Access Statistics for Antonio F Galvao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quantile Model of Firm Investment 0 0 12 12 0 1 28 28
A first-stage representation for instrumental variables quantile 0 0 2 13 0 2 7 39
A first-stage representation for instrumental variables quantile regression 0 0 1 20 0 0 3 25
A first-stage test for instrumental variables quantile regression 0 2 3 29 0 4 11 49
Bootstrap inference for panel data quantile regression 0 0 2 151 0 1 6 47
EXPERIMENTS ON PORTFOLIO SELECTION: A COMPARISON BETWEEN QUANTILE PREFERENCES AND EXPECTED UTILITY DECISION MODELS 0 0 0 6 0 1 1 13
Endogenous Heteroskedasticity in Linear Models 0 1 10 10 0 4 11 11
Estimation and Inference for Actual and Counterfactual Growth Incidence Curves 0 0 0 89 0 0 1 251
Estimation and inference for actual and counterfactual growth incidence curves 0 0 0 21 0 0 1 99
Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models 0 0 2 10 0 1 5 12
Heterogeneity in the Returns to Education and Informal Activities 0 0 1 70 0 0 2 234
Loss Aversion and the Welfare Ranking of Policy Interventions 0 0 1 15 0 0 1 74
Loss aversion and the welfare ranking of policy interventions 0 0 1 22 1 3 4 49
Measurement Errors in Investment Equations 0 1 1 42 0 1 1 107
On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects 0 0 0 14 1 1 3 42
Portfolio Selection in Quantile Decision Models 0 1 3 11 0 1 4 28
Quantile autoregressive distributed lag model with an application to house price returns 0 0 3 25 0 0 10 78
Smoothed GMM for quantile models 0 0 2 56 1 1 6 104
Smoothed GMM for quantile models 0 0 1 15 0 2 4 54
Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations 0 1 2 68 0 1 7 92
Tax Burden, Government Expenditures and Income Distribution in Brazil 0 0 0 0 0 1 1 291
Tests for Normality in Linear Panel Data Models 0 0 4 482 2 8 21 1,841
The Effects of External and Internal Strikes on Total Factor Productivity 0 0 0 48 0 0 0 155
Treatment Effects Inference with High-Dimensional Instruments and Control Variables 0 0 0 0 2 2 2 2
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 2 12 0 3 8 26
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 2 4 19 0 2 5 25
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 1 4 0 1 9 17
Uniform inference for value functions 1 1 1 35 1 1 3 50
Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis 1 2 2 34 2 4 4 121
Total Working Papers 2 11 61 1,333 10 46 169 3,964

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY 0 0 2 26 0 0 2 59
A dynamic quantile model for distinguishing intertemporal substitution from risk aversion 0 0 1 2 0 1 5 9
A first-stage representation for instrumental variables quantile regression 0 0 1 1 0 0 1 1
A panel data test for poverty traps 0 0 0 19 0 0 0 135
A practical generalized propensity-score estimator for quantile continuous treatment effects 0 0 1 21 0 1 2 55
Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference 0 0 1 20 0 3 4 62
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 0 0 2 66 0 1 7 204
Asymptotics for panel quantile regression models with individual effects 1 2 18 109 2 6 36 326
Bayesian endogeneity bias modeling 0 0 0 9 0 0 0 51
Bootstrap Inference for Panel Data Quantile Regression 0 3 9 9 0 5 23 23
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects 0 0 1 2 0 0 2 22
Convergence or divergence in Latin America? A time series analysis 0 1 2 73 0 1 3 152
Do people maximize quantiles? 0 0 3 5 0 2 6 17
Dynamic Quantile Models of Rational Behavior 0 1 1 11 0 2 5 67
Dynamic economics with quantile preferences 0 0 0 0 1 2 6 6
Efficient minimum distance estimator for quantile regression fixed effects panel data 0 1 5 47 0 1 12 137
Endogeneity bias modeling using observables 0 0 1 8 0 0 1 50
Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large 0 0 1 8 1 1 4 61
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects 0 0 1 19 1 2 8 82
Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models 0 0 1 5 0 0 2 15
First-stage analysis for instrumental-variables quantile regression 0 0 4 4 0 0 10 10
GMM quantile regression 0 2 5 21 1 5 16 71
HAC Covariance Matrix Estimation in Quantile Regression 0 1 2 2 0 2 4 4
Measurement Errors in Investment Equations 0 0 1 27 1 1 3 106
Measurement errors in quantile regression models 1 1 2 49 1 3 8 215
Numerical Solution of Dynamic Quantile Models 0 0 1 2 1 1 3 11
On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study 0 0 1 30 0 2 5 127
On Testing the Equality of Mean and Quantile Effects 1 2 2 58 1 2 4 187
On solving endogeneity with invalid instruments: an application to investment equations 0 0 0 5 0 0 0 33
On the equivalence of instrumental variables estimators for linear models 0 0 0 4 0 0 2 43
On the unbiased asymptotic normality of quantile regression with fixed effects 0 1 5 16 1 4 10 65
Portfolio selection in quantile decision models 0 0 2 10 0 2 9 27
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 0 2 4 99
Quantile Regression Random Effects 2 4 24 148 7 13 63 498
Quantile Regression with Generated Regressors 0 0 1 11 0 0 4 44
Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate 0 0 1 6 0 0 2 16
Quantile continuous treatment effects 0 0 4 26 0 1 8 126
Quantile regression for dynamic panel data with fixed effects 1 5 27 771 6 17 82 2,171
Quantile selection in non-linear GMM quantile models 0 0 0 0 0 1 2 14
Smoothed GMM for quantile models 0 0 0 13 1 1 6 60
Smoothed quantile regression for panel data 1 2 4 70 2 3 17 256
Static and dynamic quantile preferences 0 0 0 2 0 0 2 12
Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns 0 0 5 14 0 0 7 40
Testing for Slope Heterogeneity Bias in Panel Data Models 1 4 8 21 2 9 24 80
Testing linearity against threshold effects: uniform inference in quantile regression 0 0 0 7 0 0 0 79
Tests for normality based on the quantile-mean covariance 0 0 1 48 0 0 1 105
Tests for normality in linear panel-data models 0 0 1 90 3 6 24 523
Tests for skewness and kurtosis in the one-way error component model 1 1 2 19 1 2 6 95
Tests of asset pricing with time‐varying factor loads 0 0 0 4 0 1 2 36
Threshold quantile autoregressive models 0 0 0 0 0 0 1 90
Uniform inference for value functions 0 0 1 2 1 1 4 6
Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment 1 1 2 12 1 3 5 29
Unit root quantile autoregression testing using covariates 2 3 10 249 4 8 37 701
Total Journal Articles 12 35 167 2,223 39 118 504 7,513

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 3 Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis 0 0 1 2 0 0 1 19
Multi-dimensional Panels in Quantile Regression Models 0 0 0 0 0 0 1 2
Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression 0 0 0 3 0 0 0 7
Total Chapters 0 0 1 5 0 0 2 28

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12