| Quantile Regression with Clustered Data PMDC Parente, JMC Santos Silva Journal of Econometric Methods 5 (1), 1-15, 2016 | 322 | 2016 |
| A cautionary note on tests of overidentifying restrictions PMDC Parente, JMCS Silva Economics Letters 115 (2), 314-317, 2012 | 174 | 2012 |
| qreg2: Stata module to perform quantile regression with robust and clustered standard errors JAF Machado, PMDC Parente, JMCS Silva Statistical Software Components, 2014 | 105 | 2014 |
| GEL methods for nonsmooth moment indicators PMDC Parente, RJ Smith Econometric Theory 27 (1), 74-113, 2011 | 44 | 2011 |
| Bootstrap estimation of covariance matrices via the percentile method JAF Machado, P Parente The Econometrics Journal 8 (1), 70-78, 2005 | 27 | 2005 |
| Dynamic vector mode regression GCR Kemp, PMDC Parente, JMC Santos Silva Journal of Business & Economic Statistics 38 (3), 647-661, 2020 | 15 | 2020 |
| Recent Developments in Empirical Likelihood and Related Methods PMDC Parente, RJ Smith Annual Review of Economics 6 (0), 77-102, 2014 | 14 | 2014 |
| Kernel block bootstrap PMDC Parente, RJ Smith cemmap working paper, 2018 | 4 | 2018 |
| Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models PMDC Parente, RJ Smith Journal of Time Series Analysis 42 (4), 377-405, 2021 | 3 | 2021 |
| Generalised empirical likelihood Kernel Block bootstrapping PMDC Parente, RJ Smith ISEG-REM-Research in Economics and Mathematics, 2018 | 2 | 2018 |
| A General Class of Non-Nested Test Statistics for Models Defined through Moment Restrictions PMDC Parente Econometric Theory 34 (2), 477-507, 2018 | | 2018 |
| Tests of additional conditional moment restrictions PMDC Parente, RJ Smith Journal of Econometrics 200 (1), 1-16, 2017 | | 2017 |
J.M.C. Santos SilvaUniversity of SurreyVerified email at surrey.ac.uk
