All Stories

  1. A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS

    Article • Econometric Theory, April 2017, Cambridge University Press

    Paulo Parente

  2. Tests of additional conditional moment restrictions

    Article • Journal of Econometrics, March 2017, Elsevier

    Paulo Parente

  3. Quantile Regression with Clustered Data

    Article • Journal of Econometric Methods, January 2016, De Gruyter

    Professor Joao M.C. Santos Silva, Paulo Parente

  4. Recent Developments in Empirical Likelihood and Related Methods

    Article • Annual Review of Economics, August 2014, Annual Reviews

    Paulo Parente

  5. A cautionary note on tests of overidentifying restrictions

    Article • Economics Letters, May 2012, Elsevier

    Professor Joao M.C. Santos Silva, Paulo Parente

  6. GEL METHODS FOR NONSMOOTH MOMENT INDICATORS

    Article • Econometric Theory, April 2010, Cambridge University Press

    Paulo Parente

  7. Bootstrap estimation of covariance matrices via the percentile method

    Article • Econometrics Journal, March 2005, Wiley

    Paulo Parente