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
The paper of Gallant discussed the practicability of Bayesian inference under distributional assertions on the moment […]
We propose several multivariate variance ratio statistics. We derive the asymptotic distribution of the statistics and […]
This paper develops methodology for semiparametric panel data models in a setting where both the time […]
Previous version
Dynamic portfolio choice has been a central and essential objective for institutional investors in active asset […]
Latest version
We propose an alternative Ratio Statistic for measuring predictability of stock prices. Our statistic is based […]
We investigate a nonparametric panel model with heterogeneous regression functions. In a variety of applications, it […]
We examine a kernel regression estimator for time series that takes account of the error correlation […]
We propose several multivariate variance ratio statistics. We derive the asymptotic distribution of the statistics and […]
We propose a new statistical test of the stochastic dominance efficiency of a given portfolio over […]
Previous version
We propose a new statistical test of the stochastic dominance efficiency of a given portfolio over […]