Articles with public access mandates - Antoine A. DjogbenouLearn more
Available somewhere: 9
Asymptotic theory and wild bootstrap inference with clustered errors
AA Djogbenou, JG MacKinnon, MØ Nielsen
Journal of Econometrics 212 (2), 393-412, 2019
Mandates: Natural Sciences and Engineering Research Council of Canada, Social Sciences …
Bootstrap prediction intervals for factor models
S Gonçalves, B Perron, A Djogbenou
Journal of Business & Economic Statistics 35 (1), 53-69, 2017
Mandates: Natural Sciences and Engineering Research Council of Canada, Social Sciences …
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
Mandates: Natural Sciences and Engineering Research Council of Canada, Social Sciences …
Model selection in factor-augmented regressions with estimated factors
AA Djogbenou
Econometric Reviews 40 (5), 470-503, 2021
Mandates: Social Sciences and Humanities Research Council, Canada
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
Mandates: Social Sciences and Humanities Research Council, Canada
Validity of wild bootstrap inference with clustered errors
A Djogbenou, JG MacKinnon, MØ Nielsen
Queen's Economics Department Working Paper, 2017
Mandates: Natural Sciences and Engineering Research Council of Canada, Social Sciences …
Testing for endogeneity of COVID-19 patient assignments
C Gourieroux, A Djogbenou, J Jasiak
Journal of Financial Econometrics 20 (5), 875-901, 2022
Mandates: Natural Sciences and Engineering Research Council of Canada, Agence …
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
Mandates: Agence Nationale de la Recherche
Supplement to “Composite Likelihood for Stochastic Migration Model with Unobserved Factor”
A Djogbenou, C Gouriéroux, J Jasiak
Mandates: Natural Sciences and Engineering Research Council of Canada
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