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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/10001683695
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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
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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/10001987854
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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
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Empirical liekelihood specification tersting in linear regression models
Bravo, Francesco - 2000
Persistent link: https://www.econbiz.de/10001527207
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Higher order asymtotics and the bootstrap for empirical likelihood J tests
Bravo, Francesco - 2000
Persistent link: https://www.econbiz.de/10001527218
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On the density of generalised noncentral quadratic forms with applications to asymptotic expansions for test statistics
Bravo, Francesco - 2000
Persistent link: https://www.econbiz.de/10001527224
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Empirical likelihood based inference with applications to some econometric models
Bravo, Francesco - 2000
Persistent link: https://www.econbiz.de/10001488553
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A correction factor for unit root test statistics
Bravo, Francesco - 1998
Persistent link: https://www.econbiz.de/10001362305
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Bartlett-type adjustments for empirical disrepancy test statistics
Bravo, Francesco (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153102