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Identification

Personal identification

Full name
Paulo Miguel Dias Costa Parente

Citation names

  • Parente, P.M.D.C.
  • Paulo Parente

Author identifiers

Ciência ID
241D-A75A-8A89
ORCID iD
0000-0002-4057-2359

Languages

Language Speaking Reading Writing Listening Peer-review
English Advanced (C1) Advanced (C1) Advanced (C1) Advanced (C1)
Portuguese Advanced (C1) Advanced (C1) Advanced (C1) Advanced (C1)
Education
Degree Classification
2007
Concluded
Economia (Doctor of Philosophy)
University of Warwick Department of Economics, United Kingdom
"Essays on Generalised Empirical Likelihood" (THESIS/DISSERTATION)
Accepted / pass with no corrections
2002
Concluded
Economia (Mestrado)
Universidade Nova de Lisboa, Portugal
"The Censored Quantile Regression Model: Algorithms and Estimation of the Asymptotic Covariance Matrix." (THESIS/DISSERTATION)
16
1998
Concluded
Matematica Aplicada ´a Economia e Gestao (Licenciatura)
Universidade de Lisboa Instituto Superior de Economia e Gestão, Portugal
15
Affiliation

Teaching in Higher Education

Category
Host institution
Employer
2023 - Current Associate Professor (University Teacher) Universidade de Lisboa Instituto Superior de Economia e Gestão, Portugal
Universidade de Lisboa Instituto Superior de Economia e Gestão, Portugal
2017/09/22 - 2023 Assistant Professor (University Teacher) Universidade de Lisboa Instituto Superior de Economia e Gestão, Portugal
2008/09/01 - 2014/11/30 Assistant Professor (University Teacher) University of Exeter Business School, United Kingdom
University of Exeter Business School, United Kingdom
2007 - 2008 Assistant Professor (University Teacher) Universiteit van Amsterdam Faculteit Economie en Bedrijfskunde, Netherlands

Others

Category
Host institution
Employer
2014 - 2017 Senior postdoctoral researcher ISCTE-Instituto Universitário de Lisboa Unidade de Investigação em Desenvolvimento Empresarial, Portugal
2006 - 2007 Postdoctoral Research Fellow University of Cambridge Faculty of Economics, United Kingdom
2000 - 2003 Tecnico Superior de Estatistica Instituto Nacional de Estatistica, Portugal
Projects

Contract

Designation Funders
2019/01/01 - 2019/12/31 Centro de Matemática Aplicada à Previsão e Decisão Económica - CEMAPRE
UID/Multi/00491/2019
Universidade de Lisboa Centro de Matematica Aplicada à Previsão e Decisão Económica, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
2016 - 2018 New inference methods for time series data based on resampling schemes in economics and finance
PTDC/IIM-ECO/3097/2014
Principal investigator
ISCTE-Instituto Universitário de Lisboa Unidade de Investigação em Desenvolvimento Empresarial, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
2001 - 2006 Studies on Quantile Regression with Applications to the Labor Market
POCTI/ECO/43419/2001
Researcher
Fundação para a Ciência e a Tecnologia
Concluded
Outputs

Publications

Journal article
  1. Parente, P.M.D.C.; Smith, R.J.. Corresponding author: Parente, P.M.D.C.. "Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models". Journal of Time Series Analysis 42 4 (2021): 377-405. http://dx.doi.org/10.1111/jtsa.12573.
    10.1111/jtsa.12573
  2. Parente, P.M.D.C.; Santos Silva, João M.C.; Kemp, Gordon. Corresponding author: Santos Silva, João M.C.. "Dynamic Vector Mode Regression". Journal of Business & Economic Statistics 38 3 (2020): 647-661. http://dx.doi.org/10.1080/07350015.2018.1562935.
    10.1080/07350015.2018.1562935
  3. Parente, P.M.D.C.. "A General Class Of Non-Nested Test Statistics For Models Defined Through Moment Restrictions". Econometric Theory 34 2 (2018): 477-507. https://www.cambridge.org/core/journals/econometric-theory/article/abs/general-class-of-nonnested-test-statistics-for-models-defined-through-moment-restrictions/6BB4DFCF420F6F2CF7B408224162A04B.
    Published • 10.1017/S0266466617000123
  4. Parente, P.M.D.C.; Smith, R.J.. Corresponding author: Smith, R.J.. "Tests of additional conditional moment restrictions". Journal of Econometrics (2017): https://doi.org/10.1016/j.jeconom.2017.02.004.
    10.1016/j.jeconom.2017.02.004
  5. Parente, Paulo M.D.C.; Santos Silva, João M.C.. Corresponding author: Santos Silva, João M.C.. "Quantile Regression with Clustered Data". Journal of Econometric Methods 5 1 (2016): 1-15. http://dx.doi.org/10.1515/jem-2014-0011.
    10.1515/jem-2014-0011
  6. Parente, P.M.D.C.; Smith, R.J.. "Recent developments in empirical likelihood and related methods". Annual Review of Economics 6 (2014): 77-102. http://www.scopus.com/inward/record.url?eid=2-s2.0-84905684486&partnerID=MN8TOARS.
    10.1146/annurev-economics-080511-110925
  7. Parente, P.M.D.C.; Santos Silva, J.M.C.. "A cautionary note on tests of overidentifying restrictions". Economics Letters 115 2 (2012): 314-317. http://www.scopus.com/inward/record.url?eid=2-s2.0-84855764381&partnerID=MN8TOARS.
    10.1016/j.econlet.2011.12.047
  8. Parente, P.M.D.C.; Smith, R.J.. "Gel methods for nonsmooth moment indicators". Econometric Theory 27 1 (2011): 74-113. http://www.scopus.com/inward/record.url?eid=2-s2.0-79957513357&partnerID=MN8TOARS.
    10.1017/S0266466610000137
  9. Machado, J.A.F.; Parente, P.M.D.C.. Corresponding author: Machado, J.A.F.. "Bootstrap estimation of covariance matrices via the percentile method". The Econometrics Journal 8 1 (2005): 70-78. http://dx.doi.org/10.1111/j.1368-423x.2005.00152.x.
    10.1111/j.1368-423x.2005.00152.x