Paulo M.D.C. Parente
Personal Details
First Name: | Paulo |
Middle Name: | M.D.C. |
Last Name: | Parente |
Suffix: | |
RePEc Short-ID: | ppa375 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/paulomdcparente/ | |
Terminal Degree: | 2007 Department of Economics; University of Warwick (from RePEc Genealogy) |
Affiliation
(80%) Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE)
Research in Economics and Mathematics (REM)
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa
Lisboa, Portugalhttp://cemapre.iseg.ulisboa.pt/
RePEc:edi:cmutlpt (more details at EDIRC)
(20%) Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa
Lisboa, Portugalhttp://www.iseg.ulisboa.pt/
RePEc:edi:isutlpt (more details at EDIRC)
Research output
Jump to: Working papers Articles SoftwareWorking papers
- Paulo Parente & Richard J. Smith, 2024. "Implied probability kernel block bootstrap for time series moment condition models," CeMMAP working papers 08/24, Institute for Fiscal Studies.
- Paulo Parente & Richard J. Smith, 2019.
"Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models,"
CeMMAP working papers
CWP60/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Paulo M. D. C. Parente & Richard J. Smith, 2021. "Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 377-405, July.
- Paulo M.D.C. Parente & Richard J. Smith, 2018. "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM 2018/59, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Paulo Parente & Richard J. Smith, 2018. "Kernel block bootstrap," CeMMAP working papers CWP48/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Paulo M.D.C. Parente & Richard J. Smith, 2018. "Generalised Empirical Likelihood Kernel Block Bootstrapping," Working Papers REM 2018/55, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Kemp, GCR & Parente, PMDC & Santos Silva, JMC, 2015.
"Dynamic Vector Mode Regression,"
Economics Discussion Papers
13793, University of Essex, Department of Economics.
- Gordon C. R. Kemp & Paulo M. D. C. Parente & J. M. C. Santos Silva, 2020. "Dynamic Vector Mode Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 647-661, July.
- Parente, Paulo M D C & Santos Silva, Joao M C, 2013.
"Quantile regression with clustered data,"
Economics Discussion Papers
8976, University of Essex, Department of Economics.
- Parente Paulo M.D.C. & Santos Silva João M.C., 2016. "Quantile Regression with Clustered Data," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 1-15, January.
- Paulo M.D.C. Parente & Joao M.C. Santos Silva, 2013. "Quantile regression with clustered data," Discussion Papers 1305, University of Exeter, Department of Economics.
- Paulo Parente & Richard Smith, 2012.
"Exogeneity in semiparametric moment condition models,"
CeMMAP working papers
30/12, Institute for Fiscal Studies.
- Paulo Parente & Richard Smith, 2012. "Exogeneity in semiparametric moment condition models," CeMMAP working papers CWP30/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Parente, Paulo M D C & Santos Silva, Joao M C, 2011.
"A cautionary note on tests for overidentifying restrictions,"
Economics Discussion Papers
3532, University of Essex, Department of Economics.
- Parente, Paulo M.D.C. & Santos Silva, J.M.C., 2012. "A cautionary note on tests of overidentifying restrictions," Economics Letters, Elsevier, vol. 115(2), pages 314-317.
- Paulo M.D.C. Parente & Joao M.C. Santos Silva, 2011. "A Cautionary Note on Tests for Overidentifying Restrictions," Discussion Papers 1111, University of Exeter, Department of Economics.
- Paulo Parente & Richard Smith, 2008.
"GEL methods for non-smooth moment indicators,"
CeMMAP working papers
CWP19/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Parente, Paulo M.D.C. & Smith, Richard J., 2011. "Gel Methods For Nonsmooth Moment Indicators," Econometric Theory, Cambridge University Press, vol. 27(1), pages 74-113, February.
Articles
- Paulo M. D. C. Parente & Richard J. Smith, 2021.
"Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 377-405, July.
- Paulo M.D.C. Parente & Richard J. Smith, 2018. "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM 2018/59, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Paulo Parente & Richard J. Smith, 2019. "Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," CeMMAP working papers CWP60/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Gordon C. R. Kemp & Paulo M. D. C. Parente & J. M. C. Santos Silva, 2020.
"Dynamic Vector Mode Regression,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 647-661, July.
- Kemp, GCR & Parente, PMDC & Santos Silva, JMC, 2015. "Dynamic Vector Mode Regression," Economics Discussion Papers 13793, University of Essex, Department of Economics.
- Parente, Paulo M.D.C., 2018. "A General Class Of Non-Nested Test Statistics For Models Defined Through Moment Restrictions," Econometric Theory, Cambridge University Press, vol. 34(2), pages 477-507, April.
- Parente, Paulo M.D.C. & Smith, Richard J., 2017. "Tests of additional conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 200(1), pages 1-16.
- Parente Paulo M.D.C. & Santos Silva João M.C., 2016.
"Quantile Regression with Clustered Data,"
Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 1-15, January.
- Paulo M.D.C. Parente & Joao M.C. Santos Silva, 2013. "Quantile regression with clustered data," Discussion Papers 1305, University of Exeter, Department of Economics.
- Parente, Paulo M D C & Santos Silva, Joao M C, 2013. "Quantile regression with clustered data," Economics Discussion Papers 8976, University of Essex, Department of Economics.
- Paulo M.D.C. Parente & Richard J. Smith, 2014. "Recent Developments in Empirical Likelihood and Related Methods," Annual Review of Economics, Annual Reviews, vol. 6(1), pages 77-102, August.
- Parente, Paulo M.D.C. & Santos Silva, J.M.C., 2012.
"A cautionary note on tests of overidentifying restrictions,"
Economics Letters, Elsevier, vol. 115(2), pages 314-317.
- Parente, Paulo M D C & Santos Silva, Joao M C, 2011. "A cautionary note on tests for overidentifying restrictions," Economics Discussion Papers 3532, University of Essex, Department of Economics.
- Paulo M.D.C. Parente & Joao M.C. Santos Silva, 2011. "A Cautionary Note on Tests for Overidentifying Restrictions," Discussion Papers 1111, University of Exeter, Department of Economics.
- Parente, Paulo M.D.C. & Smith, Richard J., 2011.
"Gel Methods For Nonsmooth Moment Indicators,"
Econometric Theory, Cambridge University Press, vol. 27(1), pages 74-113, February.
- Paulo Parente & Richard Smith, 2008. "GEL methods for non-smooth moment indicators," CeMMAP working papers CWP19/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- José A. F. Machado & Paulo Parente, 2005. "Bootstrap estimation of covariance matrices via the percentile method," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 70-78, March.
Software components
- J.A.F. Machado & P.M.D.C Parente & J.M.C. Santos Silva, 2011. "QREG2: Stata module to perform quantile regression with robust and clustered standard errors," Statistical Software Components S457369, Boston College Department of Economics, revised 02 Mar 2021.
More information
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Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (8) 2008-08-21 2011-11-14 2012-11-24 2016-02-12 2018-11-19 2018-11-26 2019-02-18 2024-05-20. Author is listed
- NEP-ETS: Econometric Time Series (3) 2018-11-26 2019-02-18 2024-05-20
- NEP-ORE: Operations Research (2) 2018-11-26 2020-01-06
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