5
H index
3
i10 index
157
Citations
York University | 5 H index 3 i10 index 157 Citations RESEARCH PRODUCTION: 12 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Antoine Alex Djogbenou. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Applied Econometrics | 2 |
| Journal of Financial Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper / Economics Department, Queen's University | 4 |
| Papers / arXiv.org | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2024). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707. Full description at Econpapers || Download paper |
| 2025 | Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method. (2025). Wang, Yulong ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:2210.16991. Full description at Econpapers || Download paper |
| 2024 | Asymptotic Theory for Two-Way Clustering. (2024). Yap, Luther. In: Papers. RePEc:arx:papers:2301.03805. Full description at Econpapers || Download paper |
| 2025 | Inference in IV models with clustered dependence, many instruments and weak identification. (2024). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559. Full description at Econpapers || Download paper |
| 2025 | Cluster-robust jackknife and bootstrap inference for binary response models. (2024). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Papers. RePEc:arx:papers:2406.00650. Full description at Econpapers || Download paper |
| 2025 | Jackknife inference with two-way clustering. (2024). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Papers. RePEc:arx:papers:2406.08880. Full description at Econpapers || Download paper |
| 2024 | Dealing with idiosyncratic cross-correlation when constructing confidence regions for PC factors. (2024). Ruiz, Esther ; Poncela, Pilar ; Fresoli, Diego. In: Papers. RePEc:arx:papers:2407.06883. Full description at Econpapers || Download paper |
| 2024 | Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters. (2024). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2408.10686. Full description at Econpapers || Download paper |
| 2024 | International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628. Full description at Econpapers || Download paper |
| 2025 | Combining Clusters for the Approximate Randomization Test. (2025). Lau, Chun Pong. In: Papers. RePEc:arx:papers:2502.03865. Full description at Econpapers || Download paper |
| 2025 | Wild Bootstrap Inference for Linear Regressions with Many Covariates. (2025). Li, Wenze. In: Papers. RePEc:arx:papers:2506.20972. Full description at Econpapers || Download paper |
| 2025 | An Improved Inference for IV Regressions. (2025). Dou, Liyu ; Zhang, Yichong ; Min, Pengjin ; Wang, Wenjie. In: Papers. RePEc:arx:papers:2506.23816. Full description at Econpapers || Download paper |
| 2025 | Stablecoins: Fundamentals, Emerging Issues, and Open Challenges. (2025). di Pietro, Roberto ; Caprolu, Maurantonio ; Mahrous, Ahmed. In: Papers. RePEc:arx:papers:2507.13883. Full description at Econpapers || Download paper |
| 2025 | Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462. Full description at Econpapers || Download paper |
| 2024 | Did Tariffs Make American Manufacturing Great? New Evidence from the Gilded Age. (2024). Meissner, Christopher ; Klein, Alexander. In: CAGE Online Working Paper Series. RePEc:cge:wacage:729. Full description at Econpapers || Download paper |
| 2024 | International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814. Full description at Econpapers || Download paper |
| 2024 | The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901. Full description at Econpapers || Download paper |
| 2024 | Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x. Full description at Econpapers || Download paper |
| 2024 | Selection inconsistency for factor-augmented regressions. (2024). Tu, Yundong ; Wang, Siwei. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524003240. Full description at Econpapers || Download paper |
| 2025 | Consistent model selection for factor-augmented regressions. (2025). Wang, Siwei ; Tu, Yundong. In: Economics Letters. RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525001685. Full description at Econpapers || Download paper |
| 2024 | Cross-section bootstrap for CCE regressions. (2024). De Vos, Ignace ; Stauskas, Ovidijus. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003640. Full description at Econpapers || Download paper |
| 2024 | Confidence intervals of treatment effects in panel data models with interactive fixed effects. (2024). Zhou, Qiankun ; Shen, Yan ; Li, Xingyu. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000307. Full description at Econpapers || Download paper |
| 2024 | Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Hong, Yongmiao ; Chen, Qitong ; Li, Haiqi. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393. Full description at Econpapers || Download paper |
| 2024 | Wild bootstrap inference for instrumental variables regressions with weak and few clusters. (2024). Zhang, Yichong ; Wang, Wenjie. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000733. Full description at Econpapers || Download paper |
| 2025 | Quantile prediction with factor-augmented regression: Structural instability and model uncertainty. (2025). Wang, Siwei ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000533. Full description at Econpapers || Download paper |
| 2025 | Asymptotic theory for two-way clustering. (2025). Yap, Luther. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000557. Full description at Econpapers || Download paper |
| 2025 | Did recreational marijuana legalization increase crime in the long run?. (2025). Lee, Sunyoung. In: International Review of Law and Economics. RePEc:eee:irlaec:v:82:y:2025:i:c:s014481882500002x. Full description at Econpapers || Download paper |
| 2024 | Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices. (2024). Steeley, James ; Chelley-Steeley, Patricia ; Schnitzlein, Charles. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002140. Full description at Econpapers || Download paper |
| 2025 | National culture of secrecy and stock price synchronicity: Cross-country evidence. (2025). Leledakis, George ; Pasiouras, Fotios ; Pyrgiotakis, Emmanouil G ; Gaganis, Chrysovalantis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002553. Full description at Econpapers || Download paper |
| 2024 | Co-Bubble transmission across clean and dirty Cryptocurrencies: Network and portfolio analysis. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000950. Full description at Econpapers || Download paper |
| 2024 | Migration barrier relaxation and entrepreneurship: Evidence from the hukou reform in China. (2024). Zou, Jian ; Xu, Yunjiao ; Liu, Xinyan. In: Labour Economics. RePEc:eee:labeco:v:90:y:2024:i:c:s0927537124001003. Full description at Econpapers || Download paper |
| 2025 | Occupational licensing in US public schools: Nationwide implementation of Teacher Performance Assessment. (2025). Zou, Jian ; Chung, Bobby W. In: Journal of Public Economics. RePEc:eee:pubeco:v:244:y:2025:i:c:s004727272500026x. Full description at Econpapers || Download paper |
| 2025 | Fast Cluster Bootstrap Methods for Spatial Error Models. (2025). Zheng, YU ; Fan, Honggang. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:18:p:2913-:d:1745436. Full description at Econpapers || Download paper |
| 2025 | Can Cryptocurrencies Be Green? The Role of Stablecoins Toward a Carbon Footprint and Sustainable Ecosystem. (2025). Sariannidis, Nikolaos ; Zournatzidou, Georgia ; Koemtzopoulos, Dimitrios. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:2:p:483-:d:1563848. Full description at Econpapers || Download paper |
| 2024 | Design of Partial Population Experiments with an Application to Spillovers in Tax Compliance. (2024). Tortarolo, Dario ; Cruces, Guillermo ; Vazquez-Bare, Gonzalo. In: IZA Discussion Papers. RePEc:iza:izadps:dp17256. Full description at Econpapers || Download paper |
| 2025 | Design of Partial Population Experiments with an Application to Spillovers in Tax Compliance. (2025). Tortarolo, Dario ; Vazquez-Bare, Gonzalo ; Cruces, Guillermo. In: IZA Discussion Papers. RePEc:iza:izadps:dp17692. Full description at Econpapers || Download paper |
| 2024 | Spatial differencing for sample selection models with ‘site-specific’ unobserved local effects. (2024). Tchuente, Guy ; Klein, Alexander. In: The Econometrics Journal. RePEc:oup:emjrnl:v:27:y:2024:i:2:p:235-257.. Full description at Econpapers || Download paper |
| 2024 | Handling Distinct Correlated Effects with CCE. (2024). De Vos, Ignace ; Stauskas, Ovidijus. In: MPRA Paper. RePEc:pra:mprapa:120194. Full description at Econpapers || Download paper |
| 2024 | Weak-Identification-Robust Bootstrap Tests after Pretesting for Exogeneity. (2024). Wang, Wenjie ; Tchatoka, Firmin Doko. In: MPRA Paper. RePEc:pra:mprapa:123060. Full description at Econpapers || Download paper |
| 2025 | Identification-Robust Two-Stage Bootstrap Tests with Pretesting for Exogeneity. (2025). Doko Tchatoka, Firmin ; Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:125017. Full description at Econpapers || Download paper |
| 2024 | Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models. (2024). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1515. Full description at Econpapers || Download paper |
| 2024 | Jackknife Inference with Two-Way Clustering. (2024). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1516. Full description at Econpapers || Download paper |
| 2025 | Economic activity and $$\hbox {CO}_2$$ CO 2 emissions in Spain. (2025). Ruiz, Esther ; Poncela, Pilar ; Juan, Arnzazu. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02673-1. Full description at Econpapers || Download paper |
| 2025 | Design of Partial Population Experiments with an Application to Spillovers in Tax Compliance. (2025). Tortarolo, Dario ; Vazquez-Bare, Gonzalo ; Cruces, Guillermo. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:11059. Full description at Econpapers || Download paper |
| 2024 | Harmonizing regulatory market approval of products with high safety requirements: Evidence from the European pharmaceutical market. (2024). Stargardt, Tom ; Grunwald, Fabian. In: Health Economics. RePEc:wly:hlthec:v:33:y:2024:i:7:p:1546-1564. Full description at Econpapers || Download paper |
| 2024 | Expecting the unexpected: Stressed scenarios for economic growth. (2024). Ruiz, Esther ; Rodriguezcaballero, Vladimir C ; Gonzalezrivera, Gloria. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:926-942. Full description at Econpapers || Download paper |
| 2025 | Standard Errors for Difference‐in‐Difference Regression. (2025). Hansen, Bruce E. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:3:p:291-309. Full description at Econpapers || Download paper |
| 2025 | Interval Forecasting of Carbon Price With a Novel Hybrid Multiscale Decomposition and Bootstrap Approach. (2025). Zhu, Bangzhu ; Wang, Ping ; Chevallier, Julien. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:376-390. Full description at Econpapers || Download paper |
| 2024 | CBD as a cure‐all? The impacts of state‐level legalization of prescription cannabidiol (CBD) on opioid prescriptions. (2024). Michieka, Nyakundi ; Gearhart, Richard ; Bersak, Tim. In: Southern Economic Journal. RePEc:wly:soecon:v:90:y:2024:i:3:p:701-740. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 95 |
| 2019 | Asymptotic theory and wild bootstrap inference with clustered errors.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | article | |
| 2018 | Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors.(2018) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | paper | |
| 2023 | Composite Likelihood for Stochastic Migration Model with Unobserved Factor In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Composite Likelihood for Stochastic Migration Model with Unobserved Factor*.(2024) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Tests for Group-Specific Heterogeneity in High-Dimensional Factor Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Tests for group-specific heterogeneity in high-dimensional factor models.(2024) In: Journal of Multivariate Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2015 | Recent developments in bootstrap methods for dependent data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2015 | Bootstrap inference in regressions with estimated factors and serial correlation In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2016 | Bootstrap prediction intervals for factor models In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2017 | Bootstrap Prediction Intervals for Factor Models.(2017) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2023 | Time-varying coefficient DAR model and stability measures for stablecoin prices: An application to Tether In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
| 2022 | An econometric panel data model of the COVID-19 pandemic In: Post-Print. [Citation analysis] | paper | 0 |
| 2022 | An Econometric Panel Data Model of the COVID-19 Pandemic.(2022) In: Journal of Statistical and Econometric Methods. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Testing for Endogeneity of Covid-19 Patient Assignments* In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Validity Of Wild Bootstrap Inference With Clustered Errors In: Working Paper. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Model Selection In Factor-augmented Regressions With Estimated Factors In: Working Paper. [Full Text][Citation analysis] | paper | 9 |
| 2021 | Model selection in factor-augmented regressions with estimated factors.(2021) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2018 | Comovements In The Real Activity Of Developed And Emerging Economies: A Test Of Global Versus Specific International Factors In: Working Paper. [Full Text][Citation analysis] | paper | 7 |
| 2020 | Comovements in the real activity of developed and emerging economies: A test of global versus specific international factors.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2022 | Transition model for coronavirus management In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] | article | 0 |
| 2024 | Identifying oil price shocks with global, developed, and emerging latent real economy activity factors In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
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