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 3 9 441
Bartlett-type Adjustments for Empirical Discrepancy Test Statistics 0 0 0 58 0 2 9 412
Effcient M-estimators with auxiliary information 0 0 1 79 0 1 12 290
Efficient bootstrap with weakly dependent processes 0 0 0 38 0 2 6 126
Empirical likelihood inference with applications to some econometric models 0 0 0 382 0 3 9 1,524
Empirical likelihood specification testing in linear regression models 0 0 0 207 0 1 5 1,146
Higher order asymptotics and the bootstrap for empirical likelihood J tests 0 0 0 180 0 1 8 694
On the density of generalised quadratic forms with applications to asymptotic expansions for test statistics 0 0 0 150 0 1 8 701
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 13 0 5 11 63
Sieve Nonparametric Likelihood Methods for Unit Root Tests 0 0 0 115 0 3 10 300
Two-Step Semiparametric Empirical Likelihood Inference 0 0 0 0 1 3 16 42
Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference 0 0 1 8 1 2 12 26
Total Working Papers 0 0 2 1,405 2 27 115 5,765

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 1 9 60
A uniform model selection test for semiparametric models 0 0 0 0 0 0 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 0 6 13 268
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models 0 0 0 30 0 4 10 160
Bootstrap HAC Tests for Ordinary Least Squares Regression 0 0 0 19 0 1 11 72
Comment on: Subsampling weakly dependent time series and application to extremes 0 0 0 4 0 2 4 37
EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS 0 0 0 15 0 3 10 56
Efficient bootstrap with weakly dependent processes 0 0 0 7 0 5 10 59
Empirical Likelihood for Efficient Semiparametric Average Treatment Effects 0 0 0 50 1 9 15 202
Estimation of non‐smooth non‐parametric estimating equations models with dependent data 0 0 0 2 0 1 8 11
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 4 0 2 11 37
Generalized empirical likelihood testing in semiparametric conditional moment restrictions models 0 0 0 15 0 1 8 69
Improved generalized method of moments estimators for weakly dependent observations 0 0 0 10 0 6 12 41
Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models 0 0 0 8 0 1 10 39
Local polynomial estimation of nonparametric general estimating equations 0 0 0 2 0 2 9 13
Misspecified semiparametric model selection with weakly dependent observations 0 0 0 1 0 3 14 20
Nonparametric likelihood inference for general autoregressive models 0 0 0 18 0 4 6 62
Partially linear varying coefficient models with missing at random responses 0 0 0 7 0 4 13 58
Robust estimation and inference for general varying coefficient models with missing observations 0 0 0 2 0 2 6 16
Robust nonlinear regression estimation in null recurrent time series 0 0 0 4 0 2 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 11 49
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 0 1 18 52
Semiparametric estimation with missing covariates 0 0 0 12 1 3 9 43
Semiparametric quantile regression with random censoring 0 0 0 5 0 4 10 33
Semiparametric quasi-likelihood estimation with missing data 0 0 0 0 0 2 5 11
Testing linear restrictions in linear models with empirical likelihood 0 0 0 52 0 2 9 354
Two-step combined nonparametric likelihood estimation of misspecified semiparametric models 0 0 0 0 0 1 7 9
Two-step generalised empirical likelihood inference for semiparametric models 0 0 0 10 0 1 9 80
Varying coefficients partially linear models with randomly censored data 0 0 0 11 0 3 10 59
Total Journal Articles 0 0 0 397 2 78 292 2,096

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 1 1 2 0 5 10 16
Average Derivative Estimation with Missing Responses 0 0 1 1 0 1 8 12
Total Chapters 0 1 2 3 0 6 18 28

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Statistics updated 2026-07-10