Tom Parker
Associate Professor
Associate Director, Graduate Studies
School of Economics
University of Waterloo
tmparker@uwaterloo.ca
CV
Research
Publications
- Loss aversion and the welfare ranking of policy interventions, with Sergio Firpo, Antonio F. Galvao, Martyna Kobus and Pedro Rosa-Dias, Journal of Econometrics 252, Part B (2025), article 105643. Published; Preprint; Code
- Bootstrap inference for panel data quantile regression, with Antonio F. Galvao and Zhijie Xiao, Journal of Business and Economic Statistics 42 (2024), 628-639. Published; Preprint; Code
- Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data, with Carlos Lamarche, Journal of Econometrics 235 (2023), 1799-1826. Published; Preprint
- Uniform inference for value functions, with Sergio Firpo and Antonio F. Galvao, Journal of Econometrics 235 (2023), 1680-1699. Published; Preprint; Code
- Asymptotic Inference for the Constrained Quantile Regression Process, Journal of Econometrics 213 (2019), 174-189. Published; Preprint; Code
- Finite Sample Distributions of the Wald, Likelihood Ratio and Lagrange Multiplier Test Statistics in the Classical Linear Model, Communications in Statistics — Theory and Methods 46 (2017), 5195-5202. Published; Preprint
- Semiparametric Efficiency for Partially Linear Single-Index Regression Models, with Tao Chen, Journal of Multivariate Analysis 130 (2014), 376-386. Published; Preprint
- A Comparison of Alternative Approaches to Sup-Norm Goodness of Fit Tests With Estimated Parameters, Econometric Theory 29 (2013), 969-1008. Published; Preprint
Working papers
- Partitioned Wild Bootstrap for Panel Data Quantile Regression, with Antonio Galvao and Carlos Lamarche.
- Ranking Policies Under Loss Aversion and Inequality Aversion, with Martyna Kobus and Radosław Kurek.
Teaching
Class materials are now on Waterloo Learn sites. Current and recent courses:
- ECON 422: Microeconometric Analysis, Winter 2026, Winter 2024
- ECON 221: Statistics for Economists, Fall 2025, Winter & Fall 2024
- ECON 600: Mathematics for Economists, Fall 2025 — here are the notes for the class, if you didn't come to them from Learn
- ECON 600: Mathematics for Economists, Fall 2025 Economists, Winter & Fall 2024
- ECON 673: Econometric Methods for High-Dimensional Data, Winter 2023, Winter 2024
- ECON 721: Econometrics II, Winter 2023, Winter 2024