The following pages link to Prosper Dovonon (Q528116):
Displaying 12 items.
- Bootstrapping realized multivariate volatility measures (Q528117) (← links)
- The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
- Testing the eigenvalue structure of spot and integrated covariance (Q2155301) (← links)
- Inference in second-order identified models (Q2227050) (← links)
- Robust estimation with exponentially tilted Hellinger distance (Q2236869) (← links)
- Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903) (← links)
- Bootstrapping High-Frequency Jump Tests (Q5231507) (← links)
- Testing for Common Conditionally Heteroskedastic Factors (Q5397571) (← links)
- Inference about long run canonical correlations (Q5397941) (← links)
- Efficiency bounds for semiparametric models with singular score functions (Q5860999) (← links)
- Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification (Q5864365) (← links)
- Specification testing for conditional moment restrictions under local identification failure (Q6646161) (← links)
