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 0 9 9 8 19 36 36
Bootstrapping high-frequency jump tests 0 0 0 71 0 0 17 68
Bootstrapping high-frequency jump tests 0 0 0 71 0 0 13 56
Bootstrapping high-frequency jump tests 0 0 0 41 0 0 7 42
Bootstrapping realized multivariate volatility measures 0 0 0 6 1 3 12 74
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 0 50 0 0 15 159
Conditionally heteroskedastic factor models with skewness and leverage effects 0 0 0 14 2 2 13 105
Efficiency bounds for moment condition models with mixed identification strength 0 0 0 14 0 0 9 80
Inference in Second-Order Identified Models 0 0 0 19 1 2 15 45
Inference in Second-Order Identified Models 0 0 0 23 0 0 11 51
Large sample properties of the three-step euclidean likelihood estimators under model misspecification 0 0 0 6 2 3 14 70
ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE 0 0 0 52 0 0 16 121
ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE 0 0 0 19 0 0 21 88
Relevant moment selection under mixed identification strength 0 0 0 33 2 2 16 109
Robust Estimation with Exponentially Tilted Hellinger Distance 0 0 0 10 0 0 11 72
Robust Estimation with Exponentially Tilted Hellinger Distance 0 0 0 2 0 1 12 45
Testing for Common GARCH Factors 0 0 0 14 0 1 11 67
Testing for Common GARCH Factors 0 0 0 18 0 0 8 76
The Asymptotic Properties of GMM and Indirect Inference Under Second-Order Identification 0 0 0 19 1 1 9 45
The Asymptotic Properties of GMM and Indirect Inference under Second-order Identification 0 0 0 21 0 0 12 31
Total Working Papers 0 0 9 512 17 34 278 1,440

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 3 4 12 28
Bootstrapping realized multivariate volatility measures 0 0 0 44 0 0 11 176
Bootstrapping the GMM overidentification test under first-order underidentification 0 0 0 18 0 1 15 89
CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS 0 0 0 13 0 0 14 52
Efficiency bounds for moment condition models with mixed identification strength 0 0 2 4 0 2 14 18
Efficiency bounds for semiparametric models with singular score functions 0 0 0 0 0 1 9 13
Inference about long run canonical correlations 0 0 0 3 0 1 2 25
Inference in second-order identified models 0 0 0 0 0 0 9 29
Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification 0 0 0 5 0 1 13 44
Robust estimation with exponentially tilted Hellinger distance 0 0 0 9 1 1 15 45
Specification testing for conditional moment restrictions under local identification failure 0 1 1 1 0 2 23 27
Testing for Common Conditionally Heteroskedastic Factors 0 0 1 45 0 0 9 217
Testing the eigenvalue structure of spot and integrated covariance 0 0 0 0 0 0 15 21
The asymptotic properties of GMM and indirect inference under second-order identification 0 0 1 9 0 0 9 51
Total Journal Articles 0 1 5 151 4 13 170 835

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Statistics updated 2026-09-10