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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

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

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

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

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

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

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

Bartlett-type adjustments for empirical disrepancy test statistics

Bravo, Francesco (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002153102

A Simple Test for Identification in GMM Under Conditional Moment Restrictions

Bravo, Francesco; Escanciano, Juan Carlos; Otsu, Taisuke - 2011

This paper proposes a simple, fairly general, test for global identification of unconditional moment restrictions implied from point-identified conditional moment restrictions. The test is based on the Hausdorff distance between an estimator that is consistent even under global identification...

Persistent link: https://www.econbiz.de/10014184251

Empirical likelihood for efficient semiparametric average treatment effects

Bravo, Francesco; Jacho-Chávez, David T. - In: Econometric reviews 30 (2011) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10008990462