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Expertise

Applied and Theoretical Econometrics, Times Series, Finance

CIRANO Publications by Prosper Dovonon

1 to 5 of 6 results
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Robust Estimation with Exponentially Tilted Hellinger Distance

Bertille Antoine and Prosper Dovonon

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Inference in Second-Order Identified Models

Prosper Dovonon, Frank Kleibergen and Alastair Hall

Simulation
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Bootstrapping high-frequency jump tests

Prosper Dovonon, Silvia Gonçalves, Ulrich Hounyo and Nour Meddahi

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