Prosper Dovonon

Concordia University, Quebec

1455 de Maisonneuve Blvd. W.

Montreal, Quebec H3G 1MB

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

103

SSRN CITATIONS

0

CROSSREF CITATIONS

7

Scholarly Papers (2)

1.

Testing for Common GARCH Factors

CIRANO - Scientific Publication No. 2012s-34
Number of pages: 40 Posted: 12 Jan 2013
Prosper Dovonon and Eric Renault
Concordia University, Quebec and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 57 (379,725)
Citation 2

Abstract:

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: Common features, GARCH factors, Nonstandard asymptotics, GMM, GMM overidentification test, identification, first order identification

2.

Bootstrapping the GMM Overidentification Test Under First-Order Underidentification

CIRANO - Scientific Publications 2014s-25
Number of pages: 48 Posted: 03 Jun 2014
Prosper Dovonon and Sílvia Gonçalves
Concordia University, Quebec and University of Montreal - Department of Economics
Downloads 46 (417,246)
Citation 5

Abstract:

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Bootstrapping, overidentification, overidentification