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 1 10 442
Bartlett-type Adjustments for Empirical Discrepancy Test Statistics 0 0 0 58 0 0 9 412
Effcient M-estimators with auxiliary information 0 0 0 79 1 1 12 291
Efficient bootstrap with weakly dependent processes 0 0 0 38 1 1 7 127
Empirical likelihood inference with applications to some econometric models 0 0 0 382 0 0 9 1,524
Empirical likelihood specification testing in linear regression models 0 0 0 207 0 0 5 1,146
Higher order asymptotics and the bootstrap for empirical likelihood J tests 0 0 0 180 0 0 8 694
On the density of generalised quadratic forms with applications to asymptotic expansions for test statistics 0 0 0 150 1 1 9 702
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 13 0 0 11 63
Sieve Nonparametric Likelihood Methods for Unit Root Tests 0 0 0 115 0 0 10 300
Two-Step Semiparametric Empirical Likelihood Inference 0 0 0 0 1 2 15 43
Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference 0 0 1 8 1 2 12 27
Total Working Papers 0 0 1 1,405 5 8 117 5,771

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 8 60
A uniform model selection test for semiparametric models 0 0 0 0 0 1 4 4
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 0 0 13 268
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models 0 0 0 30 0 0 10 160
Bootstrap HAC Tests for Ordinary Least Squares Regression 0 0 0 19 0 2 11 74
Comment on: Subsampling weakly dependent time series and application to extremes 0 0 0 4 1 1 4 38
EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS 0 0 0 15 0 1 9 57
Efficient bootstrap with weakly dependent processes 0 0 0 7 1 1 11 60
Empirical Likelihood for Efficient Semiparametric Average Treatment Effects 0 0 0 50 0 1 14 202
Estimation of non‐smooth non‐parametric estimating equations models with dependent data 0 0 0 2 0 0 8 11
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 4 1 1 11 38
Generalized empirical likelihood testing in semiparametric conditional moment restrictions models 0 0 0 15 0 1 8 70
Improved generalized method of moments estimators for weakly dependent observations 0 0 0 10 0 0 12 41
Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models 0 0 0 8 0 0 10 39
Local polynomial estimation of nonparametric general estimating equations 0 0 0 2 0 0 9 13
Misspecified semiparametric model selection with weakly dependent observations 0 0 0 1 0 0 14 20
Nonparametric likelihood inference for general autoregressive models 0 0 0 18 0 0 6 62
Partially linear varying coefficient models with missing at random responses 0 0 0 7 1 1 13 59
Robust estimation and inference for general varying coefficient models with missing observations 0 0 0 2 0 0 6 16
Robust nonlinear regression estimation in null recurrent time series 0 0 0 4 0 0 13 26
Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data 0 0 0 1 0 0 5 7
Second-order power comparisons for a class of nonparametric likelihood-based tests 0 0 0 0 0 2 13 51
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 1 1 19 53
Semiparametric estimation with missing covariates 0 0 0 12 0 1 8 43
Semiparametric quantile regression with random censoring 0 0 0 5 1 1 10 34
Semiparametric quasi-likelihood estimation with missing data 0 0 0 0 0 0 5 11
Testing linear restrictions in linear models with empirical likelihood 0 0 0 52 1 1 10 355
Two-step combined nonparametric likelihood estimation of misspecified semiparametric models 0 0 0 0 0 0 7 9
Two-step generalised empirical likelihood inference for semiparametric models 0 0 0 10 0 1 10 81
Varying coefficients partially linear models with randomly censored data 0 0 0 11 1 1 11 60
Total Journal Articles 0 0 0 397 8 18 296 2,112

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 1 2 0 0 10 16
Average Derivative Estimation with Missing Responses 0 0 0 1 0 0 7 12
Total Chapters 0 0 1 3 0 0 17 28

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Statistics updated 2026-09-10