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: 2019-01-12    RAS profile: 2017-10-10    
   Missing citations? Add them    Incorrect content? Let us know

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)

Francq, Christian (6)

Sentana, Enrique (6)

Shanken, Jay (6)

Zakoian, Jean-Michel (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 (US)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.
[Full Text][Citation analysis]
article0
2007Loss distribution estimation, external data and model averaging In: Risk and Policy Analysis Unit Working Paper.
[Full Text][Citation analysis]
paper0
2008GARCH-based identification and estimation of triangular systems In: Risk and Policy Analysis Unit Working Paper.
[Full Text][Citation analysis]
paper2
2009GARCH-Based Identification and Estimation of Triangular Systems.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2009Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique In: Risk and Policy Analysis Unit Working Paper.
[Full Text][Citation analysis]
paper0
2009Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper0
2017Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper0
2017Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper0
2010Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2011Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2011When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models In: MPRA Paper.
[Full Text][Citation analysis]
paper0
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.
[Full Text][Citation analysis]
article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 3th 2019. Contact: CitEc Team