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 1 151 0 0 7 232
Breakdown Point Theory for Implied Probability Bootstrap 0 0 0 48 0 0 0 283
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 0 34 0 0 0 46
Empirical likelihood for high frequency data 0 0 0 137 0 0 3 227
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 1 298
On Bartlett correctability of empirical likelihood in generalized power divergence family 0 0 0 0 1 1 1 25
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 1 1 1 76 2 3 5 220
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 1 17 0 0 1 71
Predictability Hidden by Anomalous Observations 0 0 0 19 0 0 0 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 68 0 0 3 213
Robust Subsampling 1 1 1 51 1 1 1 215
Robustness of Bootstrap in Instrumental Variable Regression 0 0 0 171 0 0 0 442
Robustness of bootstrap in instrumental variable regression 0 0 0 9 0 0 0 49
Robustness of bootstrap in instrumental variable regression 0 0 0 10 0 1 1 46
Robustness of bootstrap in instrumental variable regression 0 0 0 5 0 1 1 67
Testing the lag structure of assets’ realized volatility dynamics 0 0 0 95 1 1 3 210
The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators 0 1 1 18 1 2 5 138
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 72 1 1 5 191
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 27 0 0 1 200
Total Working Papers 2 3 6 1,140 7 12 38 3,457

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 1 3 0 0 2 17
Breakdown point theory for implied probability bootstrap 0 0 0 25 0 0 2 124
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 0 2 0 0 0 34
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 0 0 1 19
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 9 0 0 2 27
Robust heart rate variability analysis by generalized entropy minimization 0 0 0 7 0 0 0 67
Robust subsampling 0 0 0 27 0 0 1 118
Robustness of Bootstrap in Instrumental Variable Regression 0 0 0 20 0 0 2 96
Total Journal Articles 0 0 2 137 0 0 10 626

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Statistics updated 2025-09-05