Francesco Bravo : Citation Profile


Are you Francesco Bravo?

University of York

6

H index

3

i10 index

106

Citations

RESEARCH PRODUCTION:

29

Articles

12

Papers

2

Chapters

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 4
   Journals where Francesco Bravo has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 12 (10.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr434
   Updated: 2024-11-06    RAS profile: 2023-05-10    
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Relations with other researchers


Works with:

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 (6)

Jacho-Chávez, David (4)

GAO, Jiti (3)

Allen, Jason (3)

Shimotsu, Katsumi (3)

Otsu, Taisuke (3)

Canepa, Alessandra (3)

Gregory, Allan (3)

Du, Zaichao (2)

Judge, George (2)

Cites to:

Newey, Whitney (22)

Smith, Richard (20)

Andrews, Donald (15)

Chen, Xiaohong (14)

Jacho-Chávez, David (13)

LINTON, OLIVER (12)

Chen, Song (11)

Hansen, Lars (11)

Imbens, Guido (11)

Li, Qi (11)

CAI, ZONGWU (10)

Main data


Where Francesco Bravo has published?


Journals with more than one article published# docs
Journal of Time Series Analysis4
Annals of the Institute of Statistical Mathematics3
Statistics & Probability Letters2
Journal of Nonparametric Statistics2
Econometrics Journal2
Journal of Multivariate Analysis2
Econometric Theory2
Econometric Reviews2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2

Recent works citing Francesco Bravo (2024 and 2023)


YearTitle of citing document
2024Multiway empirical likelihood. (2021). Otsu, Taisuke ; Matsushita, Yukitoshi ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2108.04852.

Full description at Econpapers || Download paper

2023Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap. (2023). Karapakula, Ganesh. In: Papers. RePEc:arx:papers:2301.05703.

Full description at Econpapers || Download paper

2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). GAO, Jiti ; Peng, Bin ; Tu, Yundong ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2301.06631.

Full description at Econpapers || Download paper

2023Smoothing the Nonsmoothness. (2023). Tu, Yundong ; Peng, Bin ; Gao, Jiti ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2309.16348.

Full description at Econpapers || Download paper

2024Empirical likelihood in a partially linear single-index model with censored response data. (2024). Xue, Liugen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:193:y:2024:i:c:s0167947323002232.

Full description at Econpapers || Download paper

2023A higher-order correct fast moving-average bootstrap for dependent data. (2023). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:65-81.

Full description at Econpapers || Download paper

2024Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683.

Full description at Econpapers || Download paper

2023Reweighted nonparametric likelihood inference for linear functionals. (2023). Otsu, Taisuke ; Adusumilli, Karun ; Qiu, Chen. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120198.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). Tu, Yundong ; Peng, Bin ; Gao, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-2.

Full description at Econpapers || Download paper

Works by Francesco Bravo:


YearTitleTypeCited
2015Wilks Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference In: LIDAM Discussion Papers ISBA.
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paper4
2020Two-Step Semiparametric Empirical Likelihood Inference In: LIDAM Reprints ISBA.
[Citation analysis]
paper10
2005Blockwise empirical entropy tests for time series regressions In: Journal of Time Series Analysis.
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article11
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
2022Misspecified semiparametric model selection with weakly dependent observations 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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article6
2004EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS In: Econometric Theory.
[Full Text][Citation analysis]
article9
2011A Simple Test for Identification in GMM under Conditional Moment Restrictions In: Cowles Foundation Discussion Papers.
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paper6
2012A Simple Test for Identification in GMM under Conditional Moment Restrictions.(2012) In: Advances in Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
chapter
2009Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models In: Econometrics Journal.
[Full Text][Citation analysis]
article6
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2021Robust nonlinear regression estimation in null recurrent time series In: Journal of Econometrics.
[Full Text][Citation analysis]
article3
2017Generalized empirical likelihood M testing for semiparametric models with time series data In: Econometrics and Statistics.
[Full Text][Citation analysis]
article1
2009Two-step generalised empirical likelihood inference for semiparametric models In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article1
2015Semiparametric estimation with missing covariates In: Journal of Multivariate Analysis.
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article4
2023Local polynomial estimation of nonparametric general estimating equations In: Statistics & Probability Letters.
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article0
2002Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article1
2011Average Derivative Estimation with Missing Responses In: Advances in Econometrics.
[Full Text][Citation analysis]
chapter0
2003Second-order power comparisons for a class of nonparametric likelihood-based tests In: Biometrika.
[Citation analysis]
article10
2016Semiparametric estimation of moment condition models with weakly dependent data In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2017Semiparametric estimation of moment condition models with weakly dependent data.(2017) In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2013Partially linear varying coefficient models with missing at random responses In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]
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
2020Robust estimation and inference for general varying coefficient models with missing observations In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]
article0
2011Empirical Likelihood for Efficient Semiparametric Average Treatment Effects In: Econometric Reviews.
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article2
2022Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data In: Econometric Reviews.
[Full Text][Citation analysis]
article0
2020Two-step combined nonparametric likelihood estimation of misspecified semiparametric models In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]
article0
2016Semiparametric quasi-likelihood estimation with missing data In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]
article1
2012Generalized empirical likelihood testing in semiparametric conditional moment restrictions models In: Econometrics Journal.
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article2
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team