Antoine Djogbenou, York University

Research

forecasting big data factor models latent factors structural breaks tests of equal predictive ability bootstrap methods (1) test statistics

Latest funding

Saddlepoint Approximations in Economics
SSHRC · 2026 · Principal investigator
$29,589
Social relationships, academic adjustment and well-being in minoritized adolescents
SSHRC · 2025 · Co-investigator
$83,204
Tests for Forecast Comparison in Structurally Unstable Environments with Latent Common Factors
SSHRC · 2021 · Principal investigator
$38,392

All 5 grants and awards

Saddlepoint Approximations in Economics

Principal investigatorSSHRC2026Insight Development Grants

Principal investigators: Djogbenou, Antoine

$29,589

Social relationships, academic adjustment and well-being in minoritized adolescents

Co-investigatorSSHRC2025Insight Grants

Principal investigators: Vitoroulis, Irene

Keywords: schools; communities; adolescents; social relationships; educational outcomes; well-being outcomes

$83,204

Tests for Forecast Comparison in Structurally Unstable Environments with Latent Common Factors

Principal investigatorSSHRC2021Insight Grants

Principal investigators: Djogbenou, Antoine

Keywords: forecasting; big data; factor models; latent factors; structural breaks; tests of equal predictive ability; bootstrap methods

$38,392

Tests for Forecast Comparison in Structurally Unstable Environments with Latent Common Factors

Principal investigatorSSHRC2021Insight Grants

Principal investigators: Djogbenou, Antoine

Keywords: forecasting; big data; factor models; latent factors; structural breaks; tests of equal predictive ability; bootstrap methods

$20,089

Tests for Specific Comovements in Big Economic and Financial Datasets using Factor Models

Principal investigatorSSHRC2019Insight Development Grant

Principal investigators: Djogbenou, Antoine

Keywords: (1) test statistics; (2) factor models; (3) latent factors; (4) group-specific heterogeneity; (5) stock market; (6) financial sectors; (7) oil prices; (8) emerging economies; (9) developed economies

$40,485

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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Applying for

Mention their SSHRC grant from 2026

Subject: Prospective PhD student: forecasting Dear Professor Djogbenou, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on forecasting connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your SSHRC-funded project "Saddlepoint Approximations in Economics" (2026), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]