6
H index
2
i10 index
103
Citations
Francesco Bravo : Citation Profile
University of York | RESEARCH PRODUCTION: 29 Articles 12 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1999 - 2023). 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:
| Cites to:
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Main data
Where Francesco Bravo has published?
Recent works citing Francesco Bravo (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Multiway empirical likelihood. (2021). Otsu, Taisuke ; Matsushita, Yukitoshi ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2108.04852. Full description at Econpapers || Download paper |
| 2023 | Stable 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 |
| 2023 | Robust 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 |
| 2023 | Smoothing 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 | A 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 |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Robust 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 |
|---|---|---|---|
| 2015 | Wilks Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference In: LIDAM Discussion Papers ISBA. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Two-Step Semiparametric Empirical Likelihood Inference In: LIDAM Reprints ISBA. [Citation analysis] | paper | 8 |
| 2005 | Blockwise empirical entropy tests for time series regressions In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 11 |
| 2011 | Improved generalized method of moments estimators for weakly dependent observations In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2016 | Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2022 | Misspecified semiparametric model selection with weakly dependent observations In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2012 | Bootstrap HAC Tests for Ordinary Least Squares Regression In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 1999 | A CORRECTION FACTOR FOR UNIT ROOT TEST STATISTICS In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
| 2004 | EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
| 2011 | A Simple Test for Identification in GMM under Conditional Moment Restrictions In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2012 | A 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: 5 | chapter | |
| 2009 | Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models In: Econometrics Journal. [Full Text][Citation analysis] | article | 6 |
| 2002 | Testing linear restrictions in linear models with empirical likelihood In: Econometrics Journal. [Full Text][Citation analysis] | article | 2 |
| 2012 | Efficient bootstrap with weakly dependent processes In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2012 | Efficient bootstrap with weakly dependent processes.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2021 | Robust nonlinear regression estimation in null recurrent time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2017 | Generalized empirical likelihood M testing for semiparametric models with time series data In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Two-step generalised empirical likelihood inference for semiparametric models In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
| 2015 | Semiparametric estimation with missing covariates In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 4 |
| 2023 | Local polynomial estimation of nonparametric general estimating equations In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2002 | Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
| 2011 | Average Derivative Estimation with Missing Responses In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2003 | Second-order power comparisons for a class of nonparametric likelihood-based tests In: Biometrika. [Citation analysis] | article | 10 |
| 2016 | Semiparametric estimation of moment condition models with weakly dependent data In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Semiparametric 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 | |
| 2013 | Partially linear varying coefficient models with missing at random responses In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Varying coefficients partially linear models with randomly censored data In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 4 |
| 2020 | Semiparametric quantile regression with random censoring In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Nonparametric likelihood inference for general autoregressive models In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 2011 | Comment 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] | article | 0 |
| 2020 | Robust 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] | article | 0 |
| 2011 | Empirical Likelihood for Efficient Semiparametric Average Treatment Effects In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
| 2022 | Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2020 | Two-step combined nonparametric likelihood estimation of misspecified semiparametric models In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Semiparametric quasi-likelihood estimation with missing data In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 1 |
| 2012 | Generalized empirical likelihood testing in semiparametric conditional moment restrictions models In: Econometrics Journal. [Full Text][Citation analysis] | article | 2 |
| 2000 | Empirical likelihood inference with applications to some econometric models In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Empirical likelihood specification testing in linear regression models In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Higher order asymptotics and the bootstrap for empirical likelihood J tests In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | On the density of generalised quadratic forms with applications to asymptotic expansions for test statistics In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| Bartlett-type Adjustments for Empirical Discrepancy Test Statistics In: Discussion Papers. [Full Text][Citation analysis] | paper | 6 | |
| Sieve Nonparametric Likelihood Methods for Unit Root Tests In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 | |
| 2008 | Effcient M-estimators with auxiliary information In: Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team