Paulo Parente
Selected Publications
Implied probability kernel block bootstrap for time series moment condition models
This article generalizes and extends the kernel block bootstrap (KBB) method of Parente and Smith (2018, […]
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 GEL class of estimators for […]