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Results: 1-10 |
Results: 10
ASYMPTOTIC INEFFICIENCY OF AN ESTIMATOR DERIVED FROM A KERNEL-BASED TEST STATISTIC
Authors: LINTON O
Citation: O. Linton, ASYMPTOTIC INEFFICIENCY OF AN ESTIMATOR DERIVED FROM A KERNEL-BASED TEST STATISTIC, Econometric theory, 14(1), 1998, pp. 153-154
A GARCH MODEL OF THE IMPLIED VOLATILITY OF THE SWISS MARKET INDEX FROM OPTION PRICES
Authors: SABBATINI M LINTON O
Citation: M. Sabbatini et O. Linton, A GARCH MODEL OF THE IMPLIED VOLATILITY OF THE SWISS MARKET INDEX FROM OPTION PRICES, International journal of forecasting, 14(2), 1998, pp. 199-213
AN ASYMPTOTIC-EXPANSION IN THE GARCH(1,1) MODEL
Authors: LINTON O
Citation: O. Linton, AN ASYMPTOTIC-EXPANSION IN THE GARCH(1,1) MODEL, Econometric theory, 13(4), 1997, pp. 558-581
KERNEL REGRESSION WITH NO INFORMATION
Authors: LINTON O
Citation: O. Linton, KERNEL REGRESSION WITH NO INFORMATION, Econometric theory, 13(3), 1997, pp. 464-465
EDGEWORTH APPROXIMATION FOR MINPIN ESTIMATORS IN SEMIPARAMETRIC REGRESSION-MODELS
Authors: LINTON O
Citation: O. Linton, EDGEWORTH APPROXIMATION FOR MINPIN ESTIMATORS IN SEMIPARAMETRIC REGRESSION-MODELS, Econometric theory, 12(1), 1996, pp. 30-60
DIFFERENTIATION OF AN EXPONENTIAL MATRIX FUNCTION
Authors: LINTON O MCCRORIE JR
Citation: O. Linton et Jr. Mccrorie, DIFFERENTIATION OF AN EXPONENTIAL MATRIX FUNCTION, Econometric theory, 11(5), 1995, pp. 1182-1185
2ND-ORDER APPROXIMATION IN THE PARTIALLY LINEAR-REGRESSION MODEL
Authors: LINTON O
Citation: O. Linton, 2ND-ORDER APPROXIMATION IN THE PARTIALLY LINEAR-REGRESSION MODEL, Econometrica, 63(5), 1995, pp. 1079-1112
A SIMPLE BIAS REDUCTION METHOD FOR DENSITY-ESTIMATION
Authors: JONES MC LINTON O NIELSEN JP
Citation: Mc. Jones et al., A SIMPLE BIAS REDUCTION METHOD FOR DENSITY-ESTIMATION, Biometrika, 82(2), 1995, pp. 327-338
A KERNEL-METHOD OF ESTIMATING STRUCTURED NONPARAMETRIC REGRESSION-BASED ON MARGINAL INTEGRATION
Authors: LINTON O NIELSEN JP
Citation: O. Linton et Jp. Nielsen, A KERNEL-METHOD OF ESTIMATING STRUCTURED NONPARAMETRIC REGRESSION-BASED ON MARGINAL INTEGRATION, Biometrika, 82(1), 1995, pp. 93-100
ADAPTIVE ESTIMATION IN ARCH MODELS
Authors: LINTON O
Citation: O. Linton, ADAPTIVE ESTIMATION IN ARCH MODELS, Econometric theory, 9(4), 1993, pp. 539-569
Risultati: 1-10 |