Francesco Bravo : Citation Profile


Are you Francesco Bravo?

University of York

5

H index

0

i10 index

73

Citations

RESEARCH PRODUCTION:

22

Articles

11

Papers

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 3
   Journals where Francesco Bravo has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 9 (10.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr434
   Updated: 2020-10-24    RAS profile: 2020-08-30    
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Relations with other researchers


Works with:

Jacho-Chávez, David (3)

Chu, Ba (3)

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)

Scaillet, Olivier (3)

Allen, Jason (3)

Gregory, Allan (3)

Shimotsu, Katsumi (3)

Whang, Yoon-Jae (2)

Jacho-Chávez, David (2)

Escanciano, Juan Carlos (2)

Du, Zaichao (2)

Bunzel, Helle (2)

Korolev, Ivan (1)

Cites to:

Newey, Whitney (17)

Smith, Richard (17)

LINTON, OLIVER (12)

Van Keilegom, Ingrid (10)

Li, Qi (10)

Jacho-Chávez, David (10)

Imbens, Guido (10)

Escanciano, Juan Carlos (9)

Andrews, Donald (9)

Chen, Xiaohong (8)

Fan, Jianqing (8)

Main data


Where Francesco Bravo has published?


Journals with more than one article published# docs
Annals of the Institute of Statistical Mathematics3
Journal of Time Series Analysis3
Econometrics Journal2
Journal of Multivariate Analysis2
Econometric Theory2

Recent works citing Francesco Bravo (2020 and 2019)


YearTitle of citing document
2019The Identification Zoo: Meanings of Identification in Econometrics. (2019). Lewbel, Arthur. In: Journal of Economic Literature. RePEc:aea:jeclit:v:57:y:2019:i:4:p:835-903.

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2019A Consistent LM Type Specification Test for Semiparametric Models. (2019). Korolev, Ivan. In: Papers. RePEc:arx:papers:1810.07620.

Full description at Econpapers || Download paper

2020A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data. (2020). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Papers. RePEc:arx:papers:2001.04867.

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2020Functional linear regression model with randomly censored data: Predicting conversion time to Alzheimer ’s disease. (2020). Lee, Seokho ; Shin, Hyejin ; Yang, Seong J. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:150:y:2020:i:c:s0167947320301006.

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2020Robust causality test of infinite variance processes. (2020). Taniguchi, Masanobu ; Akashi, Fumiya ; Monti, Anna Clara. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:235-245.

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2020Likelihood inference on semiparametric models with generated regressors. (2019). Otsu, Taisuke ; Matsushita, Yukitoshi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102696.

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2020Generalized moment estimators for $$\alpha $$α-stable Ornstein–Uhlenbeck motions from discrete observations. (2020). Long, Hongwei ; Hu, Yaozhong ; Cheng, Yiying. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:1:d:10.1007_s11203-019-09201-4.

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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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2020Improvement on the LR Test Statistic on the Cointegrating Relations in VAR Models: Bootstrap Methods and Applications.. (2020). Canepa, Alessandra. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202007.

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Works by Francesco Bravo:


YearTitleTypeCited
2015Wilks Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
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paper0
2005Blockwise empirical entropy tests for time series regressions In: Journal of Time Series Analysis.
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article9
2011Improved generalized method of moments estimators for weakly dependent observations In: Journal of Time Series Analysis.
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article1
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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article4
2004EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS In: Econometric Theory.
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article6
2011A Simple Test for Identification in GMM under Conditional Moment Restrictions In: Cowles Foundation Discussion Papers.
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paper3
2009Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models In: Econometrics Journal.
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article5
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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article1
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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paper2
2017Semiparametric estimation of moment condition models with weakly dependent data.(2017) In: Journal of Nonparametric Statistics.
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This paper has another version. Agregated cites: 2
article
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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article4
2020Semiparametric quantile regression with random censoring In: Annals of the Institute of Statistical Mathematics.
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article0
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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paper9

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