Francesco Bravo

Available identifiers

zbMath Open bravo.francescoMaRDI QIDQ257486

List of research outcomes

Publication	Date of Publication	Type
Estimation of non-smooth non-parametric estimating equations models with dependent data	2024-12-27	Paper
Local polynomial estimation of nonparametric general estimating equations	2023-07-04	Paper
Misspecified semiparametric model selection with weakly dependent observations	2022-08-11	Paper
Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data	2022-08-05	Paper
Robust estimation and inference for general varying coefficient models with missing observations	2021-11-19	Paper
Robust nonlinear regression estimation in null recurrent time series	2021-10-26	Paper
Two-step combined nonparametric likelihood estimation of misspecified semiparametric models	2021-05-03	Paper
A Simple Test for Identification in GMM under Conditional Moment Restrictions	2020-11-10	Paper
Average Derivative Estimation with Missing Responses	2020-07-10	Paper
Two-step semiparametric empirical likelihood inference	2020-05-05	Paper
Semiparametric quantile regression with random censoring	2020-03-09	Paper
Semiparametric estimation of moment condition models with weakly dependent data	2017-06-16	Paper
Local information theoretic methods for smooth coefficients dynamic panel data models	2016-08-30	Paper
Second-order power comparisons for a class of nonparametric likelihood-based tests	2016-06-27	Paper
Semiparametric quasi-likelihood estimation with missing data	2016-05-25	Paper
Nonparametric likelihood inference for general autoregressive models	2016-03-17	Paper
Semiparametric Generalized Estimating Equations in Misspecified Models	2016-02-25	Paper
Semiparametric estimation with missing covariates	2015-06-18	Paper
Varying coefficients partially linear models with randomly censored data	2014-10-02	Paper
Partially linear varying coefficient models with missing at random responses	2013-11-11	Paper
Improved generalized method of moments estimators for weakly dependent observations	2013-10-04	Paper
Efficient bootstrap with weakly dependent processes	2012-12-30	Paper
Comment on: Subsampling weakly dependent time series and application to extremes	2012-11-15	Paper
Generalized empirical likelihood testing in semiparametric conditional moment restrictions models	2012-07-13	Paper
Empirical Likelihood for Efficient Semiparametric Average Treatment Effects	2011-03-30	Paper
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models	2010-10-15	Paper
Efficient M-estimators with auxiliary information	2010-08-19	Paper
Two-step generalised empirical likelihood inference for semiparametric models	2009-06-09	Paper
https://portal.mardi4nfdi.de/entity/Q5443814	2008-02-22	Paper
Blockwise empirical entropy tests for time series regressions	2006-05-24	Paper
Bartlett-type adjustments for empirical discrepancy test statistics	2006-01-10	Paper
EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS	2005-10-18	Paper
Blockwise empirical Cressie--Read test statistics for \(\alpha\)-mixing processes.	2003-05-07	Paper
Testing linear restrictions in linear models with empirical likelihood	2002-08-28	Paper
A CORRECTION FACTOR FOR UNIT ROOT TEST STATISTICS	2001-07-19	Paper

Research outcomes over time

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