EconPapers    
Economics at your fingertips  
 

Details about Prosper Dovonon

Homepage:https://sites.google.com/site/prosperdovonon/
Phone:(514) 848-2424 ext. 3479
Postal address:Prosper Dovonon Assistant Professor Department of Economics Concordia University 1455 de Maisonneuve Blvd. West Montreal, Quebec, H3G 1M8 fax: (514) 848-4536
Workplace:Department of Economics, Concordia University, (more information at EDIRC)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (Center for Interuniversity Research in Quantitative Economics), (more information at EDIRC)

Access statistics for papers by Prosper Dovonon.

Last updated 2017-11-03. Update your information in the RePEc Author Service.

Short-id: pdo318


Jump to Journal Articles

Working Papers

2019

  1. Relevant moment selection under mixed identification strength
    School of Economics Working Papers, University of Adelaide, School of Economics Downloads

2017

  1. Bootstrapping high-frequency jump tests
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (10)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2017) Downloads View citations (1)
    CIRANO Working Papers, CIRANO (2016) Downloads
  2. ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE
    Discussion Papers, Department of Economics, Simon Fraser University Downloads

2014

  1. Bootstrapping the GMM overidentification test Under first-order underidentification
    CIRANO Working Papers, CIRANO Downloads View citations (14)

2012

  1. Conditionally heteroskedastic factor models with skewness and leverage effects
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Journal of Applied Econometrics (2013)
  2. Testing for Common GARCH Factors
    CIRANO Working Papers, CIRANO Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2011) Downloads View citations (1)

2010

  1. Bootstrapping realized multivariate volatility measures
    MPRA Paper, University Library of Munich, Germany Downloads View citations (10)
    See also Journal Article in Journal of Econometrics (2013)
  2. Large sample properties of the three-step euclidean likelihood estimators under model misspecification
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Econometric Reviews (2016)

Journal Articles

2016

  1. Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification
    Econometric Reviews, 2016, 35, (4), 465-514 Downloads
    See also Working Paper (2010)

2013

  1. Bootstrapping realized multivariate volatility measures
    Journal of Econometrics, 2013, 172, (1), 49-65 Downloads View citations (20)
    See also Working Paper (2010)
  2. CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS
    Journal of Applied Econometrics, 2013, 28, (7), 1110-1137 Downloads View citations (5)
    See also Working Paper (2012)
  3. Testing for Common Conditionally Heteroskedastic Factors
    Econometrica, 2013, 81, (6), 2561-2586 Downloads View citations (18)

2012

  1. Inference about long run canonical correlations
    Journal of Time Series Analysis, 2012, 33, (4), 665-683 Downloads View citations (2)
 
Page updated 2020-10-21