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Publications by Oliver B. Linton

Semi- And Nonparametric ARCH Processes

Journal of Probability and Statistics

English

Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model

SSRN Electronic Journal

English

Global Bahadur Representation for Nonparametric Censored Regression Quantiles and Its Applications

SSRN Electronic Journal

English

Estimation of a Nonparametric Model for Bond Prices From Cross-Section and Time Series Information

SSRN Electronic Journal

English

Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series

SSRN Electronic Journal

English

A Discrete Choice Model for Large Heterogeneous Panels With Interactive Fixed Effects With an Application to the Determinants of Corporate Bond Issuance

SSRN Electronic Journal

English