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 1 3 14 0 1 5 30
A first-stage representation for instrumental variables quantile 0 0 1 13 1 3 8 42
A first-stage representation for instrumental variables quantile regression 0 0 0 20 1 3 4 29
A first-stage test for instrumental variables quantile regression 0 0 2 29 4 7 17 60
Bootstrap inference for panel data quantile regression 0 1 2 152 0 2 5 50
Endogenous Heteroskedasticity in Linear Models 0 1 13 13 0 2 16 16
Estimation and Inference for Actual and Counterfactual Growth Incidence Curves 0 0 0 89 2 2 4 255
Estimation and inference for actual and counterfactual growth incidence curves 0 1 1 22 0 1 1 100
Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models 0 0 0 10 0 0 4 14
Experiments on portfolio selection: a comparison between quantile preferences and expected utility decision models 0 0 0 6 1 2 5 17
Heterogeneity in the Returns to Education and Informal Activities 0 0 1 1 0 0 3 3
Heterogeneity in the Returns to Education and Informal Activities 0 1 1 1 1 3 4 4
Loss Aversion and the Welfare Ranking of Policy Interventions 1 1 1 16 5 6 6 80
Loss aversion and the welfare ranking of policy interventions 0 0 1 22 8 10 18 63
Measurement Errors in Investment Equations 0 0 1 42 2 2 5 111
Multivariate quantile regression 0 17 18 18 1 11 15 15
On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects 0 0 0 14 8 15 17 58
Partitioned Wild Bootstrap for Panel Data Quantile Regression 0 3 9 9 3 7 14 14
Portfolio Selection in Quantile Decision Models 0 0 1 11 0 2 3 30
Quantile autoregressive distributed lag model with an application to house price returns 0 0 1 25 2 3 8 84
Smoothed GMM for quantile models 0 0 0 56 1 4 7 109
Smoothed GMM for quantile models 0 0 0 15 2 3 10 61
Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations 0 0 2 68 2 3 10 99
Tax Burden, Government Expenditures and Income Distribution in Brazil 0 0 0 0 0 1 2 292
Tests for Normality in Linear Panel Data Models 0 3 3 485 3 9 29 1,861
The Effects of External and Internal Strikes on Total Factor Productivity 0 0 1 1 0 0 1 1
Treatment Effects Inference with High-Dimensional Instruments and Control Variables 0 0 9 9 4 5 12 12
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 2 5 1 4 10 25
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 3 19 1 1 5 27
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 2 12 3 4 9 30
Unconditional quantile partial effects under endogeneity 7 7 7 7 22 22 22 22
Uniform inference for value functions 0 0 1 35 0 0 2 50
Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis 0 0 2 34 0 0 5 122
Total Working Papers 8 36 88 1,273 78 138 286 3,786
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 0 26 0 2 2 61
A dynamic quantile model for distinguishing intertemporal substitution from risk aversion 0 0 1 2 0 2 8 12
A first-stage representation for instrumental variables quantile regression 0 0 1 1 0 1 3 3
A panel data test for poverty traps 0 0 0 19 2 2 3 138
A practical generalized propensity-score estimator for quantile continuous treatment effects 0 0 1 22 0 3 6 60
Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference 0 1 1 21 0 3 7 66
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 0 1 4 70 1 3 9 212
Asymptotics for panel quantile regression models with individual effects 0 1 9 110 2 7 23 337
Bayesian endogeneity bias modeling 0 0 0 9 0 2 4 55
Bootstrap Inference for Panel Data Quantile Regression 3 5 13 17 6 13 33 45
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects 0 0 1 2 2 4 7 28
Convergence or divergence in Latin America? A time series analysis 0 0 1 73 1 2 4 154
Do people maximize quantiles? 0 0 1 5 3 4 8 22
Dynamic Quantile Models of Rational Behavior 1 1 3 13 3 5 9 74
Dynamic economics with quantile preferences 0 1 1 1 0 1 6 10
Efficient minimum distance estimator for quantile regression fixed effects panel data 0 0 4 49 1 3 11 145
Endogeneity bias modeling using observables 0 0 0 8 0 0 2 52
Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large 0 0 0 8 0 0 8 66
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects 0 0 0 19 5 5 8 87
Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models 0 0 1 5 5 6 9 22
First-stage analysis for instrumental-variables quantile regression 0 0 1 4 1 1 4 12
GMM quantile regression 0 1 4 22 2 4 18 78
Generalized Recentered Influence Function Regressions 0 1 1 1 2 7 11 11
HAC Covariance Matrix Estimation in Quantile Regression 1 2 3 4 1 4 8 9
Measurement Errors in Investment Equations 0 0 0 27 2 2 6 110
Measurement errors in quantile regression models 0 1 2 50 0 2 9 220
Numerical Solution of Dynamic Quantile Models 0 0 0 2 0 0 1 11
On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study 0 0 2 32 0 2 10 134
On Testing the Equality of Mean and Quantile Effects 0 1 3 59 1 3 7 192
On solving endogeneity with invalid instruments: an application to investment equations 0 0 0 5 1 1 1 34
On the equivalence of instrumental variables estimators for linear models 0 0 0 4 0 1 1 44
On the unbiased asymptotic normality of quantile regression with fixed effects 0 0 2 16 5 5 12 72
Portfolio selection in quantile decision models 0 0 1 11 0 1 10 31
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 0 0 6 103
Quantile Regression Random Effects 1 3 13 154 1 7 33 510
Quantile Regression with Generated Regressors 0 0 1 12 1 1 5 46
Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate 0 0 1 6 0 3 4 19
Quantile continuous treatment effects 0 0 1 27 3 5 12 136
Quantile regression for dynamic panel data with fixed effects 3 9 32 791 12 31 85 2,224
Quantile selection in non-linear GMM quantile models 0 0 1 1 2 2 7 20
Smoothed GMM for quantile models 0 0 1 14 2 4 8 66
Smoothed quantile regression for panel data 3 9 17 85 6 22 41 290
Static and dynamic quantile preferences 0 0 0 2 0 0 0 12
Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns 0 1 4 15 1 2 6 43
Testing for Slope Heterogeneity Bias in Panel Data Models 0 0 6 22 0 1 20 86
Testing for slope heterogeneity bias in the fixed-effects estimator 0 0 0 0 0 0 0 0
Testing linearity against threshold effects: uniform inference in quantile regression 0 0 0 7 1 2 3 82
Tests for normality based on the quantile-mean covariance 0 0 1 49 0 2 3 108
Tests for normality in linear panel-data models 0 2 4 94 0 8 18 535
Tests for skewness and kurtosis in the one-way error component model 0 0 2 20 3 3 7 100
Tests of asset pricing with time‐varying factor loads 0 0 0 4 1 1 4 38
Threshold quantile autoregressive models 0 0 0 0 1 3 5 95
Unconditional quantile partial effects via conditional quantile regression 0 0 0 0 3 6 7 7
Uniform inference for value functions 0 0 1 2 0 1 8 10
Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment 0 2 4 15 3 8 15 41
Unit root quantile autoregression testing using covariates 0 1 7 251 4 7 31 715
Total Journal Articles 12 43 157 2,310 90 220 596 7,893

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 0 2 0 2 3 22
Multi-dimensional Panels in Quantile Regression Models 0 0 0 0 2 3 3 5
Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression 0 0 0 3 2 3 3 10
Total Chapters 0 0 0 5 4 8 9 37

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Statistics updated 2025-12-06