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Professor Oliver Linton FBA

Oliver Linton profile picture

About this Fellow

Nonparametric and semiparametric methods, asymptotic approximations and expansions, financial econometrics, nonlinear time series analysis, survival analysis and missing data

Website: http://www.econ.cam.ac.uk/faculty/person.html?id=linton&group=faculty

Appointments

Current post

  • Professor of Political Economy, University of Cambridge; Fellow, Trinity College, Cambridge

Past Appointments

  • Junior Research Fellow, Nuffield College University of Oxford, 1991 - 1993
  • Assistant Professor, Yale University, 1993 - 1997
  • Associate and Full Professor, Yale University, 1997 - 1999
  • Professor of Econometrics, London School of Economics, London School of Economics and Political Science University of London, 1999 - 2011
  • Professor of Econometrics, London School of Economics, London School of Economics and Political Science University of London, 1999 - 2011
  • Nuffield College, Oxford, Nuffield College University of Oxford, 1991 - 1993
  • Professor of Political Economy, University of Cambridge; Fellow, Trinity College, Cambridge, Faculty of Economics, Cambridge, 2011

Publications

A kernel method of estimating structured nonparametric regression based on marginal integration (with J.P. Nielsen) Biometrika, 82, 93-100 -1995

Testing for Stochastic Dominance under general conditions: A subsampling approach (with Y. Whang and E. Maasoumi) Review of Economic Studies 72, 735-765 2005

Estimating Semiparametric ARCH Models by Kernel Smoothing Methods (with E. Mammen) Econometrica 73, 771-836 2005

Other Economics and Economic History Fellows

Professor Kevin O'Rourke

Economic history and international economics; the history of the international economy, the political economy of trade, economic growth and fluctuations

Professor Lucrezia Reichlin

Designing econometric models for large panels of time series and developing solutions for the so-called `curse of dimensionality problem'; economic forecasting in real time (now-casting); monetary policy and its effect on financial intermediation

Professor Hamid Sabourian

Game theory and economic theory; in particular asset prices, bargaining, bounded rationality and complexity, evolutionary games, herd behaviour and social learning, implementation and mechanism design, market games, repeated games, voting

Professor Patrick Bolton

Economics, finance and law, specializing in the areas of contract theory, industrial organization and antitrust law, corporate finance, banking and financial regulation, sovereign debt restructuring, and corporate governance