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 | 0 | 5 | 383 | 0 | 0 | 8 | 1,035 |
| A cautionary note on tests for overidentifying restrictions | 0 | 0 | 1 | 14 | 1 | 1 | 4 | 70 |
| Dynamic Vector Mode Regression | 0 | 0 | 2 | 44 | 0 | 0 | 2 | 98 |
| Exogeneity in semiparametric moment condition models | 0 | 0 | 2 | 65 | 0 | 0 | 2 | 107 |
| GEL methods for non-smooth moment indicators | 0 | 0 | 0 | 149 | 0 | 0 | 0 | 366 |
| Generalised Empirical Likelihood Kernel Block Bootstrapping | 0 | 0 | 2 | 26 | 0 | 0 | 3 | 33 |
| Kernel block bootstrap | 0 | 0 | 3 | 38 | 1 | 1 | 5 | 33 |
| Quantile regression with clustered data | 1 | 1 | 7 | 134 | 3 | 3 | 20 | 451 |
| Quantile regression with clustered data | 0 | 0 | 0 | 32 | 0 | 2 | 6 | 174 |
| Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models | 1 | 1 | 1 | 43 | 1 | 1 | 5 | 69 |
| Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models | 0 | 0 | 1 | 8 | 0 | 0 | 1 | 11 |
| Total Working Papers | 2 | 2 | 24 | 936 | 6 | 8 | 56 | 2,447 |
| 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 | 11 | 109 | 2 | 5 | 18 | 307 |
| Bootstrap estimation of covariance matrices via the percentile method | 0 | 0 | 0 | 137 | 0 | 0 | 2 | 486 |
| Dynamic Vector Mode Regression | 0 | 0 | 1 | 4 | 0 | 0 | 4 | 26 |
| GEL METHODS FOR NONSMOOTH MOMENT INDICATORS | 0 | 0 | 0 | 45 | 1 | 1 | 5 | 145 |
| Quantile Regression with Clustered Data | 3 | 5 | 27 | 247 | 9 | 17 | 74 | 823 |
| Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models | 0 | 0 | 1 | 2 | 0 | 0 | 1 | 12 |
| Recent Developments in Empirical Likelihood and Related Methods | 0 | 0 | 2 | 61 | 0 | 1 | 6 | 178 |
| Tests of additional conditional moment restrictions | 0 | 0 | 0 | 7 | 0 | 0 | 1 | 43 |
| Total Journal Articles | 4 | 9 | 42 | 617 | 12 | 24 | 111 | 2,042 |
| 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 | 11 | 33 | 147 | 2,097 | 53 | 155 | 747 | 9,508 |
| Total Software Items | 11 | 33 | 147 | 2,097 | 53 | 155 | 747 | 9,508 |
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