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 2 12 0 0 6 28
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 1 20 0 0 2 25
A first-stage test for instrumental variables quantile regression 0 0 3 29 0 2 12 51
Bootstrap inference for panel data quantile regression 0 0 2 151 1 1 6 48
EXPERIMENTS ON PORTFOLIO SELECTION: A COMPARISON BETWEEN QUANTILE PREFERENCES AND EXPECTED UTILITY DECISION MODELS 0 0 0 6 1 1 2 14
Endogenous Heteroskedasticity in Linear Models 0 1 11 11 0 1 12 12
Estimation and Inference for Actual and Counterfactual Growth Incidence Curves 0 0 0 89 1 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 1 2 7 14
Heterogeneity in the Returns to Education and Informal Activities 0 0 0 0 1 2 2 2
Heterogeneity in the Returns to Education and Informal Activities 0 0 0 0 0 0 0 0
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 6 51
Measurement Errors in Investment Equations 0 0 1 42 0 0 1 107
On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects 0 0 0 14 0 2 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 2 25 0 0 6 78
Smoothed GMM for quantile models 0 0 2 56 0 1 5 104
Smoothed GMM for quantile models 0 0 1 15 0 0 4 54
Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations 0 0 2 68 3 3 7 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 2 5 21 1,844
Treatment Effects Inference with High-Dimensional Instruments and Control Variables 8 8 8 8 3 5 5 5
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 2 12 0 0 7 26
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 1 4 1 1 9 18
Uniform inference for value functions 0 1 1 35 0 1 3 50
Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis 0 1 2 34 0 2 4 121
Total Working Papers 8 11 56 1,224 15 34 150 3,599
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 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 1 1 22 0 2 3 57
Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference 0 0 0 20 0 0 3 62
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 1 1 2 67 1 1 5 205
Asymptotics for panel quantile regression models with individual effects 0 1 17 109 0 4 31 328
Bayesian endogeneity bias modeling 0 0 0 9 0 1 1 52
Bootstrap Inference for Panel Data Quantile Regression 0 1 10 10 1 4 25 27
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 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 0 0 4 67
Dynamic economics with quantile preferences 0 0 0 0 1 2 7 7
Efficient minimum distance estimator for quantile regression fixed effects panel data 0 1 6 48 0 3 13 140
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 0 1 4 61
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects 0 0 1 19 0 1 7 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 2 15 72
Generalized Recentered Influence Function Regressions 0 0 0 0 2 2 2 2
HAC Covariance Matrix Estimation in Quantile Regression 0 0 2 2 0 0 4 4
Measurement Errors in Investment Equations 0 0 1 27 0 1 3 106
Measurement errors in quantile regression models 0 1 2 49 0 1 8 215
Numerical Solution of Dynamic Quantile Models 0 0 1 2 0 1 3 11
On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study 1 1 2 31 2 3 8 130
On Testing the Equality of Mean and Quantile Effects 0 1 2 58 0 1 2 187
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 0 5 16 0 1 8 65
Portfolio selection in quantile decision models 0 0 2 10 0 0 9 27
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 1 2 6 101
Quantile Regression Random Effects 0 2 17 148 1 9 51 500
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 2 2 5 128
Quantile regression for dynamic panel data with fixed effects 0 5 27 775 6 17 79 2,182
Quantile selection in non-linear GMM quantile models 0 1 1 1 0 2 4 16
Smoothed GMM for quantile models 1 1 1 14 1 2 6 61
Smoothed quantile regression for panel data 2 3 6 72 4 7 18 261
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 2 9 22 0 4 24 82
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 1 1 2 49 1 1 2 106
Tests for normality in linear panel-data models 0 0 1 90 2 5 20 525
Tests for skewness and kurtosis in the one-way error component model 0 2 2 20 0 2 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 0 0 1 90
Unconditional quantile partial effects via conditional quantile regression 0 0 0 0 0 0 0 0
Uniform inference for value functions 0 0 1 2 0 2 5 7
Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment 1 2 2 13 1 3 5 31
Unit root quantile autoregression testing using covariates 0 3 8 250 2 7 33 704
Total Journal Articles 7 30 153 2,237 28 100 469 7,564
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 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

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Statistics updated 2025-07-04