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 2 152 1 5 10 239
Breakdown Point Theory for Implied Probability Bootstrap 0 0 0 48 0 2 3 286
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 0 34 0 4 4 50
Empirical likelihood for high frequency data 0 0 0 137 1 9 9 236
Nonparametric likelihood for volatility under high frequency data 0 0 0 21 0 1 1 146
On Bartlett Correctability of Empirical Likelihood in Generalized �Power Divergence Family 0 0 0 74 0 2 4 301
On Bartlett correctability of empirical likelihood in generalized power divergence family 0 0 0 0 1 3 4 28
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 1 76 2 10 18 234
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 0 17 0 1 2 73
Predictability Hidden by Anomalous Observations 0 0 0 19 0 6 9 60
Relative error accurate statistic based on nonparametric likelihood 0 0 0 37 0 2 2 90
Robust Resampling Methods for Time Series 0 0 0 68 0 2 4 215
Robust Subsampling 0 0 1 51 0 6 12 226
Robustness of Bootstrap in Instrumental Variable Regression 0 0 1 172 8 13 17 459
Robustness of bootstrap in instrumental variable regression 0 0 0 5 3 11 13 79
Robustness of bootstrap in instrumental variable regression 0 0 0 9 5 14 15 64
Robustness of bootstrap in instrumental variable regression 0 0 0 10 3 11 16 61
Testing the lag structure of assets’ realized volatility dynamics 0 0 0 95 4 8 10 219
The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators 0 0 1 18 1 36 43 179
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 27 1 8 11 211
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 72 1 51 55 244
Total Working Papers 0 0 6 1,142 31 205 262 3,700

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 5 22
Breakdown point theory for implied probability bootstrap 0 0 0 25 1 5 7 130
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 0 5 8 37
DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS 0 0 0 2 1 3 6 40
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 1 5 9 28
On Bartlett correctability of empirical likelihood in generalized power divergence family 0 0 0 34 1 2 3 98
On the validity of the pairs bootstrap for lasso estimators 0 0 1 10 1 4 6 33
Robust heart rate variability analysis by generalized entropy minimization 0 0 0 7 1 6 8 75
Robust subsampling 0 0 0 27 0 3 9 127
Robustness of Bootstrap in Instrumental Variable Regression 0 0 0 20 4 8 8 104
Total Journal Articles 0 0 1 138 11 44 69 694

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Statistics updated 2026-03-04