Centre Fellows

Oliver Linton

Oliver is Professor of Political Economy at Cambridge University. His research interests include econometric theory, nonparametric and semiparametric methods and empirical finance.

Selected Publications

When will the Covid-19 pandemic peak?

We carry out some analysis of the daily data on the number of new cases and […]

Oliver Linton
6 April 2020 | CWP11/20
A Unified Framework for Efficient Estimation of General Treatment Models

This paper presents a weighted optimization framework that unifies the binary, multi-valued, continuous, as well as […]

Zheng Zhang, Kaiji Motegi, Oliver Linton, Chunrong Ai
29 November 2019 | CWP64/19
Estimation with Mixed Data Frequencies: A Bias-Correction Approach

We propose a solution to the measurement error problem that plagues the estimation of the relation […]

Oliver Linton, Anisha Ghosh
29 November 2019 | CWP65/19
High dimensional semiparametric moment restriction models

We consider nonlinear moment restriction semiparametric models where both the dimension of the parameter vector and […]

Oliver Linton, Jiti Gao, Chaohua Dong
4 December 2018 | CWP69/18

Previous version

High dimensional semiparametric moment restriction models
Oliver Linton, Jiti Gao, Chaohua Dong
10 January 2018 | CWP04/18
The behaviour of betting and currency markets on the night of the EU referendum

We study the behaviour of the Betfair betting market and the sterling/dollar exchange rate (futures price) […]

Oliver Linton, Tom Auld
10 January 2018 | CWP01/18
A simple and efficient estimation method for models with nonignorable missing data

This paper proposes a simple and efficient estimation procedure for the model with non-ignorable missing data […]

Zheng Zhang, Oliver Linton, Chunrong Ai
10 January 2018 | CWP02/18
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction

In this paper, we propose three new predictive models: the multi-step nonparametric predictive regression model and […]

Oliver Linton, Jiti Gao, Tingting Cheng
10 January 2018 | CWP03/18
High dimensional semiparametric moment restriction models

Moment restriction semiparametric models, where both the dimension of parameter and the number of restrictions are […]

Oliver Linton, Jiti Gao, Chaohua Dong
10 January 2018 | CWP04/18

Latest version

High dimensional semiparametric moment restriction models
Oliver Linton, Jiti Gao, Chaohua Dong
4 December 2018 | CWP69/18
Inference on a semiparametric model with global power law and local nonparametric trends

This paper studies a model with both a parametric global trend and a nonparametric local trend. […]

Bin Peng, Oliver Linton, Jiti Gao
10 January 2018 | CWP05/18
Implications of high-frequency trading for security markets

High frequency trading (HFT) has grown substantially in recent years, due to fast-paced technological developments and […]

Soheil Mahmoodzadeh, Oliver Linton
10 January 2018 | CWP06/18