IDEAS home Printed from https://ideas.repec.org/f/pbr434.html
   My authors  Follow this author

Francesco Bravo

Personal Details

First Name:Francesco
Middle Name:
Last Name:Bravo
Suffix:
RePEc Short-ID:pbr434
https://sites.google.com/a/york.ac.uk/francescobravo/

Affiliation

Department of Economics and Related Studies
University of York

York, United Kingdom
http://www.york.ac.uk/economics/

: (0)1904 323776

York YO10 5DD
RePEc:edi:deyoruk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bravo, Francesco & Chu, Ba & Jacho-Chavez, David, 2013. "Semiparametric estimation of moment condition models with weakly dependent data," MPRA Paper 79686, University Library of Munich, Germany, revised 2016.
  2. Francesco Bravo & Federico Crudu, 2012. "Efficient bootstrap with weakly dependent processes," Discussion Papers 12/08, Department of Economics, University of York.
  3. 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.
  4. F Bravo, 2008. "Effcient M-estimators with auxiliary information," Discussion Papers 08/26, Department of Economics, University of York.
  5. 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.
  6. Francesco Bravo, "undated". "Empirical likelihood inference with applications to some econometric models," Discussion Papers 00/05, Department of Economics, University of York.
  7. Francesco Bravo, "undated". "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, "undated". "Higher order asymptotics and the bootstrap for empirical likelihood J tests," Discussion Papers 00/30, Department of Economics, University of York.
  9. Francesco Bravo, "undated". "Empirical likelihood specification testing in linear regression models," Discussion Papers 00/28, Department of Economics, University of York.
  10. Francesco Bravo, "undated". "Sieve Nonparametric Likelihood Methods for Unit Root Tests," Discussion Papers 05/33, Department of Economics, University of York.
  11. Francesco Bravo, "undated". "Bartlett-type Adjustments for Empirical Discrepancy Test Statistics," Discussion Papers 04/14, Department of Economics, University of York.

Articles

  1. Bravo, Francesco & Chu, Ba M. & Jacho-Chávez, David T., 2017. "Generalized empirical likelihood M testing for semiparametric models with time series data," Econometrics and Statistics, Elsevier, vol. 4(C), pages 18-30.
  2. Francesco Bravo, 2016. "Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(5), pages 690-708, September.
  3. Bravo, Francesco, 2015. "Semiparametric estimation with missing covariates," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 329-346.
  4. Francesco Bravo, 2014. "Varying coefficients partially linear models with randomly censored data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 383-412, April.
  5. Francesco Bravo, 2013. "Partially linear varying coefficient models with missing at random responses," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(4), pages 721-762, August.
  6. 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, vol. 74(6), pages 903-922, December.
  7. Bravo, Francesco & Crudu, Federico, 2012. "Efficient bootstrap with weakly dependent processes," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3444-3458.
  8. Francesco Bravo, 2012. "Generalized empirical likelihood testing in semiparametric conditional moment restrictions models," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 1-31, February.
  9. 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;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 483-486, November.
  10. 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.
  11. 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.
  12. Francesco Bravo, 2010. "Nonparametric likelihood inference for general autoregressive models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(1), pages 79-106, March.
  13. 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, July.
  14. Bravo, Francesco, 2009. "Two-step generalised empirical likelihood inference for semiparametric models," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1412-1431, August.
  15. Francesco Bravo, 2005. "Blockwise empirical entropy tests for time series regressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 185-210, March.
  16. 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.
  17. 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.
  18. Francesco Bravo, 2002. "Testing linear restrictions in linear models with empirical likelihood," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 104-130, June.
  19. Bravo, Francesco, 2002. "Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes," Statistics & Probability Letters, Elsevier, vol. 58(3), pages 319-325, July.
  20. Bravo, Francesco, 1999. "A Correction Factor For Unit Root Test Statistics," Econometric Theory, Cambridge University Press, vol. 15(02), pages 218-227, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. 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.

    Cited by:

    1. Xiaohong Chen & David Jacho-Chávez & Oliver Linton, 2012. "Averaging of moment condition estimators," CeMMAP working papers CWP26/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  2. F Bravo, 2008. "Effcient M-estimators with auxiliary information," Discussion Papers 08/26, Department of Economics, University of York.

    Cited by:

    1. Seojeong Lee, 2014. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators," Discussion Papers 2014-02, School of Economics, The University of New South Wales.
    2. Seojeong Lee, 2015. "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Discussion Papers 2015-01, School of Economics, The University of New South Wales.
    3. Seojeong Lee, 2013. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Discussion Papers 2013-09, School of Economics, The University of New South Wales.

  3. 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.

    Cited by:

    1. Pere, Pekka, 2000. "Adjusted estimates and Wald statistics for the AR(1) model with constant," Journal of Econometrics, Elsevier, vol. 98(2), pages 335-363, October.
    2. Noud P.A. Giersbergen, 2013. "Bartlett correction in the stable second-order autoregressive model with intercept and trend," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 482-498, November.
    3. Chambers, Marcus J. & Kyriacou, Maria, 2013. "Jackknife estimation with a unit root," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1677-1682.

  4. Francesco Bravo, "undated". "Bartlett-type Adjustments for Empirical Discrepancy Test Statistics," Discussion Papers 04/14, Department of Economics, University of York.

    Cited by:

    1. Kakizawa, Yoshihide, 2011. "Improved additive adjustments for the LR/ELR test statistics," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1245-1255, August.
    2. Grendar, Marian & Judge, George G., 2006. "Large Deviations Theory and Empirical Estimator Choice," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt20n3j23r, Department of Agricultural & Resource Economics, UC Berkeley.
    3. Nicola Lunardon & Gianfranco Adimari, 2016. "Second-order Accurate Confidence Regions Based on Members of the Generalized Power Divergence Family," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(1), pages 213-227, March.
    4. Francesco Bravo, "undated". "Empirical likelihood specification testing in linear regression models," Discussion Papers 00/28, Department of Economics, University of York.

Articles

  1. Bravo, Francesco, 2015. "Semiparametric estimation with missing covariates," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 329-346.

    Cited by:

    1. Timothy Reese & Majid Mojirsheibani, 2017. "On the $$L_p$$ L p norms of kernel regression estimators for incomplete data with applications to classification," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(1), pages 81-112, March.

  2. Francesco Bravo, 2014. "Varying coefficients partially linear models with randomly censored data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 383-412, April.

    Cited by:

    1. Ai-Ai Liu & Han-Ying Liang, 2017. "Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models," Statistical Papers, Springer, vol. 58(1), pages 95-122, March.
    2. Zhou, Xing-cai & Xu, Ying-zhi & Lin, Jin-guan, 2017. "Wavelet estimation in varying coefficient models for censored dependent data," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 179-189.

  3. Francesco Bravo, 2013. "Partially linear varying coefficient models with missing at random responses," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(4), pages 721-762, August.

    Cited by:

    1. Jun Zhang & Nanguang Zhou & Zipeng Sun & Gaorong Li & Zhenghong Wei, 2016. "Statistical inference on restricted partial linear regression models with partial distortion measurement errors," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 70(4), pages 304-331, November.

  4. 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, vol. 74(6), pages 903-922, December.

    Cited by:

    1. Pavel Svoboda, 2014. "Predicting Electricity Consumption in Corporate Sector—Case of the Czech Republic," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 20(2), pages 235-236, May.
    2. Andrea Fracasso & Giuseppe Vittucci Marzetti, 2012. "International R&D spillovers, absorptive capacity and relative backwardness: a panel smooth transition regression model," Department of Economics Working Papers 1203, Department of Economics, University of Trento, Italia.

  5. Francesco Bravo, 2012. "Generalized empirical likelihood testing in semiparametric conditional moment restrictions models," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 1-31, February.

    Cited by:

    1. Francesco Bravo, 2013. "Partially linear varying coefficient models with missing at random responses," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(4), pages 721-762, August.

  6. 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.

    Cited by:

    1. Francesco Bravo, 2013. "Partially linear varying coefficient models with missing at random responses," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(4), pages 721-762, August.

  7. 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, July.

    Cited by:

    1. Wu, Rongning & Cao, Jiguo, 2011. "Blockwise empirical likelihood for time series of counts," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 661-673, March.
    2. Francesco Bravo & Federico Crudu, 2012. "Efficient bootstrap with weakly dependent processes," Discussion Papers 12/08, Department of Economics, University of York.
    3. Daniel J. Nordman & Helle Bunzel & Soumendra N. Lahiri, 2012. "A Non-standard Empirical Likelihood for Time Series," CREATES Research Papers 2012-55, Department of Economics and Business Economics, Aarhus University.
    4. Fumiya Akashi, 2017. "Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models," Statistical Inference for Stochastic Processes, Springer, vol. 20(3), pages 291-313, October.

  8. Bravo, Francesco, 2009. "Two-step generalised empirical likelihood inference for semiparametric models," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1412-1431, August.

    Cited by:

    1. Francesco Bravo, 2014. "Varying coefficients partially linear models with randomly censored data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 383-412, April.
    2. Bravo, Francesco & Chu, Ba M. & Jacho-Chávez, David T., 2017. "Generalized empirical likelihood M testing for semiparametric models with time series data," Econometrics and Statistics, Elsevier, vol. 4(C), pages 18-30.

  9. Francesco Bravo, 2005. "Blockwise empirical entropy tests for time series regressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 185-210, March.

    Cited by:

    1. Daniel Nordman, 2008. "An empirical likelihood method for spatial regression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(3), pages 351-363, November.
    2. Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Staff Working Papers 08-18, Bank of Canada.
    3. Yuichi Kitamura, 2006. "Empirical Likelihood Methods in Econometrics: Theory and Practice," Cowles Foundation Discussion Papers 1569, Cowles Foundation for Research in Economics, Yale University.
    4. Daniel J. Nordman & Helle Bunzel & Soumendra N. Lahiri, 2012. "A Non-standard Empirical Likelihood for Time Series," CREATES Research Papers 2012-55, Department of Economics and Business Economics, Aarhus University.
    5. Yuichi Kitamura, 2006. "Empirical Likelihood Methods in Econometrics: Theory and Practice," Levine's Bibliography 321307000000000307, UCLA Department of Economics.
    6. Francesco Bravo, 2016. "Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(5), pages 690-708, September.
    7. Marc G. Genton & Peter Hall, 2016. "A tilting approach to ranking influence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 77-97, January.

  10. 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.

    Cited by:

    1. Daniel Nordman, 2008. "An empirical likelihood method for spatial regression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(3), pages 351-363, November.
    2. Yoon-Jae Whang, 2003. "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Econometrics 0310005, EconWPA.
    3. Kakizawa, Yoshihide, 2016. "Some integrals involving multivariate Hermite polynomials: Application to evaluating higher-order local powers," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 162-168.
    4. Kundhi, Gubhinder & Rilstone, Paul, 2012. "Edgeworth expansions for GEL estimators," Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 118-146.
    5. Francesco Bravo, "undated". "Empirical likelihood specification testing in linear regression models," Discussion Papers 00/28, Department of Economics, University of York.
    6. Kakizawa, Yoshihide, 2010. "Comparison of Bartlett-type adjusted tests in the multiparameter case," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1638-1655, August.

  11. 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.

    Cited by:

    1. Kakizawa, Yoshihide, 2016. "Some integrals involving multivariate Hermite polynomials: Application to evaluating higher-order local powers," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 162-168.
    2. Francesco Bravo, "undated". "Bartlett-type Adjustments for Empirical Discrepancy Test Statistics," Discussion Papers 04/14, Department of Economics, University of York.
    3. Kai-Tai Fang & Rahul Mukerjee, 2006. "Empirical-type likelihoods allowing posterior credible sets with frequentist validity: Higher-order asymptotics," Biometrika, Biometrika Trust, vol. 93(3), pages 723-733, September.
    4. Kakizawa, Yoshihide, 2009. "Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 473-496, March.
    5. Zang, Yangguang & Zhang, Sanguo & Li, Qizhai & Zhang, Qingzhao, 2016. "Jackknife empirical likelihood test for high-dimensional regression coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 302-316.
    6. Chang, In Hong & Mukerjee, Rahul, 2008. "Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2793-2797, November.
    7. Kakizawa, Yoshihide, 2010. "Comparison of Bartlett-type adjusted tests in the multiparameter case," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1638-1655, August.
    8. In Chang & Rahul Mukerjee, 2006. "Asymptotic Results on a General Class of Empirical Statistics: Power and Confidence Interval Properties," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(3), pages 427-440, September.
    9. In Hong Chang & Rahul Mukerjee, 2008. "Bayesian and frequentist confidence intervals arising from empirical-type likelihoods," Biometrika, Biometrika Trust, vol. 95(1), pages 139-147.
    10. In Chang & Rahul Mukerjee, 2012. "On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(1), pages 156-169, March.

  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.

    Cited by:

    1. Daniel Nordman, 2008. "An empirical likelihood method for spatial regression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(3), pages 351-363, November.
    2. Yoon-Jae Whang, 2003. "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Econometrics 0310005, EconWPA.

  13. Bravo, Francesco, 2002. "Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes," Statistics & Probability Letters, Elsevier, vol. 58(3), pages 319-325, July.

    Cited by:

    1. Yuichi Kitamura, 2006. "Empirical Likelihood Methods in Econometrics: Theory and Practice," CIRJE F-Series CIRJE-F-430, CIRJE, Faculty of Economics, University of Tokyo.
    2. Francesco Bravo, 2016. "Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(5), pages 690-708, September.

  14. Bravo, Francesco, 1999. "A Correction Factor For Unit Root Test Statistics," Econometric Theory, Cambridge University Press, vol. 15(02), pages 218-227, April.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Number of Authors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  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

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. 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.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.