skip to content

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
Is the EJRA proportionate and therefore justified? A critical review of the EJRA policy at CambridgeLinton, O. B., Rau, R., Baert, P., Bossaerts, P., Crowcroft, J., Evans, G.R., Ewart, P., Gay, N., Kattuman, P., Scholtes, S., Sabourian, H., Smith, R. J.[2024]C12 C21 C23 J21 J26 J63 J83
The Effect of Stock Splits on Liquidity in a Dynamic ModelHafner, C. M., Linton, O. B., Wang, L.[2024]C12 C14 G14 G32
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

<< Back to CWPE Home | See all JEL Codes >>