skip to content

The Cambridge-INET Institute

 

Consistent Testing for an Implication of Supermodular Dominance
Chung, D., Linton, O. and Whang Y-J., (WP2115)

Robust Estimation of Integrated Volatility
Li, M. Z. and Linton, O., (WP2108)



On Unit Free Assessment of The Extent of Multilateral Distributional Variation
Anderson, G., Linton, O., Pittau, M G., Whang, Y-J., Zelli, R., (WP2055)

Testing for Time Stochastic Dominance
Lee, K., Linton, O., Whang, Y-J., (WP2054)


Modelling Demand for ESG
Ahmed, M. F., Gao, Y. and Satchell, S., (WP2043)


Regional Heterogeneity and U.S. Presidential Elections
Ahmed, R. and Pesaran, M. H., (WP2042)

Common Short Selling and Excess Comovement
Geraci, M. V., Gnabo, J-Y. and Veredas, D., (WP2034)


When will the Covid-19 pandemic peak?
Li, S. and Linton, O., (WP2011)

Spurious Factor Analysis
Onatski, A. and Wang, C., (WP2001)


The Impact of Corporate QE on Liquidity: Evidence from the UK
Boneva, L., Elliott, D., Kaminska, I., Linton, O., McLaren, N. and Morley, B., (WP1925)

A ReMeDI for Microstructure Noise
Merrick Li, Z. and Linton, O., (WP1924)


Influencers and Communities in Social Networks
Chen, C. Y-H., Härdle, W. K. and Klochkov, Y., (WP1923)

Semiparametric Single-index Predictive Regression
Zhou, W., Gao, J., Harris, D. and Kew, H., (WP1918)


Emerging Markets and the Conditional CAPM
Ahmed, M. F. and Satchell, S., (WP1917)






Nonparametric Euler Equation Identification andEstimation
Escanciano, J. C., Hoderlein, S., Lewbel, A. and Linton, O., (WP1517)


Estimating the Spot Covariation of Asset Prices - Statistical Theory and Empirical Evidence
Bibinger, M., Hautsch, N., Malec , P. and Reiss, M., (WP1415)

Multivariate Variance Ratio Statistics
Hong, S. Y., Linton, O. and Zhang , H. J., (WP1410)