Access Statistics for Prosper Dovonon

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 Uniformly Valid Test for Instrument Exogeneity 0 1 8 8 0 2 15 15
Bootstrapping high-frequency jump tests 0 0 0 71 0 3 19 68
Bootstrapping high-frequency jump tests 0 0 0 71 2 5 14 56
Bootstrapping high-frequency jump tests 0 0 0 41 1 4 7 42
Bootstrapping realized multivariate volatility measures 0 0 0 6 3 4 9 71
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 0 50 1 7 15 157
Conditionally heteroskedastic factor models with skewness and leverage effects 0 0 0 14 3 5 12 103
Efficiency bounds for moment condition models with mixed identification strength 0 0 3 14 4 4 12 80
Inference in Second-Order Identified Models 0 0 0 19 2 3 11 41
Inference in Second-Order Identified Models 0 0 0 23 1 4 11 50
Large sample properties of the three-step euclidean likelihood estimators under model misspecification 0 0 0 6 2 4 12 66
ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE 0 0 0 19 4 10 20 86
ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE 0 0 0 52 0 0 16 121
Relevant moment selection under mixed identification strength 0 0 0 33 4 7 14 105
Robust Estimation with Exponentially Tilted Hellinger Distance 0 0 0 10 2 3 12 72
Robust Estimation with Exponentially Tilted Hellinger Distance 0 0 0 2 0 3 12 43
Testing for Common GARCH Factors 0 0 0 18 2 4 8 76
Testing for Common GARCH Factors 0 0 0 14 4 5 9 65
The Asymptotic Properties of GMM and Indirect Inference Under Second-Order Identification 0 0 0 19 2 2 8 44
The Asymptotic Properties of GMM and Indirect Inference under Second-order Identification 0 0 0 21 1 7 13 31
Total Working Papers 0 1 11 511 38 86 249 1,392

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bootstrapping High-Frequency Jump Tests 0 0 0 0 2 3 9 24
Bootstrapping realized multivariate volatility measures 0 0 0 44 1 1 13 174
Bootstrapping the GMM overidentification test under first-order underidentification 0 0 1 18 2 2 15 86
CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS 0 0 0 13 6 7 14 52
Efficiency bounds for moment condition models with mixed identification strength 0 0 2 3 1 1 12 14
Efficiency bounds for semiparametric models with singular score functions 0 0 0 0 3 5 7 11
Inference about long run canonical correlations 0 0 0 3 1 1 2 24
Inference in second-order identified models 0 0 0 0 2 3 8 28
Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification 0 0 0 5 1 1 15 43
Robust estimation with exponentially tilted Hellinger distance 0 0 0 9 1 4 15 44
Specification testing for conditional moment restrictions under local identification failure 0 0 0 0 1 3 22 24
Testing for Common Conditionally Heteroskedastic Factors 0 0 1 45 1 1 9 217
Testing the eigenvalue structure of spot and integrated covariance 0 0 0 0 1 3 15 20
The asymptotic properties of GMM and indirect inference under second-order identification 0 0 1 9 3 3 9 50
Total Journal Articles 0 0 5 149 26 38 165 811

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06