Professor Oliver Linton

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

Elected 2008

Current post

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

Past appointments

Faculty of Economics, Cambridge Professor of Political Economy, University of Cambridge; Fellow, Trinity College, Cambridge

Sep 2011 -

London School of Economics and Political Science University of London Professor of Econometrics, London School of Economics

Jan 1999 - Sep 2011

London School of Economics and Political Science University of London Professor of Econometrics, London School of Economics

Jan 1999 - Sep 2011

Yale University Associate and Full Professor

Jan 1997 - Jan 1999

Yale University Assistant Professor

Jan 1993 - Jan 1997

Nuffield College University of Oxford Junior Research Fellow

Jan 1991 - Jan 1993

Nuffield College University of Oxford Nuffield College, Oxford

Jan 1991 - Jan 1993

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

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