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 2 7 234
Breakdown Point Theory for Implied Probability Bootstrap 0 0 0 48 1 1 1 284
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 1 1 2 299
On Bartlett correctability of empirical likelihood in generalized power divergence family 0 0 0 0 0 0 1 25
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 0 17 0 1 1 72
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 1 76 0 4 9 224
Predictability Hidden by Anomalous Observations 0 0 0 19 3 3 3 54
Relative error accurate statistic based on nonparametric likelihood 0 0 0 37 0 0 0 88
Robust Resampling Methods for Time Series 0 0 0 68 0 0 2 213
Robust Subsampling 0 0 1 51 4 5 6 220
Robustness of Bootstrap in Instrumental Variable Regression 0 1 1 172 0 4 4 446
Robustness of bootstrap in instrumental variable regression 0 0 0 10 1 4 5 50
Robustness of bootstrap in instrumental variable regression 0 0 0 5 1 1 2 68
Robustness of bootstrap in instrumental variable regression 0 0 0 9 1 1 1 50
Testing the lag structure of assets’ realized volatility dynamics 0 0 0 95 0 1 4 211
The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators 0 0 1 18 4 5 10 143
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 27 2 3 3 203
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 72 2 2 5 193
Total Working Papers 0 2 6 1,142 21 38 69 3,495

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 2 2 19
Breakdown point theory for implied probability bootstrap 0 0 0 25 0 1 2 125
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 1 3 3 32
DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS 0 0 0 2 2 3 3 37
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 2 4 4 23
On Bartlett correctability of empirical likelihood in generalized power divergence family 0 0 0 34 1 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 1 2 2 69
Robust subsampling 0 0 0 27 4 6 7 124
Robustness of Bootstrap in Instrumental Variable Regression 0 0 0 20 0 0 2 96
Total Journal Articles 0 1 1 138 12 24 29 650

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Statistics updated 2025-12-06