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Thomas Parker

Personal Details

First Name:Thomas
Middle Name:
Last Name:Parker
Suffix:
RePEc Short-ID:ppa594
[This author has chosen not to make the email address public]
http://arts.uwaterloo.ca/~tmparker/
Terminal Degree:2011 Department of Economics; University of Illinois at Urbana-Champaign (from RePEc Genealogy)

Affiliation

Department of Economics
University of Waterloo

Waterloo, Canada
http://economics.uwaterloo.ca/
RePEc:edi:dewatca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2021. "Bootstrap inference for panel data quantile regression," Papers 2111.03626, arXiv.org.
  2. Sergio Firpo & Antonio F. Galvao & Martyna Kobus & Thomas Parker & Pedro Rosa-Dias, 2020. "Loss aversion and the welfare ranking of policy interventions," Papers 2004.08468, arXiv.org, revised Sep 2023.
  3. Carlos Lamarche & Thomas Parker, 2020. "Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data," Papers 2004.05127, arXiv.org, revised May 2022.
  4. Sergio Firpo & Antonio F. Galvao & Thomas Parker, 2019. "Uniform inference for value functions," Papers 1911.10215, arXiv.org, revised Oct 2022.
  5. Thomas Parker, 2010. "A comparison of alternative approaches to sup-norm goodness of fit tests with estimated parameters," CeMMAP working papers CWP34/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  6. Parker, Thomas, 2010. "An exact, unified distributional characterization of statistics used to test linear hypotheses in simple regression models," MPRA Paper 22841, University Library of Munich, Germany.

Articles

  1. Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2024. "Bootstrap Inference for Panel Data Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 628-639, April.
  2. Lamarche, Carlos & Parker, Thomas, 2023. "Wild bootstrap inference for penalized quantile regression for longitudinal data," Journal of Econometrics, Elsevier, vol. 235(2), pages 1799-1826.
  3. Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas, 2023. "Uniform inference for value functions," Journal of Econometrics, Elsevier, vol. 235(2), pages 1680-1699.
  4. Parker, Thomas, 2019. "Asymptotic inference for the constrained quantile regression process," Journal of Econometrics, Elsevier, vol. 213(1), pages 174-189.
  5. Thomas Parker, 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, Taylor & Francis Journals, vol. 46(11), pages 5195-5202, June.
  6. Chen, Tao & Parker, Thomas, 2014. "Semiparametric efficiency for partially linear single-index regression models," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 376-386.
  7. Parker, Thomas, 2013. "A Comparison Of Alternative Approaches To Supremum-Norm Goodness-Of-Fit Tests With Estimated Parameters," Econometric Theory, Cambridge University Press, vol. 29(5), pages 969-1008, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2021. "Bootstrap inference for panel data quantile regression," Papers 2111.03626, arXiv.org.

    Cited by:

    1. Leng, Xuan & Chen, Heng & Wang, Wendun, 2023. "Multi-dimensional latent group structures with heterogeneous distributions," Journal of Econometrics, Elsevier, vol. 233(1), pages 1-21.
    2. Li Tao & Lingnan Tai & Manling Qian & Maozai Tian, 2023. "A New Instrumental-Type Estimator for Quantile Regression Models," Mathematics, MDPI, vol. 11(15), pages 1-26, August.

  2. Carlos Lamarche & Thomas Parker, 2020. "Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data," Papers 2004.05127, arXiv.org, revised May 2022.

    Cited by:

    1. Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2021. "Bootstrap inference for panel data quantile regression," Papers 2111.03626, arXiv.org.
    2. Hartley, Robert Paul & Lamarche, Carlos & Ziliak, James P., 2023. "Bootstrapping quantile correlations with an application for income status across generations," Economics Letters, Elsevier, vol. 228(C).

  3. Sergio Firpo & Antonio F. Galvao & Thomas Parker, 2019. "Uniform inference for value functions," Papers 1911.10215, arXiv.org, revised Oct 2022.

    Cited by:

    1. Sungwon Lee, 2021. "Partial Identification and Inference for Conditional Distributions of Treatment Effects," Papers 2108.00723, arXiv.org, revised Nov 2023.

Articles

  1. Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2024. "Bootstrap Inference for Panel Data Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 628-639, April.
    See citations under working paper version above.
  2. Lamarche, Carlos & Parker, Thomas, 2023. "Wild bootstrap inference for penalized quantile regression for longitudinal data," Journal of Econometrics, Elsevier, vol. 235(2), pages 1799-1826.
    See citations under working paper version above.
  3. Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas, 2023. "Uniform inference for value functions," Journal of Econometrics, Elsevier, vol. 235(2), pages 1680-1699.
    See citations under working paper version above.
  4. Parker, Thomas, 2019. "Asymptotic inference for the constrained quantile regression process," Journal of Econometrics, Elsevier, vol. 213(1), pages 174-189.

    Cited by:

    1. Xiaofei Wu & Rongmei Liang & Hu Yang, 2022. "Penalized and constrained LAD estimation in fixed and high dimension," Statistical Papers, Springer, vol. 63(1), pages 53-95, February.
    2. Luofeng Liao & Christian Kroer, 2024. "Bootstrapping Fisher Market Equilibrium and First-Price Pacing Equilibrium," Papers 2402.02303, arXiv.org, revised Feb 2024.
    3. Portnoy, Stephen, 2022. "Canonical quantile regression," Journal of Multivariate Analysis, Elsevier, vol. 192(C).

  5. Chen, Tao & Parker, Thomas, 2014. "Semiparametric efficiency for partially linear single-index regression models," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 376-386.

    Cited by:

    1. Ying-Ying Lee, 2015. "Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification," Econometrics, MDPI, vol. 4(1), pages 1-14, December.

  6. Parker, Thomas, 2013. "A Comparison Of Alternative Approaches To Supremum-Norm Goodness-Of-Fit Tests With Estimated Parameters," Econometric Theory, Cambridge University Press, vol. 29(5), pages 969-1008, October.

    Cited by:

    1. Chung, EunYi & Olivares, Mauricio, 2021. "Permutation test for heterogeneous treatment effects with a nuisance parameter," Journal of Econometrics, Elsevier, vol. 225(2), pages 148-174.
    2. Richard Spady & Sami Stouli, 2019. "Dual regression," CeMMAP working papers CWP01/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 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.
  1. NEP-ECM: Econometrics (6) 2010-05-29 2010-06-04 2019-12-09 2020-04-20 2020-05-04 2021-11-15. Author is listed
  2. NEP-UPT: Utility Models and Prospect Theory (2) 2020-05-04 2020-05-11
  3. NEP-EXP: Experimental Economics (1) 2019-12-09
  4. NEP-GEN: Gender (1) 2020-05-11
  5. NEP-ORE: Operations Research (1) 2020-05-11

Corrections

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