Prosper Dovonon : Citation Profile

Concordia University (50% share)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (50% share)

7

H index

6

i10 index

158

Citations

RESEARCH PRODUCTION:

14

Articles

19

Papers

RESEARCH ACTIVITY:

   15 years (2010 - 2025). See details.
   Cites by year: 10
   Journals where Prosper Dovonon has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 17 (9.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdo318
   Updated: 2026-03-28    RAS profile: 2026-03-02    
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Relations with other researchers

Works with:

Gospodinov, Nikolay (2)

Antoine, Bertille (2)

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 (17)

Kruiniger, Hugo (9)

Hansen, Peter (6)

Fève, Patrick (6)

Portier, Franck (6)

Kilian, Lutz (5)

Inoue, Atsushi (5)

Kleibergen, Frank (5)

Lunde, Asger (4)

Wang, Wenjie (4)

Baruník, Jozef (4)

Cites to:

Renault, Eric (25)

Newey, Whitney (24)

Shephard, Neil (19)

Sentana, Enrique (18)

Bollerslev, Tim (16)

Andrews, Donald (16)

Antoine, Bertille (15)

Engle, Robert (14)

Hansen, Lars (13)

Diebold, Francis (13)

Andersen, Torben (12)

Main data

Where Prosper Dovonon has published?

Journals with more than one article published# docs
Journal of Econometrics7
Econometric Reviews2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4
Discussion Papers / Department of Economics, Simon Fraser University3

Recent works citing Prosper Dovonon (2025 and 2024)

YearTitle of citing document
2024Robustness, Heterogeneous Treatment Effects and Covariate Shifts. (2024). Spini, Pietro Emilio. In: Papers. RePEc:arx:papers:2112.09259.

Full description at Econpapers || Download paper

2025Bootstraps for Dynamic Panel Threshold Models. (2024). Gong, Woosik ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2211.04027.

Full description at Econpapers || Download paper

2025Large sample properties of GMM estimators under second-order identification. (2023). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2307.13475.

Full description at Econpapers || Download paper

2025Jump detection in high-frequency order prices. (2024). Hautsch, Nikolaus ; Bibinger, Markus ; Ristig, Alexander. In: Papers. RePEc:arx:papers:2403.00819.

Full description at Econpapers || Download paper

2025Robustness to Missing Data: Breakdown Point Analysis. (2024). Ober-Reynolds, Daniel. In: Papers. RePEc:arx:papers:2406.06804.

Full description at Econpapers || Download paper

2026A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions. (2025). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2508.20753.

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2025Uniform Quasi ML based inference for the panel AR(1) model. (2025). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2508.20855.

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2026Estimation and inference in models with multiple behavioural equilibria. (2026). Raggi, Davide ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2512.04541.

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2026Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment. (2026). Hounyo, Ulrich ; Podolskij, Mark ; Christensen, Kim. In: Papers. RePEc:arx:papers:2601.16613.

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2024Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683.

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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.

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2024Finite underidentification. (2024). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000381.

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2025Score-type tests for normal mixtures. (2025). Sentana, Enrique ; Amengual, Dante ; Bei, Xinyue ; Carrasco, Marine. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000630.

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2025Identification robust inference for the risk premium in term structure models. (2025). Kong, Lingwei ; Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000745.

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2025Reprint of: Finite underidentification. (2025). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407625000016.

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2025Misspecification-robust bootstrap t-test for irrelevant factor in linear stochastic discount factor models. (2025). Hounyo, Ulrich ; Djogbenou, Antoine A. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001514.

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2025GMM estimation with Brownian kernels applied to income inequality measurement. (2025). Phillips, Peter ; Cho, Jin Seo. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001642.

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2025Examining the nexus between exporting status and CO2 productivity in Indonesian agri-based manufacturing. (2025). Luckstead, Jeff ; Mandasari, Putriesti. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000386.

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2025Information projection approach to smoothed propensity score weighting for handling selection bias under missing at random. (2025). Wang, Hengfang ; Kim, Jae Kwang. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:77:y:2025:i:1:d:10.1007_s10463-024-00913-w.

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Works by Prosper Dovonon:

YearTitleTypeCited
2019Relevant moment selection under mixed identification strength In: School of Economics Working Papers.
[Full Text][Citation analysis]		paper0
2012Inference about long run canonical correlations In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2012Testing for Common GARCH Factors In: CIRANO Working Papers.
[Full Text][Citation analysis]		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]		paper21
2017Bootstrapping the GMM overidentification test under first-order underidentification.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2016Bootstrapping high-frequency jump tests In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper16
2017Bootstrapping high-frequency jump tests.(2017) In: IDEI Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2019Bootstrapping High-Frequency Jump Tests.(2019) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2017Bootstrapping high-frequency jump tests.(2017) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2018Inference in Second-Order Identified Models In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2018The Asymptotic Properties of GMM and Indirect Inference under Second-order Identification In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper18
2018Robust Estimation with Exponentially Tilted Hellinger Distance In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper4
2021Robust estimation with exponentially tilted Hellinger distance.(2021) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2017ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2018ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE.(2018) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Robust Estimation with Exponentially Tilted Hellinger Distance.(2020) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2013Testing for Common Conditionally Heteroskedastic Factors In: Econometrica.
[Full Text][Citation analysis]		article30
2013Bootstrapping realized multivariate volatility measures In: Journal of Econometrics.
[Full Text][Citation analysis]		article30
2010Bootstrapping realized multivariate volatility measures.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2018The asymptotic properties of GMM and indirect inference under second-order identification In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
2017The Asymptotic Properties of GMM and Indirect Inference Under Second-Order Identification.(2017) In: Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2020Inference in second-order identified models In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
2017Inference in Second-Order Identified Models.(2017) In: Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2022Testing the eigenvalue structure of spot and integrated covariance In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2025Efficiency bounds for moment condition models with mixed identification strength In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2025A Uniformly Valid Test for Instrument Exogeneity In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper0
2010Large sample properties of the three-step euclidean likelihood estimators under model misspecification In: MPRA Paper.
[Full Text][Citation analysis]		paper2
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: 2		article
2012Conditionally heteroskedastic factor models with skewness and leverage effects In: MPRA Paper.
[Full Text][Citation analysis]		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
2020Efficiency bounds for semiparametric models with singular score functions In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2024Specification testing for conditional moment restrictions under local identification failure In: Quantitative Economics.
[Full Text][Citation analysis]		article1

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