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 1 2 152 1 3 8 235
Breakdown Point Theory for Implied Probability Bootstrap 0 0 0 48 0 1 1 284
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 0 34 1 1 1 47
Empirical likelihood for high frequency data 0 0 0 137 1 1 3 228
Nonparametric likelihood for volatility under high frequency data 0 0 0 21 0 0 0 145
On Bartlett Correctability of Empirical Likelihood in Generalized �Power Divergence Family 0 0 0 74 0 1 2 299
On Bartlett correctability of empirical likelihood in generalized power divergence family 0 0 0 0 1 1 2 26
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 1 76 2 4 11 226
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 0 17 0 0 1 72
Predictability Hidden by Anomalous Observations 0 0 0 19 0 3 3 54
Relative error accurate statistic based on nonparametric likelihood 0 0 0 37 1 1 1 89
Robust Resampling Methods for Time Series 0 0 0 68 1 1 3 214
Robust Subsampling 0 0 1 51 3 8 9 223
Robustness of Bootstrap in Instrumental Variable Regression 0 1 1 172 2 6 6 448
Robustness of bootstrap in instrumental variable regression 0 0 0 9 1 2 2 51
Robustness of bootstrap in instrumental variable regression 0 0 0 10 3 6 8 53
Robustness of bootstrap in instrumental variable regression 0 0 0 5 3 4 5 71
Testing the lag structure of assets’ realized volatility dynamics 0 0 0 95 0 0 4 211
The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators 0 0 1 18 14 18 24 157
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 72 43 45 48 236
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 27 6 8 9 209
Total Working Papers 0 2 6 1,142 83 114 151 3,578

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 1 3 3 20
Breakdown point theory for implied probability bootstrap 0 0 0 25 1 2 3 126
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 1 4 4 33
DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS 0 0 0 2 1 4 4 38
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 1 5 5 24
On Bartlett correctability of empirical likelihood in generalized power divergence family 0 0 0 34 0 1 1 96
On the validity of the pairs bootstrap for lasso estimators 0 1 1 10 0 2 3 29
Robust heart rate variability analysis by generalized entropy minimization 0 0 0 7 0 2 2 69
Robust subsampling 0 0 0 27 0 6 7 124
Robustness of Bootstrap in Instrumental Variable Regression 0 0 0 20 0 0 1 96
Total Journal Articles 0 1 1 138 5 29 33 655

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Statistics updated 2026-01-09