I have held the position of Associate Professor in Econometrics in the Department of Mathematics of ISEG - Lisbon School of Economics and Management, University of Lisbon, since 2023. I joined ISEG as an Assistant Professor in 2017.
Prior to joining ISEG I held academic positions at Instituto Universitário de Lisboa (ISCTE-IUL), University of Exeter, University of Amsterdam and University of Cambridge.
I obtained my PhD in Economics from the University of Warwick, United Kingdom.
My main field of research is econometric theory. Specifically, I have been working on the following topics:
1- The General Theory of Estimation and Inference: This involves models defined through moment restrictions and estimators such as the generalized method of moments and generalized empirical likelihood.
2- Quantile and Mode Regressions: I explore alternatives to mean regression methods.
3- Bootstrap Methods: In my work I investigate the application of bootstrap techniques for statistical inference.
I have published in a variety of academic journals including Journal of Econometrics, Journal of Business and Economics Statistics and Econometric Theory. The list of my published articles can be found here.
A short version of my curriculum vitae is available here.
Administrative duties:
Member of the Coordination Committee of the Masters in Quantitative Methods for Decision-Making in Economics and Business (since 2019)
Member of the Coordination Committee of the Masters in Applied Econometrics and Forecasting (since 2019)
Member of the Managing Board of CEMAPRE (since 2023)
My Erdos number is 5 (P.M.D.C. Parente - J.A. F. Machado - A.H.Welsh - S.Csorgo - E.Csáki - P.Erdos).
Address
ISEG- Lisbon School of Economics & Management
Rua do Quelhas, nº 4
1200-781 Lisboa, Portugal
Room: 106 (Rua do Quelhas, n º4)
E-mail: pparente[at]iseg[dot]ulisboa[dot]pt
