CURRICULUM VITAE
Francesco Bravo
Department of Economics and Related Studies
University of York
York YO10 5DD
United Kingdom
francesco.bravo@york.ac.uk
April 2025
EDUCATION
1989-1994 Laurea in Economics and Banking Science, University of Udine, Italy
1995-1996 MSc Economics and Econometrics, University of Southampton
1996-2000 PhD Economics, University of Southampton
EMPLOYMENT
October 1997-September 1999 Temporary Lecturer, University of Southampton
October 1999-September 2005 Lecturer in Economics, University of York
October 2005-September 2011 Senior Lecturer in Economics
October 2011 Reader in Economics
RESEARCH INTERESTS
Econometric theory; statistical theory; applied econometrics
PUBLICATIONS
1. A correction factor for unit root test statistics, Econometric Theory, 1999, 15, 218-227
2. Testing linear restrictions in linear models with empirical likelihood, The Econometrics Journal, 2002, 5, 104-130
3. Blockwise empirical Cressie-Read test statistics for α-mixing processes, Statistics and Probability Letters, 2002, 58, 319-325
4. Second-order power comparisons for a class of nonparametric likelihood-based tests, Biometrika, 2003, 90, 881-890
5. Empirical likelihood inference with applications to some econometric models, Econometric Theory, 2004, 20, 1-38
6. Blockwise empirical entropy tests for time series regressions, Journal of Time Series Analysis, 2005, 26, 185-210
8. Generalised empirical likelihood for cointegrating regressions, Far Eastern Journal of Theoretical Statistics, 2007, 21, 241-253
9. Blockwise generalised empirical likelihood for nonlinear dynamic moment conditions models, Econometrics Journal 2009, 12, 208-231
10. Two-step generalised empirical likelihood inference for semiparametric models, Journal of Multivariate Analysis 2009, 100, 1412-1431
11. Nonparametric likelihood inference for general autoregressions, Statistical Methods and Applications 2010, 19, 79-106
12. Efficient M-estimators with auxiliary information, Journal of Statistical Planning and Inference, 2010,21, 241-253
13. Empirical likelihood inference for efficient semiparametric average treatment effects (joint with D. Jacho-Chavez), Econometric Reviews, 2011 30, 1-24
14. Improved GMM estimators with weakly dependent data Journal of Time Series Analysis, 2011, 32, 680-698
15. Average derivative estimation with missing responses (joint with K. Huynh and D. Jacho-Chavez) Advances in Econometrics Vol. 27: Missing data, 2011, 129-154
16. Comments on Subsampling weakly dependent observations with application to extremes by P. Doukhan, S. Prohl and C. Roberts, Test 2011, 20, 483-486
17. Efficient bootstrap for weakly dependent processes (joint with F. Crudu), Computational Statistics and Data Analysis, 2012, 56, 3444-3458
18. Generalised empirical likelihood testing in semiparametric conditional moment restrictions models, Econometrics Journal, 2012, 15, 1-31
19. Bootstrap HAC tests for ordinary least squares regressions (joint with L. Godfrey) Oxford Bulletin of Economics and Statistics, 2012, 903-922
20. A simple test for identification in GMM under conditional moment restrictions (joint with J.C. Escanciano and T. Otsu), Advances in Econometrics Vol. 29: Essays in honor of Jerry Hausman, 2012, 455-478
21. Partially linear varying coefficient models with missing at random responses, Annals of the Institute of the Statistical Mathematics 2013, 65, 721-762
22. Varying coefficients partially linear models with randomly censored data, Annals of the Institute of the Statistical Mathematics 2014, 66, 383-412
23. Semiparametric generalized estimating equations in misspecified models, Topics in Nonparametric Statistics, 2014, 43-52
24. Semiparametric estimation with missing covariates, Journal of Multivariate Analysis, 2015, 139, 329-346
25. Quasi-likelihood semiparametric estimation with missing data (joint with D. Jacho-Chavez), Communications in Statistics: Theory and Methods, 2016, 45, 1345-1369
26. Local information theoretic methods for smooth coefficients dynamic panel data models, Journal of Time Series Analysis, 2016, 37,690-708
27. Semiparametric estimation of moment conditions models with weakly dependent data (joint with B. Chu and D. Jacho-Chavez), Journal of Nonparametric Statistics, 2017, 29, 108-136
28. Generalized empirical likelihood M testing for semiparametric models with time series data, (joint with B. Chu and D. Jacho-Chavez), 2017, Econometrics and Statistics, 4, 18-30
29. Robust estimation and inference for general varying coefficients models with missing observations (2019) forthcoming Test
30. Semiparametric quantile regression with random censoring, 2020, Annals of the Institute of Statistical Mathematics, 72, 265-295
31. Two-step semiparametric empirical likelihood inference, (joint with J.C. Escanciano and I. Van Keilegom), 2020, Annals of Statistics, 48, 1-26
32. Robust nonlinear regression estimation in null recurrent time series (joint with D. Li and D. Tjostheim ), 2021, Journal of Econometrics, 224, 416-438
33. Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data, 2021, Econometric Reviews, 41, 583-606
34. Misspecified semiparametric model selection with weakly dependent observations, (2022), Journal of Time Series Analysis, 43, 558-586
35. Local polynomial estimation of nonparametric general estimating equations models, (2023), Statistics and Probability Letters, 197
36. Estimation of non- smooth nonparametric estimating equations models with dependent data, (2025), Journal of Time Series analysis, 46, 59-80
GRANTS and AWARDS
2005 Sieve nonparametric likelihood methods for unit root tests, ESRC RES-000-22-0980 £ 22,693
2023 Distinguished author Journal of Time Series Analysis
CONFERENCES
1. Empirical likelihood inference for some econometric models, 1998, UK econometric study group conference, University of Bristol
2. Higher order asymptotics for the empirical likelihood J-test, 1999, ESEM, University of Santiago De Compostela, Spain
3. Blockwise exponential tilting for time series regressions, 2000, ESWC University of Washington, Seattle, USA
4. Second-order power properties for a class of nonparametric likelihood statistics, 2000, EC2 conference Likelihood in econometrics, Trinity college, Dublin, Ireland
5. Some asymptotic theory for a class of nonparametric likelihood statistics for time series models, 2002, Brussels-York meeting in Statistics, University of York
6. Nonparametric likelihood inference for general autoregressions, 2003, ESAM University of New South Wales, Sydney, Australia
7. Sieve empirical likelihood for unit root tests, 2005, UK econometric study group conference, University of Bristol
8. Efficient M-estimators with auxiliary information, 2007, ESEM, Hungarian Academy of Sciences , Budapest, Hungary
9. Two-step generalised empirical likelihood inference for semiparametric models, 2008, SETA (Society of Econometric Theory and Applications) conference, Seoul National University, Korea
10. Generalised empirical likelihood testing for semiparametric conditional moment conditions models, 2009, SETA conference, University of Kyoto, Japan
11. Generalised empirical likelihood testing for semiparametric conditional moment conditions models , 2009, ESEM, Universitat Autonoma and Pompeu Fabra University, Barcelona, Spain
12. Testing for identification in GMM with conditional moments restrictions, 2009, UK Econometric Study group meeting, University of Bristol, 2009
13. Varying coefficient partially linear models with missing at random, 2011, LAMES, Universidad Adolfo Ibanez, Santiago, Chile
14. Estimation and Inference in semiparametric moment conditions models with dependent data, 2012, 1st Conference of ISNPS (International Society for Nonparametric Statistics), Thessaloniki, Greece
15. Semiparametric quasi-likelihood estimation with missing data, 2012, ESEM, University of Malaga, Spain
16. Two-step combined nonparametric likelihood estimation of misspecified semiparametric models, 2013, ESEM, University of Gothenburg, Sweden
17. Local information theoretic models for smooth coefficients dynamic panel data models, 2014, 2nd Conference of ISNPS, Cadiz, Spain
18. Second-order comparisons for a nonparametric conditional moment restrictions models, 2014, ESEM, University of Toulouse, France
19. Robust semiparametric estimation with missing data, 2015, 8th CMstatistics, University of London, United Kingdom
20. Robust semiparametric estimation with missing data, 2016, Joint Statistical Meeting, Chicago, USA
21. Second order properties of estimators in nonparametric moment conditions models with weakly dependent data, 2017, 11th CFE meeting, University of London, United Kingdom
22. Misspecified semiparametric model selection with weakly dependent data, 2019, 13th CFE meeting, University of London, United Kingdom
23. Second order expansions of nonparametric moment conditions models with dependent data, 2021, ESAM, University of Melbourne, Australia
24. Estimation and inference for semiparametric quantile models with missing observation, 2022, SETA conference, University of Soul, Korea
SEMINARS
1. Some higher-order asymptotic theory for empirical likelihood and empirical discrepancy statistics, 2001, London School of Economics
2. Nonparametric likelihood inference in econometrics: A review and some new results, 2001, Timbergen Institute, Amsterdam, Holland
3. Some higher order asymptotic properties for a class of nonparametric likelihood based test statistics, 2002, University of Southampton
4. Efficient Z-estimators with auxiliary information, 2006, University of Manchester
5. Blockwise generalised empirical likelihood inference for moment conditions models, 2007, University of Udine, Italy
6. Two-step generalised empirical likelihood inference for semiparametric models, 2008, Indiana University, USA
7. Generalised empirical likelihood inference for semiparametric conditional moment conditions models, 2010, University of Groningen, Holland
8. Varying coefficient partially linear models with randomly censored data, 2011, Indiana University, USA
9. Varying coefficient partially linear models with missing data, 2012, University of Southampton
10. Partially linear varying coefficient models with missing at random responses, 2012, Carleton University
11. Varying coefficient partially linear models with randomly censored data, 2012, Institute of Statistics, Biostatistics and Actuarial Science, Catholic University of Louvain, Belgium
12. Combined two step nonparametric likelihood estimation with misspecifed semiparametric models, 2014, Department of Mathematics, University of York
13. Local information theoretic methods for smooth coefficient dynamic panel data models, 2016, University of Durham
14. Semiparametric quantile regression models with random censoring, 2017, University of Nottingham
15. Semiparametric quantile regression models with missing data, 2017, University of Manchester
INVITED SPEAKER
1. Sieve empirical likelihood for unit root tests, 2005, CeMMAP and IFS, UCL workshop on empirical likelihood
2. Improved generalised method of moments estimators with auxiliary information, 2008, Likelihood methods for complex data sets conference, Department of Statistics, University of Udine, Italy
3. Local information theoretic methods for smooth coefficients dynamic panel data models, 2014, Special session on empirical likelihood and time series, International Society for Nonparametric Statistics meeting, Cadiz, Spain
4. Second Order properties of local GEL estimators, 2015, Conference in honour of Grant Hillier, University of Amsterdam, Holland
5. Two step nonparametric likelihood estimation for misspecified semiparametric models, 2016 Info-metrics conference, University of Cambridge
6. Estimation and inference for a class of semiparametric quantile regression models, 2023, Econometric Symposium, York
PROFESSIONAL SERVICE
Editorship
2022- present Associate Editor Journal of Nonparametric Statistics
2025- present Associate Editor Annals of the Institute of Mathematical Statistics
Referee
American Mathematical Society, Annals of The Institute of Statistical Mathematics, Annals of Statistics, Biometrika, Econometrica, Econometrics Journal, Econometric Reviews, Econometric Theory, Electronic Journal of Statistics, Empirical Economics, Journal of Econometrics, Journal of Statistical Planning and Inference, Journal of Multivariate Analysis, Journal of the American Statistical Association, Journal of the Royal Statistical Society B, Journal of Time Series Analysis, Journal of Nonparametric Statistics, Metrika, National Science Foundation, Review of Economic Studies, Scandinavian Journal of Statistics, Social Sciences and Humanities Research Council, Statistica Sinica, Studies in Nonlinear Dynamics and Econometrics, Test
PhD SUPERVISION
2002-2005 (joint with P. Marsh) Angelica Gonzales, Business School, University of Edinburgh.
2006-2010 Federico Crudu, Institute of statistics, Pontificia Universidad Catolica de Valparaiso, Chile
2014-2018 (joint with Z. Yang) Siqi Song
TEACHING
(Postgraduate PG, Undergraduate UG)
1999-2002 Quantitative Analysis (PG)
1999-2003 Econometrics (PG)
1999-2005 Introduction to Statistical Theory I (UG)
1999- present Econometric Methods for Research UG+PG
2002-2006 (joint with K. Abadir, P. Marsh and L. Godfrey) Advanced Econometrics (PG+ PhD)
2006-2007 Econometrics for Economists (UG)
November 2007 Empirical likelihood methods with application to econometrics, PhD level, Canter for Applied Economics and Policy Research, Indiana University
2008-2009 Time Series Analysis (PG)
2009-2017 Economics I (UG)
2015-2017 Nonparametric and semiparametric methods (PhD)
2017-2023 Probability I (UG)
2017-2021 GMM methods (PhD)
2022-2023 Financial and Time Series Econometrics (UG)
2024-present Probability and Statistics (UG)
2024-2025 Financial and Time Series Econometrics (UG)
ADMINISTRATION
1999-2000 Undergraduate Admissions tutor
2000-2004 Senior Undergraduate Admissions tutor
2005-2008 Graduate Admission tutor Econometrics
Co-director MSc Econometrics and Economics
2009-2010 Departmental Careers Officer
2009-2013 Part 1 Coordinator
2009-2013 Chair of the Part I Examinations Committee
2013- 2019 Chair of the Economics Undergraduate Examinations Committee
2013-2022 Member of the University Standing Academic Misconduct Panel (StAMP) for Social Sciences
2019-2021 Chair of the Economics Undergraduate and Postgraduate Examinations Board
2021-2023 Chair of the Economics Postgraduate Examinations Committee
2016-2019 Member of the University SCA (Standing Committee on Assessments)
2023-present Chair of the Economics Exceptional Circumstances Committee
2024-present Chair of the Undergraduate and Post Graduate Examinations Committee