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Antoine A. Djogbenou
Antoine A. Djogbenou
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Title
Cited by
Cited by
Year
Asymptotic theory and wild bootstrap inference with clustered errors
AA Djogbenou, JG MacKinnon, MØ Nielsen
Journal of Econometrics 212 (2), 393-412, 2019
1062019
Bootstrap prediction intervals for factor models
S Gonçalves, B Perron, A Djogbenou
Journal of Business & Economic Statistics 35 (1), 53-69, 2017
352017
Bootstrap inference in regressions with estimated factors and serial correlation
A Djogbenou, S Gonçalves, B Perron
Journal of Time Series Analysis 36 (3), 481-502, 2015
312015
Model selection in factor-augmented regressions with estimated factors
AA Djogbenou
Econometric Reviews 40 (5), 470-503, 2021
92021
Comovements in the real activity of developed and emerging economies: A test of global versus specific international factors
AA Djogbenou
Journal of Applied Econometrics 35 (3), 344-370, 2020
92020
Validity of wild bootstrap inference with clustered errors
A Djogbenou, JG MacKinnon, MØ Nielsen
Queen's Economics Department Working Paper, 2017
62017
Bootstrap inference with clustered errors
A Djogbenou, JG MacKinnon, MO Nielsen
QED working paper, Queen’s University, 2017
22017
Testing for endogeneity of COVID-19 patient assignments
C Gourieroux, A Djogbenou, J Jasiak
Journal of Financial Econometrics 20 (5), 875-901, 2022
12022
Composite Likelihood for Stochastic Migration Model with Unobserved Factor
A Djogbenou, C Gouriéroux, J Jasiak, M Bandehali
arXiv preprint arXiv:2109.09043, 2021
12021
Identifying oil price shocks with global, developed, and emerging latent real economy activity factors
AA Djogbenou
Journal of Applied Econometrics, 2024
2024
Tests for group-specific heterogeneity in high-dimensional factor models
A Djogbenou, R Sufana
Journal of Multivariate Analysis 199, 105233, 2024
2024
Time-varying coefficient DAR model and stability measures for stablecoin prices: An application to Tether
A Djogbenou, E Inan, J Jasiak
Journal of International Money and Finance 139, 102946, 2023
2023
Transition model for coronavirus management
A Djogbenou, C Gourieroux, J Jasiak, P Rilstone, M Bandehali
Canadian Journal of Economics/Revue canadienne d'économique 55, 665-704, 2022
2022
Misspecification-Robust Bootstrap t-Test for Irrelevant Factor in Linear Stochastic Discount Factor Models
A Djogbenou, U Hounyo
Available at SSRN 4031869, 2022
2022
An econometric panel data model of the COVID-19 pandemic
A Djogbenou, C Gourieroux, J Jasiak, P Rilstone
Journal of Statistical and Econometric Methods 11 (1), 33-89, 2022
2022
Supplement to “Composite Likelihood for Stochastic Migration Model with Unobserved Factor”
A Djogbenou, C Gouriéroux, J Jasiak
2020
Méthodes de Bootstrap pour les modèles à facteurs
AA Djogbenou
2016
Bootstrap prediction intervals for factor models-Sílvia Gonçalves, Benoit Perron, Antoine Djogbenou
S Gonçalves, B Perron, A Djogbenou
CIRANO: Centre for Interuniversity Research and Analysis on Organizations, 2016
2016
Bootstrap Prediction Intervals for Factor Models
B Perron, A Djogbenou
desLibris, 2016
2016
An Econometric Panel Data Model of the COVID-19 Pandemic Antoine Djogbenou*, Christian Gourieroux** Joann Jasiak*, Paul Rilstone* First Draft: June, 2020, this draft: July, 2021
A Djogbenou
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