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 0 0 11 243
Breakdown Point Theory for Implied Probability Bootstrap 0 0 0 48 0 0 6 289
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 1 1 1 35 1 2 7 53
Empirical likelihood for high frequency data 0 0 1 138 0 0 18 245
Nonparametric likelihood for volatility under high frequency data 0 0 0 21 0 0 3 148
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 0 0 8 33
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 0 76 0 1 28 250
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 0 17 0 1 6 78
Predictability Hidden by Anomalous Observations 0 0 0 19 0 1 13 64
Relative error accurate statistic based on nonparametric likelihood 0 0 0 37 1 1 5 93
Robust Resampling Methods for Time Series 0 0 0 68 1 1 7 220
Robust Subsampling 0 0 0 51 0 1 18 233
Robustness of Bootstrap in Instrumental Variable Regression 0 0 1 172 0 0 20 462
Robustness of bootstrap in instrumental variable regression 0 0 0 5 0 1 16 83
Robustness of bootstrap in instrumental variable regression 0 0 0 10 0 0 14 61
Robustness of bootstrap in instrumental variable regression 0 0 0 9 0 0 18 67
Testing the lag structure of assets’ realized volatility dynamics 0 0 0 95 0 2 20 231
The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators 0 0 0 18 0 1 45 184
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 27 0 1 20 221
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 1 1 4 1,144 3 13 349 3,813

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 8 25
Breakdown point theory for implied probability bootstrap 0 0 0 25 1 1 10 134
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 1 1 13 42
DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS 0 0 0 2 0 0 9 43
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 0 1 12 31
On Bartlett correctability of empirical likelihood in generalized power divergence family 0 0 0 34 0 1 7 102
On the validity of the pairs bootstrap for lasso estimators 0 0 1 10 0 0 7 34
Robust heart rate variability analysis by generalized entropy minimization 0 0 0 7 1 1 11 78
Robust subsampling 1 1 2 29 1 1 14 132
Robustness of Bootstrap in Instrumental Variable Regression 0 0 0 20 0 0 10 106
Total Journal Articles 1 1 3 140 4 6 101 727

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Statistics updated 2026-10-11