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Generalized empirical likelihood testing in semiparametric conditional moment restrictions models

Bravo, Francesco - In: The econometrics journal 15 (2012) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10009520550

Nonparametric likelihood inference for general autoregressive models

Bravo, Francesco - In: Statistical methods & applications : SMA ; journal of … 19 (2010) 1, pp. 79-106

Persistent link: https://www.econbiz.de/10003945288

Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data

Bravo, Francesco - In: Econometric reviews 41 (2022) 6, pp. 583-606

Persistent link: https://www.econbiz.de/10013364895

Higher order asymtotics and the bootstrap for empirical likelihood J tests

Bravo, Francesco - 2000

Persistent link: https://www.econbiz.de/10001527218

Average derivative estimation with missing responses

Bravo, Francesco; Huynh, Kim P.; Jaco-Chávez, David T. - 2011

Persistent link: https://www.econbiz.de/10009693820

Average Derivative Estimation with Missing Responses

Bravo, Francesco; Huynh, Kim P.; Jacho-Chávez, David T. - In: Missing-data methods: cross-sectional methods and …, (pp. 129-154). 2011

This chapter proposes a simple procedure to estimate average derivatives in nonparametric regression models with incomplete responses. The method consists of replacing the responses with an appropriately weighted version and then use local polynomial estimation for the average derivatives. The...

Persistent link: https://www.econbiz.de/10015380012