Prosper Dovonon

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Efficiency bounds for moment condition models with mixed identification strength Journal of Econometrics	2025-03-18	Paper
Relevant moment selection under mixed identification strength Econometric Theory	2025-02-10	Paper
Specification testing for conditional moment restrictions under local identification failure Quantitative Economics	2024-11-29	Paper
Testing the eigenvalue structure of spot and integrated covariance Journal of Econometrics	2022-07-15	Paper
Large sample properties of the three-step Euclidean likelihood estimators under model misspecification Econometric Reviews	2022-06-07	Paper
Efficiency bounds for semiparametric models with singular score functions Econometric Reviews	2022-03-04	Paper
Robust estimation with exponentially tilted Hellinger distance Journal of Econometrics	2021-10-26	Paper
Inference in second-order identified models Journal of Econometrics	2021-02-09	Paper
Bootstrapping high-frequency jump tests Journal of the American Statistical Association	2019-08-27	Paper
The asymptotic properties of GMM and indirect inference under second-order identification Journal of Econometrics	2018-05-31	Paper
Bootstrapping the GMM overidentification test under first-order underidentification Journal of Econometrics	2017-09-28	Paper
Bootstrapping realized multivariate volatility measures Journal of Econometrics	2017-05-12	Paper
Bootstrapping realized multivariate volatility measures Journal of Econometrics	2017-05-12	Paper
Inference about long run canonical correlations Journal of Time Series Analysis	2014-02-25	Paper
Testing for common conditionally heteroskedastic factors Econometrica	2014-02-24	Paper

Research outcomes over time

This page was built for person: Prosper Dovonon