Francesco Bravo : Citation Profile


Are you Francesco Bravo?

University of York

5

H index

0

i10 index

62

Citations

RESEARCH PRODUCTION:

20

Articles

10

Papers

RESEARCH ACTIVITY:

   18 years (1999 - 2017). See details.
   Cites by year: 3
   Journals where Francesco Bravo has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 9 (12.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr434
   Updated: 2019-06-08    RAS profile: 2017-12-09    
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Relations with other researchers


Works with:

Jacho-Chávez, David (2)

Chu, Ba (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Francesco Bravo.

Is cited by:

Lee, Seojeong (8)

Shimotsu, Katsumi (3)

Allen, Jason (3)

Gregory, Allan (3)

Bunzel, Helle (2)

Whang, Yoon-Jae (2)

Fracasso, Andrea (1)

Jacho-Chávez, David (1)

Parente, Paulo (1)

Escanciano, Juan Carlos (1)

Kyriacou, Maria (1)

Cites to:

Smith, Richard (17)

Newey, Whitney (15)

Jacho-Chávez, David (9)

Li, Qi (9)

Imbens, Guido (9)

Fan, Jianqing (8)

Andrews, Donald (8)

LINTON, OLIVER (7)

Escanciano, Juan Carlos (7)

White, Halbert (6)

Chen, Song (6)

Main data


Where Francesco Bravo has published?


Journals with more than one article published# docs
Journal of Time Series Analysis3
Annals of the Institute of Statistical Mathematics2
Econometrics Journal2
Econometric Theory2
Journal of Multivariate Analysis2

Recent works citing Francesco Bravo (2018 and 2017)


YearTitle of citing document
2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.00953.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01450.

Full description at Econpapers || Download paper

2018A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01457.

Full description at Econpapers || Download paper

2018A Consistent LM Type Specification Test for Semiparametric Models. (2018). Korolev, Ivan. In: Papers. RePEc:arx:papers:1810.07620.

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2017Wavelet estimation in varying coefficient models for censored dependent data. (2017). Xu, Ying-Zhi ; Lin, Jin-Guan ; Zhou, Xing-cai . In: Statistics & Probability Letters. RePEc:eee:stapro:v:122:y:2017:i:c:p:179-189.

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2018Classification with incomplete functional covariates. (2018). Mojirsheibani, Majid ; Shaw, Crystal. In: Statistics & Probability Letters. RePEc:eee:stapro:v:139:y:2018:i:c:p:40-46.

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2018Generalised Empirical Likelihood Kernel Block Bootstrapping. (2018). Parente, Paulo ; Smith, Richard J. In: Working Papers REM. RePEc:ise:remwps:wp0552018.

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2018Testing Identification Strength. (2018). Antoine, Bertille ; Renault, Eric. In: Discussion Papers. RePEc:sfu:sfudps:dp18-07.

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2017Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models. (2017). Akashi, Fumiya. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:20:y:2017:i:3:d:10.1007_s11203-017-9159-3.

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2017On the $$L_p$$ L p norms of kernel regression estimators for incomplete data with applications to classification. (2017). Reese, Timothy ; Mojirsheibani, Majid. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:26:y:2017:i:1:d:10.1007_s10260-016-0359-6.

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2018Adjusted blockwise empirical likelihood for long memory time series models. (2018). Jiang, Feifan ; Wang, Lihong. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:2:d:10.1007_s10260-017-0403-1.

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2017Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models. (2017). Liang, Han-Ying ; Liu, Ai-Ai . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:1:d:10.1007_s00362-015-0689-8.

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2018Penalized spline estimation in varying coefficient models with censored data. (2018). Hendrickx, K ; Verhasselt, A ; Janssen, P. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:4:d:10.1007_s11749-017-0574-y.

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2019Plug-in marginal estimation under a general regression model with missing responses and covariates. (2019). Perez-Gonzalez, Ana ; Gonzalez-Manteiga, Wenceslao ; Boente, Graciela ; Bianco, Ana M. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:28:y:2019:i:1:d:10.1007_s11749-018-0591-5.

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Works by Francesco Bravo:


YearTitleTypeCited
2005Blockwise empirical entropy tests for time series regressions In: Journal of Time Series Analysis.
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article8
2011Improved generalized method of moments estimators for weakly dependent observations In: Journal of Time Series Analysis.
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article0
2016Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models In: Journal of Time Series Analysis.
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article0
2012Bootstrap HAC Tests for Ordinary Least Squares Regression In: Oxford Bulletin of Economics and Statistics.
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article3
1999A CORRECTION FACTOR FOR UNIT ROOT TEST STATISTICS In: Econometric Theory.
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article3
2004EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS In: Econometric Theory.
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article5
2011A Simple Test for Identification in GMM under Conditional Moment Restrictions In: Cowles Foundation Discussion Papers.
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paper2
2009Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models In: Econometrics Journal.
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article4
2002Testing linear restrictions in linear models with empirical likelihood In: Econometrics Journal.
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article2
2012Efficient bootstrap with weakly dependent processes In: Computational Statistics & Data Analysis.
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article1
2012Efficient bootstrap with weakly dependent processes.(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2017Generalized empirical likelihood M testing for semiparametric models with time series data In: Econometrics and Statistics.
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article0
2009Two-step generalised empirical likelihood inference for semiparametric models In: Journal of Multivariate Analysis.
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article1
2015Semiparametric estimation with missing covariates In: Journal of Multivariate Analysis.
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article3
2002Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes In: Statistics & Probability Letters.
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article1
2003Second-order power comparisons for a class of nonparametric likelihood-based tests In: Biometrika.
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article9
2016Semiparametric estimation of moment condition models with weakly dependent data In: MPRA Paper.
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paper0
2013Partially linear varying coefficient models with missing at random responses In: Annals of the Institute of Statistical Mathematics.
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article1
2014Varying coefficients partially linear models with randomly censored data In: Annals of the Institute of Statistical Mathematics.
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article3
2010Nonparametric likelihood inference for general autoregressive models In: Statistical Methods & Applications.
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article0
2011Comment on: Subsampling weakly dependent time series and application to extremes In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article0
2011Empirical Likelihood for Efficient Semiparametric Average Treatment Effects In: Econometric Reviews.
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article1
2012Generalized empirical likelihood testing in semiparametric conditional moment restrictions models In: Econometrics Journal.
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article1
2000Empirical likelihood inference with applications to some econometric models In: Discussion Papers.
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paper0
2000Empirical likelihood specification testing in linear regression models In: Discussion Papers.
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paper0
2000Higher order asymptotics and the bootstrap for empirical likelihood J tests In: Discussion Papers.
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paper0
2000On the density of generalised quadratic forms with applications to asymptotic expansions for test statistics In: Discussion Papers.
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paper0
Bartlett-type Adjustments for Empirical Discrepancy Test Statistics In: Discussion Papers.
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paper6
Sieve Nonparametric Likelihood Methods for Unit Root Tests In: Discussion Papers.
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paper0
2008Effcient M-estimators with auxiliary information In: Discussion Papers.
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paper8

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