Published Papers Title or Author Theme - Any -empiricalinformationinstitutionsnetworkstransmission Do high-frequency data improve high-dimensional porfolio allocations? Journal of Applied Econometrics Wiley Hautsch, N., Kyj, L.M. and Malec, P. Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency The Annals of Statistics The Institute of Mathematical Statistics Bibinger, M., Hautsch, N., Malec, P. and Reiss, M. Global bahadur representation for nonparametric censored regression quantiles and its applications Econometric Theory Cambridge University Press Kong, E., Linton, O. and Xia, Y. empirical Local linear litting under near-epoch dependence: uniform consistency with convergence rates Econometric Theory Cambridge University Press Li, D., Lu, Z. and Linton, O. empirical Testing conditional independence restrictions Econometric Reviews Taylor & Francis Linton, O. and Gozalo, P. empirical Estimation of semiparametric locally stationary diffusion models Journal of Econometrics Elsevier Koo, B. and Linton, O. empirical Kernel estimation of polarization measures Journal of Econometrics Elsevier Anderson, G., Linton, O. and Whang, Y. empirical Estimation of and Inference about the Expected Shortfall for Time Series with Infinite Variance Econometric Theory Cambridge University Press Linton, O. and Xiao, Z. empirical Oil prices, external income, and growth: lessons from Jordan Review of Middle East Economics and Finance De Gruyter Mohaddes, K. and Raissi, M. Unit roots in white noise Econometric Theory Onatski, A. and Uhlig, H. empirical Pagination First page « First Previous page ‹ Previous … Page 15 Page 16 Page 17 Page 18 Current page 19 Page 20 Page 21 Page 22 Page 23 … Next page Next › Last page Last » Sign up for our newsletter about JI events, research, news and more. SUBSCRIBE