Professor of Political Economy, Faculty of Economics, University of Cambridge
Oliver Linton came to Cambridge as Professor of Political Economy and Fellow of Trinity College in 2011, having previously held the post of Professor of Econometrics at the LSE (1999-2011). Earlier in his career he worked within the Department of Economics at Yale, where he beecame Professor in the Department of Economics and Department of Statistics and Fellow in the International Center for Finance; and he was a Research Fellow at Nuffield College Oxford from 1991 to 1993.
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.