Oliver Linton

3 articles listing Oliver Linton in Journal of Econometrics, Quantitative Economics, indexed by Paperzzz from Crossref and OSF.

1. Should we augment large covariance matrix estimation with auxiliary network information? Journal of Econometrics
2. Estimating a conditional density ratio model for asset returns and option demand Journal of Econometrics
3. Estimation and inference in high‐dimensional panel data models with interactive fixed effects Quantitative Economics