Citation profile for Prosper Dovonon

Prosper Dovonon : Citation Profile

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

H index

i10 index

111

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 12
   Journals where Prosper Dovonon has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 4 (3.48 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdo318
   Updated: 2024-04-18    RAS profile: 2023-01-21
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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 Prosper Dovonon.

Is cited by:

Hansen, Peter (6)

Sentana, Enrique (6)

Kilian, Lutz (5)

Inoue, Atsushi (5)

Antoine, Bertille (5)

Doko Tchatoka, Firmin (4)

Wang, Wenjie (4)

Cavaliere, Giuseppe (4)

Baruník, Jozef (4)

Lunde, Asger (4)

Shephard, Neil (4)

Cites to:

Bollerslev, Tim (15)

Andersen, Torben (12)

Shephard, Neil (12)

Newey, Whitney (11)

Diebold, Francis (10)

Renault, Eric (8)

Sentana, Enrique (7)

Engle, Robert (7)

Hansen, Lars (7)

Andrews, Donald (6)

Antoine, Bertille (5)

Main data

Where Prosper Dovonon has published?

Working Papers Series with more than one paper published	# docs
MPRA Paper / University Library of Munich, Germany	4

Recent works citing Prosper Dovonon (2024 and 2023)

Year	Title of citing document
2023	Robust Inference for Dynamic Panel Threshold Models. (2022). Seo, Myung Hwan ; Gong, Woosik. In: Papers. RePEc:arx:papers:2211.04027. Full description at Econpapers \|\| Download paper
2023	Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables. (2023). Zhu, KE ; Su, Bing. In: Papers. RePEc:arx:papers:2301.06658. Full description at Econpapers \|\| Download paper
2023	Identification Robust Inference for the Risk Premium in Term Structure Models. (2023). Kong, Lingwei ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2307.12628. Full description at Econpapers \|\| Download paper
2023	Score-type tests for normal mixtures. (2023). Sentana, Enrique ; Bei, Xinyue ; Amengual, Dante ; Carrasco, Marine. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-02. Full description at Econpapers \|\| Download paper
2023	Maximum likelihood estimation of stochastic frontier models with endogeneity. (2023). Pérez-Urdiales, María ; Perez-Urdiales, Maria ; Centorrino, Samuele. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:82-105. Full description at Econpapers \|\| Download paper
2023	Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models. (2023). Uehara, Yuma. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:4:d:10.1007_s10463-022-00854-2. Full description at Econpapers \|\| Download paper

Works by Prosper Dovonon:

Year	Title	Type	Cited
2019	Relevant moment selection under mixed identification strength In: School of Economics Working Papers. [Full Text][Citation analysis]	paper	0
2012	Inference about long run canonical correlations In: Journal of Time Series Analysis. [Full Text][Citation analysis]	article	2
2012	Testing for Common GARCH Factors In: CIRANO Working Papers. [Full Text][Citation analysis]	paper	2
2011	Testing for Common GARCH Factors.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
2014	Bootstrapping the GMM overidentification test Under first-order underidentification In: CIRANO Working Papers. [Full Text][Citation analysis]	paper	20
2016	Bootstrapping high-frequency jump tests In: CIRANO Working Papers. [Full Text][Citation analysis]	paper	14
2017	Bootstrapping high-frequency jump tests.(2017) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14	paper
2017	Bootstrapping high-frequency jump tests.(2017) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14	paper
2013	Testing for Common Conditionally Heteroskedastic Factors In: Econometrica. [Full Text][Citation analysis]	article	28
2013	Bootstrapping realized multivariate volatility measures In: Journal of Econometrics. [Full Text][Citation analysis]	article	31
2010	Bootstrapping realized multivariate volatility measures.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31	paper
2010	Large sample properties of the three-step euclidean likelihood estimators under model misspecification In: MPRA Paper. [Full Text][Citation analysis]	paper	5
2016	Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	article
2012	Conditionally heteroskedastic factor models with skewness and leverage effects In: MPRA Paper. [Full Text][Citation analysis]	paper	7
2013	CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS.(2013) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7	article
2017	ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE In: Discussion Papers. [Full Text][Citation analysis]	paper	2