| Asymptotic theory and wild bootstrap inference with clustered errors AA Djogbenou, JG MacKinnon, MØ Nielsen Journal of Econometrics 212 (2), 393-412, 2019 | 107 | 2019 |
| Bootstrap prediction intervals for factor models S Gonçalves, B Perron, A Djogbenou Journal of Business & Economic Statistics 35 (1), 53-69, 2017 | 35 | 2017 |
| 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 | 31 | 2015 |
| Model selection in factor-augmented regressions with estimated factors AA Djogbenou Econometric Reviews 40 (5), 470-503, 2021 | 9 | 2021 |
| 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 | 9 | 2020 |
| Validity of wild bootstrap inference with clustered errors A Djogbenou, JG MacKinnon, MØ Nielsen Queen's Economics Department Working Paper, 2017 | 6 | 2017 |
| Bootstrap inference with clustered errors A Djogbenou, JG MacKinnon, MO Nielsen QED working paper, Queen’s University, 2017 | 2 | 2017 |
| Identifying oil price shocks with global, developed, and emerging latent real economy activity factors AA Djogbenou Journal of Applied Econometrics, 2024 | 1 | 2024 |
| Testing for endogeneity of COVID-19 patient assignments C Gourieroux, A Djogbenou, J Jasiak Journal of Financial Econometrics 20 (5), 875-901, 2022 | 1 | 2022 |
| Composite Likelihood for Stochastic Migration Model with Unobserved Factor A Djogbenou, C Gouriéroux, J Jasiak, M Bandehali arXiv preprint arXiv:2109.09043, 2021 | 1 | 2021 |
| 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 | | |
James G. MacKinnonSir Edward Peacock Professor of Econometrics, Queen's UniversityVerified email at econ.queensu.ca
