Prosper Dovonon

Prosper Dovonon

Associate Professor

Department of Economics, Concordia University

Address: 1455 de Maisonneuve Blvd. West, Montreal, Quebec, H3G 1M8, Canada

Telephone: (514) 848-2424 (ext. 3479)


Curriculum Vitae



2007: Ph.D. Economics, Universite de Montreal.

2000: MSc. Statistics and Economics, ENSEA, Abidjan, Cote d'Ivoire.

1996: MSc. Mathematics, Universite Nationale du Benin, Abomey-Calavi, Benin.

Professional Experience

2015 - Pres.: Associate Professor at Concordia University, Montreal, Canada.

2017 - 2018 : Visiting Professor at HEC Montreal - Department of Finance.

2010 - 2015 : Assistant Professor at Concordia University, Montreal, Canada.

2007 - 2010 : Assistant vice president, Barclays Wealth, London.

2002 - 2007 : Instructor, Universite de Montreal.

Research Fields

Econometrics, Time Series Analysis, Financial Econometrics.

Selected Publications and Working Papers

"Robust Estimation with Exponentially Tilted Hellinger Distance", Joint with Bertille Antoine, (2020) Journal of Econometrics, to appear.

Paper - Online appendix

"Inference in Second-Order Identified Models", Joint with Alastair R. Hall, and Frank Kleibergen, (2020) Journal of Econometrics, 218, 346-372.

Paper - Online appendix

"Bootstrapping High-frequency Jump Tests", Joint with Silvia Goncalves, Ulrich Hounyo, and Nour Meddahi, (2019) Journal of the American Statistical Association, 114, 793-803.

Paper - Online appendix

"Testing the Eigenvalue Structure of Integrated Covariance with Applications", Joint with Abderrahim Taamouti and Julian Williams, Journal of Econometrics, Revised and Resubmitted.

This version: July 2020 - Online appendix

"Bayesian Variable Selection in Linear Regression Models with Instrumental Variables", Joint with Yves F. Atchade, and Gautam Sabnis, Submitted.

This version: October 2019.

"Relevant moment selection under mixed identification strength", Joint with Firmin Doko, and Michael Aguessy, Submitted.

This version: April 2019.

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