Research output per year
Research output per year
- 33 results
Search results
-
2024
Estimation of non smooth nonparametric estimating equations models with dependent data
Bravo, F., 5 Jun 2024, (E-pub ahead of print) In: Journal of Time Series Analysis. 22 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2023
Local polynomial estimation for nonparametric general estimating equations
Bravo, F., 1 Jun 2023, In: Statistics & Probability Letters. 197, 8 p., 109805.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2022
Misspecified semiparametric model selection with weakly dependent observations
Bravo, F., 2 Jun 2022, In: Journal of Time Series Analysis. 43, 4, p. 558-586Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data
Bravo, F., 2022, In: Econometric Reviews. 41, 6, p. 583-606Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2021
Robust Nonlinear Regression Estimation in Null Recurrent Time Series
Bravo, F., Li, D. & Tjostheim, D., 1 Oct 2021, In: Journal of Econometrics. 224, 2, p. 416-438 23 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2020
Two-step combined nonparametric likelihood estimation of misspecified semiparametric models
Bravo, F., 13 Jul 2020, (Accepted/In press) In: Journal of Nonparametric Statistics.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Two-step semiparametric empirical likelihood inference
Bravo, F., Escanciano, J. C. & van Keilegom, I., 17 Feb 2020, In: Annals of Statistics. 48, 1, p. 1-26 27 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2019
Robust estimation and inference for general varying coefficients models with missing observations
Bravo, F., 27 Nov 2019, (E-pub ahead of print) In: TEST. p. 1-23 23 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2018
Semiparametric quantile regression with random censoring
Bravo, F., 10 Sept 2018, (E-pub ahead of print) In: Annals of the Institute of Statistical Mathematics. p. 1-31 31 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2017
Generalized Empirical Likelihood M Testing for Semiparametric Models with Time Series Data
Bravo, F., Jacho-Chávez, D. T. & Chu, B., 12 Jan 2017, (E-pub ahead of print) In: Econometrics and Statistics. 24 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2016
Local information theoretic methods for smooth coefficients dynamic panel data models
Bravo, F., 14 Mar 2016, (E-pub ahead of print) In: Journal of Time Series Analysis. 37, 5, p. 690-708 19 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Semiparametric estimation of moment conditions models with weakly dependent data
Bravo, F., Chu, B. & Jacho-Chávez, D., 13 Nov 2016, In: Journal of Nonparametric Statistics. p. 1-29Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Semiparametric quasi-likelihood estimation with missing data
Bravo, F. & Jacho-Chavez, D. T., 2016, In: Communications in Statistics, Theory and Methods. 45, 5, p. 1345-1369Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2015
Semiparametric estimation with missing covariates
Bravo, F., 2015, In: Journal of Multivariate Analysis. 139, p. 329-346Research output: Contribution to journal › Article › peer-review
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2014
Varying coefficients partially linear models with randomly censored data
Bravo, F., 2014, In: Annals of the Institute of Statistical Mathematics. 66, 2, p. 383-412 30 p.Research output: Contribution to journal › Article › peer-review
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2013
Partially linear varying coefficient models with missing at random responses
Bravo, F., Aug 2013, In: Annals of the Institute of Statistical Mathematics. 65, 4, p. 721-762 42 p.Research output: Contribution to journal › Article › peer-review
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2012
A simple test for identification in GMM under conditional moment restrictions
Bravo, F., Escanciano, J. & Otsu, T., 2012, Advances in Econometrics. Baltagi, B. H., Carter Hill, R., Newey, W. K. & White, H. L. (eds.). Vol. 29. p. 455-478 (Advances in Econometrics; vol. 29).Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed)
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Bootstrap HAC tests for ordinary least squares regressions
Bravo, F. & Godfrey, L. G., Dec 2012, In: Oxford Bulletin of Economics and Statistics. 74, 6, p. 903-922 20 p.Research output: Contribution to journal › Article › peer-review
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Generalised empirical likelihood testing in semiparametric conditional moment restrictions
Bravo, F., Feb 2012, In: Econometrics Journal. 15, 1, p. 1-31 31 p.Research output: Contribution to journal › Article › peer-review
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2011
Average derivative estimation with missing responses
Bravo, F., Huynh, K. & Jacho-Chavez, D., 2011, Advances in Econometrics . Vol. 27. p. 129-154Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed)
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Empirical Likelihood for Efficient Semiparametric Average Treatment Effects
Bravo, F. & Jacho-Chavez, D. T., Jan 2011, In: Econometric Reviews. 30, 1, p. 1-24 24 p.Research output: Contribution to journal › Article › peer-review
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Improved generalized method of moments estimators for weakly dependent observations
Bravo, F., Nov 2011, In: Journal of Time Series Analysis. 32, 6, p. 680-698 19 p.Research output: Contribution to journal › Article › peer-review
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2010
Efficient Bootstrap for Weakly Dependent Processes
Bravo, F. & Crudo, F., Nov 2010, In: Computational Statistics & Data Analysis. 56, 11, p. 3444-3458 15 p.Research output: Contribution to journal › Article › peer-review
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Efficient M-estimators with auxiliary information
Bravo, F., Nov 2010, In: Journal of Statistical Planning and Inference. 140, 11, p. 3326-3342 17 p.Research output: Contribution to journal › Article › peer-review
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Nonparametric Likelihood Inference for General Autoregressive Models
Bravo, F., Mar 2010, In: Statistical Methods and Applications. 19, 1, p. 79-106 28 p.Research output: Contribution to journal › Article › peer-review
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2009
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
Bravo, F., 2009, In: Econometrics Journal. 12, 2, p. 208-231 24 p.Research output: Contribution to journal › Article › peer-review
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Two-step generalised empirical likelihood inference for semiparametric models
Bravo, F., Aug 2009, In: Journal of Multivariate Analysis. 100, 7, p. 1412-1431 20 p.Research output: Contribution to journal › Article › peer-review
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2008
Efficient M-estimators with Auxiliary Information: Department of Economics & Related Studies Discussion Paper Series
Bravo, F., 2008, York: University of York.Research output: Working paper › Discussion paper
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2006
Bartlett-type adjustments for empirical discrepancy test statistics
Bravo, F., Mar 2006, In: Journal of Statistical Planning and Inference. 136, 3, p. 537-554 18 p.Research output: Contribution to journal › Article › peer-review
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2005
Blockwise empirical entropy tests for time series regressions
Bravo, F., Mar 2005, In: Journal of Time Series Analysis. 26, 2, p. 185-210 25 p.Research output: Contribution to journal › Article › peer-review
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2004
Empirical likelihood based inference with applications to some econometric models
Bravo, F., Apr 2004, In: Econometric Theory. 20, 2, p. 231-264 34 p.Research output: Contribution to journal › Article › peer-review
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2003
Second-order power comparisons for a class of nonparametric likelihood-based tests
Bravo, F., Dec 2003, In: Biometrika. 90, 4, p. 881-890 10 p.Research output: Contribution to journal › Article › peer-review
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2002
Blockwise empirical Cressie-Read test statistics for a-mixing processes
Bravo, F., 1 Jul 2002, In: Statistics & Probability Letters. 58, 3, p. 319-325 7 p.Research output: Contribution to journal › Article › peer-review