Research projects

Project CEMAPRE internal

TitleTopics in Mode regression and the bootstrap -2022
ParticipantsPaulo Parente (Principal Investigator), João Manuel Vieira
SummaryIn this project we are going to continue to work on the project started last year on mode regression
and the bootstrap. This 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.
Additionally, we going to introduce a generalised version of the kernel block bootstrap method of
Parente and Smith (2018a, 2018b, 2020) for dependent time series. Lastly, we aim to show that the
method introduced in Parente and Smith (2018b) is valid in a more general setting to that considered