Quasi‐Maximum Likelihood and The Kernel Block Bootstrap for Nonlinear Dynamic Models
P. Parente and R. J. Smith
Journal of Time Series Analysis, to appear (2021).
Dynamic Vector Mode Regression
G. C. Kemp, P. Parente and J. M. Santos Silva
Journal of Business and Economic Statistics 38, 647-661 (2020).
A General Class of Non-Nested Test Statistics for Models Defined through Moment Restrictions
P. Parente
Econometric Theory 34, 477-507 (2018).
Tests of Additional Conditional Moment Restrictions
P. Parente and R. J. Smith
Journal of Econometrics 200, 1-16 (2017).
Quantile Regression with Clustered Data
P. Parente and J. M. Santos Silva
Journal of Econometric Methods 5, 1-15 (2016).
Recent Developments in Empirical Likelihood and Related Methods
P. Parente and R. J. Smith
Annual Review of Economics 6, 77-102 (2014).
A cautionary note on tests of overidentifying restrictions
P. Parente and J. M. Santos Silva
Economics Letters 115, 314-317 (2011).
GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
P. Parente and R. J. Smith
Econometric Theory 27, 74-113 (2011).
Bootstrap estimation of covariance matrices via the percentile method
J. A. Machado and P. Parente
Econometrics Journal 8, 70-78 (2005).