Concepedia
Statistics
Publications
98
Citations
6.3K
H-Index
42
Active since
1993
Affiliations
University of Cambridge(Current)
London School of Economics and Political Science
Yale University
Seoul National University
Boston College
Oliver Linton is an author at University of Cambridge specializing in econometrics, economics, and time series analysis.
Publications per year
1993–2024
97
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series
Heejoon Han, Oliver Linton, Tatsushi Oka et al. · Journal of Econometrics · 2016 · 535 citations · Full text
Computing, Data Science, Financial Econometrics +14
Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
Xiaohong Chen, Oliver Linton, Ingrid Van Keilegom · Econometrica · 2003 · 413 citations
Natural Sciences, Economics, Econometrics +16
A Kernel Method of Estimating Structured Nonparametric Regression Based on Marginal Integration
Oliver Linton, Jens Perch Nielsen · Biometrika · 1995 · 399 citations
Computing, Biostatistics, Statistical Learning +9
Semiparametric Regression Analysis With Missing Response at Random
Qihua Wang, Oliver Linton, Wolfgang Karl Härdle · Journal of the American Statistical Association · 2004 · 228 citations
Natural Sciences, Biostatistics, Econometrics +16
The quantilogram: With an application to evaluating directional predictability
Oliver Linton, Yoon‐Jae Whang · Journal of Econometrics · 2007 · 213 citations
Computing, Computer Science, Time Series Analysis +1
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