinal data models Journal of the Royal Statistical Society Series B-Statistical Methodology. 79: 5-27
Chen X, Linton O, Yi Y. (2017) Semiparametric identification of the bid–ask spread in extended Roll models Journal of Econometrics. 200: 312-325
Linton O, Wu R. (2016) Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference Journal of Financial Econometrics. 14: 261-264
Chen X, Jacho-Chávez DT, Linton O. (2016) Averaging of an increasing number of moment condition estimators Econometric Theory. 32: 30-70
Linton O, Wang Q. (2016) Nonparametric Transformation Regression With Nonstationary Data Econometric Theory. 32: 1-29
Park S, Hong SY, Linton O. (2015) Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error Journal of Econometrics
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