5
H index
3
i10 index
158
Citations
York University | 5 H index 3 i10 index 158 Citations RESEARCH PRODUCTION: 12 Articles 10 Papers RESEARCH ACTIVITY:
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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 |
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| Journal of Financial Econometrics | 2 |
| Journal of Applied Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
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| 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 |
| 2025 | Free teacher education in rural China: Incentives and challenges11We thank Jesse Bruhn, Olivia Chi, Heather Hill, Brian Jacob, Susanna Loeb, David Monk, Emily Rauscher, Eric Taylor, and seminar participants at AEFP, AERA, APPAM, Brown University, Peking University, Southern University of Science and Technology, University of Michigan, as well as one anonymous reviewer at AERA for their insightful comments. We also thank Yang Song for her inputs in the early stage of this project and Jing Liu, Will Grossenbacher, and Xiu Wu for their excellent research assistance. This paper uses confidential data from the China Institute for Educational Finance Research and the Institute of Economics of Education at Peking University, China Ministry of Education, and Ningxia Department of Education. The experiment was approved by the University of Michigan IRB (HUM00127559). The authors declare that they have no relevant or material financial interests that relate to the research described in this paper. This research did not receive any specific grant from funding agencies in the public, commercial, or not-for-profit sectors.. (2025). , Lifeng ; Ye, Xiaoyang ; Zhai, Muxin. In: China Economic Review. RePEc:eee:chieco:v:93:y:2025:i:c:s1043951x25001440. 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 | 96 |
| 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: 96 | 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: 96 | 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team