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

Oliver Linton

Research Associates

Professor of Political Economy and Director of Research, at the Faculty of Economics, University of Cambridge as well as Fellow of Trinity College.

His research interests are nonparametric and semiparametric methods, particularly as applied to bandwidth choice and to efficiency comparisons between first order equivalent procedures, leading to examination of practical problems such as how to choose bandwidth, the curse of dimensionality, and how to obtain good approximations to the actual sampling variability of the estimators. He is also interested in financial econometrics.

Publications