Professor Oliver Linton FBA

Nonparametric and semiparametric methods, asymptotic approximations and expansions, financial econometrics, nonlinear time series analysis, survival analysis and missing data
Fellow type
UK Fellow
Year elected
2008
Subjects
Economics

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

2011 -

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

1999 - 2011

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

1999 - 2011

Yale University Associate and Full Professor

1997 - 1999

Yale University Assistant Professor

1993 - 1997

Nuffield College University of Oxford Junior Research Fellow

1991 - 1993

Nuffield College University of Oxford Nuffield College, Oxford

1991 - 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

Other Fellows of the British Academy

Professor Esther Duflo FBA

The economic lives of households in poor countries: how they make decisions, what constraints they face, and how this should influence the design of policy; and the at-scale evaluation of such policies, mainly using randomized field experiments

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Professor Justin Yifu Lin FBA

Economic history; development strategy, economic reform, development and transition, with particular attention to China and developing economies

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