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Francesco Bravo


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Personal Details

First Name: Francesco
Middle Name:
Last Name: Bravo

RePEc Short-ID: pbr434

Postal Address:


Department of Economics and Related Studies
University of York
Location: York, United Kingdom
Phone: (0)1904 323776
Fax: (0)1904 323759
Postal: York YO10 5DD
Handle: RePEc:edi:deyoruk (more details at EDIRC)


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Working papers

  1. Francesco Bravo & Federico Crudu, 2012. "Efficient bootstrap with weakly dependent processes," Discussion Papers 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 1789, Cowles Foundation for Research in Economics, Yale University.
  3. F Bravo, 2008. "Effcient M-estimators with auxiliary information," Discussion Papers 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 9809, Economics Division, School of Social Sciences, University of Southampton.
  5. Francesco Bravo, . "Empirical likelihood specification testing in linear regression models," Discussion Papers 00/28, Department of Economics, University of York.
  6. Francesco Bravo, . "Bartlett-type Adjustments for Empirical Discrepancy Test Statistics," Discussion Papers 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 00/32, Department of Economics, University of York.
  8. Francesco Bravo, . "Empirical likelihood inference with applications to some econometric models," Discussion Papers 00/05, Department of Economics, University of York.
  9. Francesco Bravo, . "Sieve Nonparametric Likelihood Methods for Unit Root Tests," Discussion Papers 05/33, Department of Economics, University of York.
  10. Francesco Bravo, . "Higher order asymptotics and the bootstrap for empirical likelihood J tests," Discussion Papers 00/30, Department of Economics, University of York.


  1. Francesco Bravo, 2012. "Generalized empirical likelihood testing in semiparametric conditional moment restrictions models," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 1-31, 02.
  2. Francesco Bravo, 2011. "Improved generalized method of moments estimators for weakly dependent observations," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(6), pages 680-698, November.
  3. Francesco Bravo & David Jacho-Chavez, 2011. "Empirical Likelihood for Efficient Semiparametric Average Treatment Effects," Econometric Reviews, Taylor & Francis Journals, vol. 30(1), pages 1-24.
  4. 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, vol. 20(3), pages 483-486, November.
  5. Francesco Bravo, 2010. "Nonparametric likelihood inference for general autoregressive models," Statistical Methods and Applications, Springer, vol. 19(1), pages 79-106, March.
  6. Francesco Bravo, 2009. "Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 208-231, 07.
  7. Bravo, Francesco, 2009. "Two-step generalised empirical likelihood inference for semiparametric models," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1412-1431, August.
  8. Francesco Bravo, 2005. "Blockwise empirical entropy tests for time series regressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 185-210, 03.
  9. Bravo, Francesco, 2004. "Empirical Likelihood Based Inference With Applications To Some Econometric Models," Econometric Theory, Cambridge University Press, vol. 20(02), pages 231-264, April.
  10. Francesco Bravo, 2003. "Second-order power comparisons for a class of nonparametric likelihood-based tests," Biometrika, Biometrika Trust, vol. 90(4), pages 881-890, December.
  11. Bravo, Francesco, 2002. "Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes," Statistics & Probability Letters, Elsevier, vol. 58(3), pages 319-325, July.
  12. Francesco Bravo, 2002. "Testing linear restrictions in linear models with empirical likelihood," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 104-130, June.
  13. Bravo, Francesco, 1999. "A Correction Factor For Unit Root Test Statistics," Econometric Theory, 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


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