Access Statistics for Paulo M.D.C. Parente
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Cautionary Note on Tests for Overidentifying Restrictions | 0 | 1 | 3 | 385 | 0 | 2 | 4 | 1,038 |
| A cautionary note on tests for overidentifying restrictions | 0 | 1 | 2 | 15 | 0 | 1 | 4 | 72 |
| Dynamic Vector Mode Regression | 0 | 0 | 1 | 45 | 1 | 1 | 3 | 101 |
| Exogeneity in semiparametric moment condition models | 0 | 0 | 0 | 65 | 0 | 0 | 0 | 107 |
| GEL methods for non-smooth moment indicators | 0 | 0 | 0 | 149 | 0 | 0 | 0 | 366 |
| Generalised Empirical Likelihood Kernel Block Bootstrapping | 0 | 0 | 0 | 26 | 0 | 0 | 0 | 33 |
| Kernel block bootstrap | 0 | 0 | 0 | 38 | 0 | 0 | 2 | 34 |
| Quantile regression with clustered data | 2 | 3 | 9 | 140 | 4 | 9 | 25 | 470 |
| Quantile regression with clustered data | 1 | 2 | 2 | 34 | 1 | 2 | 7 | 177 |
| Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models | 0 | 0 | 2 | 44 | 0 | 3 | 6 | 73 |
| Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models | 0 | 0 | 0 | 8 | 0 | 0 | 0 | 11 |
| Total Working Papers | 3 | 7 | 19 | 949 | 6 | 18 | 51 | 2,482 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS | 0 | 0 | 0 | 5 | 0 | 0 | 0 | 22 |
| A cautionary note on tests of overidentifying restrictions | 1 | 4 | 9 | 113 | 3 | 8 | 21 | 319 |
| Bootstrap estimation of covariance matrices via the percentile method | 0 | 0 | 0 | 137 | 0 | 0 | 2 | 487 |
| Dynamic Vector Mode Regression | 0 | 1 | 1 | 5 | 0 | 3 | 3 | 29 |
| GEL METHODS FOR NONSMOOTH MOMENT INDICATORS | 0 | 0 | 0 | 45 | 0 | 0 | 3 | 145 |
| Quantile Regression with Clustered Data | 2 | 5 | 30 | 263 | 5 | 12 | 70 | 860 |
| Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models | 0 | 0 | 1 | 3 | 0 | 0 | 1 | 13 |
| Recent Developments in Empirical Likelihood and Related Methods | 0 | 0 | 0 | 61 | 0 | 0 | 2 | 178 |
| Tests of additional conditional moment restrictions | 0 | 0 | 0 | 7 | 0 | 0 | 0 | 43 |
| Total Journal Articles | 3 | 10 | 41 | 639 | 8 | 23 | 102 | 2,096 |
| Software Item | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| QREG2: Stata module to perform quantile regression with robust and clustered standard errors | 14 | 23 | 124 | 2,155 | 32 | 104 | 592 | 9,802 |
| Total Software Items | 14 | 23 | 124 | 2,155 | 32 | 104 | 592 | 9,802 |
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