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Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators
Camponovo, Lorenzo - In: The econometrics journal 19 (2016) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10011487564
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Bootstrap inference for penalized GMM estimators with oracle properties
Camponovo, Lorenzo - In: Econometric reviews 39 (2020) 4, pp. 362-372
Persistent link: https://www.econbiz.de/10012181428
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Robust subsampling
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - In: Journal of econometrics 167 (2012) 1, pp. 197-210
Persistent link: https://www.econbiz.de/10009551425
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Robustness of bootstrap in instrumental variable regression
Camponovo, Lorenzo; Otsu, Taisuke - In: Econometric reviews 34 (2015) 1/5, pp. 352-393
Persistent link: https://www.econbiz.de/10011373276
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Differencies transformations and inference in predictive regression models
Camponovo, Lorenzo - In: Econometric theory 31 (2015) 6, pp. 1331-1358
Persistent link: https://www.econbiz.de/10011545547
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Breakdown point theory for implied probability bootstrap
Camponovo, Lorenzo; Otsu, Taisuke - In: The econometrics journal 15 (2012) 1, pp. 32-55
Persistent link: https://www.econbiz.de/10009520549
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Relative error accurate statistic based on nonparametric likelihood
Camponovo, Lorenzo; Matsushita, Yukitoshi; Otsu, Taisuke - In: Econometric theory 37 (2021) 6, pp. 1214-1237
Persistent link: https://www.econbiz.de/10012704810
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Empirical likelihood for high frequency data
Camponovo, Lorenzo; Matsushita, Yukitoshi; Otsu, Taisuke - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 621-632
Persistent link: https://www.econbiz.de/10012262500
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Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
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Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, Jose - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 418-426
Persistent link: https://www.econbiz.de/10011987534