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
In this paper, we study a nonparametric regression model including a periodic component, a smooth trend […]
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This paper is concerned with the nonparametric estimation of regression quantiles where the response variable is […]
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This paper develops methodology for nonparametric estimation of a polarization measure due to Anderson (2004) and […]
We propose a test of the hypothesis of stochastic monotonicity. This hypothesis is of interest in […]
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We propose a new method of testing stochastic dominance which improves on existing tests based on […]
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Estimation of heteroskedasticity and autocorrelation consistent covariance matrices (HACs) is a well established problem in time […]
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For vectors x and w, let r(x,w) be a function that can be nonparametrically estimated consistently […]
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We develop inference tools in a semiparametric partially linear regression model with missing response data. A […]
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We propose a procedure for estimating the critical values of the extended Kolmogorov- Smirnov tests of […]
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We provide easy to verify suffcient conditions for the consistency and asymptotic normality of a class […]