Project CEMAPRE internal
| Title | Methodological Developments in Bootstrap and Panel Data Regression - 2026 |
| Participants | Paulo Parente (Principal Investigator), João Manuel Vieira |
| Summary | The 2026 project builds on the methodological and applied research developed in previous periods, focusing on bootstrap inference, mode regression, and expectile regression in panel data models. The main objectives are to finalise completed work for journal submission and advance ongoing methodological research. Paulo Parente, in collaboration with R. J. Smith, will finalise and resubmit the revised article extending the bootstrap method proposed in Parente and Smith (2018). This work demonstrates that the Kernel Block Bootstrap applies broadly to models with moment restrictions and allows testing additional moment constraints and mixed parametric restrictions using generalized empirical likelihood probabilities. In 2026, the focus will be on addressing referee comments, strengthening simulations, and preparing the paper for publication. João Vieira’s work on mode regression for panel data with fixed and interactive fixed effects, and on the impact of FDI on growth in 19 emerging economies, is complete. In 2026, he will focus on revising and formatting these articles to prepare them for submission to international journals. In addition, Paulo Parente will continue two methodological projects. With J. A. F. Machado and J. M. C. Santos Silva, he will study expectile regression estimators in panel data with individual and time effects. Separately, with J. M. C. Santos Silva, he will develop a mode regression estimator under endogenous sampling. Overall, the 2026 project combines completion and dissemination of finished work with ongoing development of advanced econometric methods for panel data models. |