师资团体

师资团体 Faculty

OLIVER LINTON

职称:教授

研究方向:统计学和经济计量学。半参数和非参数模型的估计和推断、时间序列分析、金融统计、大样本理论等

联系方式:obl20@cam.ac.uk

个人简历


OLIVER LINTON

http://www.oliverlinton.me.uk/



PRESENT POSITION: Fellow of Trinity College and Professor of Political Economy,

University of Cambridge, 2011-


PREVIOUS POSITIONS: Professor of Econometrics, Department of Economics

The London School of Economics and Political Science, July 1999-2011,

Member, Financial Markets Group, 2001-2011

Professor, Department of Economics and Department of Statistics

and Fellow, International Center for Finance

Yale University, July 1998{June 2000

Associate Professor,

Department of Economics

Yale University, July 1997{June 1998

Assistant Professor,

Department of Economics

Yale University, July 1993{June 1997

Research Fellow

Nueld College, Oxford University, September 1991{ June 1993



PUBLICATIONS

Forthcoming

[1] Multivariate Variance Ratio Statistics (with Hui Jun Zhang and Seok Young Hong). Halbert

White Lecture, Journal of Financial Econometrics

[q] Estimation of semiparametric models for large panels with application to Market Fragmentation. (with L. Boneva (K•orber) and M. Vogt) Journal of Econometrics

[3] Quantile Regresion Applications in Finance (with X. Ziao)

[4] A ratio test of the Martingale Hypothesis for Gross Returns (with E. Smetanina) Journal of Empirical Finance

[5] Nonparametric Testing of a Strong Leverage Effect (with Y. Whang and Y. Yen). Journal of Econometrics

[6] Classication of nonparametric regression functions in longitudinal data models (with M.

Vogt) Journal of the Royal Statistical Society, Series B.

[7] Semiparametric Dynamic Portfolio Choice with Multiple Conditioning variables (with J.

Chen, D. Li and Z. Lu) Journal of Econometrics

[8] Discussion of A. Ron Gallant (with R. Wu). Journal of Financial Econometrics

[9] Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise (with S. Park and S.Y. Hong) Journal of Econometrics

[10] A Flexible Semiparametric Model for Time Series (with D. Li and Z. Lu) Journal of Econometrics

[11] The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series (with Heejoon Han, Tatushi Oka, and Yoon Jae Whang).Journal of Econometrics