5
H index
4
i10 index
116
Citations
Prosper Dovonon : Citation Profile
Concordia University (50% share) | RESEARCH PRODUCTION: 5 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2010 - 2019). 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:
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Main data
Where Prosper Dovonon has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 4 |
Recent works citing Prosper Dovonon (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Robustness, Heterogeneous Treatment Effects and Covariate Shifts. (2021). Spini, Pietro Emilio. In: Papers. RePEc:arx:papers:2112.09259. Full description at Econpapers || Download paper |
| 2024 | Robust 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 |
| 2023 | Statistical 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 |
| 2023 | Identification 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 |
| 2024 | Jump 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 |
| 2023 | Score-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 |
| 2023 | Maximum 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 |
| 2023 | Dynamic 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 |
| 2024 | Testing 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 |
| 2024 | Finite underidentification. (2024). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000381. Full description at Econpapers || Download paper |
| 2023 | Bootstrap 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Relevant moment selection under mixed identification strength In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Inference about long run canonical correlations In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2012 | Testing for Common GARCH Factors In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Testing for Common GARCH Factors.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | Bootstrapping the GMM overidentification test Under first-order underidentification In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2016 | Bootstrapping high-frequency jump tests In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2017 | Bootstrapping high-frequency jump tests.(2017) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2017 | Bootstrapping high-frequency jump tests.(2017) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2013 | Testing for Common Conditionally Heteroskedastic Factors In: Econometrica. [Full Text][Citation analysis] | article | 30 |
| 2013 | Bootstrapping realized multivariate volatility measures In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
| 2010 | Bootstrapping realized multivariate volatility measures.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2010 | Large sample properties of the three-step euclidean likelihood estimators under model misspecification In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Large 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 | |
| 2012 | Conditionally heteroskedastic factor models with skewness and leverage effects In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
| 2013 | CONDITIONALLY 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 | |
| 2017 | ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team