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papers

JOURNAL ARTICLES

January 28, 2019

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

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Faculty of Economics
Austin Robinson Building Sidgwick Avenue Cambridge, CB3 9DD

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obl20@cam.ac.uk

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