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 1 11 243
Breakdown Point Theory for Implied Probability Bootstrap 0 0 0 48 0 1 6 289
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 0 34 0 0 5 51
Empirical likelihood for high frequency data 0 0 1 138 0 2 18 245
Nonparametric likelihood for volatility under high frequency data 0 0 0 21 0 1 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 1 9 33
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 0 17 0 0 6 77
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 1 76 0 3 31 249
Predictability Hidden by Anomalous Observations 0 0 0 19 0 1 12 63
Relative error accurate statistic based on nonparametric likelihood 0 0 0 37 0 1 4 92
Robust Resampling Methods for Time Series 0 0 0 68 0 0 6 219
Robust Subsampling 0 0 1 51 0 1 18 232
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 9 0 0 18 67
Robustness of bootstrap in instrumental variable regression 0 0 0 10 0 0 15 61
Robustness of bootstrap in instrumental variable regression 0 0 0 5 1 1 16 83
Testing the lag structure of assets’ realized volatility dynamics 0 0 0 95 1 2 21 230
The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators 0 0 0 18 0 0 46 183
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 72 0 1 60 250
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 27 0 1 20 220
Total Working Papers 0 0 5 1,143 2 17 352 3,802

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 0 0 9 133
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 0 1 12 41
DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS 0 0 0 2 0 1 9 43
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 0 1 11 30
On Bartlett correctability of empirical likelihood in generalized power divergence family 0 0 0 34 1 1 7 102
On the validity of the pairs bootstrap for lasso estimators 0 0 1 10 0 1 7 34
Robust heart rate variability analysis by generalized entropy minimization 0 0 0 7 0 0 10 77
Robust subsampling 0 1 1 28 0 1 13 131
Robustness of Bootstrap in Instrumental Variable Regression 0 0 0 20 0 0 10 106
Total Journal Articles 0 1 2 139 1 6 96 722

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Statistics updated 2026-08-07