Oliver Linton
Oliver Linton | |
---|---|
Born | Oliver Bruce Linton |
Nationality | British |
Institution | Cambridge University |
Doctoral students | Mototsugu Shintani[1] |
Information at IDEAS / RePEc |
Oliver Bruce Linton is a Professor of Political Economy and Econometrics at Cambridge University and a Fellow of Trinity College.[2] He is a Fellow of the British Academy,[3] a Fellow of the Econometric Society,[4] and a Fellow of the Institute of Mathematical Statistics.[5][6]
Linton is an Associate Editor with Econometrica,[7] a co-editor at Econometric Theory,[8] and a joint editor of Royal Economic Society (RES) Econometrics Journal.[9]
Notable publications[]
Chapters in books[]
- Linton, Oliver; Anand, Sudhir; Harris, Christopher (2009), "On ultrapoverty", in Kanbur, Ravi; Basu, Kaushik (eds.), Arguments for a better world: essays in honor of Amartya Sen | Volume I: Ethics, welfare, and measurement, Oxford New York: Oxford University Press, pp. 311–336, ISBN 9780199239115.
- Linton, Oliver; Park, Sujin (2012), "Realized volatility: theory and application", in Bauwens, Luc; Hafner, Christian; Laurent, Sébastien (eds.), Handbook of volatility models and their applications, Hoboken, New Jersey: Wiley, pp. 319–346, ISBN 9780470872512.
Journal articles[]
- Linton, Oliver; Battey, Heather (January 2014). "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves". Journal of Multivariate Analysis. 123: 43–67. doi:10.1016/j.jmva.2013.08.013. hdl:10044/1/41334.
- Linton, Oliver; Gozalo, Pedro (August 2014). "Testing conditional independence restrictions". Econometric Reviews. 33 (5–6): 523–552. doi:10.1080/07474938.2013.825135. S2CID 120696522.
- Linton, Oliver; Hafner, Christian M. (27 April 2015). "An almost closed form estimator for the EGARCH model". Social Science Research Network. doi:10.2139/ssrn.2139516. S2CID 17088549. SSRN 2139516.
Papers[]
- Linton, Oliver; Brugler, James (3 February 2014). "Single stock circuit breakers on the London Stock Exchange: do they improve subsequent market quality?". Centre for Microdata Methods and Practice (cemmap) in association with the Economic and Social Research Council. doi:10.1920/wp.cem.2014.0714. hdl:10419/97379. CWP07/14. Cite journal requires
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(help) Pdf. - Linton, Oliver; Han, Heejoon; Oka, Tatsushi; Whang, Yoon-Jae (20 February 2014). "The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series". Centre for Microdata Methods and Practice (cemmap) in association with the Economic and Social Research Council. arXiv:1402.1937. doi:10.1920/wp.cem.2014.0614. CWP06/14. Cite journal requires
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(help) Pdf. - Linton, Oliver; Hong, Seok Young; Zhang, Hui Jun (20 June 2014). "Multivariate variance ratio statistics". Centre for Microdata Methods and Practice (cemmap) in association with the Economic and Social Research Council. doi:10.1920/wp.cem.2014.2914. CWP29/14. Cite journal requires
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(help) Pdf. - Linton, Oliver; Hong, Seok Young; Zhang, Hui Jun (23 March 2015). "An investigation into multivariate variance ratio statistics and their application to stock market predictability". Centre for Microdata Methods and Practice (cemmap) in association with the Economic and Social Research Council. doi:10.1920/wp.cem.2015.1315. CWP13/15. Cite journal requires
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(help) Pdf.
References[]
- ^ Oliver Linton Curriculum Vitae
- ^ "Professor Oliver Linton, Professor of Political Economy". Cambridge University. Retrieved 26 August 2015.
- ^ "Elections to the fellowship, 2008: Professor Oliver Linton". British Academy. Retrieved 26 August 2015.
- ^ "Oliver LINTON". Royal Economic Society. Retrieved 26 August 2015.
- ^ "IMS Fellows: Honored IMS Fellows". Institute of Mathematical Statistics. Archived from the original on 19 October 2016. Retrieved 26 August 2015.
- ^ "Oliver Linton (personal website)". Retrieved 26 August 2015.
- ^ "Front matter". Econometrica. 83 (1): i–ii. January 2015.
- ^ "Journal overview, editorial board: co-editors". Econometric Theory. Retrieved 26 August 2015.
- ^ Linton, Oliver; Smith, Richard J. (February 2012). "Editorial". The Econometrics Journal. 15 (1): ci–cii. doi:10.1111/j.1368-423X.2011.00367.x. hdl:10.1111/j.1368-423X.2011.00367.x.
Categories:
- British academics
- Development economists
- Fellows of the British Academy
- Fellows of the Econometric Society
- Fellows of Trinity College, Cambridge
- Living people
- Economics journal editors
- British economist stubs
- British academic biography stubs