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 12 12 1 3 28 28
A first-stage representation for instrumental variables quantile 0 1 3 13 0 3 6 37
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 1 1 3 28 1 3 9 46
Bootstrap inference for panel data quantile regression 0 1 2 151 1 2 8 47
EXPERIMENTS ON PORTFOLIO SELECTION: A COMPARISON BETWEEN QUANTILE PREFERENCES AND EXPECTED UTILITY DECISION MODELS 0 0 0 6 1 1 1 13
Endogenous Heteroskedasticity in Linear Models 1 10 10 10 4 11 11 11
Estimation and Inference for Actual and Counterfactual Growth Incidence Curves 0 0 1 89 0 0 2 251
Estimation and inference for actual and counterfactual growth incidence curves 0 0 0 21 0 0 2 99
Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models 0 0 2 10 1 2 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 1 1 22 1 2 2 47
Measurement Errors in Investment Equations 0 0 0 41 0 0 1 106
On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects 0 0 0 14 0 0 2 41
Portfolio Selection in Quantile Decision Models 0 0 2 10 0 0 3 27
Quantile autoregressive distributed lag model with an application to house price returns 0 1 4 25 0 2 13 78
Smoothed GMM for quantile models 0 0 3 56 0 1 6 103
Smoothed GMM for quantile models 0 0 1 15 0 1 2 52
Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations 1 2 2 68 1 3 7 92
Tax Burden, Government Expenditures and Income Distribution in Brazil 0 0 0 0 1 1 3 291
Tests for Normality in Linear Panel Data Models 0 0 4 482 3 4 21 1,836
The Effects of External and Internal Strikes on Total Factor Productivity 0 0 0 48 0 0 1 155
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 1 1 4 0 1 8 16
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 2 2 12 2 4 8 25
Unconditional Quantile Partial Effects via Conditional Quantile Regression 2 3 4 19 2 3 6 25
Uniform inference for value functions 0 0 0 34 0 1 2 49
Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis 1 1 1 33 2 2 4 119
Total Working Papers 6 25 61 1,328 21 50 167 3,939

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 3 26 0 0 3 59
A dynamic quantile model for distinguishing intertemporal substitution from risk aversion 0 1 1 2 1 5 6 9
A first-stage representation for instrumental variables quantile regression 0 1 1 1 0 1 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 1 1 2 55
Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference 0 0 2 20 0 0 2 59
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 0 0 4 66 1 1 12 204
Asymptotics for panel quantile regression models with individual effects 0 6 20 107 1 7 40 321
Bayesian endogeneity bias modeling 0 0 0 9 0 0 0 51
Bootstrap Inference for Panel Data Quantile Regression 1 3 7 7 2 8 20 20
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects 0 1 1 2 0 1 2 22
Convergence or divergence in Latin America? A time series analysis 1 1 2 73 1 2 3 152
Do people maximize quantiles? 0 1 3 5 2 3 6 17
Dynamic Quantile Models of Rational Behavior 1 1 1 11 1 1 5 66
Dynamic economics with quantile preferences 0 0 0 0 0 0 4 4
Efficient minimum distance estimator for quantile regression fixed effects panel data 0 1 6 46 0 2 15 136
Endogeneity bias modeling using observables 0 0 2 8 0 0 2 50
Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large 0 0 1 8 0 2 4 60
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects 0 0 1 19 1 2 7 81
Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models 0 1 1 5 0 2 3 15
First-stage analysis for instrumental-variables quantile regression 0 1 4 4 0 2 10 10
GMM quantile regression 1 2 5 20 3 9 16 69
HAC Covariance Matrix Estimation in Quantile Regression 1 1 2 2 2 3 4 4
Measurement Errors in Investment Equations 0 0 1 27 0 1 5 105
Measurement errors in quantile regression models 0 0 1 48 0 1 6 212
Numerical Solution of Dynamic Quantile Models 0 0 1 2 0 0 2 10
On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study 0 0 1 30 2 3 5 127
On Testing the Equality of Mean and Quantile Effects 1 1 1 57 1 1 4 186
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 4 15 0 1 8 61
Portfolio selection in quantile decision models 0 0 3 10 2 6 11 27
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 1 1 4 98
Quantile Regression Random Effects 2 5 26 146 5 13 66 490
Quantile Regression with Generated Regressors 0 0 1 11 0 3 4 44
Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate 0 1 1 6 0 1 2 16
Quantile continuous treatment effects 0 0 5 26 1 2 13 126
Quantile regression for dynamic panel data with fixed effects 3 10 30 769 7 22 84 2,161
Quantile selection in non-linear GMM quantile models 0 0 0 0 0 0 1 13
Smoothed GMM for quantile models 0 0 0 13 0 1 5 59
Smoothed quantile regression for panel data 1 1 4 69 1 5 21 254
Static and dynamic quantile preferences 0 0 0 2 0 0 3 12
Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns 0 3 5 14 0 3 7 40
Testing for Slope Heterogeneity Bias in Panel Data Models 2 3 6 19 5 10 26 76
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 2 2 23 519
Tests for skewness and kurtosis in the one-way error component model 0 0 1 18 1 1 5 94
Tests of asset pricing with time‐varying factor loads 0 0 0 4 1 2 2 36
Threshold quantile autoregressive models 0 0 0 0 0 0 1 90
Uniform inference for value functions 0 1 1 2 0 3 4 5
Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment 0 0 2 11 2 2 6 28
Unit root quantile autoregression testing using covariates 1 3 11 247 4 13 38 697
Total Journal Articles 15 50 175 2,203 51 149 526 7,446

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 2 2
Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression 0 0 0 3 0 0 1 7
Total Chapters 0 0 1 5 0 0 4 28

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Statistics updated 2025-03-03