Francesco Bravo : Citation Profile


University of York

6

H index

3

i10 index

107

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: 11.    Total self citations: 12 (10.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr434
   Updated: 2025-01-10    RAS profile: 2023-05-10    
   Missing citations? Add them    Incorrect content? Let us know

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)

Shimotsu, Katsumi (3)

GAO, Jiti (3)

Gregory, Allan (3)

Otsu, Taisuke (3)

Allen, Jason (3)

Canepa, Alessandra (3)

Du, Zaichao (2)

Escanciano, Juan Carlos (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)

Li, Qi (11)

Hansen, Lars (11)

Imbens, Guido (11)

Van Keilegom, Ingrid (10)

Main data


Production by document typearticlepaperchapter199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202302.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024051015Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023051015Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 6Most cited documents12345678051015Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250102.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

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
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2
Journal of Nonparametric Statistics2
Statistics & Probability Letters2
Econometric Theory2
Econometric Reviews2
Journal of Multivariate Analysis2
Econometrics Journal2

Recent works citing Francesco Bravo (2024 and 2023)


Year  ↓Title 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

2023.

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:


Year  ↓Title  ↓Type  ↓Cited  ↓
2015Wilks Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article11
2011Improved generalized method of moments estimators for weakly dependent observations In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article1
2016Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
2022Misspecified semiparametric model selection with weakly dependent observations In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
2012Bootstrap HAC Tests for Ordinary Least Squares Regression In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article3
1999A CORRECTION FACTOR FOR UNIT ROOT TEST STATISTICS In: Econometric Theory.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article2
2012Efficient bootstrap with weakly dependent processes In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
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]
article4
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.
[Full Text][Citation analysis]
article4
2023Local polynomial estimation of nonparametric general estimating equations In: Statistics & Probability Letters.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article4
2020Semiparametric quantile regression with random censoring In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]
article0
2010Nonparametric likelihood inference for general autoregressive models In: Statistical Methods & Applications.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article2
2000Empirical likelihood inference with applications to some econometric models In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2000Empirical likelihood specification testing in linear regression models In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2000Higher order asymptotics and the bootstrap for empirical likelihood J tests In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2000On the density of generalised quadratic forms with applications to asymptotic expansions for test statistics In: Discussion Papers.
[Full Text][Citation analysis]
paper0
Bartlett-type Adjustments for Empirical Discrepancy Test Statistics In: Discussion Papers.
[Full Text][Citation analysis]
paper6
Sieve Nonparametric Likelihood Methods for Unit Root Tests In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2008Effcient M-estimators with auxiliary information In: Discussion Papers.
[Full Text][Citation analysis]
paper9

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team