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Thomas Parker
Thomas Parker
Verified email at uwaterloo.ca - Homepage
Title
Cited by
Cited by
Year
Bootstrap inference for panel data quantile regression
AF Galvao, T Parker, Z Xiao
Journal of Business & Economic Statistics, 1-12, 2023
72023
A comparison of alternative approaches to supremum-norm goodness-of-fit tests with estimated parameters
T Parker
Econometric theory 29 (5), 969-1008, 2013
7*2013
Wild bootstrap inference for penalized quantile regression for longitudinal data
C Lamarche, T Parker
Journal of Econometrics 235 (2), 1799-1826, 2023
52023
Asymptotic inference for the constrained quantile regression process
T Parker
Journal of econometrics 213 (1), 174-189, 2019
52019
Finite-sample distributions of the Wald, likelihood ratio, and Lagrange multiplier test statistics in the classical linear model
T Parker
Communications in Statistics-Theory and Methods 46 (11), 5195-5202, 2017
5*2017
Uniform inference for value functions
S Firpo, AF Galvao, T Parker
Journal of Econometrics 235 (2), 1680-1699, 2023
42023
Semiparametric efficiency for partially linear single-index regression models
T Chen, T Parker
Journal of Multivariate Analysis 130, 376-386, 2014
42014
Inference for stochastic dominance using large deviations asymptotics
T Parker
Working paper, University of Waterloo, 2015
22015
On the quantile regression analysis in Zhang et al.(2023).
T Parker
Psychiatry Research 332, 115661-115661, 2023
2023
Loss aversion and the welfare ranking of policy interventions
S Firpo, AF Galvao, M Kobus, T Parker, P Rosa-Dias
Journal of Econometrics, 105643, 2023
2023
INE PAN Working Paper Series
S Firpo, A Galvao, M Kobus, T Parker, P Rosa-Dias
2023
Asymptotic Uniform Inference for Stochastic Dominance
T Parker
2016
Efficient combination of conditional quantile information for the single-index model
T Parker
2013
Inference for Parametric Empirical Processes
TM Parker
University of Illinois at Urbana-Champaign, 2012
2012
SUPPLEMENTARY APPENDIX TO “WILD BOOTSTRAP INFERENCE FOR PENALIZED QUANTILE REGRESSION FOR LONGITUDINAL DATA”
C LAMARCHE, T PARKER
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Articles 1–15