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Details about Francesco Bravo

E-mail:
Homepage:https://sites.google.com/a/york.ac.uk/francescobravo/
Workplace:Department of Economics and Related Studies, University of York, (more information at EDIRC)

Access statistics for papers by Francesco Bravo.

Last updated 2021-01-19. Update your information in the RePEc Author Service.

Short-id: pbr434


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Working Papers

2016

  1. Semiparametric estimation of moment condition models with weakly dependent data
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Journal of Nonparametric Statistics (2017)

2015

  1. Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference
    LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) Downloads View citations (4)

2012

  1. Efficient bootstrap with weakly dependent processes
    Discussion Papers, Department of Economics, University of York Downloads
    See also Journal Article in Computational Statistics & Data Analysis (2012)

2011

  1. A Simple Test for Identification in GMM under Conditional Moment Restrictions
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (3)

2008

  1. Effcient M-estimators with auxiliary information
    Discussion Papers, Department of Economics, University of York Downloads View citations (9)

Undated

  1. Bartlett-type Adjustments for Empirical Discrepancy Test Statistics
    Discussion Papers, Department of Economics, University of York Downloads View citations (5)
  2. Empirical likelihood inference with applications to some econometric models
    Discussion Papers, Department of Economics, University of York Downloads
  3. Empirical likelihood specification testing in linear regression models
    Discussion Papers, Department of Economics, University of York Downloads
  4. Higher order asymptotics and the bootstrap for empirical likelihood J tests
    Discussion Papers, Department of Economics, University of York Downloads
  5. On the density of generalised quadratic forms with applications to asymptotic expansions for test statistics
    Discussion Papers, Department of Economics, University of York Downloads
  6. Sieve Nonparametric Likelihood Methods for Unit Root Tests
    Discussion Papers, Department of Economics, University of York Downloads

Journal Articles

2020

  1. Robust estimation and inference for general varying coefficient models with missing observations
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2020, 29, (4), 966-988 Downloads
  2. Semiparametric quantile regression with random censoring
    Annals of the Institute of Statistical Mathematics, 2020, 72, (1), 265-295 Downloads
  3. Two-step combined nonparametric likelihood estimation of misspecified semiparametric models
    Journal of Nonparametric Statistics, 2020, 32, (3), 769-792 Downloads

2017

  1. Generalized empirical likelihood M testing for semiparametric models with time series data
    Econometrics and Statistics, 2017, 4, (C), 18-30 Downloads View citations (2)
  2. Semiparametric estimation of moment condition models with weakly dependent data
    Journal of Nonparametric Statistics, 2017, 29, (1), 108-136 Downloads View citations (1)
    See also Working Paper (2016)

2016

  1. Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models
    Journal of Time Series Analysis, 2016, 37, (5), 690-708 Downloads
  2. Semiparametric quasi-likelihood estimation with missing data
    Communications in Statistics - Theory and Methods, 2016, 45, (5), 1345-1369 Downloads View citations (1)

2015

  1. Semiparametric estimation with missing covariates
    Journal of Multivariate Analysis, 2015, 139, (C), 329-346 Downloads View citations (4)

2014

  1. Varying coefficients partially linear models with randomly censored data
    Annals of the Institute of Statistical Mathematics, 2014, 66, (2), 383-412 Downloads View citations (4)

2013

  1. Partially linear varying coefficient models with missing at random responses
    Annals of the Institute of Statistical Mathematics, 2013, 65, (4), 721-762 Downloads View citations (1)

2012

  1. Bootstrap HAC Tests for Ordinary Least Squares Regression
    Oxford Bulletin of Economics and Statistics, 2012, 74, (6), 903-922 Downloads View citations (3)
  2. Efficient bootstrap with weakly dependent processes
    Computational Statistics & Data Analysis, 2012, 56, (11), 3444-3458 Downloads View citations (1)
    See also Working Paper (2012)
  3. Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
    Econometrics Journal, 2012, 15, (1), 1-31 Downloads View citations (2)

2011

  1. Comment on: Subsampling weakly dependent time series and application to extremes
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2011, 20, (3), 483-486 Downloads
  2. Empirical Likelihood for Efficient Semiparametric Average Treatment Effects
    Econometric Reviews, 2011, 30, (1), 1-24 Downloads View citations (3)
  3. Improved generalized method of moments estimators for weakly dependent observations
    Journal of Time Series Analysis, 2011, 32, (6), 680-698 Downloads View citations (1)

2010

  1. Nonparametric likelihood inference for general autoregressive models
    Statistical Methods & Applications, 2010, 19, (1), 79-106 Downloads

2009

  1. Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
    Econometrics Journal, 2009, 12, (2), 208-231 Downloads View citations (7)
  2. Two-step generalised empirical likelihood inference for semiparametric models
    Journal of Multivariate Analysis, 2009, 100, (7), 1412-1431 Downloads View citations (3)

2005

  1. Blockwise empirical entropy tests for time series regressions
    Journal of Time Series Analysis, 2005, 26, (2), 185-210 Downloads View citations (10)

2004

  1. EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
    Econometric Theory, 2004, 20, (2), 231-264 Downloads View citations (8)

2003

  1. Second-order power comparisons for a class of nonparametric likelihood-based tests
    Biometrika, 2003, 90, (4), 881-890 View citations (10)

2002

  1. Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes
    Statistics & Probability Letters, 2002, 58, (3), 319-325 Downloads View citations (2)
  2. Testing linear restrictions in linear models with empirical likelihood
    Econometrics Journal, 2002, 5, (1), 104-130 Downloads View citations (2)

1999

  1. A CORRECTION FACTOR FOR UNIT ROOT TEST STATISTICS
    Econometric Theory, 1999, 15, (2), 218-227 Downloads View citations (4)
 
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