Details about Paulo M.D.C. Parente

Access statistics for papers by Paulo M.D.C. Parente.

Last updated 2024-05-06. Update your information in the RePEc Author Service.

Short-id: ppa375

Working Papers

2024

1. Implied probability kernel block bootstrap for time series moment condition models
   CeMMAP working papers, Institute for Fiscal Studies

2019

2. Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
   Also in Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2018) View citations (1)
   See also Journal Article Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models, Journal of Time Series Analysis, Wiley Blackwell (2021) View citations (1) (2021)

2018

3. Generalised Empirical Likelihood Kernel Block Bootstrapping
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa View citations (4)
4. Kernel block bootstrap
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)

2015

5. Dynamic Vector Mode Regression
   Economics Discussion Papers, University of Essex, Department of Economics View citations (1)
   See also Journal Article Dynamic Vector Mode Regression, Journal of Business & Economic Statistics, Taylor & Francis Journals (2020) View citations (5) (2020)

2013

6. Quantile regression with clustered data
   Economics Discussion Papers, University of Essex, Department of Economics View citations (14)
   Also in Discussion Papers, University of Exeter, Department of Economics (2013) View citations (13)
   See also Journal Article Quantile Regression with Clustered Data, Journal of Econometric Methods, De Gruyter (2016) View citations (134) (2016)

2012

7. Exogeneity in semiparametric moment condition models
   CeMMAP working papers, Institute for Fiscal Studies
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)

2011

8. A Cautionary Note on Tests for Overidentifying Restrictions
   Discussion Papers, University of Exeter, Department of Economics View citations (1)
   Also in Economics Discussion Papers, University of Essex, Department of Economics (2011) View citations (1)
   See also Journal Article A cautionary note on tests of overidentifying restrictions, Economics Letters, Elsevier (2012) View citations (67) (2012)

2008

9. GEL methods for non-smooth moment indicators
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
   See also Journal Article GEL METHODS FOR NONSMOOTH MOMENT INDICATORS, Econometric Theory, Cambridge University Press (2011) View citations (11) (2011)

Journal Articles

2021

1. Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
   Journal of Time Series Analysis, 2021, 42, (4), 377-405 View citations (1)
   See also Working Paper Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models, CeMMAP working papers (2019) View citations (2) (2019)

2020

2. Dynamic Vector Mode Regression
   Journal of Business & Economic Statistics, 2020, 38, (3), 647-661 View citations (5)
   See also Working Paper Dynamic Vector Mode Regression, Economics Discussion Papers (2015) View citations (1) (2015)

2018

3. A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS
   Econometric Theory, 2018, 34, (2), 477-507

2017

4. Tests of additional conditional moment restrictions
   Journal of Econometrics, 2017, 200, (1), 1-16 View citations (1)

2016

5. Quantile Regression with Clustered Data
   Journal of Econometric Methods, 2016, 5, (1), 1-15 View citations (134)
   See also Working Paper Quantile regression with clustered data, Economics Discussion Papers (2013) View citations (14) (2013)

2014

6. Recent Developments in Empirical Likelihood and Related Methods
   Annual Review of Economics, 2014, 6, (1), 77-102 View citations (4)

2012

7. A cautionary note on tests of overidentifying restrictions
   Economics Letters, 2012, 115, (2), 314-317 View citations (67)
   See also Working Paper A Cautionary Note on Tests for Overidentifying Restrictions, Discussion Papers (2011) View citations (1) (2011)

2011

8. GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
   Econometric Theory, 2011, 27, (1), 74-113 View citations (11)
   See also Working Paper GEL methods for non-smooth moment indicators, CeMMAP working papers (2008) View citations (5) (2008)

2005

9. Bootstrap estimation of covariance matrices via the percentile method
   Econometrics Journal, 2005, 8, (1), 70-78 View citations (9)

Software Items

2021

1. QREG2: Stata module to perform quantile regression with robust and clustered standard errors
   Statistical Software Components, Boston College Department of Economics View citations (15)