Prosper Dovonon, Concordia University

Research

high-dimensional regressions generalized linear regression models endogenous regressors moment restrictions instrumental variables estimation testing confidence interval

Latest funding

Inference in high-dimensional generalized linear regression models with endogenous regressors
SSHRC · 2018 · Principal investigator
$170,838
Bootstrap methods for high frequency returns with jumps
SSHRC · 2015 · Co-investigator
$175,592
Robust inference economic models defined by moment restrictions
SSHRC · 2015 · Principal investigator
$41,580

All 4 grants and awards

Inference in high-dimensional generalized linear regression models with endogenous regressors

Principal investigatorSSHRC2018Insight Grants

Principal investigators: Dovonon, Prosper A.

Keywords: high-dimensional regressions; generalized linear regression models; endogenous regressors; moment restrictions; instrumental variables; estimation; testing; confidence interval

$170,838

Bootstrap methods for high frequency returns with jumps

Co-investigatorSSHRC2015Insight Grants

Principal investigators: Gonçalves, Sílvia

Keywords: bootstrap; high frequency data; jumps

$175,592

Robust inference economic models defined by moment restrictions

Principal investigatorSSHRC2015Insight Development Grant

Principal investigators: Dovonon, Prosper

Keywords: (1) Robust inference; (2) Generalized method of moments; (3) Moment condition models; (4) Efficiency; (5) Exponential tilting; (6) Hellinger distance estimation; (7) Global misspecification; (8) Local misspecification

$41,580

The 11th World Congress of the econometric society

Principal investigatorSSHRC2015Connection Grants

Principal investigators: Dovonon, Prosper A.

Keywords: world congress; econometric society; economics; finance; statistics; 11th World Congress; Montreal

$25,000

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

Subject: Prospective PhD student: high-dimensional regressions Dear Professor Dovonon, 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 high-dimensional regressions connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] 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]