4
H index
2
i10 index
107
Citations
Lorenzo Camponovo : Citation Profile
University of Surrey | RESEARCH PRODUCTION: 11 Articles 21 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (2006 - 2017). 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:
| Cites to:
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Main data
Where Lorenzo Camponovo has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Econometrics | 3 |
| Econometrics Journal | 2 |
Recent works citing Lorenzo Camponovo (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Isotonic propensity score matching. (2025). Otsu, Taisuke ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2207.08868. Full description at Econpapers || Download paper |
| 2025 | Comprehensive Causal Machine Learning. (2025). Lechner, Michael ; Mareckova, Jana. In: Papers. RePEc:arx:papers:2405.10198. Full description at Econpapers || Download paper |
| 2024 | On the consistency of bootstrap for matching estimators. (2024). Han, Fang ; Lin, Ziming. In: Papers. RePEc:arx:papers:2410.23525. Full description at Econpapers || Download paper |
| 2024 | Implied probability kernel block bootstrap for time series moment condition models. (2024). Parente, Paulo ; Smith, Richard J. In: CeMMAP working papers. RePEc:azt:cemmap:08/24. Full description at Econpapers || Download paper |
| 2024 | Do tax audits have a dynamic impact? Evidence from corporate income tax administrative data. (2024). Mukamana, Theonille ; Salvadori, Luca ; Karangwa, John ; Kotsogiannis, Christos. In: Journal of Development Economics. RePEc:eee:deveco:v:170:y:2024:i:c:s0304387824000415. Full description at Econpapers || Download paper |
| 2025 | Bootstrap based asymptotic refinements for high-dimensional nonlinear models. (2025). Rafi, Ahnaf ; Horowitz, Joel L. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000314. Full description at Econpapers || Download paper |
| 2024 | The children of HOPE VI demolitions: National evidence on labor market outcomes. (2024). Weinberg, Daniel ; Palloni, Giordano ; Kutzbach, Mark ; Haltiwanger, John ; Staiger, Matthew ; Pollakowski, Henry O. In: Journal of Public Economics. RePEc:eee:pubeco:v:239:y:2024:i:c:s0047272724001245. Full description at Econpapers || Download paper |
| 2024 | Nonparametric 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. Full description at Econpapers || Download paper |
| 2024 | The Finite Sample Performance of Instrumental Variable-Based Estimators of the Local Average Treatment Effect When Controlling for Covariates. (2024). Lechner, Michael ; Huber, Martin ; Bodory, Hugo. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10507-y. Full description at Econpapers || Download paper |
| 2025 | Robust beta regression through the logit transformation. (2025). Queiroz, Francisco F ; Maluf, Yuri S. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:88:y:2025:i:1:d:10.1007_s00184-024-00949-1. Full description at Econpapers || Download paper |
| 2025 | Bootstrap for inference after model selection and model averaging for likelihood models. (2025). Claeskens, Gerda ; Garcia-Angulo, Andrea C. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:88:y:2025:i:3:d:10.1007_s00184-024-00956-2. Full description at Econpapers || Download paper |
Works by Lorenzo Camponovo:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models.(2013) In: Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2016 | Predictability Hidden by Anomalous Observations In: Papers. [Full Text][Citation analysis] | paper | 14 |
| 2015 | Nonparametric likelihood for volatility under high frequency data In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Robustness of bootstrap in instrumental variable regression In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Robustness of Bootstrap in Instrumental Variable Regression.(2011) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | Robustness of bootstrap in instrumental variable regression.(2014) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2015 | Robustness 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 | |
| 2015 | Robustness of Bootstrap in Instrumental Variable Regression.(2015) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2017 | Empirical likelihood for high frequency data In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Relative error accurate statistic based on nonparametric likelihood In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Robust Subsampling In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Robust subsampling.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2009 | Robust Resampling Methods for Time Series In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Comment 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 | |
| 2015 | DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
| 2011 | Breakdown Point Theory for Implied Probability Bootstrap In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Breakdown point theory for implied probability bootstrap.(2012) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2011 | On Bartlett Correctability of Empirical Likelihood in Generalized �Power Divergence Family In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2014 | On 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 | |
| 2014 | On 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 | |
| 2015 | Robust heart rate variability analysis by generalized entropy minimization In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2016 | The finite sample performance of inference methods for propensity score matching and weighting estimators In: FSES Working Papers. [Full Text][Citation analysis] | paper | 47 |
| 2016 | The 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: 47 | paper | |
| 2016 | The 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: 47 | paper | |
| 2016 | A wild bootstrap algorithm for propensity score matching estimators In: FSES Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | On the validity of the pairs bootstrap for lasso estimators In: Biometrika. [Full Text][Citation analysis] | article | 7 |
| 2017 | Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Comment 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 | |
| 2015 | Testing the lag structure of assets’ realized volatility dynamics In: Economics Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2016 | Asymptotic refinements of nonparametric bootstrap for quasi‐likelihood ratio tests for classes of extremum estimators In: Econometrics Journal. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team