Details about Francesco Bravo

Access statistics for papers by Francesco Bravo.

Last updated 2023-05-10. Update your information in the RePEc Author Service.

Short-id: pbr434

Working Papers

2020

1. Two-Step Semiparametric Empirical Likelihood Inference
   LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (10)

2016

2. Semiparametric estimation of moment condition models with weakly dependent data
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article Semiparametric estimation of moment condition models with weakly dependent data, Journal of Nonparametric Statistics, Taylor & Francis Journals (2017) View citations (3) (2017)

2015

3. 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) View citations (4)

2012

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

2011

5. A Simple Test for Identification in GMM under Conditional Moment Restrictions
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)
   See also Chapter A Simple Test for Identification in GMM under Conditional Moment Restrictions, Advances in Econometrics, Emerald Group Publishing Limited (2012) View citations (1) (2012)

2008

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

Undated

7. Bartlett-type Adjustments for Empirical Discrepancy Test Statistics
   Discussion Papers, Department of Economics, University of York View citations (7)
8. Empirical likelihood inference with applications to some econometric models
   Discussion Papers, Department of Economics, University of York
9. Empirical likelihood specification testing in linear regression models
   Discussion Papers, Department of Economics, University of York
10. Higher order asymptotics and the bootstrap for empirical likelihood J tests
    Discussion Papers, Department of Economics, University of York
11. On the density of generalised quadratic forms with applications to asymptotic expansions for test statistics
    Discussion Papers, Department of Economics, University of York
12. Sieve Nonparametric Likelihood Methods for Unit Root Tests
    Discussion Papers, Department of Economics, University of York

Journal Articles

2023

1. Local polynomial estimation of nonparametric general estimating equations
   Statistics & Probability Letters, 2023, 197, (C)

2022

2. Misspecified semiparametric model selection with weakly dependent observations
   Journal of Time Series Analysis, 2022, 43, (4), 558-586
3. Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data
   Econometric Reviews, 2022, 41, (6), 583-606

2021

4. Robust nonlinear regression estimation in null recurrent time series
   Journal of Econometrics, 2021, 224, (2), 416-438 View citations (4)

2020

5. 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
6. Semiparametric quantile regression with random censoring
   Annals of the Institute of Statistical Mathematics, 2020, 72, (1), 265-295
7. Two-step combined nonparametric likelihood estimation of misspecified semiparametric models
   Journal of Nonparametric Statistics, 2020, 32, (3), 769-792 View citations (1)

2017

8. Generalized empirical likelihood M testing for semiparametric models with time series data
   Econometrics and Statistics, 2017, 4, (C), 18-30 View citations (2)
9. Semiparametric estimation of moment condition models with weakly dependent data
   Journal of Nonparametric Statistics, 2017, 29, (1), 108-136 View citations (3)
   See also Working Paper Semiparametric estimation of moment condition models with weakly dependent data, MPRA Paper (2016) View citations (2) (2016)

2016

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

2015

12. Semiparametric estimation with missing covariates
    Journal of Multivariate Analysis, 2015, 139, (C), 329-346 View citations (5)

2014

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

2013

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

2012

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

2011

18. 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
19. Empirical Likelihood for Efficient Semiparametric Average Treatment Effects
    Econometric Reviews, 2011, 30, (1), 1-24 View citations (3)
20. Improved generalized method of moments estimators for weakly dependent observations
    Journal of Time Series Analysis, 2011, 32, (6), 680-698 View citations (1)

2010

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

2009

22. Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
    Econometrics Journal, 2009, 12, (2), 208-231 View citations (8)
23. Two-step generalised empirical likelihood inference for semiparametric models
    Journal of Multivariate Analysis, 2009, 100, (7), 1412-1431 View citations (3)

2005

24. Blockwise empirical entropy tests for time series regressions
    Journal of Time Series Analysis, 2005, 26, (2), 185-210 View citations (12)

2004

25. EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
    Econometric Theory, 2004, 20, (2), 231-264 View citations (11)

2003

26. Second-order power comparisons for a class of nonparametric likelihood-based tests
    Biometrika, 2003, 90, (4), 881-890 View citations (11)

2002

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

1999

29. A CORRECTION FACTOR FOR UNIT ROOT TEST STATISTICS
    Econometric Theory, 1999, 15, (2), 218-227 View citations (6)

Chapters

2012

1. A Simple Test for Identification in GMM under Conditional Moment Restrictions
   A chapter in Essays in Honor of Jerry Hausman, 2012, pp 455-477 View citations (1)
   See also Working Paper A Simple Test for Identification in GMM under Conditional Moment Restrictions, Cowles Foundation for Research in Economics, Yale University (2011) View citations (4) (2011)

2011

2. Average Derivative Estimation with Missing Responses
   A chapter in Missing Data Methods: Cross-sectional Methods and Applications, 2011, pp 129-154