Items where Author is "Camponovo, Lorenzo"

Article

Camponovo, Lorenzo, Matsushita, Yukitoshi and Otsu, Taisuke (2021) Relative error accurate statistic based on nonparametric likelihood. Econometric Theory, 37 (6). 1214 - 1237. ISSN 1469-4360

Camponovo, Lorenzo, Matsushita, Yukitoshi and Otsu, Taisuke (2019) Empirical likelihood for high frequency data. Journal of Business and Economic Statistics. ISSN 0735-0015

Camponovo, Lorenzo and Otsu, Taisuke (2015) Robustness of bootstrap in instrumental variable regression. Econometric Reviews, 34 (3). pp. 352-393. ISSN 0747-4938

Camponovo, Lorenzo and Otsu, Taisuke (2014) On Bartlett correctability of empirical likelihood in generalized power divergence family. Statistics and Probability Letters, 86 (1). pp. 38-43. ISSN 0167-7152

Monograph

Camponovo, Lorenzo and Otsu, Taisuke (2014) Robustness of bootstrap in instrumental variable regression. Econometrics (EM/2014/572). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.