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 0 5 7 438
Bartlett-type Adjustments for Empirical Discrepancy Test Statistics 0 0 0 58 2 5 8 410
Effcient M-estimators with auxiliary information 0 0 2 79 0 6 15 288
Efficient bootstrap with weakly dependent processes 0 0 0 38 0 3 4 124
Empirical likelihood inference with applications to some econometric models 0 0 0 382 2 6 6 1,521
Empirical likelihood specification testing in linear regression models 0 0 0 207 0 4 4 1,145
Higher order asymptotics and the bootstrap for empirical likelihood J tests 0 0 0 180 1 5 7 693
On the density of generalised quadratic forms with applications to asymptotic expansions for test statistics 0 0 0 150 2 6 8 700
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 13 1 3 6 58
Sieve Nonparametric Likelihood Methods for Unit Root Tests 0 0 0 115 1 4 6 295
Two-Step Semiparametric Empirical Likelihood Inference 0 0 0 0 1 9 13 39
Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference 0 0 0 7 0 2 8 21
Total Working Papers 0 0 2 1,404 10 58 92 5,732

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 6 9 59
Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes 0 0 0 28 0 4 4 90
Blockwise empirical entropy tests for time series regressions 0 0 0 56 0 5 7 261
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models 0 0 0 30 0 5 6 156
Bootstrap HAC Tests for Ordinary Least Squares Regression 0 0 0 19 1 5 11 71
Comment on: Subsampling weakly dependent time series and application to extremes 0 0 0 4 0 1 2 35
EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS 0 0 0 15 0 3 6 52
Efficient bootstrap with weakly dependent processes 0 0 0 7 0 3 5 54
Empirical Likelihood for Efficient Semiparametric Average Treatment Effects 0 0 0 50 1 3 6 193
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 4 0 5 9 35
Generalized empirical likelihood testing in semiparametric conditional moment restrictions models 0 0 0 15 0 3 6 67
Improved generalized method of moments estimators for weakly dependent observations 0 0 0 10 2 5 6 35
Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models 0 0 0 8 0 6 9 38
Local polynomial estimation of nonparametric general estimating equations 0 0 0 2 1 3 7 10
Misspecified semiparametric model selection with weakly dependent observations 0 0 0 1 1 9 13 17
Nonparametric likelihood inference for general autoregressive models 0 0 0 18 0 2 2 58
Partially linear varying coefficient models with missing at random responses 0 0 0 7 2 3 10 54
Robust estimation and inference for general varying coefficient models with missing observations 0 0 0 2 0 3 4 14
Robust nonlinear regression estimation in null recurrent time series 0 0 0 4 2 7 10 23
Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data 0 0 0 1 1 4 5 7
Second-order power comparisons for a class of nonparametric likelihood-based tests 0 0 0 0 1 5 9 47
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 3 14 17 51
Semiparametric estimation with missing covariates 0 0 0 12 1 5 6 40
Semiparametric quantile regression with random censoring 0 0 0 5 0 2 4 27
Semiparametric quasi-likelihood estimation with missing data 0 0 0 0 1 2 2 8
Testing linear restrictions in linear models with empirical likelihood 0 0 0 52 1 5 6 351
Two-step combined nonparametric likelihood estimation of misspecified semiparametric models 0 0 0 0 1 4 6 8
Two-step generalised empirical likelihood inference for semiparametric models 0 0 0 10 0 7 8 79
Varying coefficients partially linear models with randomly censored data 0 0 0 11 1 3 6 55
Total Journal Articles 0 0 0 395 20 132 201 1,995

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 5 6 11
Average Derivative Estimation with Missing Responses 0 0 1 1 1 4 8 10
Total Chapters 0 0 1 2 2 9 14 21

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Statistics updated 2026-03-04