Prosper Dovonon
Names
| first: |
Prosper |
| last: |
Dovonon |
Identifer
Contact
| homepage: |
https://sites.google.com/site/prosperdovonon/ |
|
| phone: |
(514) 848-2424 ext. |
| postal address: |
Prosper Dovonon
Assistant Professor
Department of Economics
Concordia University
1455 de Maisonneuve Blvd. West
Montreal, Quebec, H3G 1M8
fax: (514) 848-4536 |
Affiliations
-
Concordia University
/ Department of Economics (weight: 50%)
-
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (weight: 50%)
Research profile
author of:
- Relevant moment selection under mixed identification strength (repec:adl:wpaper:2019-04)
by Prosper Dovonon & Firmin Doko Tchatoka & Michael Aguessy - Efficiency bounds for moment condition models with mixed identification strength (RePEc:adl:wpaper:2023-01)
by Prosper Dovonon & Yves F. Atchadé & Firmin Doko Tchatoka - Inference about long run canonical correlations (repec:bla:jtsera:v:33:y:2012:i:4:p:665-683)
by Prosper Dovonon & Alastair R. Hall & Kalidas Jana - Testing for Common GARCH Factors (repec:cir:cirwor:2012s-34)
by Prosper Dovonon & Eric Renault - Bootstrapping the GMM overidentification test Under first-order underidentification (repec:cir:cirwor:2014s-25)
by Prosper Dovonon & Silvia Gonçalves - Bootstrapping high-frequency jump tests (repec:cir:cirwor:2016s-24)
by Prosper Dovonon & Silvia Gonçalves & Ulrich Hounyo & Nour Meddahi - Inference in Second-Order Identified Models (repec:cir:cirwor:2018s-36)
by Prosper Dovonon & Alastair Hall & Frank Kleibergen - The Asymptotic Properties of GMM and Indirect Inference under Second-order Identification (repec:cir:cirwor:2018s-37)
by Prosper Dovonon & Alastair Hall - Robust Estimation with Exponentially Tilted Hellinger Distance (repec:cir:cirwor:2018s-38)
by Bertille Antoine & Prosper Dovonon - Testing for Common Conditionally Heteroskedastic Factors (repec:ecm:emetrp:v:81:y:2013:i:6:p:2561-2586)
by Prosper Dovonon & Eric Renault - Bootstrapping realized multivariate volatility measures (repec:eee:econom:v:172:y:2013:i:1:p:49-65)
by Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour - Bootstrapping the GMM overidentification test under first-order underidentification (repec:eee:econom:v:201:y:2017:i:1:p:43-71)
by Dovonon, Prosper & Gonçalves, Sílvia - The asymptotic properties of GMM and indirect inference under second-order identification (repec:eee:econom:v:205:y:2018:i:1:p:76-111)
by Dovonon, Prosper & Hall, Alastair R. - Inference in second-order identified models (repec:eee:econom:v:218:y:2020:i:2:p:346-372)
by Dovonon, Prosper & Hall, Alastair R. & Kleibergen, Frank - Robust estimation with exponentially tilted Hellinger distance (repec:eee:econom:v:224:y:2021:i:2:p:330-344)
by Antoine, Bertille & Dovonon, Prosper - Testing the eigenvalue structure of spot and integrated covariance (repec:eee:econom:v:229:y:2022:i:2:p:363-395)
by Dovonon, Prosper & Taamouti, Abderrahim & Williams, Julian - Efficiency bounds for moment condition models with mixed identification strength (repec:eee:econom:v:248:y:2025:i:c:s0304407624000691)
by Dovonon, Prosper & Atchadé, Yves F. & Doko Tchatoka, Firmin - A Uniformly Valid Test for Instrument Exogeneity (RePEc:fip:fedawp:101963)
by Prosper Dovonon & Nikolay Gospodinov - Bootstrapping high-frequency jump tests (repec:ide:wpaper:31735)
by Dovonon, Prosper & Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour - Inference in Second-Order Identified Models (repec:man:sespap:1703)
by Prosper Dovonon & Alastair R. Hall & Frank Kleibergen - The Asymptotic Properties of GMM and Indirect Inference Under Second-Order Identification (repec:man:sespap:1705)
by Prosper Dovonon & Alastair R. Hall - Large sample properties of the three-step euclidean likelihood estimators under model misspecification (repec:pra:mprapa:40025)
by Dovonon, Prosper - Bootstrapping realized multivariate volatility measures (repec:pra:mprapa:40123)
by Dovonon, Prosper & Goncalves, Silvia & Meddahi, Nour - Conditionally heteroskedastic factor models with skewness and leverage effects (repec:pra:mprapa:40206)
by Dovonon, Prosper - Testing for Common GARCH Factors (repec:pra:mprapa:40224)
by Dovonon, Prosper & Renault, Eric - Robust Estimation With Exponentially Tilted Hellinger Distance (repec:sfu:sfudps:dp17-15)
by Bertille Antoine & Prosper Dovonon - Robust Estimation With Exponentially Tilted Hellinger Distance (repec:sfu:sfudps:dp18-06)
by Bertille Antoine & Prosper Dovonon - Robust Estimation with Exponentially Tilted Hellinger Distance (repec:sfu:sfudps:dp20-02)
by Bertille Antoine & Prosper Dovonon - Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification (repec:taf:emetrv:v:35:y:2016:i:4:p:465-514)
by Prosper Dovonon - Efficiency bounds for semiparametric models with singular score functions (repec:taf:emetrv:v:39:y:2020:i:6:p:612-648)
by Prosper Dovonon & Yves F. Atchadé - Bootstrapping High-Frequency Jump Tests (repec:taf:jnlasa:v:114:y:2019:i:526:p:793-803)
by Prosper Dovonon & Sílvia Gonçalves & Ulrich Hounyo & Nour Meddahi - Bootstrapping high-frequency jump tests (repec:tse:wpaper:31740)
by Dovonon, Prosper & Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour - Conditionally Heteroskedastic Factor Models With Skewness And Leverage Effects (repec:wly:japmet:v:28:y:2013:i:7:p:1110-1137)
by Prosper Dovonon - Specification testing for conditional moment restrictions under local identification failure (repec:wly:quante:v:15:y:2024:i:3:p:849-891)
by Prosper Dovonon & Nikolay Gospodinov