O
Oliver Linton
Researcher at University of Cambridge
Publications - 447
Citations - 13008
Oliver Linton is an academic researcher from University of Cambridge. The author has contributed to research in topics: Estimator & Nonparametric statistics. The author has an hindex of 55, co-authored 425 publications receiving 12055 citations. Previous affiliations of Oliver Linton include University of Illinois at Urbana–Champaign & Yale University.
Papers
More filters
Journal ArticleDOI
A polarization-cohesion perspective on cross-country convergence
TL;DR: In this paper, two simple statistics for analyzing the issue are introduced which are capable of discerning, in many dimensions, changes in the underlying distributions which reflect combinations of increasing subgroup location differences and decreasing subgroup spreads, which are the characteristics of polarization (de-polarization).
Journal ArticleDOI
Estimating multiplicative and additive hazard functions by kernel methods
TL;DR: This paper proposed new procedures for estimating the component functions in both additive and multiplicative nonparametric marker-dependent hazard models with a full counting process framework that allows for left truncation and right censoring and time-varying covariates.
Journal ArticleDOI
The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market
TL;DR: In this article, the authors investigate the effects of fragmentation in equity markets on the quality of trading outcomes in a panel of FTSE stocks over the period 2008-2011, and find that both fragmentation in visible order books and dark trading that is offered outside the visible order book lower volatility.
Journal ArticleDOI
Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions
Arthur Lewbel,Oliver Linton +1 more
TL;DR: In this article, the authors provide consistent, asymptotically normal nonparametric estimators for the functions G and H, where r(v, z, w) = H[vG(z), w], and some related models.
Journal ArticleDOI
A semiparametric model for heterogeneous panel data with fixed effects
TL;DR: The effect of fragmentation on market quality is nonlinear and non-monotonic, and the implied quality of the market under perfect competition is superior to that under monopoly provision, but the transition between the two is complicated.