Prosper Dovonon : Citation Profile


Are you Prosper Dovonon?

Concordia University (50% share)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (50% share)

5

H index

4

i10 index

90

Citations

RESEARCH PRODUCTION:

5

Articles

10

Papers

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 10
   Journals where Prosper Dovonon has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 3 (3.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdo318
   Updated: 2021-10-16    RAS profile: 2017-11-03    
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Relations with other researchers


Works with:

Goncalves, Silvia (3)

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

Is cited by:

Hansen, Peter (6)

Kilian, Lutz (5)

Inoue, Atsushi (5)

Antoine, Bertille (4)

Sentana, Enrique (4)

Shephard, Neil (4)

Lunde, Asger (4)

Baruník, Jozef (4)

Barndorff-Nielsen, Ole (3)

Doko Tchatoka, Firmin (3)

Vacha, Lukas (3)

Cites to:

Bollerslev, Tim (11)

Diebold, Francis (10)

Shephard, Neil (9)

Andersen, Torben (9)

Barndorff-Nielsen, Ole (7)

Sentana, Enrique (7)

Newey, Whitney (7)

Andrews, Donald (6)

Renault, Eric (6)

Hansen, Lars (4)

Drost, Feike C. (4)

Main data


Where Prosper Dovonon has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4

Recent works citing Prosper Dovonon (2021 and 2020)


YearTitle of citing document
2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-05.

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2021Bootstrapping Non-Stationary Stochastic Volatility. (2021). Georgiev, Iliyan ; Rahbek, Anders ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2101.03562.

Full description at Econpapers || Download paper

2021Identification robust inference for moments based analysis of linear dynamic panel data models. (2021). Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08346.

Full description at Econpapers || Download paper

2020Hypothesis Tests with a Repeatedly Singular Information Matrix. (2020). Sentana, Enrique ; Amengual, Dante ; Bei, Xinyue. In: Working Papers. RePEc:cmf:wpaper:wp2020_2002.

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2020Hypothesis tests with a repeatedly singular information matrix. (2020). Amengual, Dante ; Bei, Xinyue ; Sentana, Enrique. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14415.

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2020Testing identification strength. (2020). Antoine, Bertille ; Renault, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:271-293.

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2020Inference in second-order identified models. (2020). Kleibergen, Frank ; Hall, Alastair R ; Dovonon, Prosper. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:346-372.

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2021Bootstrapping non-stationary stochastic volatility. (2021). Rahbek, Anders ; Cavaliere, Giuseppe ; Georgiev, Iliyan ; Boswijk, Peter H. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:161-180.

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2020Statistical inferences for realized portfolio weights. (2020). Lazariv, Taras ; Seifert, Miriam Isabel ; Schmid, Wolfgang ; Golosnoy, Vasyl. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:49-62.

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2020On GMM Inference: Partial Identification, Identification Strength, and Non-Standard. (2020). Poskitt, Donald. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-40.

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2021Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data. (2021). Wang, Wenjie ; Tchatoka, Firmin Doko. In: MPRA Paper. RePEc:pra:mprapa:106408.

Full description at Econpapers || Download paper

2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: MPRA Paper. RePEc:pra:mprapa:99243.

Full description at Econpapers || Download paper

2021Inference for Iterated GMM Under Misspecification. (2021). Lee, Seojeong ; Hansen, Bruce E. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:3:p:1419-1447.

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2020Inference in nonparametric/semiparametric moment equality models with shape restrictions. (2020). Zhu, YU. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:2:p:609-636.

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2020Inference for local distributions at high sampling frequencies: A bootstrap approach. (2020). Varneskov, Rasmus T ; Hounyo, Ulrich. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:1-34.

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Works by Prosper Dovonon:


YearTitleTypeCited
2019Relevant moment selection under mixed identification strength In: School of Economics Working Papers.
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paper0
2012Inference about long run canonical correlations In: Journal of Time Series Analysis.
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article2
2012Testing for Common GARCH Factors In: CIRANO Working Papers.
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paper2
2011Testing for Common GARCH Factors.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 2
paper
2014Bootstrapping the GMM overidentification test Under first-order underidentification In: CIRANO Working Papers.
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paper13
2016Bootstrapping high-frequency jump tests In: CIRANO Working Papers.
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paper10
2017Bootstrapping high-frequency jump tests.(2017) In: IDEI Working Papers.
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This paper has another version. Agregated cites: 10
paper
2017Bootstrapping high-frequency jump tests.(2017) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2013Testing for Common Conditionally Heteroskedastic Factors In: Econometrica.
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article22
2013Bootstrapping realized multivariate volatility measures In: Journal of Econometrics.
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article30
2010Bootstrapping realized multivariate volatility measures.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2010Large sample properties of the three-step euclidean likelihood estimators under model misspecification In: MPRA Paper.
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paper4
2016Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification.(2016) In: Econometric Reviews.
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This paper has another version. Agregated cites: 4
article
2012Conditionally heteroskedastic factor models with skewness and leverage effects In: MPRA Paper.
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paper7
2013CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS.(2013) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article

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