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Partially linear varying coefficient models with missing at random responses
Bravo, Francesco - In: Annals of the Institute of Statistical Mathematics : AISM 65 (2013) 4, pp. 721-762
Persistent link: https://www.econbiz.de/10010155656
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Testing linear restrictions in linear models with empirical likelihood
Bravo, Francesco - In: The econometrics journal 5 (2002) 1, pp. 104-130
Persistent link: https://www.econbiz.de/10007477019
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EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
Bravo, Francesco - In: Econometric theory 20 (2004) 2, pp. 231-264
Persistent link: https://www.econbiz.de/10006965149
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ARTICLES - A Correction Factor for Unit Root Test Statistics
Bravo, Francesco - In: Econometric theory 15 (1999) 2, pp. 218-227
Persistent link: https://www.econbiz.de/10006989370
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Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
Bravo, Francesco - In: The econometrics journal 15 (2012) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10009833423
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Empirical Likelihood for Efficient Semiparametric Average Treatment Effects
Bravo, Francesco; Jacho-Chvez, David T. - In: Econometric reviews 30 (2010) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10009179162
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Bootstrap HAC Tests for Ordinary Least Squares Regression*
Bravo, Francesco; Godfrey, Leslie G. - In: Oxford bulletin of economics and statistics 74 (2012) 6, pp. 903-923
Persistent link: https://www.econbiz.de/10010036868
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Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
Bravo, Francesco - In: The econometrics journal 12 (2009) 2, pp. 208-231
Persistent link: https://www.econbiz.de/10008279069
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Empirical Likelihood for Efficient Semiparametric Average Treatment Effects
Bravo, Francesco; Jacho-Chavez, David - In: Econometric reviews 30 (2011) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10008770210