Member's Details
Concordia University
514 848-2424 p3479
Ph.D., Economics, Université de Montréal
Associate Professor
Department of Economics
Concordia University
Domain(s) of interest
Applied and Theoretical Econometrics, Times Series, Finance

List of scientific publications at CIRANO by Prosper Dovonon

Code Publications
2018s-38 WP Bertille Antoine et Prosper Dovonon. Robust Estimation with Exponentially Tilted Hellinger Distance
2018s-37 WP Prosper Dovonon et Alastair Hall. The Asymptotic Properties of GMM and Indirect Inference under Second-order Identification
2018s-36 WP Prosper Dovonon, Frank Kleibergen et Alastair Hall. Inference in Second-Order Identified Models
2016s-24 WP Prosper Dovonon, Sílvia Gonçalves, Ulrich Hounyo et Nour Meddahi. Bootstrapping high-frequency jump tests
2014s-25 WP Prosper Dovonon et Sílvia Gonçalves. Bootstrapping the GMM overidentification test Under first-order underidentification
2012s-34 WP Prosper Dovonon et Éric Renault. Testing for Common GARCH Factors

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