| Title | Authors | Year | JEL Codes |
|---|
| Estimating Time-Varying Networks for High-Dimensional Time Series | Chen, J., Li, D., Li, Y., Linton, O. B.
| [2022] | C13 C14 C32 C38 |
| GMM Estimation for High–Dimensional Panel Data Models | Cheng, T., Dong, C., Gao, J., Linton, O.
| [2022] | C13 C14 C23 |
| CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects | Vogt, M., Walsh, C., Linton, O. | [2022] | C13 C23 C55 |
| Identification and Estimation of Categorical Random Coeficient Models | Gao, Z., Pesaran, M. H. | [2022] | C01 C21 C13 C46 J30 |
| Estimation of Common Factors for Microstructure Noise and Efficient Price in a High-frequency Dual Factor Model | Li, Y-N., Chen, J. and Linton, O.
| [2021] | C10 C13 C14 C33 C38 |
| The Cost of Carbon Leakage: Britain’s Carbon Price Support and Cross-border Electricity Trade | Guo, B. and Newbery, D. | [2020] | Q48 F14 D61 C13 |
| Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach | Rabovic, R., Cizek, P. | [2020] | C13 C31 C34 |
| Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model | Pesaran, M. H. and Yang, C. F. | [2020] | C13 C15 C31 D85 I18 J18 |
| 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 |
| The Impact of Unilateral Carbon Taxes on Cross-Border Electricity Trading | Guo, B., Newbery, D., Gissey, G. | [2019] | Q48 F14 D61 C13 |
| 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 |
| A Coupled Component GARCH Model for Intraday and Overnight Volatility | Linton, O. and Wu, J. | [2018] | C12 C13 |
| 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 |
| Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise. | Onatski, A. | [2018] | C13 C33 |
| Econometric Analysis of Production Networks with Dominant Units | Pesaran, H. and Yang, C. F. | [2016] | C12 C13 C23 C67 E32 |
| A multiple testing approach to the regularisation of large sample correlation matrices | Bailey , N., Smith, V. and Pesaran, H. | [2014] | C13,C58 |
| 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 Weak Cross-Sectional Dependence in Large Panels | Pesaran, M. H. | [2012] | C12 C13 C33 |
