Bootstrapping the GMM Overidentification Test under First-Order Underidentification
Prosper Dovonon,
Silvia Goncalves
Journal of Econometrics,
vol. 201, 2017, p. 43-71.
Bootstrapping Realized Multivariate Volatility Measures
Silvia Goncalves,
Nour Meddahi,
Prosper Dovonon
Journal of Econometrics,
vol. 172, 2013, p. 49-65.