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 1 1 2 152 1 1 6 233
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 0 1 298
On Bartlett correctability of empirical likelihood in generalized power divergence family 0 0 0 0 0 1 1 25
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 0 1 17 0 1 2 72
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 0 1 1 76 2 6 9 224
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 0 68 0 0 2 213
Robust Subsampling 0 1 1 51 1 2 2 216
Robustness of Bootstrap in Instrumental Variable Regression 1 1 1 172 4 4 4 446
Robustness of bootstrap in instrumental variable regression 0 0 0 10 2 3 4 49
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 5 0 0 1 67
Testing the lag structure of assets’ realized volatility dynamics 0 0 0 95 0 2 4 211
The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators 0 0 1 18 0 2 6 139
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 27 0 1 2 201
The finite sample performance of inference methods for propensity score matching and weighting estimators 0 0 0 72 0 1 3 191
Total Working Papers 2 4 7 1,142 10 24 50 3,474

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 1 1 2 18
Breakdown point theory for implied probability bootstrap 0 0 0 25 1 1 2 125
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 6 2 2 2 31
DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS 0 0 0 2 1 1 1 35
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 4 2 2 3 21
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 1 1 2 10 2 2 4 29
Robust heart rate variability analysis by generalized entropy minimization 0 0 0 7 1 1 1 68
Robust subsampling 0 0 0 27 2 2 3 120
Robustness of Bootstrap in Instrumental Variable Regression 0 0 0 20 0 0 2 96
Total Journal Articles 1 1 3 138 12 12 20 638

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08