Todd Andrew Prono : Citation Profile


Are you Todd Andrew Prono?

Government of the United States

2

H index

0

i10 index

5

Citations

RESEARCH PRODUCTION:

2

Articles

11

Papers

RESEARCH ACTIVITY:

   11 years (2006 - 2017). See details.
   Cites by year: 0
   Journals where Todd Andrew Prono has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 4 (44.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppr136
   Updated: 2018-10-13    RAS profile: 2017-10-10    
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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 Todd Andrew Prono.

Is cited by:

Lewbel, Arthur (3)

Yang, Minxian (1)

Milunovich, George (1)

Cites to:

Drost, Feike C. (14)

Bollerslev, Tim (13)

Newey, Whitney (13)

Nijman, Theo (9)

Jagannathan, Ravi (8)

Hansen, Lars (8)

Engle, Robert (7)

Zakoian, Jean-Michel (6)

Sentana, Enrique (6)

Kristensen, Dennis (6)

Shanken, Jay (6)

Main data


Where Todd Andrew Prono has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5
Risk and Policy Analysis Unit Working Paper / Federal Reserve Bank of Boston3
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Todd Andrew Prono (2018 and 2017)


YearTitle of citing document
2018Identification and estimation using heteroscedasticity without instruments: The binary endogenous regressor case. (2018). Lewbel, Arthur. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:10-12.

Full description at Econpapers || Download paper

Works by Todd Andrew Prono:


YearTitleTypeCited
2015Market proxies as factors in linear asset pricing models: Still living with the roll critique In: Journal of Empirical Finance.
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2007Loss distribution estimation, external data and model averaging In: Risk and Policy Analysis Unit Working Paper.
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2008GARCH-based identification and estimation of triangular systems In: Risk and Policy Analysis Unit Working Paper.
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2009GARCH-Based Identification and Estimation of Triangular Systems.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 2
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2009Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique In: Risk and Policy Analysis Unit Working Paper.
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2009Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2006GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique In: Working Papers.
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2017Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance In: Finance and Economics Discussion Series.
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2017Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry In: Finance and Economics Discussion Series.
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2010Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model In: MPRA Paper.
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2011Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model In: MPRA Paper.
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2011When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models In: MPRA Paper.
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2014THE ROLE OF CONDITIONAL HETEROSKEDASTICITY IN IDENTIFYING AND ESTIMATING LINEAR TRIANGULAR SYSTEMS, WITH APPLICATIONS TO ASSET PRICING MODELS THAT INCLUDE A MISMEASURED FACTOR In: Journal of Applied Econometrics.
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article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2th 2018. Contact: CitEc Team