Lorenzo Camponovo : Citation Profile

Are you Lorenzo Camponovo?

University of Surrey

4

H index

2

i10 index

98

Citations

RESEARCH PRODUCTION:

9

Articles

21

Papers

RESEARCH ACTIVITY:

   11 years (2006 - 2017). See details.
   Cites by year: 8
   Journals where Lorenzo Camponovo has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 9 (8.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca1318
   Updated: 2024-11-06    RAS profile: 2023-08-05    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Lorenzo Camponovo.

Is cited by:

Lechner, Michael (11)

Krumer, Alex (6)

Advani, Arun (6)

Słoczyński, Tymon (5)

Sentana, Enrique (4)

Fiorentini, Gabriele (4)

Scaillet, Olivier (4)

Tübbicke, Stefan (4)

Strittmatter, Anthony (4)

Caliendo, Marco (3)

Huber, Martin (3)

Cites to:

Imbens, Guido (14)

Trojani, Fabio (13)

Lechner, Michael (11)

Huber, Martin (8)

Bollerslev, Tim (7)

Abadie, Alberto (7)

Andrews, Donald (6)

MacKinnon, James (6)

Medeiros, Marcelo (6)

Newey, Whitney (5)

Shephard, Neil (5)

Main data

Where Lorenzo Camponovo has published?

Journals with more than one article published# docs
Journal of Financial Econometrics2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
Swiss Finance Institute Research Paper Series / Swiss Finance Institute3
Economics Working Paper Series / University of St. Gallen, School of Economics and Political Science3
Papers / arXiv.org2
FSES Working Papers / Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland2

Recent works citing Lorenzo Camponovo (2024 and 2023)

YearTitle of citing document
2024Isotonic propensity score matching. (2022). Otsu, Taisuke ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2207.08868.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2024Comprehensive Causal Machine Learning. (2024). Mareckova, Jana ; Lechner, Michael. In: Papers. RePEc:arx:papers:2405.10198.

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2023A higher-order correct fast moving-average bootstrap for dependent data. (2023). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:65-81.

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2023Wild bootstrap inference for penalized quantile regression for longitudinal data. (2023). Parker, Thomas ; Lamarche, Carlos. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1799-1826.

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2024Nonparametric bootstrap for propensity score matching estimators. (2024). Lechner, Michael ; Huber, Martin ; Camponovo, Lorenzo ; Bodory, Hugo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:208:y:2024:i:c:s0167715224000385.

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2023Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals. (2023). Peracchi, Franco ; Magnus, Jan R ; Luca, Giuseppe. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10255-5.

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2023How to Support Residential Energy Conservation Cost-Effectively? An analysis of Public Financial Schemes in France. (2023). Chlond, Bettina ; Jeuck, Lisa ; Gavard, Claire. In: Environmental & Resource Economics. RePEc:kap:enreec:v:85:y:2023:i:1:d:10.1007_s10640-022-00754-2.

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2023How sensitive are matching estimates of active labor market policy effects to typically unobserved confounders?. (2023). Tubbicke, Stefan. In: Journal for Labour Market Research. RePEc:spr:jlabrs:v:57:y:2023:i:1:d:10.1186_s12651-023-00352-9.

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2023Robust estimation in beta regression via maximum L $$_q$$ q -likelihood. (2023). , Silvia. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:1:d:10.1007_s00362-022-01320-0.

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2023Insurance Subsidies, the Affordable Care Act, and Financial Stability. (2023). Dodini, Samuel. In: Journal of Policy Analysis and Management. RePEc:wly:jpamgt:v:42:y:2023:i:1:p:97-136.

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Works by Lorenzo Camponovo:

YearTitleTypeCited
2013Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models In: Papers.
[Full Text][Citation analysis]		paper4
2013Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models.(2013) In: Economics Working Paper Series.
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This paper has nother version. Agregated cites: 4		paper
2016Predictability Hidden by Anomalous Observations In: Papers.
[Full Text][Citation analysis]		paper14
2015Nonparametric likelihood for volatility under high frequency data In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]		paper0
2014Robustness of bootstrap in instrumental variable regression In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]		paper2
2011Robustness of Bootstrap in Instrumental Variable Regression.(2011) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 2		paper
2014Robustness of bootstrap in instrumental variable regression.(2014) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 2		paper
2015Robustness of bootstrap in instrumental variable regression.(2015) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2015Robustness of Bootstrap in Instrumental Variable Regression.(2015) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2017Empirical likelihood for high frequency data In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]		paper0
2017Relative error accurate statistic based on nonparametric likelihood In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]		paper0
2006Robust Subsampling In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper4
2012Robust subsampling.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2009Robust Resampling Methods for Time Series In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2016Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2017Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy.(2017) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2015DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article4
2011Breakdown Point Theory for Implied Probability Bootstrap In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper4
2012Breakdown point theory for implied probability bootstrap.(2012) In: Econometrics Journal.
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This paper has nother version. Agregated cites: 4		article
2011On Bartlett Correctability of Empirical Likelihood in Generalized �Power Divergence Family In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper4
2014On Bartlett correctability of empirical likelihood in generalized power divergence family.(2014) In: Statistics & Probability Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2014On Bartlett correctability of empirical likelihood in generalized power divergence family.(2014) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2015Robust heart rate variability analysis by generalized entropy minimization In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article1
2016The finite sample performance of inference methods for propensity score matching and weighting estimators In: FSES Working Papers.
[Full Text][Citation analysis]		paper43
2016The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators.(2016) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2016The finite sample performance of inference methods for propensity score matching and weighting estimators.(2016) In: Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2016A wild bootstrap algorithm for propensity score matching estimators In: FSES Working Papers.
[Full Text][Citation analysis]		paper3
2015On the validity of the pairs bootstrap for lasso estimators In: Biometrika.
[Full Text][Citation analysis]		article5
2017Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article1
2015Testing the lag structure of assets’ realized volatility dynamics In: Economics Working Paper Series.
[Full Text][Citation analysis]		paper6

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