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British Academy Fellows
Record for: LINTON, Professor Oliver
Post: Professor of Political Economy and Fellow of Trinity College
Specialisms: Nonparametric and semiparametric methods, asymptotic approximations and expansions, financial econometrics, nonlinear time series analysis, survival analysis and missing data
Appointments:
Professor of Political Economy Faculty of Economics, Cambridge (2011-)
Junior Research Fellow Nuffield College (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 (1999-2011)
Principal publications:
Estimating Semiparametric ARCH Models by Kernel Smoothing Methods (with E. Mammen), Econometrica 73, 771-836, 2005
Testing for Stochastic Dominance under general conditions: A subsampling approach (with Y. Whang and E. Maasoumi), Review of Economic Studies 72, 735-765, 2005
A kernel method of estimating structured nonparametric regression based on marginal integration (with J.P. Nielsen), Biometrika, 82, 93-100, (1995)
Elected to the Fellowship: 2008 § S2