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Details about Paulo M.D.C. Parente

E-mail:
Homepage:https://sites.google.com/site/paulomdcparente/
Workplace:Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE) (Centre for Mathematics Applied to Forecasting and Economic Decision), Research in Economics and Mathematics (REM), Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management), Universidade de Lisboa (University of Lisbon), (more information at EDIRC)
Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management), Universidade de Lisboa (University of Lisbon), (more information at EDIRC)

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

Last updated 2020-01-22. Update your information in the RePEc Author Service.

Short-id: ppa375


Jump to Journal Articles Software Items

Working Papers

2019

  1. 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 Downloads
    Also in Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2018) Downloads View citations (1)

2018

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

2013

  1. Quantile regression with clustered data
    Economics Discussion Papers, University of Essex, Department of Economics Downloads View citations (12)
    Also in Discussion Papers, University of Exeter, Department of Economics (2013) Downloads View citations (9)

    See also Journal Article in Journal of Econometric Methods (2016)

2012

  1. Exogeneity in semiparametric moment condition models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2011

  1. A Cautionary Note on Tests for Overidentifying Restrictions
    Discussion Papers, University of Exeter, Department of Economics Downloads View citations (1)
    Also in Economics Discussion Papers, University of Essex, Department of Economics (2011) Downloads View citations (1)

    See also Journal Article in Economics Letters (2012)

2008

  1. GEL methods for non-smooth moment indicators
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (5)
    See also Journal Article in Econometric Theory (2011)

Journal Articles

2018

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

2017

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

2016

  1. Quantile Regression with Clustered Data
    Journal of Econometric Methods, 2016, 5, (1), 1-15 Downloads View citations (77)
    See also Working Paper (2013)

2014

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

2012

  1. A cautionary note on tests of overidentifying restrictions
    Economics Letters, 2012, 115, (2), 314-317 Downloads View citations (32)
    See also Working Paper (2011)

2011

  1. GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
    Econometric Theory, 2011, 27, (1), 74-113 Downloads View citations (7)
    See also Working Paper (2008)

2005

  1. Bootstrap estimation of covariance matrices via the percentile method
    Econometrics Journal, 2005, 8, (1), 70-78 Downloads View citations (5)

Software Items

2020

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