Prosper Dovonon

Names

Identifer

Contact

Affiliations

• Concordia University / Department of Economics (weight: 50%)
  • EDIRC entry
  • location:
• Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (weight: 50%)
  • EDIRC entry
  • location:

Research profile

author of:

• Relevant moment selection under mixed identification strength
  School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy (2019)
  by Prosper Dovonon & Firmin Doko Tchatoka & Michael Aguessy
  (ReDIF-paper, adl:wpaper:2019-04)
• Efficiency bounds for moment condition models with mixed identification strength
  School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy (2023)
  by Prosper Dovonon & Yves F. Atchadé & Firmin Doko Tchatoka
  (ReDIF-paper, adl:wpaper:2023-01)
• Inference about long run canonical correlations
  Journal of Time Series Analysis, Wiley Blackwell (2012)
  by Prosper Dovonon & Alastair R. Hall & Kalidas Jana
  (ReDIF-article, bla:jtsera:v:33:y:2012:i:4:p:665-683)
• Testing for Common GARCH Factors
  CIRANO Working Papers, CIRANO (2012)
  by Prosper Dovonon & Eric Renault
  (ReDIF-paper, cir:cirwor:2012s-34)
• Bootstrapping the GMM overidentification test Under first-order underidentification
  CIRANO Working Papers, CIRANO (2014)
  by Prosper Dovonon & Silvia Gonçalves
  (ReDIF-paper, cir:cirwor:2014s-25)
• Bootstrapping high-frequency jump tests
  CIRANO Working Papers, CIRANO (2016)
  by Prosper Dovonon & Silvia Gonçalves & Ulrich Hounyo & Nour Meddahi
  (ReDIF-paper, cir:cirwor:2016s-24)
• Testing for Common Conditionally Heteroskedastic Factors
  Econometrica, Econometric Society (2013)
  by Prosper Dovonon & Eric Renault
  (ReDIF-article, ecm:emetrp:v:81:y:2013:i:6:p:2561-2586)
• Bootstrapping realized multivariate volatility measures
  Journal of Econometrics, Elsevier (2013)
  by Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour
  (ReDIF-article, eee:econom:v:172:y:2013:i:1:p:49-65)
• Bootstrapping high-frequency jump tests
  IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2017)
  by Dovonon, Prosper & Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour
  (ReDIF-paper, ide:wpaper:31735)
• Large sample properties of the three-step euclidean likelihood estimators under model misspecification
  MPRA Paper, University Library of Munich, Germany (2008)
  by Dovonon, Prosper
  (ReDIF-paper, pra:mprapa:40025)
• Bootstrapping realized multivariate volatility measures
  MPRA Paper, University Library of Munich, Germany (2010)
  by Dovonon, Prosper & Goncalves, Silvia & Meddahi, Nour
  (ReDIF-paper, pra:mprapa:40123)
• Conditionally heteroskedastic factor models with skewness and leverage effects
  MPRA Paper, University Library of Munich, Germany (2008)
  by Dovonon, Prosper
  (ReDIF-paper, pra:mprapa:40206)
• Testing for Common GARCH Factors
  MPRA Paper, University Library of Munich, Germany (2011)
  by Dovonon, Prosper & Renault, Eric
  (ReDIF-paper, pra:mprapa:40224)
• Robust Estimation With Exponentially Tilted Hellinger Distance
  Discussion Papers, Department of Economics, Simon Fraser University (2017)
  by Bertille Antoine & Prosper Dovonon
  (ReDIF-paper, sfu:sfudps:dp17-15)
• Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification
  Econometric Reviews, Taylor & Francis Journals (2016)
  by Prosper Dovonon
  (ReDIF-article, taf:emetrv:v:35:y:2016:i:4:p:465-514)
• Bootstrapping high-frequency jump tests
  TSE Working Papers, Toulouse School of Economics (TSE) (2017)
  by Dovonon, Prosper & Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour
  (ReDIF-paper, tse:wpaper:31740)
• Conditionally Heteroskedastic Factor Models With Skewness And Leverage Effects
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013)
  by Prosper Dovonon
  (ReDIF-article, wly:japmet:v:28:y:2013:i:7:p:1110-1137)