| Title | Authors | Year | JEL Codes |
|---|
| A Dynamic Network of Arbitrage Characteristics | Li, S. and Linton, O. | [2020] | C14 G11 G12 |
| Semiparametric Single-index Predictive Regression | Zhou, W., Gao, J., Harris, D. and Kew, H. | [2019] | C13 C14 C32 C51 |
| Dependent Microstructure Noise and Integrated Volatility: Estimation from High-Frequency Data | Li, Z. M., Laeven, R. J. A. and Vellekoop, M. H. | [2019] | C13 C14 C55 C58 |
| Inference on a distribution from noisy draws | Jochmans, K. and Weidner, M. | [2019] | C14 C23 |
| Nonparametric Predictive Regressions for Stock Return Prediction | Cheng, T., Gao, J., Linton, O. | [2019] | C14 C22 G17 |
| Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information | Koo, B., La Vecchia, D., Linton, O. | [2019] | C13 C14 C22 G12 |
| Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity | Linton, O., Xiao, Z. | [2019] | C13 C14 |
| Income Effects and Rationalizability in Multinomial Choice Models | Bhattacharya, D. | [2018] | C14 C25 D11 |
| The Empirical Content of Binary Choice Models | Bhattacharya, D. | [2018] | C14 C25 D12 |
| Applied Welfare Analysis for Discrete Choice with Interval-data on Income | Lee, Y-Y., Bhattacharya, D. | [2018] | C14 C25 C25 |
| High Dimensional Semiparametric Moment Restriction Models | Dong, C., Gao, J., Linton, O. | [2018] | C12 C14 C22 C30 |
| A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables | Chen, J., Li, D., Linton, O. | [2018] | C10 C13 C14 G11 |
| A Semiparametric Intraday GARCH Model | Malec, P. | [2016] | C14 C22 C53 C58 |
| Nonparametric Euler Equation Identification andEstimation | Escanciano, J. C., Hoderlein, S., Lewbel, A. and Linton, O. | [2015] | C14 D91 E21 G12 |
| Estimating the Spot Covariation of Asset Prices - Statistical Theory and Empirical Evidence | Bibinger, M., Hautsch, N., Malec , P. and Reiss, M. | [2014] | C58 C14 C32 |
| Testing against Changing Correlation | Harvey, A. C. and Thiele, S. | [2014] | C14 C22 F36 |
