Research projects

Project CEMAPRE internal

TitleTopics in Mode regression and the bootstrap
ParticipantsPaulo Parente (Principal Investigator), João Manuel Vieira
SummaryThis project aims to offer the following contributions to the literature on mode regression and the
bootstrap. First, we are going to analyse the behaviour the mode regression estimators of Kemp and
Santos Silva (2012) under dependence of the data. Second, we are going to propose an estimator for
parameters of a mode regression model for panel data with fixed effects. Lastly, we going to
introduce a generalised version of the kernel block bootstrap method of Parente and Smith ( 2020)
for dependent time series.