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 9 9 2 3 17 17
Bootstrapping high-frequency jump tests 0 0 0 71 0 2 19 68
Bootstrapping high-frequency jump tests 0 0 0 71 0 4 14 56
Bootstrapping high-frequency jump tests 0 0 0 41 0 1 7 42
Bootstrapping realized multivariate volatility measures 0 0 0 6 0 3 9 71
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 0 50 2 3 16 159
Conditionally heteroskedastic factor models with skewness and leverage effects 0 0 0 14 0 4 12 103
Efficiency bounds for moment condition models with mixed identification strength 0 0 3 14 0 4 12 80
Inference in Second-Order Identified Models 0 0 0 19 2 5 13 43
Inference in Second-Order Identified Models 0 0 0 23 1 4 12 51
Large sample properties of the three-step euclidean likelihood estimators under model misspecification 0 0 0 6 1 3 13 67
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 2 6 22 88
Relevant moment selection under mixed identification strength 0 0 0 33 2 7 16 107
Robust Estimation with Exponentially Tilted Hellinger Distance 0 0 0 10 0 3 12 72
Robust Estimation with Exponentially Tilted Hellinger Distance 0 0 0 2 1 3 13 44
Testing for Common GARCH Factors 0 0 0 14 1 5 10 66
Testing for Common GARCH Factors 0 0 0 18 0 2 8 76
The Asymptotic Properties of GMM and Indirect Inference Under Second-Order Identification 0 0 0 19 0 2 8 44
The Asymptotic Properties of GMM and Indirect Inference under Second-order Identification 0 0 0 21 0 1 13 31
Total Working Papers 1 1 12 512 14 65 262 1,406

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 3 9 24
Bootstrapping realized multivariate volatility measures 0 0 0 44 2 3 14 176
Bootstrapping the GMM overidentification test under first-order underidentification 0 0 1 18 2 4 16 88
CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS 0 0 0 13 0 7 14 52
Efficiency bounds for moment condition models with mixed identification strength 1 1 2 4 2 3 13 16
Efficiency bounds for semiparametric models with singular score functions 0 0 0 0 1 5 8 12
Inference about long run canonical correlations 0 0 0 3 0 1 2 24
Inference in second-order identified models 0 0 0 0 1 4 9 29
Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification 0 0 0 5 0 1 14 43
Robust estimation with exponentially tilted Hellinger distance 0 0 0 9 0 2 15 44
Specification testing for conditional moment restrictions under local identification failure 0 0 0 0 1 2 21 25
Testing for Common Conditionally Heteroskedastic Factors 0 0 1 45 0 1 9 217
Testing the eigenvalue structure of spot and integrated covariance 0 0 0 0 1 2 16 21
The asymptotic properties of GMM and indirect inference under second-order identification 0 0 1 9 1 4 10 51
Total Journal Articles 1 1 5 150 11 42 170 822

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Statistics updated 2026-06-04