The following pages link to Francesco Bravo (Q257486):
Displaying 35 items.
- Nonparametric likelihood inference for general autoregressive models (Q257487) (← links)
- Partially linear varying coefficient models with missing at random responses (Q379987) (← links)
- Varying coefficients partially linear models with randomly censored data (Q744002) (← links)
- Efficient M-estimators with auxiliary information (Q989257) (← links)
- Two-step generalised empirical likelihood inference for semiparametric models (Q1021839) (← links)
- Comment on: Subsampling weakly dependent time series and application to extremes (Q1761537) (← links)
- Blockwise empirical Cressie--Read test statistics for \(\alpha\)-mixing processes. (Q1871234) (← links)
- Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
- Two-step semiparametric empirical likelihood inference (Q2176605) (← links)
- Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
- Semiparametric quantile regression with random censoring (Q2304246) (← links)
- Semiparametric estimation with missing covariates (Q2350069) (← links)
- Bartlett-type adjustments for empirical discrepancy test statistics (Q2581636) (← links)
- Robust estimation and inference for general varying coefficient models with missing observations (Q2665786) (← links)
- Semiparametric Generalized Estimating Equations in Misspecified Models (Q2787356) (← links)
- Semiparametric quasi-likelihood estimation with missing data (Q2807771) (← links)
- Second-order power comparisons for a class of nonparametric likelihood-based tests (Q2813901) (← links)
- Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models (Q2817315) (← links)
- Improved generalized method of moments estimators for weakly dependent observations (Q2851993) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- Empirical Likelihood for Efficient Semiparametric Average Treatment Effects (Q3086357) (← links)
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673) (← links)
- Average Derivative Estimation with Missing Responses (Q3295705) (← links)
- A CORRECTION FACTOR FOR UNIT ROOT TEST STATISTICS (Q4512732) (← links)
- Testing linear restrictions in linear models with empirical likelihood (Q4551773) (← links)
- Two-step combined nonparametric likelihood estimation of misspecified semiparametric models (Q4987551) (← links)
- Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data (Q5095205) (← links)
- Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
- A Simple Test for Identification in GMM under Conditional Moment Restrictions (Q5133591) (← links)
- Semiparametric estimation of moment condition models with weakly dependent data (Q5266557) (← links)
- (Q5443814) (← links)
- Blockwise empirical entropy tests for time series regressions (Q5467601) (← links)
- EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS (Q5697606) (← links)
- Local polynomial estimation of nonparametric general estimating equations (Q6165360) (← links)
- Estimation of non-smooth non-parametric estimating equations models with dependent data (Q6655921) (← links)
