Details about Antoine Alex Djogbenou

Access statistics for papers by Antoine Alex Djogbenou.

Last updated 2023-08-05. Update your information in the RePEc Author Service.

Short-id: pdj35

Working Papers

2022

1. An econometric panel data model of the COVID-19 pandemic
   Post-Print, HAL
   See also Journal Article in Journal of Statistical and Econometric Methods (2022)
2. Tests for Group-Specific Heterogeneity in High-Dimensional Factor Models
   Papers, arXiv.org

2021

3. Composite Likelihood for Stochastic Migration Model with Unobserved Factor
   Papers, arXiv.org

2019

4. Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (53)
   Also in Working Paper, Economics Department, Queen's University (2018) View citations (9)
   See also Journal Article in Journal of Econometrics (2019)

2018

5. Comovements In The Real Activity Of Developed And Emerging Economies: A Test Of Global Versus Specific International Factors
   Working Paper, Economics Department, Queen's University
   See also Journal Article in Journal of Applied Econometrics (2020)

2017

6. Model Selection In Factor-augmented Regressions With Estimated Factors
   Working Paper, Economics Department, Queen's University View citations (4)
   See also Journal Article in Econometric Reviews (2021)
7. Validity Of Wild Bootstrap Inference With Clustered Errors
   Working Paper, Economics Department, Queen's University View citations (5)

2016

8. Bootstrap prediction intervals for factor models
   CIRANO Working Papers, CIRANO View citations (12)
   See also Journal Article in Journal of Business & Economic Statistics (2017)

2015

9. Bootstrap inference in regressions with estimated factors and serial correlation
   CIRANO Working Papers, CIRANO View citations (16)

Journal Articles

2022

1. An Econometric Panel Data Model of the COVID-19 Pandemic
   Journal of Statistical and Econometric Methods, 2022, 11, (1), 3
   See also Working Paper (2022)
2. Testing for Endogeneity of Covid-19 Patient Assignments*
   (The Value of Life and Health for Public Policy)
   The Journal of Financial Econometrics, 2022, 20, (5), 875-901
3. Transition model for coronavirus management
   Canadian Journal of Economics/Revue canadienne d'économique, 2022, 55, (S1), 665-704

2021

4. Model selection in factor-augmented regressions with estimated factors
   Econometric Reviews, 2021, 40, (5), 470-503 View citations (1)
   See also Working Paper (2017)

2020

5. Comovements in the real activity of developed and emerging economies: A test of global versus specific international factors
   Journal of Applied Econometrics, 2020, 35, (3), 344-370 View citations (5)
   See also Working Paper (2018)

2019

6. Asymptotic theory and wild bootstrap inference with clustered errors
   Journal of Econometrics, 2019, 212, (2), 393-412 View citations (54)
   See also Working Paper (2019)

2017

7. Bootstrap Prediction Intervals for Factor Models
   Journal of Business & Economic Statistics, 2017, 35, (1), 53-69 View citations (11)
   See also Working Paper (2016)

2015

8. Recent developments in bootstrap methods for dependent data
   Journal of Time Series Analysis, 2015, 36, (3), 481-502