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 2 433
Bartlett-type Adjustments for Empirical Discrepancy Test Statistics 0 0 0 58 0 2 4 405
Effcient M-estimators with auxiliary information 0 0 2 79 3 3 10 282
Efficient bootstrap with weakly dependent processes 0 0 0 38 1 1 1 121
Empirical likelihood inference with applications to some econometric models 0 0 0 382 0 0 0 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 1 2 2 688
On the density of generalised quadratic forms with applications to asymptotic expansions for test statistics 0 0 1 150 0 1 4 694
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 13 3 3 3 55
Sieve Nonparametric Likelihood Methods for Unit Root Tests 0 0 0 115 1 1 2 291
Two-Step Semiparametric Empirical Likelihood Inference 0 0 0 0 1 2 4 30
Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference 0 0 0 7 1 4 6 19
Total Working Papers 0 0 3 1,404 11 20 38 5,674

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 3 53
Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes 0 0 0 28 0 0 1 86
Blockwise empirical entropy tests for time series regressions 0 0 0 56 0 1 2 256
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models 0 0 0 30 1 1 3 151
Bootstrap HAC Tests for Ordinary Least Squares Regression 0 0 0 19 1 3 6 66
Comment on: Subsampling weakly dependent time series and application to extremes 0 0 0 4 0 0 1 34
EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS 0 0 0 15 0 1 4 49
Efficient bootstrap with weakly dependent processes 0 0 0 7 1 2 2 51
Empirical Likelihood for Efficient Semiparametric Average Treatment Effects 0 0 0 50 0 2 3 190
Generalized empirical likelihood M testing for semiparametric models with time series data 0 0 0 4 2 3 5 30
Generalized empirical likelihood testing in semiparametric conditional moment restrictions models 0 0 0 15 2 2 3 64
Improved generalized method of moments estimators for weakly dependent observations 0 0 0 10 1 1 1 30
Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models 0 0 0 8 1 3 4 32
Local polynomial estimation of nonparametric general estimating equations 0 0 0 2 1 3 4 7
Misspecified semiparametric model selection with weakly dependent observations 0 0 0 1 1 2 4 8
Nonparametric likelihood inference for general autoregressive models 0 0 0 18 0 0 1 56
Partially linear varying coefficient models with missing at random responses 0 0 0 7 1 5 7 51
Robust estimation and inference for general varying coefficient models with missing observations 0 0 0 2 0 1 2 11
Robust nonlinear regression estimation in null recurrent time series 0 0 0 4 2 3 4 16
Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data 0 0 0 1 1 1 1 3
Second-order power comparisons for a class of nonparametric likelihood-based tests 0 0 0 0 3 4 5 42
Semiparametric estimation of moment condition models with weakly dependent data 0 0 0 7 3 3 4 37
Semiparametric estimation with missing covariates 0 0 0 12 0 0 1 35
Semiparametric quantile regression with random censoring 0 0 0 5 1 1 3 25
Semiparametric quasi-likelihood estimation with missing data 0 0 0 0 0 0 1 6
Testing linear restrictions in linear models with empirical likelihood 0 0 0 52 0 1 1 346
Two-step combined nonparametric likelihood estimation of misspecified semiparametric models 0 0 0 0 1 2 2 4
Two-step generalised empirical likelihood inference for semiparametric models 0 0 0 10 1 1 2 72
Varying coefficients partially linear models with randomly censored data 0 0 0 11 3 3 3 52
Total Journal Articles 0 0 0 395 27 50 83 1,863

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 1 6
Average Derivative Estimation with Missing Responses 0 0 1 1 0 1 5 6
Total Chapters 0 0 1 2 0 1 6 12

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Statistics updated 2025-12-06