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Faculty of Economics

Papers and Publications



Recent Publications


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

Onatski, A. and Wang, C. Spurious Factor Analysis Econometrica [2021]

Ai, C., Linton, O., Motegi, K. and Zhang, Z. A Unified Framework for Efficient Estimation of General Treatment Models Quantitative Economics, forthcoming [2021]

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