Prosper Dovonon

Available identifiers

Publication	Date of Publication	Type
Testing the eigenvalue structure of spot and integrated covariance	2022-07-15	Paper
Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification	2022-06-07	Paper
Efficiency bounds for semiparametric models with singular score functions	2022-03-04	Paper
Robust estimation with exponentially tilted Hellinger distance	2021-10-26	Paper
Inference in second-order identified models	2021-02-09	Paper
Bootstrapping High-Frequency Jump Tests	2019-08-27	Paper
The asymptotic properties of GMM and indirect inference under second-order identification	2018-05-31	Paper
Bootstrapping the GMM overidentification test under first-order underidentification	2017-09-28	Paper
Bootstrapping realized multivariate volatility measures	2017-05-12	Paper
Inference about long run canonical correlations	2014-02-25	Paper
Testing for Common Conditionally Heteroskedastic Factors	2014-02-24	Paper

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MaRDI profile type	MaRDI person profile
instance of	human

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