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Faculty of Economics


Hypothesis Testing: General

Title AuthorsYearJEL Codes
Estimation and Inference in Semiparametric Quantile Factor ModelsMa, S., Linton, O. and Gao, J.[2019]C12
Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization ApproachHong, Y., Linton, O. B., McCabe, B., Sun, J., Wang, S. [2023]C12 C19
Dynamic Autoregressive Liquidity (DArLiQ)Hafner, C. M., Linton, O. B. and Wang, L. [2022]C12 C14
Non-Standard ErrorsMenkveld, A., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neusüss, S., Razen, M., Weitzel, U., Linton, O. [2021]A14 C10 C12 C59 C90 G14 G40
Consistent Testing for an Implication of Supermodular DominanceChung, D., Linton, O. and Whang Y-J. [2021]C12 C14
A Unified Framework for Specification Tests of Continuous Treatment Effect ModelsHuang, W., Linton, O., Zhang, Z.[2021]C10 C11 C12
Testing and Modelling Time Series with Time Varying TailsPalumbo, D.[2021]C12 C18 C51 C52 C46 C58 G12
Heteroskedasticity-Robust Inference in Linear Regression Models with Many CovariatesJochmans, K.[2020]C12
Testing Random Assignment to Peer GroupsJochmans, K.[2020]C12 C21
Testing for Time Stochastic DominanceLee, K., Linton, O., Whang, Y-J.[2020]C10 C12 C14
Testing Stochastic Dominance with Many Conditioning VariablesLinton, O., Seo, M., Whang, Y-J.[2020]C10 C12 C15 C15
Testing for Correlation in Error-Component ModelsJochmans, K.[2019]C12 C23
Testing for Correlation in Error-Component ModelsJochmans, K.[2019]C12 C23
High Dimensional Semiparametric Moment Restriction ModelsDong, C., Gao, J., Linton, O.[2018]C12 C14 C22 C30
A Coupled Component GARCH Model for Intraday and Overnight VolatilityLinton, O. and Wu, J.[2018]C12 C13
Illegal Drugs and Public Corruption: Crack Based Evidence from CaliforniaFlamini, A., Jahanshahi, B., Mohaddes, K.[2018]C12 D73 K42
Econometric Analysis of Production Networks with Dominant Units Pesaran, H. and Yang, C. F.[2016]C12 C13 C23 C67 E32
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effectsHayakawa, K., Smith, V. and Pesaran, H.[2014]C12 C13 C23
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel ModelsHayakawa, K. and Pesaran, M.[2012]C12 C13 C23
Testing CAPM with a Large Number of Assets (Updated 28th March 2012)Pesaran, M. and Yamagata, T.[2012]C12 C15 C23 G11 G12
Testing Weak Cross-Sectional Dependence in Large PanelsPesaran, M. H.[2012]C12 C13 C33

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