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, […]

Paulo Parente, Richard J. Smith
25 April 2024 | CWP08/24
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 […]

Paulo Parente, Richard J. Smith
30 October 2019 | CWP60/19
Kernel block bootstrap

This article introduces and investigates the properties of a new bootstrap method for time-series data, the […]

Paulo Parente, Richard J. Smith
25 July 2018 | CWP48/18
Exogeneity in semiparametric moment condition models

The primary concern of this article is the provision of definitions and tests for exogeneity appropriate […]

Paulo Parente, Richard Smith
15 October 2012 | CWP30/12
GEL methods for non-smooth moment indicators

This paper considers the first order large sample properties of the GEL class of estimators for […]

Paulo Parente, Richard Smith
8 July 2008 | CWP19/08

Latest version

GEL methods for non-smooth moment indicators
Paulo Parente, Richard Smith
28 February 2011 | Journal Article