Advanced Search
MyIDEAS: Login to follow this author

Francesco Bravo

Contents:

This is information that was supplied by Francesco Bravo in registering through RePEc. If you are Francesco Bravo , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Francesco
Middle Name:
Last Name: Bravo
Suffix:

RePEc Short-ID: pbr434

Email:
Homepage: https://sites.google.com/a/york.ac.uk/francescobravo/
Postal Address:
Phone:

Affiliation

Department of Economics and Related Studies
University of York
Location: York, United Kingdom
Homepage: http://www.york.ac.uk/economics/
Email:
Phone: (0)1904 323776
Fax: (0)1904 323759
Postal: York YO10 5DD
Handle: RePEc:edi:deyoruk (more details at EDIRC)

Works

as in new window

Working papers

  1. Francesco Bravo & Federico Crudu, 2012. "Efficient bootstrap with weakly dependent processes," Discussion Papers, Department of Economics, University of York 12/08, Department of Economics, University of York.
  2. Francesco Bravo & Juan Carlos Escanciano & Taisuke Otsu, 2011. "A Simple Test for Identification in GMM under Conditional Moment Restrictions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1789, Cowles Foundation for Research in Economics, Yale University.
  3. F Bravo, 2008. "Effcient M-estimators with auxiliary information," Discussion Papers, Department of Economics, University of York 08/26, Department of Economics, University of York.
  4. Bravo, F., 1998. "A Correction factor for unit root test statistics," Discussion Paper Series In Economics And Econometrics, Economics Division, School of Social Sciences, University of Southampton 9809, Economics Division, School of Social Sciences, University of Southampton.
  5. Francesco Bravo, . "Empirical likelihood specification testing in linear regression models," Discussion Papers, Department of Economics, University of York 00/28, Department of Economics, University of York.
  6. Francesco Bravo, . "Bartlett-type Adjustments for Empirical Discrepancy Test Statistics," Discussion Papers, Department of Economics, University of York 04/14, Department of Economics, University of York.
  7. Francesco Bravo, . "On the density of generalised quadratic forms with applications to asymptotic expansions for test statistics," Discussion Papers, Department of Economics, University of York 00/32, Department of Economics, University of York.
  8. Francesco Bravo, . "Empirical likelihood inference with applications to some econometric models," Discussion Papers, Department of Economics, University of York 00/05, Department of Economics, University of York.
  9. Francesco Bravo, . "Higher order asymptotics and the bootstrap for empirical likelihood J tests," Discussion Papers, Department of Economics, University of York 00/30, Department of Economics, University of York.
  10. Francesco Bravo, . "Sieve Nonparametric Likelihood Methods for Unit Root Tests," Discussion Papers, Department of Economics, University of York 05/33, Department of Economics, University of York.

Articles

  1. Francesco Bravo, 2014. "Varying coefficients partially linear models with randomly censored data," Annals of the Institute of Statistical Mathematics, Springer, Springer, vol. 66(2), pages 383-412, April.
  2. Francesco Bravo, 2013. "Partially linear varying coefficient models with missing at random responses," Annals of the Institute of Statistical Mathematics, Springer, Springer, vol. 65(4), pages 721-762, August.
  3. Francesco Bravo & Leslie G. Godfrey, 2012. "Bootstrap HAC Tests for Ordinary Least Squares Regression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, Department of Economics, University of Oxford, vol. 74(6), pages 903-922, December.
  4. Bravo, Francesco & Crudu, Federico, 2012. "Efficient bootstrap with weakly dependent processes," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 56(11), pages 3444-3458.
  5. Francesco Bravo, 2012. "Generalized empirical likelihood testing in semiparametric conditional moment restrictions models," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 15(1), pages 1-31, 02.
  6. Francesco Bravo & David Jacho-Chavez, 2011. "Empirical Likelihood for Efficient Semiparametric Average Treatment Effects," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 30(1), pages 1-24.
  7. Francesco Bravo, 2011. "Improved generalized method of moments estimators for weakly dependent observations," Journal of Time Series Analysis, Wiley Blackwell, Wiley Blackwell, vol. 32(6), pages 680-698, November.
  8. Francesco Bravo, 2011. "Comment on: Subsampling weakly dependent time series and application to extremes," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, Springer, vol. 20(3), pages 483-486, November.
  9. Francesco Bravo, 2010. "Nonparametric likelihood inference for general autoregressive models," Statistical Methods and Applications, Springer, Springer, vol. 19(1), pages 79-106, March.
  10. Francesco Bravo, 2009. "Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 12(2), pages 208-231, 07.
  11. Bravo, Francesco, 2009. "Two-step generalised empirical likelihood inference for semiparametric models," Journal of Multivariate Analysis, Elsevier, Elsevier, vol. 100(7), pages 1412-1431, August.
  12. Francesco Bravo, 2005. "Blockwise empirical entropy tests for time series regressions," Journal of Time Series Analysis, Wiley Blackwell, Wiley Blackwell, vol. 26(2), pages 185-210, 03.
  13. Bravo, Francesco, 2004. "Empirical Likelihood Based Inference With Applications To Some Econometric Models," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 20(02), pages 231-264, April.
  14. Francesco Bravo, 2003. "Second-order power comparisons for a class of nonparametric likelihood-based tests," Biometrika, Biometrika Trust, Biometrika Trust, vol. 90(4), pages 881-890, December.
  15. Francesco Bravo, 2002. "Testing linear restrictions in linear models with empirical likelihood," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 5(1), pages 104-130, June.
  16. Bravo, Francesco, 2002. "Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes," Statistics & Probability Letters, Elsevier, Elsevier, vol. 58(3), pages 319-325, July.
  17. Bravo, Francesco, 1999. "A Correction Factor For Unit Root Test Statistics," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 15(02), pages 218-227, April.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (8) 2000-02-14 2000-08-02 2000-08-07 2004-08-09 2005-12-01 2008-09-13 2011-04-02 2012-03-28. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2005-12-01

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Francesco Bravo should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.