Prosper Dovonon

                Department of Economics
                Concordia University
                1455 de Maisonneuve Blvd. West
                Montreal, Quebec,
                H3G 1M8, Canada
               (514) 848-2424 (ext. 3479)
        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.
        My resume
Research Fields:
Econometrics, Time Series Analysis, Financial Econometrics.

"Inference in Second-Order Identified Models", Joint with Alastair R. Hall, and Frank Kleibergen, (2018) Journal of Econometrics, to appear.

"Bootstrapping High-frequency Jump Tests", Joint with Silvia GoncalvesUlrich Hounyo, and Nour Meddahi,
 Journal of the American Statistical Associationto appear.

"The Asymptotic Properties of GMM and Indirect Inference under Second-Order Identification", Joint with Alastair R. Hall, (2018)
Journal of Econometrics, 205,76-111.

"Bootstrapping the GMM Overidentification Test under First-Order Underidentification", Joint with Silvia Goncalves, (2017) Journal of Econometrics201, 43–71.

"Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification", (2016) 
Econometric Reviews, 35(4):465–514.
"Testing for Common Conditionally Heteroskedastic Factors", with Eric Renault, (2013) Econometrica, 81(6), 2561-2586.

"Bootstrapping Realized Multivariate Volatility Measures", with Silvia Goncalves and Nour Meddahi, (2013) Journal of Econometrics, 172, 49-65.
"Conditionally Heteroskedastic Factor Models with Skewness and Leverage Effects", (2013) Journal of Applied Econometrics, 28, 1110-1137.
"Inference about Long Run Canonical Correlations", with Alastair R. Hall and Kalidas Jana, (2012) Journal of Time Series Analysis, 33, 665-683.

Working Papers:

"Testing the Eigenvalue Structure of Integrated Covariance with Applications", Joint with Abderrahim Taamouti and Julian Williamssubmitted.

This version: March 2018.

"Robust Estimation with Exponentially Tilted Hellinger Distance", Joint with Bertille Antoine, submitted.
This version: November 2018.

"Efficiency Bounds for Semiparametric Models with Singular Score Functions", Joint with Yves F. Atchade, submitted. 
This version: November 2016.

"GMM Overidentification Test with First Order Underidentification", Joint with Eric Renault (Brown University).
This version: August 2009.