Access Statistics for Lorenzo Camponovo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A wild bootstrap algorithm for propensity score matching estimators 0 0 0 152 3 3 13 246
Breakdown Point Theory for Implied Probability Bootstrap 0 0 0 48 1 1 7 290
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 1 1 35 2 4 9 55
Empirical likelihood for high frequency data 0 0 1 138 6 6 24 251
Nonparametric likelihood for volatility under high frequency data 0 0 0 21 1 1 4 149
On Bartlett Correctability of Empirical Likelihood in Generalized �Power Divergence Family 0 0 0 74 0 0 7 305
On Bartlett correctability of empirical likelihood in generalized power divergence family 0 0 0 0 1 1 9 34
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 0 76 1 2 27 251
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 0 17 1 2 7 79
Predictability Hidden by Anomalous Observations 0 0 0 19 2 3 15 66
Relative error accurate statistic based on nonparametric likelihood 0 0 0 37 2 3 7 95
Robust Resampling Methods for Time Series 0 0 0 68 2 3 9 222
Robust Subsampling 0 0 0 51 1 2 18 234
Robustness of Bootstrap in Instrumental Variable Regression 0 0 0 172 1 1 17 463
Robustness of bootstrap in instrumental variable regression 0 0 0 5 2 2 18 85
Robustness of bootstrap in instrumental variable regression 0 0 0 9 0 0 18 67
Robustness of bootstrap in instrumental variable regression 0 0 0 10 1 1 13 62
Testing the lag structure of assets’ realized volatility dynamics 0 0 0 95 1 2 21 232
The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators 0 0 0 18 1 2 46 185
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 27 3 4 23 224
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 72 0 0 59 250
Total Working Papers 0 1 2 1,144 32 43 371 3,845

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic refinements of nonparametric bootstrap for quasi‐likelihood ratio tests for classes of extremum estimators 0 0 0 3 0 0 7 25
Breakdown point theory for implied probability bootstrap 0 0 0 25 3 4 12 137
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 1 2 12 43
DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS 0 0 0 2 1 1 9 44
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 3 4 13 34
On Bartlett correctability of empirical likelihood in generalized power divergence family 0 0 0 34 1 1 8 103
On the validity of the pairs bootstrap for lasso estimators 0 0 0 10 1 1 6 35
Robust heart rate variability analysis by generalized entropy minimization 0 0 0 7 3 4 13 81
Robust subsampling 0 1 2 29 1 2 13 133
Robustness of Bootstrap in Instrumental Variable Regression 0 0 0 20 2 2 12 108
Total Journal Articles 0 1 2 140 16 21 105 743

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Statistics updated 2026-11-12