| Title | Authors | Year | JEL Codes |
|---|
| Estimation and Inference in Semiparametric Quantile Factor Models | Ma, S., Linton, O. and Gao, J. | [2019] | C12 |
| Dynamic Autoregressive Liquidity (DArLiQ) | Hafner, C. M., Linton, O. B. and Wang, L.
| [2022] | C12 C14 |
| Non-Standard Errors | Menkveld, 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 Dominance | Chung, D., Linton, O. and Whang Y-J.
| [2021] | C12 C14 |
| A Unified Framework for Specification Tests of Continuous Treatment Effect Models | Huang, W., Linton, O., Zhang, Z. | [2021] | C10 C11 C12 |
| Testing and Modelling Time Series with Time Varying Tails | Palumbo, D. | [2021] | C12 C18 C51 C52 C46 C58 G12 |
| Heteroskedasticity-Robust Inference in Linear Regression Models with Many Covariates | Jochmans, K. | [2020] | C12 |
| Testing Random Assignment to Peer Groups | Jochmans, K. | [2020] | C12 C21 |
| Testing for Time Stochastic Dominance | Lee, K., Linton, O., Whang, Y-J. | [2020] | C10 C12 C14 |
| Testing Stochastic Dominance with Many Conditioning Variables | Linton, O., Seo, M., Whang, Y-J. | [2020] | C10 C12 C15 C15 |
| Testing for Correlation in Error-Component Models | Jochmans, K. | [2019] | C12 C23 |
| Testing for Correlation in Error-Component Models | Jochmans, K. | [2019] | C12 C23 |
| High Dimensional Semiparametric Moment Restriction Models | Dong, C., Gao, J., Linton, O. | [2018] | C12 C14 C22 C30 |
| A Coupled Component GARCH Model for Intraday and Overnight Volatility | Linton, O. and Wu, J. | [2018] | C12 C13 |
| Illegal Drugs and Public Corruption: Crack Based Evidence from California | Flamini, 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 effects | Hayakawa, K., Smith, V. and Pesaran, H. | [2014] | C12 C13 C23 |
| Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models | Hayakawa, 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 Panels | Pesaran, M. H. | [2012] | C12 C13 C33 |
