Details about Thomas Parker
Access statistics for papers by Thomas Parker.
Last updated 2024-05-26. Update your information in the RePEc Author Service.
Short-id: ppa594
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Working Papers
2023
- Loss aversion and the welfare ranking of policy interventions
Papers, arXiv.org 
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2020)
2022
- Uniform inference for value functions
Papers, arXiv.org View citations (1)
See also Journal Article Uniform inference for value functions, Journal of Econometrics, Elsevier (2023) (2023)
- WILD BOOTSTRAP INFERENCE FOR PENALIZED QUANTILE REGRESSION FOR LONGITUDINAL DATA
Working Papers, University of Waterloo, Department of Economics 
Also in Papers, arXiv.org (2022) View citations (1)
See also Journal Article Wild bootstrap inference for penalized quantile regression for longitudinal data, Journal of Econometrics, Elsevier (2023) View citations (1) (2023)
2021
- Bootstrap inference for panel data quantile regression
Papers, arXiv.org View citations (2)
See also Journal Article Bootstrap Inference for Panel Data Quantile Regression, Journal of Business & Economic Statistics, Taylor & Francis Journals (2024) (2024)
2010
- A comparison of alternative approaches to sup-norm goodness of fit tests with estimated parameters
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies 
Also in MPRA Paper, University Library of Munich, Germany (2010)
- An exact, unified distributional characterization of statistics used to test linear hypotheses in simple regression models
MPRA Paper, University Library of Munich, Germany
Journal Articles
2024
- Bootstrap Inference for Panel Data Quantile Regression
Journal of Business & Economic Statistics, 2024, 42, (2), 628-639 
See also Working Paper Bootstrap inference for panel data quantile regression, Papers (2021) View citations (2) (2021)
2023
- Uniform inference for value functions
Journal of Econometrics, 2023, 235, (2), 1680-1699 
See also Working Paper Uniform inference for value functions, Papers (2022) View citations (1) (2022)
- Wild bootstrap inference for penalized quantile regression for longitudinal data
Journal of Econometrics, 2023, 235, (2), 1799-1826 View citations (1)
See also Working Paper WILD BOOTSTRAP INFERENCE FOR PENALIZED QUANTILE REGRESSION FOR LONGITUDINAL DATA, Working Papers (2022) (2022)
2019
- Asymptotic inference for the constrained quantile regression process
Journal of Econometrics, 2019, 213, (1), 174-189 View citations (3)
2017
- Finite-sample distributions of the Wald, likelihood ratio, and Lagrange multiplier test statistics in the classical linear model
Communications in Statistics - Theory and Methods, 2017, 46, (11), 5195-5202
2014
- Semiparametric efficiency for partially linear single-index regression models
Journal of Multivariate Analysis, 2014, 130, (C), 376-386 View citations (1)
2013
- A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS
Econometric Theory, 2013, 29, (5), 969-1008 View citations (6)
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