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Review 2.
- Published in:
- 2009
- By:
- Publication type:
- Book Review
A SIMPLE AND EFFICIENT ESTIMATION METHOD FOR MODELS WITH NON-IGNORABLE MISSING DATA.
- Published in:
- Statistica Sinica, 2020, v. 30, n. 4, p. 1949, doi. 10.5705/ss.202018.0107
- By:
- Publication type:
- Article
Nonparametric estimation of a periodic sequence in the presence of a smooth trend.
- Published in:
- Biometrika, 2014, v. 101, n. 1, p. 121, doi. 10.1093/biomet/ast051
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- Publication type:
- Article
Miscellanea Efficient estimation of additive nonparametric regression models.
- Published in:
- Biometrika, 1997, v. 84, n. 2, p. 469, doi. 10.1093/biomet/84.2.469
- By:
- Publication type:
- Article
A kernel method of estimating structured nonparametric regression based on marginal integration.
- Published in:
- Biometrika, 1995, v. 82, n. 1, p. 93
- By:
- Publication type:
- Article
A REMEDI FOR MICROSTRUCTURE NOISE.
- Published in:
- Econometrica, 2022, v. 90, n. 1, p. 367, doi. 10.3982/ECTA17505
- By:
- Publication type:
- Article
Efficient Semiparametric Estimation of the Fama-French Model and Extensions.
- Published in:
- Econometrica, 2012, v. 80, n. 2, p. 713, doi. 10.3982/ECTA7432
- By:
- Publication type:
- Article
TESTING FOR STOCHASTIC MONOTONICITY.
- Published in:
- Econometrica, 2009, v. 77, n. 2, p. 585, doi. 10.3982/ECTA7145
- By:
- Publication type:
- Article
NONPARAMETRIC MATCHING AND EFFICIENT ESTIMATORS OF HOMOTHETICALLY SEPARABLE FUNCTIONS.
- Published in:
- Econometrica, 2007, v. 75, n. 4, p. 1209, doi. 10.1111/j.1468-0262.2007.00787.x
- By:
- Publication type:
- Article
ESTIMATION OF SEMIPARAMETRIC MODELS WHEN THE CRITERION FUNCTION IS NOT SMOOTH.
- Published in:
- Econometrica, 2003, v. 71, n. 5, p. 1591, doi. 10.1111/1468-0262.00461
- By:
- Publication type:
- Article
NONPARAMETRIC CENSORED AND TRUNCATED REGRESSION.
- Published in:
- Econometrica, 2002, v. 70, n. 2, p. 765, doi. 10.1111/1468-0262.00304
- By:
- Publication type:
- Article
SECOND ORDER APPROXIMATION IN THE PARTIALLY LINEAR REGRESSION MODEL.
- Published in:
- Econometrica, 1995, v. 63, n. 5, p. 1079, doi. 10.2307/2171722
- By:
- Publication type:
- Article
Yongmiao Hong, Oliver Linton, Jiajing Sun, and Meiting Zhu's contribution to the Discussion of 'the Discussion Meeting on Probabilistic and statistical aspects of machine learning'.
- Published in:
- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2024, v. 86, n. 2, p. 320, doi. 10.1093/jrsssb/qkad152
- By:
- Publication type:
- Article
Chaohua Dong, Jiti Gao and Oliver Linton's contribution to the Discussion of 'Assumption‐lean inference for generalised linear model parameters' by Vansteelandt and Dukes.
- Published in:
- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2022, v. 84, n. 3, p. 707, doi. 10.1111/rssb.12523
- By:
- Publication type:
- Article
Classification of non-parametric regression functions in longitudinal data models.
- Published in:
- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2017, v. 79, n. 1, p. 5, doi. 10.1111/rssb.12155
- By:
- Publication type:
- Article
A non-parametric panel model for climate data with seasonal and spatial variation.
- Published in:
- Journal of the Royal Statistical Society: Series A (Statistics in Society), 2024, v. 187, n. 1, p. 158, doi. 10.1093/jrsssa/qnad086
- By:
- Publication type:
- Article
Shaoran Li, Oliver Linton and Shuyi Ge's contribution to the 'First Discussion Meeting on Statistical Aspects of the Covid‐19 Pandemic'.
- Published in:
- Journal of the Royal Statistical Society: Series A (Statistics in Society), 2022, v. 185, n. 4, p. 1836, doi. 10.1111/rssa.12933
- By:
- Publication type:
- Article
Shuyi Ge, Oliver Linton and Shaoran Li's contribution to the 'First Discussion Meeting on Statistical Aspects of the Covid‐19 Pandemic'.
- Published in:
- Journal of the Royal Statistical Society: Series A (Statistics in Society), 2022, v. 185, n. 4, p. 1831, doi. 10.1111/rssa.12929
- By:
- Publication type:
- Article
Estimation, Inference and Specification Analysis.
- Published in:
- Econometric Theory, 1996, v. 12, n. 3, p. 581, doi. 10.1017/S0266466600006861
- By:
- Publication type:
- Article
Problems: Kernel Regression with “No” Information.
- Published in:
- Econometric Theory, 1996, v. 12, n. 2, p. 393, doi. 10.1017/S0266466600006666
- By:
- Publication type:
- Article
Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models.
- Published in:
- Econometric Theory, 1996, v. 12, n. 1, p. 30, doi. 10.1017/S0266466600006435
- By:
- Publication type:
- Article
Differentiation of an Exponential Matrix Function.
- Published in:
- Econometric Theory, 1995, v. 11, n. 5, p. 1182, doi. 10.1017/S0266466600010082
- By:
- Publication type:
- Article
Differentiation of an Exponential Matrix Function.
- Published in:
- Econometric Theory, 1994, v. 10, n. 3/4, p. 817, doi. 10.1017/S0266466600008823
- By:
- Publication type:
- Article
Adaptive Estimation in ARCH Models.
- Published in:
- Econometric Theory, 1993, v. 9, n. 4, p. 539, doi. 10.1017/S0266466600007970
- By:
- Publication type:
- Article
A discrete-choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance.
- Published in:
- Journal of Applied Econometrics, 2017, v. 32, n. 7, p. 1226, doi. 10.1002/jae.2568
- By:
- Publication type:
- Article
The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market.
- Published in:
- Journal of Applied Econometrics, 2016, v. 31, n. 1, p. 192, doi. 10.1002/jae.2438
- By:
- Publication type:
- Article
Do Consumption-Based Asset Pricing Models Explain the Dynamics of Stock Market Returns?
- Published in:
- Journal of Risk & Financial Management, 2024, v. 17, n. 2, p. 71, doi. 10.3390/jrfm17020071
- By:
- Publication type:
- Article
A nonparametric prewhitened covariance estimator.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 2, p. 215, doi. 10.1111/1467-9892.00263
- By:
- Publication type:
- Article
An Investigation into Multivariate Variance Ratio Statistics and their Application to Stock Market Predictability.
- Published in:
- Journal of Financial Econometrics, 2017, v. 15, n. 2, p. 173, doi. 10.1093/jjfinec/nbw014
- By:
- Publication type:
- Article
Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference.
- Published in:
- 2016
- By:
- Publication type:
- Opinion
Nonparametric regression estimation at design poles and zeros.
- Published in:
- Canadian Journal of Statistics, 1996, v. 24, n. 4, p. 583, doi. 10.2307/3315335
- By:
- Publication type:
- Article
Consistent Testing for Stochastic Dominance under General Sampling Schemes.
- Published in:
- Review of Economic Studies, 2005, v. 72, n. 3, p. 735, doi. 10.1111/j.1467-937X.2005.00350.x
- By:
- Publication type:
- Article
Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems.
- Published in:
- Review of Economic Studies, 2004, v. 71, n. 3, p. 613, doi. 10.1111/j.1467-937X.2004.00298.x
- By:
- Publication type:
- Article
A polarization-cohesion perspective on cross-country convergence.
- Published in:
- Journal of Economic Growth, 2012, v. 17, n. 1, p. 49, doi. 10.1007/s10887-011-9072-3
- By:
- Publication type:
- Article
ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM.
- Published in:
- Econometric Theory, 2022, v. 38, n. 5, p. 1014, doi. 10.1017/S026646662000050X
- By:
- Publication type:
- Article
NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION.
- Published in:
- Econometric Theory, 2021, v. 37, n. 5, p. 851, doi. 10.1017/S0266466620000365
- By:
- Publication type:
- Article
QUANTILOGRAMS UNDER STRONG DEPENDENCE.
- Published in:
- Econometric Theory, 2020, v. 36, n. 3, p. 457, doi. 10.1017/S0266466619000227
- By:
- Publication type:
- Article
INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS.
- Published in:
- Econometric Theory, 2020, v. 36, n. 2, p. 223, doi. 10.1017/S0266466619000094
- By:
- Publication type:
- Article
AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL.
- Published in:
- Econometric Theory, 2017, v. 33, n. 4, p. 1013, doi. 10.1017/S0266466616000256
- By:
- Publication type:
- Article
AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS.
- Published in:
- Econometric Theory, 2016, v. 32, n. 1, p. 30, doi. 10.1017/S0266466614000851
- By:
- Publication type:
- Article
NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA.
- Published in:
- Econometric Theory, 2016, v. 32, n. 1, p. 1, doi. 10.1017/S026646661400070X
- By:
- Publication type:
- Article
LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS.
- Published in:
- Econometric Theory, 2015, v. 31, n. 4, p. 671, doi. 10.1017/S0266466614000516
- By:
- Publication type:
- Article
GLOBAL BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED REGRESSION QUANTILES AND ITS APPLICATIONS.
- Published in:
- Econometric Theory, 2013, v. 29, n. 5, p. 941, doi. 10.1017/S0266466612000813
- By:
- Publication type:
- Article
ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE.
- Published in:
- Econometric Theory, 2013, v. 29, n. 4, p. 771, doi. 10.1017/S0266466612000692
- By:
- Publication type:
- Article
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES.
- Published in:
- Econometric Theory, 2012, v. 28, n. 5, p. 935, doi. 10.1017/S0266466612000011
- By:
- Publication type:
- Article
ESTIMATION OF A SEMIPARAMETRIC IGARCH(1,1) MODEL.
- Published in:
- Econometric Theory, 2011, v. 27, n. 3, p. 639, doi. 10.1017/S0266466610000435
- By:
- Publication type:
- Article
INTRODUCTION TO THE SPECIAL ISSUE ON INVERSE PROBLEMS.
- Published in:
- Econometric Theory, 2011, v. 27, n. 3, p. 457, doi. 10.1017/S0266466610000356
- By:
- Publication type:
- Article
UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL.
- Published in:
- Econometric Theory, 2010, v. 26, n. 5, p. 1529, doi. 10.1017/S0266466609990661
- By:
- Publication type:
- Article
ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS.
- Published in:
- Econometric Theory, 2010, v. 26, n. 1, p. 1, doi. 10.1017/S0266466609090598
- By:
- Publication type:
- Article
HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS.
- Published in:
- Econometric Theory, 2007, v. 23, n. 6, p. 1136, doi. 10.1017/S0266466607070454
- By:
- Publication type:
- Article