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 3 3 10 441
Bartlett-type Adjustments for Empirical Discrepancy Test Statistics 0 0 0 58 1 3 8 411
Effcient M-estimators with auxiliary information 0 0 1 79 1 2 14 290
Efficient bootstrap with weakly dependent processes 0 0 0 38 0 0 4 124
Empirical likelihood inference with applications to some econometric models 0 0 0 382 3 5 9 1,524
Empirical likelihood specification testing in linear regression models 0 0 0 207 1 1 5 1,146
Higher order asymptotics and the bootstrap for empirical likelihood J tests 0 0 0 180 1 2 8 694
On the density of generalised quadratic forms with applications to asymptotic expansions for test statistics 0 0 0 150 1 3 8 701
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 13 4 5 10 62
Sieve Nonparametric Likelihood Methods for Unit Root Tests 0 0 0 115 2 5 9 299
Two-Step Semiparametric Empirical Likelihood Inference 0 0 0 0 2 3 15 41
Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference 0 1 1 8 1 4 12 25
Total Working Papers 0 1 2 1,405 20 36 112 5,758

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 1 1 9 60
A uniform model selection test for semiparametric models 0 0 0 0 0 3 3 3
Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes 0 0 0 28 0 0 4 90
Blockwise empirical entropy tests for time series regressions 0 0 0 56 4 5 12 266
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models 0 0 0 30 3 3 9 159
Bootstrap HAC Tests for Ordinary Least Squares Regression 0 0 0 19 1 2 12 72
Comment on: Subsampling weakly dependent time series and application to extremes 0 0 0 4 2 2 4 37
EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS 0 0 0 15 2 3 9 55
Efficient bootstrap with weakly dependent processes 0 0 0 7 4 4 9 58
Empirical Likelihood for Efficient Semiparametric Average Treatment Effects 0 0 0 50 7 8 13 200
Estimation of non‐smooth non‐parametric estimating equations models with dependent data 0 0 0 2 0 1 7 10
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 4 2 2 11 37
Generalized empirical likelihood testing in semiparametric conditional moment restrictions models 0 0 0 15 1 2 8 69
Improved generalized method of moments estimators for weakly dependent observations 0 0 0 10 6 8 12 41
Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models 0 0 0 8 1 1 10 39
Local polynomial estimation of nonparametric general estimating equations 0 0 0 2 0 2 8 11
Misspecified semiparametric model selection with weakly dependent observations 0 0 0 1 3 4 15 20
Nonparametric likelihood inference for general autoregressive models 0 0 0 18 3 3 5 61
Partially linear varying coefficient models with missing at random responses 0 0 0 7 4 6 14 58
Robust estimation and inference for general varying coefficient models with missing observations 0 0 0 2 2 2 6 16
Robust nonlinear regression estimation in null recurrent time series 0 0 0 4 2 5 13 26
Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data 0 0 0 1 0 1 5 7
Second-order power comparisons for a class of nonparametric likelihood-based tests 0 0 0 0 2 3 11 49
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 1 4 18 52
Semiparametric estimation with missing covariates 0 0 0 12 1 2 7 41
Semiparametric quantile regression with random censoring 0 0 0 5 3 5 9 32
Semiparametric quasi-likelihood estimation with missing data 0 0 0 0 1 3 4 10
Testing linear restrictions in linear models with empirical likelihood 0 0 0 52 1 3 8 353
Two-step combined nonparametric likelihood estimation of misspecified semiparametric models 0 0 0 0 1 2 7 9
Two-step generalised empirical likelihood inference for semiparametric models 0 0 0 10 1 1 9 80
Varying coefficients partially linear models with randomly censored data 0 0 0 11 2 4 9 58
Total Journal Articles 0 0 0 397 61 95 280 2,079

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 3 4 9 14
Average Derivative Estimation with Missing Responses 0 0 1 1 1 3 10 12
Total Chapters 0 0 1 2 4 7 19 26

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06