http://covid.econ.cam.ac.uk/linton-uk-covid-cases-predicted-peak (Update on Analysis of Covid-19 Data)
Multiscale clustering of nonparametric regression curves (with M. Vogt)
Journal of Econometrics
A coupled component DCS-EGARCH model for intraday and overnight volatility (with J. Wu)
Journal of Econometrics
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (with Z. Xiao)
Journal of Econometrics
Additive nonparametric models with time variable and both stationary and nonstationary Regressors (with C. Dong)
Journal of Econometrics
A Simple and Efficient Estimation Method for Models with Nonignorable Missing Data (with C. Ai and Z. Zheng)
Statistica Sinica
A New Semiparametric Estimation of Large Dynamic Covariance Matrix with Multiple Conditioning Variables (with J. Chen and D. Li)
Journal of Econometrics
Standard Errors for Nonparametric Regression (with B. Chu and D. Jacho-Chavez)
Econometric Reviews
The behaviour of betting and currency markets on the night of the EU referendum (with T. Auld)
International Journal of Forecasting
Estimating the bid ask spread with a simple nonparametric method from the Roll model (with X. Chen, S. Schneeberger, and Y. Yi)
Journal of Econometrics