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 1 1 8 8 1 8 14 14
Bootstrapping high-frequency jump tests 0 0 0 71 1 5 11 52
Bootstrapping high-frequency jump tests 0 0 0 71 1 11 18 66
Bootstrapping high-frequency jump tests 0 0 0 41 3 4 7 41
Bootstrapping realized multivariate volatility measures 0 0 0 6 1 5 6 68
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 1 50 6 10 15 156
Conditionally heteroskedastic factor models with skewness and leverage effects 0 0 0 14 1 6 8 99
Efficiency bounds for moment condition models with mixed identification strength 0 0 3 14 0 3 8 76
Inference in Second-Order Identified Models 0 0 0 19 0 7 8 38
Inference in Second-Order Identified Models 0 0 0 23 1 6 9 47
Large sample properties of the three-step euclidean likelihood estimators under model misspecification 0 0 0 6 2 7 10 64
ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE 0 0 0 52 0 6 16 121
ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE 0 0 0 19 6 11 16 82
Relevant moment selection under mixed identification strength 0 0 0 33 2 6 9 100
Robust Estimation with Exponentially Tilted Hellinger Distance 0 0 0 10 0 5 10 69
Robust Estimation with Exponentially Tilted Hellinger Distance 0 0 0 2 1 7 11 41
Testing for Common GARCH Factors 0 0 0 14 1 4 5 61
Testing for Common GARCH Factors 0 0 0 18 2 4 6 74
The Asymptotic Properties of GMM and Indirect Inference Under Second-Order Identification 0 0 0 19 0 3 6 42
The Asymptotic Properties of GMM and Indirect Inference under Second-order Identification 0 0 0 21 6 10 13 30
Total Working Papers 1 1 12 511 35 128 206 1,341

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 0 4 6 21
Bootstrapping realized multivariate volatility measures 0 0 1 44 0 5 13 173
Bootstrapping the GMM overidentification test under first-order underidentification 0 0 1 18 0 6 13 84
CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS 0 0 0 13 0 4 7 45
Efficiency bounds for moment condition models with mixed identification strength 0 0 3 3 0 5 13 13
Efficiency bounds for semiparametric models with singular score functions 0 0 0 0 1 1 3 7
Inference about long run canonical correlations 0 0 0 3 0 0 1 23
Inference in second-order identified models 0 0 0 0 0 3 5 25
Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification 0 0 0 5 0 4 14 42
Robust estimation with exponentially tilted Hellinger distance 0 0 0 9 2 6 13 42
Specification testing for conditional moment restrictions under local identification failure 0 0 0 0 2 13 21 23
Testing for Common Conditionally Heteroskedastic Factors 0 0 1 45 0 5 9 216
Testing the eigenvalue structure of spot and integrated covariance 0 0 0 0 2 8 14 19
The asymptotic properties of GMM and indirect inference under second-order identification 0 0 1 9 0 1 6 47
Total Journal Articles 0 0 7 149 7 65 138 780

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Statistics updated 2026-03-04