Access Statistics for Francesco Bravo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Test for Identification in GMM under Conditional Moment Restrictions 0 0 0 175 1 1 8 432
Bartlett-type Adjustments for Empirical Discrepancy Test Statistics 0 0 0 58 0 0 2 403
Effcient M-estimators with auxiliary information 0 1 2 78 1 4 8 278
Efficient bootstrap with weakly dependent processes 0 0 0 38 0 0 0 120
Empirical likelihood inference with applications to some econometric models 0 0 0 382 0 0 0 1,515
Empirical likelihood specification testing in linear regression models 0 0 0 207 0 0 0 1,141
Higher order asymptotics and the bootstrap for empirical likelihood J tests 0 0 0 180 0 0 0 686
On the density of generalised quadratic forms with applications to asymptotic expansions for test statistics 0 0 1 150 0 0 3 693
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 13 0 0 3 52
Sieve Nonparametric Likelihood Methods for Unit Root Tests 0 0 0 115 0 0 1 290
Two-Step Semiparametric Empirical Likelihood Inference 0 0 0 0 0 0 1 26
Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference 0 0 0 7 1 1 1 14
Total Working Papers 0 1 3 1,403 3 6 27 5,650

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A CORRECTION FACTOR FOR UNIT ROOT TEST STATISTICS 0 0 0 17 0 0 1 51
Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes 0 0 0 28 0 0 1 86
Blockwise empirical entropy tests for time series regressions 0 0 0 56 0 1 2 255
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models 0 0 0 30 0 0 5 150
Bootstrap HAC Tests for Ordinary Least Squares Regression 0 0 0 19 0 1 1 61
Comment on: Subsampling weakly dependent time series and application to extremes 0 0 0 4 0 0 0 33
EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS 0 0 0 15 0 0 1 46
Efficient bootstrap with weakly dependent processes 0 0 0 7 0 0 0 49
Empirical Likelihood for Efficient Semiparametric Average Treatment Effects 0 0 0 50 0 0 0 187
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 4 0 0 1 26
Generalized empirical likelihood testing in semiparametric conditional moment restrictions models 0 0 0 15 0 0 1 61
Improved generalized method of moments estimators for weakly dependent observations 0 0 0 10 0 0 2 29
Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models 0 0 0 8 0 0 1 29
Local polynomial estimation of nonparametric general estimating equations 0 0 0 2 1 1 2 4
Misspecified semiparametric model selection with weakly dependent observations 0 0 0 1 0 2 2 6
Nonparametric likelihood inference for general autoregressive models 0 0 0 18 0 0 2 56
Partially linear varying coefficient models with missing at random responses 0 0 0 7 0 1 1 45
Robust estimation and inference for general varying coefficient models with missing observations 0 0 0 2 0 0 1 10
Robust nonlinear regression estimation in null recurrent time series 0 0 0 4 0 0 2 13
Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data 0 0 0 1 0 0 0 2
Second-order power comparisons for a class of nonparametric likelihood-based tests 0 0 0 0 0 0 1 38
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 0 0 1 34
Semiparametric estimation with missing covariates 0 0 0 12 0 0 1 34
Semiparametric quantile regression with random censoring 0 0 0 5 0 0 1 23
Semiparametric quasi-likelihood estimation with missing data 0 0 0 0 0 0 1 6
Testing linear restrictions in linear models with empirical likelihood 0 0 0 52 0 0 0 345
Two-step combined nonparametric likelihood estimation of misspecified semiparametric models 0 0 0 0 0 0 1 2
Two-step generalised empirical likelihood inference for semiparametric models 0 0 0 10 0 0 1 71
Varying coefficients partially linear models with randomly censored data 0 0 0 11 0 0 0 49
Total Journal Articles 0 0 0 395 1 6 33 1,801

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Test for Identification in GMM under Conditional Moment Restrictions 0 0 0 1 1 1 1 6
Average Derivative Estimation with Missing Responses 0 0 0 0 0 2 3 4
Total Chapters 0 0 0 1 1 3 4 10

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Statistics updated 2025-07-04