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 2 13 0 1 4 29
A first-stage representation for instrumental variables quantile 0 0 1 13 0 0 5 39
A first-stage representation for instrumental variables quantile regression 0 0 0 20 1 2 3 27
A first-stage test for instrumental variables quantile regression 0 0 2 29 2 4 13 55
Bootstrap inference for panel data quantile regression 1 1 2 152 1 1 6 49
Endogenous Heteroskedasticity in Linear Models 0 1 12 12 0 2 14 14
Estimation and Inference for Actual and Counterfactual Growth Incidence Curves 0 0 0 89 0 0 2 253
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 1 10 0 0 5 14
Experiments on portfolio selection: a comparison between quantile preferences and expected utility decision models 0 0 0 6 0 1 3 15
Heterogeneity in the Returns to Education and Informal Activities 0 1 1 1 0 1 3 3
Heterogeneity in the Returns to Education and Informal Activities 0 0 0 0 0 1 1 1
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 9 54
Measurement Errors in Investment Equations 0 0 1 42 0 2 3 109
Multivariate quantile regression 14 15 15 15 7 11 11 11
On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects 0 0 0 14 2 2 5 45
Partitioned Wild Bootstrap for Panel Data Quantile Regression 0 6 6 6 0 7 7 7
Portfolio Selection in Quantile Decision Models 0 0 2 11 0 0 2 28
Quantile autoregressive distributed lag model with an application to house price returns 0 0 1 25 0 3 5 81
Smoothed GMM for quantile models 0 0 2 56 1 2 6 106
Smoothed GMM for quantile models 0 0 1 15 1 5 9 59
Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations 0 0 2 68 1 2 8 97
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 1 9 27 1,853
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 1 9 9 0 2 7 7
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 3 19 0 1 5 26
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 1 2 5 1 4 9 22
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 2 12 1 1 7 27
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 0 1 5 122
Total Working Papers 15 27 76 1,252 20 68 190 3,668
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 1 26 1 1 2 60
A dynamic quantile model for distinguishing intertemporal substitution from risk aversion 0 0 1 2 0 1 6 10
A first-stage representation for instrumental variables quantile regression 0 0 1 1 1 2 3 3
A panel data test for poverty traps 0 0 0 19 0 1 1 136
A practical generalized propensity-score estimator for quantile continuous treatment effects 0 0 1 22 1 1 4 58
Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference 1 1 1 21 2 3 6 65
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 1 3 5 70 1 5 8 210
Asymptotics for panel quantile regression models with individual effects 1 1 17 110 3 5 33 333
Bayesian endogeneity bias modeling 0 0 0 9 0 1 2 53
Bootstrap Inference for Panel Data Quantile Regression 1 3 11 13 3 8 27 35
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects 0 0 1 2 1 3 5 25
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 0 7 18
Dynamic Quantile Models of Rational Behavior 0 1 2 12 0 2 5 69
Dynamic economics with quantile preferences 0 0 0 0 0 2 9 9
Efficient minimum distance estimator for quantile regression fixed effects panel data 0 1 6 49 1 3 14 143
Endogeneity bias modeling using observables 0 0 1 8 0 2 3 52
Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large 0 0 1 8 0 5 9 66
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects 0 0 0 19 0 0 3 82
Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models 0 0 1 5 0 1 3 16
First-stage analysis for instrumental-variables quantile regression 0 0 3 4 0 0 5 11
GMM quantile regression 1 1 4 22 1 3 18 75
Generalized Recentered Influence Function Regressions 1 1 1 1 1 3 5 5
HAC Covariance Matrix Estimation in Quantile Regression 1 1 3 3 2 3 7 7
Measurement Errors in Investment Equations 0 0 1 27 0 2 5 108
Measurement errors in quantile regression models 0 0 1 49 0 3 7 218
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 1 2 32 0 2 8 132
On Testing the Equality of Mean and Quantile Effects 0 0 2 58 1 3 5 190
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 1 43
On the unbiased asymptotic normality of quantile regression with fixed effects 0 0 4 16 0 2 9 67
Portfolio selection in quantile decision models 0 1 2 11 0 3 11 30
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 0 2 6 103
Quantile Regression Random Effects 2 5 17 153 4 7 41 507
Quantile Regression with Generated Regressors 0 1 2 12 0 1 5 45
Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate 0 0 1 6 1 1 2 17
Quantile continuous treatment effects 0 1 1 27 2 5 10 133
Quantile regression for dynamic panel data with fixed effects 2 9 29 784 3 14 69 2,196
Quantile selection in non-linear GMM quantile models 0 0 1 1 0 2 5 18
Smoothed GMM for quantile models 0 0 1 14 1 2 5 63
Smoothed quantile regression for panel data 3 7 12 79 4 11 27 272
Static and dynamic quantile preferences 0 0 0 2 0 0 1 12
Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns 1 1 4 15 1 1 5 42
Testing for Slope Heterogeneity Bias in Panel Data Models 0 0 8 22 0 3 23 85
Testing linearity against threshold effects: uniform inference in quantile regression 0 0 0 7 0 0 1 80
Tests for normality based on the quantile-mean covariance 0 0 2 49 1 1 3 107
Tests for normality in linear panel-data models 1 3 4 93 1 3 16 528
Tests for skewness and kurtosis in the one-way error component model 0 0 2 20 0 1 5 97
Tests of asset pricing with time‐varying factor loads 0 0 0 4 0 0 3 37
Threshold quantile autoregressive models 0 0 0 0 0 2 2 92
Unconditional quantile partial effects via conditional quantile regression 0 0 0 0 2 3 3 3
Uniform inference for value functions 0 0 1 2 0 2 7 9
Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment 2 2 4 15 3 5 10 36
Unit root quantile autoregression testing using covariates 0 0 7 250 1 5 31 709
Total Journal Articles 18 44 174 2,285 43 141 515 7,716

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 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 0 1 3 29

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Statistics updated 2025-10-06