← All authors Antoine Djogbenou York University (from arXiv:2301.00509, 2023) · ORCID · OpenAlex
11 papers in scope · 11 published · 2 on the econ.EM arXiv · 118 citations · h-index 6 (over the papers listed here)
Papers (3 of 11)
published 2023 · Journal of Financial Econometrics · 1 citations · first circulated 2021
Identifying oil price shocks with global, developed, and emerging latent real economy activity factors
published 2023 · Journal of Applied Econometrics · 1 citations
published 2023 · Journal of Multivariate Analysis
with Razvan Sufana
published 2023 · Journal of International Money and Finance · 10 citations
Transition model for coronavirus management
published 2022 · Canadian Journal of Economics/Revue canadienne d économique · 1 citations
Testing for Endogeneity of Covid-19 Patient Assignments
published 2020 · Journal of Financial Econometrics · 1 citations
Model selection in factor-augmented regressions with estimated factors
published 2020 · Econometric Reviews · 16 citations · first circulated 2017
with Antoine A. Djogbenou
Comovements in the real activity of developed and emerging economies: A test of global versus specific international factors
published 2019 · Journal of Applied Econometrics · 7 citations · first circulated 2018
with Antoine A. Djogbenou
Asymptotic theory and wild bootstrap inference with clustered errors
published 2019 · Journal of Econometrics · 24 citations
Bootstrap Prediction Intervals for Factor Models
published 2015 · Journal of Business and Economic Statistics · 32 citations
Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation
published 2015 · Journal of Time Series Analysis · 25 citations
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