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 1 150 0 0 8 223
Breakdown Point Theory for Implied Probability Bootstrap 0 0 0 48 1 1 2 283
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 1 34 0 0 1 46
Empirical likelihood for high frequency data 0 0 1 137 0 0 2 224
Nonparametric likelihood for volatility under high frequency data 0 0 0 21 0 0 6 145
On Bartlett Correctability of Empirical Likelihood in Generalized �Power Divergence Family 0 0 0 74 0 0 0 297
On Bartlett correctability of empirical likelihood in generalized power divergence family 0 0 0 0 0 0 1 24
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 0 16 1 1 2 69
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 0 75 1 1 1 212
Predictability Hidden by Anomalous Observations 0 0 0 19 0 0 2 51
Relative error accurate statistic based on nonparametric likelihood 0 0 0 37 0 0 0 88
Robust Resampling Methods for Time Series 0 0 1 67 0 0 6 209
Robust Subsampling 0 0 1 50 0 0 1 214
Robustness of Bootstrap in Instrumental Variable Regression 0 0 1 171 0 0 1 442
Robustness of bootstrap in instrumental variable regression 0 0 1 9 0 1 3 49
Robustness of bootstrap in instrumental variable regression 0 0 0 10 0 0 2 45
Robustness of bootstrap in instrumental variable regression 0 0 0 5 0 0 1 66
Testing the lag structure of assets’ realized volatility dynamics 0 0 1 94 2 2 8 205
The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators 0 0 1 17 1 1 7 133
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 27 0 0 13 198
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 1 72 0 0 8 186
Total Working Papers 0 0 10 1,133 6 7 75 3,409


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 2 0 1 1 15
Breakdown point theory for implied probability bootstrap 0 0 0 25 0 0 0 122
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 0 0 0 29
DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS 0 0 1 2 0 0 1 34
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 0 1 1 18
On Bartlett correctability of empirical likelihood in generalized power divergence family 0 0 0 34 0 0 0 95
On the validity of the pairs bootstrap for lasso estimators 0 0 1 8 0 0 2 24
Robust heart rate variability analysis by generalized entropy minimization 0 0 1 7 0 0 3 67
Robust subsampling 0 0 0 27 0 0 0 117
Robustness of Bootstrap in Instrumental Variable Regression 0 0 0 20 0 0 1 94
Total Journal Articles 0 0 3 135 0 2 9 615


Statistics updated 2024-06-06