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 propose a procedure for estimating the critical values of the extended Kolmogorov- Smirnov tests of […]
Previous version
Estimation of heteroskedasticity and autocorrelation consistent covariance matrices (HACs) is a well established problem in time […]
Previous version
We develop inference tools in a semiparametric partially linear regression model with missing response data. A […]
Previous version
Estimation of heteroskedasticity and autocorrelation consistent covariance matrices (HACs) is a well established problem in time […]
Latest version
For vectors x and w, let r(x,w) be a function that can be nonparametrically estimated consistently […]
Latest version
We provide easy to verify suffcient conditions for the consistency and asymptotic normality of a class […]
Previous version
We develop inference tools in a semiparametric partially linear regression model with missing response data. A […]
Latest version
We propose a procedure for estimating the critical values of the extended Kolmogorov- Smirnov tests of […]
Latest version
We provide easy to verify suffcient conditions for the consistency and asymptotic normality of a class […]
Latest version
A statistical problem that arises in several fields is that of estimating the features of an […]