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

114

Citations

RESEARCH PRODUCTION:

5

Articles

11

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: 10.    Total self citations: 4 (3.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdo318
   Updated: 2024-07-05    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:

Sentana, Enrique (6)

Hansen, Peter (6)

Antoine, Bertille (5)

Inoue, Atsushi (5)

Kilian, Lutz (5)

Cavaliere, Giuseppe (4)

Wang, Wenjie (4)

Baruník, Jozef (4)

Lunde, Asger (4)

Doko Tchatoka, Firmin (4)

Shephard, Neil (4)

Cites to:

Bollerslev, Tim (15)

Shephard, Neil (12)

Andersen, Torben (12)

Newey, Whitney (11)

Diebold, Francis (10)

Renault, Eric (8)

Engle, Robert (7)

Sentana, Enrique (7)

Hansen, Lars (7)

Andrews, Donald (6)

Hall, Alastair (5)

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 (2024 and 2023)


YearTitle of citing document
2023Robust 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

2023Statistical 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

2023Identification 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

2024Jump detection in high-frequency order prices. (2024). Ristig, Alexander ; Hautsch, Nikolaus ; Bibinger, Markus. In: Papers. RePEc:arx:papers:2403.00819.

Full description at Econpapers || Download paper

2023Score-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

2023Maximum 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

2023Dynamic conditional eigenvalue GARCH. (2023). Rahbek, Anders ; Pedersen, Rasmus Sondergaard ; Hetland, Simon. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002141.

Full description at Econpapers || Download paper

2024Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change. (2024). Pretis, Felix ; Jiao, Xiyu ; Schwarz, Moritz. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002634.

Full description at Econpapers || Download paper

2023Bootstrap 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:


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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2014Bootstrapping the GMM overidentification test Under first-order underidentification In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper20
2016Bootstrapping high-frequency jump tests In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper15
2017Bootstrapping high-frequency jump tests.(2017) In: IDEI Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2017Bootstrapping high-frequency jump tests.(2017) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2013Testing for Common Conditionally Heteroskedastic Factors In: Econometrica.
[Full Text][Citation analysis]
article29
2013Bootstrapping realized multivariate volatility measures In: Journal of Econometrics.
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article31
2010Bootstrapping realized multivariate volatility measures.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31
paper
2010Large sample properties of the three-step euclidean likelihood estimators under model misspecification In: MPRA Paper.
[Full Text][Citation analysis]
paper5
2016Large 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
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 nother version. Agregated cites: 7
article
2017ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE In: Discussion Papers.
[Full Text][Citation analysis]
paper3

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