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Dr Paulo Dias Costa Parente

Dr Paulo Dias Costa Parente

Lecturer in Economics

4434

1.35
Streatham Court, University of Exeter, Rennes Drive, Exeter, EX4 4PU, UK

Dr Parente has a BSc in Mathematics Applied to Economics and Management (5 year program) from the Technical University in Portugal, and a MSc in Economics (2 year program) from Nova University, also in Portugal. After working in the research department of the Portuguese National Statistics Institute for three years, he did a PhD in Economics at Warwick University. Before joining the Department of Economics of the University of Exeter Business School in 2008, Dr Parente was a Postdoctoral Research Fellow at the University of Cambridge and Assistant Professor at the University of Amsterdam.

Qualifications

BSc (Mathematics Applied to Economics and Business) (Technical University, Lisbon), MSc (Econ) (Nova University, Lisbon), PhD (Econ) (Warwick)

Links

Research

Research interests

  • Econometric theory
  • Estimation and inference in Econometrics
  • Hypothesis testing
  • Misspecification
  • Model selection

Dr Parente’s research is in the area of Theoretical Econometrics. He has written articles on different aspects of inference and estimation in models in Economics. His work is focused not only on estimators such as the Generalised Method of moments and on alternative estimators based on divergence measures, but also on resampling methods. He has had articles published in The Econometrics Journal and Econometric Theory on these issues. The major benefit of this type of research is that it brings mathematical rigour to the analysis of relationships between economic variables and provides statistical tools that practitioners can easily implement in practice.

Research projects

Dr Parente’s current research is focused on developing statistical tools for choosing between two or more economic models and also on resampling / simulation methods that allow estimation and inference in Time-Series models.

Key publications | Publications by category | Publications by year

Key publications


Dias Costa Parente PM, Santos Silva JMC (2012). A Cautionary Note on Tests of Overidentifying Restrictions. Economics Letters, 115(2), 314-317. Full text.
Dias Costa Parente PM, Smith RJ (2012). Exogeneity in semiparametric moment condition models.
Dias Costa Parente PM, Smith RJ (2011). GEL Methods for Non-Smooth Moment Indicators. Econometric Theory, 27, 1-40. Full text.

Publications by category


Journal articles

Dias Costa Parente PM, Santos Silva JMC (2012). A Cautionary Note on Tests of Overidentifying Restrictions. Economics Letters, 115(2), 314-317. Full text.
Dias Costa Parente PM, Smith RJ (2011). GEL Methods for Non-Smooth Moment Indicators. Econometric Theory, 27, 1-40. Full text.
Dias Costa Parente PM, Machado JAF (2005). Bootstrap Estimation of Covariance Matrices via the Percentile Method. The Econometrics Journal, 8(1), 70-78.

Publications by year


2012

Dias Costa Parente PM, Santos Silva JMC (2012). A Cautionary Note on Tests of Overidentifying Restrictions. Economics Letters, 115(2), 314-317. Full text.
Dias Costa Parente PM, Smith RJ (2012). Exogeneity in semiparametric moment condition models.

2011

Dias Costa Parente PM, Smith RJ (2011). GEL Methods for Non-Smooth Moment Indicators. Econometric Theory, 27, 1-40. Full text.

2005

Dias Costa Parente PM, Machado JAF (2005). Bootstrap Estimation of Covariance Matrices via the Percentile Method. The Econometrics Journal, 8(1), 70-78.

Dr Parente has taught courses in Econometrics and Statistics at BSc, MSc and PhD levels. The focus of his teaching has been to introduce students to quantitative techniques that will equip them with the skills needed to successfully tackle many of the statistical and econometric problems that occur in real life.

The more advanced modules that he teaches help students understand the underlying econometric theory that is important in order to make reasonable judgements about the methods to implement in applied econometric analysis.

Modules taught

Modules

2016/17