1 to 5 of 6 results
CS
Robust Estimation with Exponentially Tilted Hellinger Distance
Bertille Antoine and Prosper Dovonon
CS
The Asymptotic Properties of GMM and Indirect Inference under Second-order Identification
Prosper Dovonon and Alastair Hall
CS
Inference in Second-Order Identified Models
Prosper Dovonon, Alastair Hall and Frank Kleibergen
CS
Bootstrapping high-frequency jump tests
Prosper Dovonon, Silvia Gonçalves, Ulrich Hounyo and Nour Meddahi
CS