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The Cambridge-INET Institute


Nonparametric Euler Equation Identification and Estimation
Escanciano, J C., Hoderlein, S., Lewbel, A., Linton, O., Srisuma, S., (WP2060)

Testing Stochastic Dominance with Many Conditioning Variables
Linton, O., Seo, M., Whang, Y-J., (WP2059)

A Dynamic Network of Arbitrage Characteristics
Ge, S., Li, S. and Linton, O., (WP2058)

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

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)

Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios
Dharmawansa, P., Johnstone, I. M., and Onatski, A., (WP1822)

Testing in High-Dimensional Spiked Models
Johnstone, I. M. and Onatski, A., (WP1821)

Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model
Chen, X., Linton, O. and Schneeberger, S., (WP1604)

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

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