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  3. Prosper Dovonon
prosper.dovonon@cirano.qc.ca
CV Website

Expertise

Econometrics, time series analysis, financial econometrics

Biography

A CIRANO Researcher and Fellow since 2010, Prosper Dovonon is Associate Professor in the Department of Economics at Concordia University.

Holding a Ph.D. in Economics from the Université de Montréal, his research interests are econometrics, time series analysis and financial econometrics.

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CIRANO Publications by Prosper Dovonon

As an author

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

Simulation
CS

Bootstrapping high-frequency jump tests

Prosper Dovonon, Silvia Gonçalves, Ulrich Hounyo and Nour Meddahi

CS

Bootstrapping the GMM overidentification test Under first-order underidentification

Prosper Dovonon and Silvia Gonçalves

Robust Estimation with Exponentially Tilted Hellinger Distance

The Asymptotic Properties of GMM and Indirect Inference under Second-order Identification

Inference in Second-Order Identified Models

Bootstrapping high-frequency jump tests

Bootstrapping the GMM overidentification test Under first-order underidentification

See more publications

News

May 2, 2023

Florian Mayneris organizes the session « Public policies, housing and urban transformations » at the 62nd annual conference of the SCSE

All news

Events

As a speaker

October 18, 2019

2019 Canadian Econometric Study Group Meetings

Events

As an organizer

October 18, 2019

2019 Canadian Econometric Study Group Meetings

May 10, 2019

External Activity: CIREQ Montreal Econometrics Conference - Recent Advances on Bootstrap Methods