Antoine Alex Djogbenou
Names
| first: |
Antoine |
| middle: |
Alex |
| last: |
Djogbenou |
Identifer
Contact
Affiliations
-
York University
/ Department of Economics
Research profile
author of:
- Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors (RePEc:aah:create:2019-05)
by Antoine A. Djogbenou & James G. MacKinnon & Morten Ørregaard Nielsen - Unknown item RePEc:ags:quedwp:274709 (paper)
- Unknown item RePEc:ags:quedwp:274717 (paper)
- Unknown item RePEc:ags:quedwp:274718 (paper)
- Unknown item RePEc:ags:quedwp:274725 (paper)
- Composite Likelihood for Stochastic Migration Model with Unobserved Factor (RePEc:arx:papers:2109.09043)
by Antoine Djogbenou & Christian Gouri'eroux & Joann Jasiak & Maygol Bandehali - Tests for Group-Specific Heterogeneity in High-Dimensional Factor Models (RePEc:arx:papers:2109.09049)
by Antoine Djogbenou & Razvan Sufana - Recent developments in bootstrap methods for dependent data (RePEc:bla:jtsera:v:36:y:2015:i:3:p:481-502)
by Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Antoine Djogbenou & Sílvia Gonçalves & Benoit Perron - Bootstrap inference in regressions with estimated factors and serial correlation (RePEc:cir:cirwor:2015s-20)
by Antoine Djogbenou & Silvia Gonçalves & Benoit Perron - Bootstrap prediction intervals for factor models (RePEc:cir:cirwor:2016s-19)
by Silvia Gonçalves & Benoit Perron & Antoine Djogbenou - Asymptotic theory and wild bootstrap inference with clustered errors (RePEc:eee:econom:v:212:y:2019:i:2:p:393-412)
by Djogbenou, Antoine A. & MacKinnon, James G. & Nielsen, Morten Ørregaard - Time-varying coefficient DAR model and stability measures for stablecoin prices: An application to Tether (RePEc:eee:jimfin:v:139:y:2023:i:c:s026156062300147x)
by Djogbenou, Antoine & Inan, Emre & Jasiak, Joann - Tests for group-specific heterogeneity in high-dimensional factor models (RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000799)
by Djogbenou, Antoine & Sufana, Razvan - An econometric panel data model of the COVID-19 pandemic (RePEc:hal:journl:hal-03641783)
by Antoine Djogbenou & Christian Gourieroux & Joann Jasiak & Paul Rilstone - Testing for Endogeneity of Covid-19 Patient Assignments
[The Value of Life and Health for Public Policy] (RePEc:oup:jfinec:v:20:y:2022:i:5:p:875-901.)
by C Gourieroux & A Djogbenou & J Jasiak - Validity Of Wild Bootstrap Inference With Clustered Errors (RePEc:qed:wpaper:1383)
by Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen - Model Selection In Factor-augmented Regressions With Estimated Factors (RePEc:qed:wpaper:1391)
by Antoine A. Djogbenou - Comovements In The Real Activity Of Developed And Emerging Economies: A Test Of Global Versus Specific International Factors (RePEc:qed:wpaper:1392)
by Antoine A. Djogbenou - Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors (RePEc:qed:wpaper:1399)
by Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen - An Econometric Panel Data Model of the COVID-19 Pandemic (RePEc:spt:stecon:v:11:y:2022:i:1:f:11_1_3)
by Antoine Djogbenou & Christian Gouriéroux & Joann Jasiak & Paul Rilstone - Model selection in factor-augmented regressions with estimated factors (RePEc:taf:emetrv:v:40:y:2021:i:5:p:470-503)
by Antoine A. Djogbenou - Bootstrap Prediction Intervals for Factor Models (RePEc:taf:jnlbes:v:35:y:2017:i:1:p:53-69)
by Sílvia Gonçalves & Benoit Perron & Antoine Djogbenou - Transition model for coronavirus management (RePEc:wly:canjec:v:55:y:2022:i:s1:p:665-704)
by Antoine Djogbenou & Christian Gourieroux & Joann Jasiak & Paul Rilstone & Maygol Bandehali - Comovements in the real activity of developed and emerging economies: A test of global versus specific international factors (RePEc:wly:japmet:v:35:y:2020:i:3:p:344-370)
by Antoine A. Djogbenou - Identifying oil price shocks with global, developed, and emerging latent real economy activity factors (RePEc:wly:japmet:v:39:y:2024:i:1:p:128-149)
by Antoine A. Djogbenou