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Faculty of Economics

Papers and Publications



Recent Publications


Bhattacharya, D. The Empirical Content of Binary Choice Models Econometrica [2021]

Merrick Li, Z. and Linton, O. A ReMeDI for Microstructure Noise Econometrica, forthcoming [2021]

Agranov, M. and Elliott, M. Commitment and (in) Efficiency: A Bargaining Experiment Journal of the European Economic Association [2020]

Linton, O. and Wu, J. A Coupled Component DCS GARCH Model for Intraday and Overnight Volatility Journal of Econometrics [2020]