Project CEMAPRE internal
| Title | Topics in Mode regression and the bootstrap -2022 |
| Participants | Paulo Parente (Principal Investigator), João Manuel Vieira |
| Summary | In 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 before. |