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 1 152 2 4 10 242
Breakdown Point Theory for Implied Probability Bootstrap 0 0 0 48 2 2 5 288
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 0 34 1 1 5 51
Empirical likelihood for high frequency data 0 1 1 138 3 8 16 243
Nonparametric likelihood for volatility under high frequency data 0 0 0 21 1 1 2 147
On Bartlett Correctability of Empirical Likelihood in Generalized �Power Divergence Family 0 0 0 74 4 4 8 305
On Bartlett correctability of empirical likelihood in generalized power divergence family 0 0 0 0 3 5 8 32
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 0 17 3 4 6 77
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 1 76 8 14 30 246
Predictability Hidden by Anomalous Observations 0 0 0 19 2 2 11 62
Relative error accurate statistic based on nonparametric likelihood 0 0 0 37 1 1 3 91
Robust Resampling Methods for Time Series 0 0 0 68 2 4 7 219
Robust Subsampling 0 0 1 51 4 5 17 231
Robustness of Bootstrap in Instrumental Variable Regression 0 0 1 172 3 11 20 462
Robustness of bootstrap in instrumental variable regression 0 0 0 9 2 8 18 67
Robustness of bootstrap in instrumental variable regression 0 0 0 10 0 3 16 61
Robustness of bootstrap in instrumental variable regression 0 0 0 5 1 6 16 82
Testing the lag structure of assets’ realized volatility dynamics 0 0 0 95 4 13 19 228
The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators 0 0 1 18 1 5 47 183
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 27 8 9 19 219
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 72 5 6 59 249
Total Working Papers 0 1 6 1,143 60 116 342 3,785

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 3 4 8 25
Breakdown point theory for implied probability bootstrap 0 0 0 25 3 4 10 133
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 2 3 11 40
DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS 0 0 0 2 1 3 8 42
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 1 2 10 29
On Bartlett correctability of empirical likelihood in generalized power divergence family 0 0 0 34 2 4 6 101
On the validity of the pairs bootstrap for lasso estimators 0 0 1 10 0 1 6 33
Robust heart rate variability analysis by generalized entropy minimization 0 0 0 7 2 3 10 77
Robust subsampling 0 0 0 27 2 3 12 130
Robustness of Bootstrap in Instrumental Variable Regression 0 0 0 20 2 6 10 106
Total Journal Articles 0 0 1 138 18 33 91 716

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Statistics updated 2026-05-06