Research
Published Articles:
(9) Parente, P.M.D.C. and R. J. Smith, 2021. "Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," Journal of Time Series Analysis,, vol. 42(4), 377-405.
(8) Kemp, G.C.R., Parente, P.M.D.C., and Santos Silva, J.M.C. (2020): “Dynamic Vector Mode Regression,” Journal of Business & Economic Statistics, vol. 38(3), 647-661 .
(7) Parente, P.M.D.C. (2018): “A General Class of Non-Nested Test Statistics for Models Defined through Moment Restrictions,”Econometric Theory,Vol. 34 (2), 477-507.
(6) Parente, P.M.D.C. and R.J. Smith (2017): “Tests of Additional Conditional Moment Restrictions,” Journal of Econometrics, Vol. 200 (1), 1-16.
(5) Parente, P.M.D.C. and Santos Silva, J.M.C. (2016), “Quantile Regression with Clustered Data,” Journal of Econometric Methods, Vol. 5 (1), 1-15.
Stata code to implement the proposed covariance estimator and specification test is available: type "ssc install qreg2".
(4) Parente, P.M.D.C. and R.J. Smith (2014): “Recent Developments in Empirical Likelihood and Related Methods,” Annual Review of Economics, Vol. 6., 77-102.
(3) Parente, P.M.D.C. and Santos Silva, J.M.C. (2012): “A Cautionary Note on Tests for Overidentifying Restrictions,” Economics Letters, Vol. 115(2), 314-317.
(2) Parente, P.M.D.C. and R. J. Smith (2011): “GEL Methods for Non-Smooth Moment Indicators,” Econometric Theory, Vol. 27(1), 74-113.
(1) Machado, J.A.F. and P. Parente, (2005): “Bootstrap Estimation of Covariance Matrices via the Percentile Method,” The Econometrics Journal, Vol. 8(1), 70-78.
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