Paulo Parente
Selected Publications
Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
This paper applies a novel bootstrap method, the kernel block bootstrap, to quasi-maximum likelihood estimation of […]
Kernel block bootstrap
This article introduces and investigates the properties of a new bootstrap method for time-series data, the […]
Exogeneity in semiparametric moment condition models
The primary concern of this article is the provision of definitions and tests for exogeneity appropriate […]
GEL methods for non-smooth moment indicators
This paper considers the first-order large sample properties of the generalized empirical likelihood (GEL) class of […]
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GEL methods for non-smooth moment indicators
This paper considers the first order large sample properties of the GEL class of estimators for […]