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 1 1 3 13 1 1 5 29
A first-stage representation for instrumental variables quantile 0 0 2 13 0 0 6 39
A first-stage representation for instrumental variables quantile regression 0 0 0 20 1 1 2 26
A first-stage test for instrumental variables quantile regression 0 0 3 29 1 3 13 52
Bootstrap inference for panel data quantile regression 0 0 1 151 0 1 5 48
EXPERIMENTS ON PORTFOLIO SELECTION: A COMPARISON BETWEEN QUANTILE PREFERENCES AND EXPECTED UTILITY DECISION MODELS 0 0 0 6 1 2 3 15
Endogenous Heteroskedasticity in Linear Models 1 2 12 12 1 2 13 13
Estimation and Inference for Actual and Counterfactual Growth Incidence Curves 0 0 0 89 0 2 3 253
Estimation and inference for actual and counterfactual growth incidence curves 0 0 0 21 0 0 0 99
Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models 0 0 2 10 0 2 7 14
Heterogeneity in the Returns to Education and Informal Activities 0 0 0 0 0 0 0 0
Heterogeneity in the Returns to Education and Informal Activities 0 0 0 0 0 2 2 2
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 0 2 6 51
Measurement Errors in Investment Equations 0 0 1 42 2 2 3 109
On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects 0 0 0 14 0 1 4 43
Portfolio Selection in Quantile Decision Models 0 0 2 11 0 0 3 28
Quantile autoregressive distributed lag model with an application to house price returns 0 0 1 25 1 1 4 79
Smoothed GMM for quantile models 0 0 1 15 1 1 5 55
Smoothed GMM for quantile models 0 0 2 56 0 0 4 104
Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations 0 0 2 68 0 3 6 95
Tax Burden, Government Expenditures and Income Distribution in Brazil 0 0 0 0 0 0 1 291
Tests for Normality in Linear Panel Data Models 0 0 3 482 4 7 24 1,848
The Effects of External and Internal Strikes on Total Factor Productivity 0 1 1 1 0 1 1 1
Treatment Effects Inference with High-Dimensional Instruments and Control Variables 1 9 9 9 1 4 6 6
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 2 12 0 0 7 26
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 4 19 0 0 5 25
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 1 4 2 3 9 20
Uniform inference for value functions 0 0 1 35 0 0 3 50
Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis 0 0 2 34 1 1 5 122
Total Working Papers 3 13 57 1,228 17 42 156 3,617
2 registered items for which data could not be found

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 0 5 9
A first-stage representation for instrumental variables quantile regression 0 0 1 1 1 1 2 2
A panel data test for poverty traps 0 0 0 19 1 1 1 136
A practical generalized propensity-score estimator for quantile continuous treatment effects 0 1 1 22 0 2 3 57
Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference 0 0 0 20 1 1 4 63
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 2 3 4 69 2 3 6 207
Asymptotics for panel quantile regression models with individual effects 0 0 17 109 1 3 31 329
Bayesian endogeneity bias modeling 0 0 0 9 1 2 2 53
Bootstrap Inference for Panel Data Quantile Regression 0 1 8 10 2 6 24 29
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects 0 0 1 2 1 1 3 23
Convergence or divergence in Latin America? A time series analysis 0 0 2 73 0 0 3 152
Do people maximize quantiles? 0 0 3 5 0 1 7 18
Dynamic Quantile Models of Rational Behavior 0 0 1 11 1 1 5 68
Dynamic economics with quantile preferences 0 0 0 0 1 2 8 8
Efficient minimum distance estimator for quantile regression fixed effects panel data 0 1 5 48 1 4 12 141
Endogeneity bias modeling using observables 0 0 1 8 2 2 3 52
Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large 0 0 1 8 1 1 5 62
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects 0 0 0 19 0 0 6 82
Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models 0 0 1 5 0 0 2 15
GMM quantile regression 0 0 3 21 0 1 15 72
Generalized Recentered Influence Function Regressions 0 0 0 0 2 4 4 4
HAC Covariance Matrix Estimation in Quantile Regression 0 0 2 2 1 1 5 5
Measurement Errors in Investment Equations 0 0 1 27 1 1 4 107
Measurement errors in quantile regression models 0 0 2 49 1 1 9 216
Numerical Solution of Dynamic Quantile Models 0 0 1 2 0 0 3 11
On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study 1 2 2 32 1 4 7 131
On Testing the Equality of Mean and Quantile Effects 0 0 2 58 2 2 4 189
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 0 4 16 1 1 8 66
Portfolio selection in quantile decision models 0 0 2 10 1 1 10 28
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 1 3 7 102
Quantile Regression Random Effects 2 2 17 150 2 4 47 502
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 1 16
Quantile continuous treatment effects 0 0 0 26 1 3 6 129
Quantile regression for dynamic panel data with fixed effects 3 7 29 778 5 16 77 2,187
Quantile selection in non-linear GMM quantile models 0 1 1 1 2 4 5 18
Smoothed GMM for quantile models 0 1 1 14 0 1 5 61
Smoothed quantile regression for panel data 3 5 9 75 3 8 21 264
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 3 14 0 1 4 41
Testing for Slope Heterogeneity Bias in Panel Data Models 0 1 9 22 1 3 23 83
Testing linearity against threshold effects: uniform inference in quantile regression 0 0 0 7 0 1 1 80
Tests for normality based on the quantile-mean covariance 0 1 2 49 0 1 2 106
Tests for normality in linear panel-data models 1 1 2 91 1 3 16 526
Tests for skewness and kurtosis in the one-way error component model 0 1 2 20 0 1 5 96
Tests of asset pricing with time‐varying factor loads 0 0 0 4 0 1 3 37
Threshold quantile autoregressive models 0 0 0 0 1 1 2 91
Unconditional quantile partial effects via conditional quantile regression 0 0 0 0 1 1 1 1
Uniform inference for value functions 0 0 1 2 2 3 7 9
Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment 0 1 2 13 0 2 5 31
Unit root quantile autoregression testing using covariates 0 1 7 250 3 6 34 707
Total Journal Articles 12 30 155 2,249 49 110 483 7,613
1 registered items for which data could not be found

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 1 1 2 20
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 1 1 3 29

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