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 0 14 431
Bartlett-type Adjustments for Empirical Discrepancy Test Statistics 0 0 0 58 0 1 2 402
Effcient M-estimators with auxiliary information 0 0 1 77 1 1 4 273
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 1 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 1 686
On the density of generalised quadratic forms with applications to asymptotic expansions for test statistics 1 1 1 150 2 2 4 692
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 13 0 0 4 52
Sieve Nonparametric Likelihood Methods for Unit Root Tests 0 0 0 115 0 0 0 289
Two-Step Semiparametric Empirical Likelihood Inference 0 0 0 0 0 0 4 26
Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference 0 0 0 7 0 0 1 13
Total Working Papers 1 1 2 1,402 3 4 35 5,640

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 50
Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes 0 0 0 28 1 1 1 86
Blockwise empirical entropy tests for time series regressions 0 0 0 56 0 0 2 254
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models 0 0 0 30 1 2 6 150
Bootstrap HAC Tests for Ordinary Least Squares Regression 0 0 0 19 0 0 0 60
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 1 1 1 46
Efficient bootstrap with weakly dependent processes 0 0 0 7 0 0 1 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 1 1 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 1 1 29
Local polynomial estimation of nonparametric general estimating equations 0 0 0 2 0 0 1 3
Misspecified semiparametric model selection with weakly dependent observations 0 0 0 1 0 0 1 4
Nonparametric likelihood inference for general autoregressive models 0 0 0 18 0 1 2 56
Partially linear varying coefficient models with missing at random responses 0 0 0 7 0 0 0 44
Robust estimation and inference for general varying coefficient models with missing observations 0 0 0 2 0 1 1 10
Robust nonlinear regression estimation in null recurrent time series 0 0 0 4 1 1 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 1 1 38
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 1 1 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 1 1 1 23
Semiparametric quasi-likelihood estimation with missing data 0 0 0 0 1 1 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 1 1 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 9 14 31 1,794

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 0 0 0 5
Average Derivative Estimation with Missing Responses 0 0 0 0 1 1 1 2
Total Chapters 0 0 0 1 1 1 1 7

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Statistics updated 2025-03-03