Centre Fellows
Oliver Linton
University of Cambridge
Oliver is Professor of Political Economy at Cambridge University. His research interests include econometric theory, nonparametric and semiparametric methods and empirical finance.
Selected Publications
We carry out some analysis of the daily data on the number of new cases and […]
We propose a solution to the measurement error problem that plagues the estimation of the relation […]
This paper presents a weighted optimization framework that unifies the binary, multi-valued, continuous, as well as […]
We consider nonlinear moment restriction semiparametric models where both the dimension of the parameter vector and […]
Previous version
In this paper, we propose three new predictive models: the multi-step nonparametric predictive regression model and […]
We study the behaviour of the Betfair betting market and the sterling/dollar exchange rate (futures price) […]
This paper proposes a simple and efficient estimation procedure for the model with non-ignorable missing data […]
Moment restriction semiparametric models, where both the dimension of parameter and the number of restrictions are […]
Latest version
This paper studies a model with both a parametric global trend and a nonparametric local trend. […]
High frequency trading (HFT) has grown substantially in recent years, due to fast-paced technological developments and […]