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 1 14 0 0 5 34
A Smoothed GMM for Dynamic Quantile Preferences Estimation 0 0 3 3 1 1 7 7
A first-stage representation for instrumental variables quantile 0 0 0 13 0 2 13 52
A first-stage representation for instrumental variables quantile regression 0 0 0 20 0 1 13 39
A first-stage test for instrumental variables quantile regression 0 0 1 30 0 1 27 79
Bootstrap inference for panel data quantile regression 0 0 1 152 0 0 8 56
Endogenous Heteroskedasticity in Linear Models 0 0 2 14 0 0 14 27
Estimation and Inference for Actual and Counterfactual Growth Incidence Curves 0 0 0 89 1 1 19 272
Estimation and Inference for the $\tau$-Quantile of Individual Heterogeneous Coefficient 0 2 2 2 3 7 7 7
Estimation and inference for actual and counterfactual growth incidence curves 0 0 1 22 0 0 12 111
Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models 0 0 0 10 0 1 7 21
Experiments on portfolio selection: a comparison between quantile preferences and expected utility decision models 0 0 1 7 0 3 20 35
Heterogeneity in the Returns to Education and Informal Activities 0 0 2 2 0 1 11 13
Heterogeneity in the Returns to Education and Informal Activities 0 0 1 1 0 1 10 10
Loss Aversion and the Welfare Ranking of Policy Interventions 0 0 2 17 0 2 15 89
Loss aversion and the welfare ranking of policy interventions 0 0 1 1 0 0 2 2
Loss aversion and the welfare ranking of policy interventions 0 0 0 22 0 1 20 71
Measurement Errors in Investment Equations 0 0 1 43 0 2 16 125
Multivariate quantile regression 1 2 17 17 4 10 48 48
Multivariate quantile regression 0 0 20 20 0 1 38 38
On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects 0 0 0 14 0 1 36 79
Panel Quantile Regression with Common Shocks 0 0 11 11 0 4 26 26
Partitioned Wild Bootstrap for Panel Data Quantile Regression 0 0 9 9 1 1 21 21
Portfolio Selection in Quantile Decision Models 0 0 0 11 0 1 14 42
Quantile autoregressive distributed lag model with an application to house price returns 0 0 0 25 1 2 22 101
Smoothed GMM for quantile models 0 0 0 56 0 2 15 119
Smoothed GMM for quantile models 0 0 0 15 0 0 9 64
Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations 0 0 0 68 0 0 16 111
Tax Burden, Government Expenditures and Income Distribution in Brazil 0 0 0 0 0 0 5 296
Tests for Normality in Linear Panel Data Models 1 1 8 490 1 4 61 1,909
The Effects of External and Internal Strikes on Total Factor Productivity 0 0 0 1 0 1 12 13
Treatment Effects Inference with High-Dimensional Instruments and Control Variables 0 0 1 10 0 0 15 21
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 1 5 0 1 28 48
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 0 19 0 1 14 39
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 1 13 0 0 13 39
Unconditional quantile partial effects under endogeneity 1 1 18 18 1 3 41 41
Uniform inference for value functions 0 0 0 35 0 0 10 60
Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis 0 0 0 34 0 0 6 128
Total Working Papers 3 6 105 1,333 13 56 676 4,293
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 DSGE Model of Downside Risk 0 0 0 0 1 1 1 1
A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY 0 0 0 26 0 1 8 67
A dynamic quantile model for distinguishing intertemporal substitution from risk aversion 0 0 0 2 0 1 14 23
A first-stage representation for instrumental variables quantile regression 0 0 1 2 1 4 26 28
A panel data test for poverty traps 0 0 0 19 2 2 19 155
A practical generalized propensity-score estimator for quantile continuous treatment effects 0 0 1 23 0 0 13 70
A practitioner’s guide to panel data quantile regression 0 0 0 0 1 2 2 2
Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference 0 0 1 21 0 0 11 74
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 0 0 3 72 0 2 28 235
Asymptotics for panel quantile regression models with individual effects 2 3 8 117 4 8 35 364
Bayesian endogeneity bias modeling 0 0 0 9 1 1 16 69
Bootstrap Inference for Panel Data Quantile Regression 0 3 12 22 1 5 43 72
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects 0 0 0 2 1 2 16 39
Convergence or divergence in Latin America? A time series analysis 0 0 0 73 1 2 11 163
Do people maximize quantiles? 1 1 1 6 1 2 17 35
Dynamic Quantile Models of Rational Behavior 0 0 2 13 0 0 10 78
Dynamic economics with quantile preferences 0 0 1 1 1 1 18 26
Efficient minimum distance estimator for quantile regression fixed effects panel data 0 0 2 50 1 4 23 164
Endogeneity bias modeling using observables 0 0 0 8 1 1 13 65
Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large 0 0 0 8 0 4 13 75
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects 0 0 0 19 0 0 11 93
Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models 0 0 1 6 0 0 20 35
First-stage analysis for instrumental-variables quantile regression 0 0 1 5 0 1 12 23
GMM quantile regression 0 1 2 23 3 6 29 101
Generalized Recentered Influence Function Regressions 0 0 1 1 0 4 21 25
HAC Covariance Matrix Estimation in Quantile Regression 2 4 10 12 2 7 29 34
Loss aversion and the welfare ranking of policy interventions 0 0 1 1 0 4 20 20
Measurement Errors in Investment Equations 0 0 0 27 0 2 10 117
Measurement errors in quantile regression models 0 0 1 50 0 0 19 235
Numerical Solution of Dynamic Quantile Models 0 0 0 2 0 1 11 22
On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study 0 0 0 32 1 1 13 144
On Testing the Equality of Mean and Quantile Effects 1 1 4 62 3 3 21 210
On solving endogeneity with invalid instruments: an application to investment equations 1 1 1 6 2 3 14 47
On the equivalence of instrumental variables estimators for linear models 0 0 0 4 1 1 8 51
On the unbiased asymptotic normality of quantile regression with fixed effects 0 0 3 19 1 3 24 90
Portfolio selection in quantile decision models 0 0 1 11 0 1 11 39
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 0 1 11 113
Quantile Regression Random Effects 0 1 7 157 1 3 25 527
Quantile Regression with Generated Regressors 0 0 1 12 0 0 8 52
Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate 0 0 0 6 0 1 12 28
Quantile approach to intertemporal consumption with multiple assets 0 0 1 1 1 1 2 2
Quantile continuous treatment effects 0 0 1 27 1 1 20 149
Quantile regression for dynamic panel data with fixed effects 3 8 30 808 3 14 103 2,290
Quantile selection in non-linear GMM quantile models 0 0 0 1 1 1 13 31
Smoothed GMM for quantile models 0 0 2 16 0 1 26 87
Smoothed quantile regression for panel data 1 2 12 87 1 4 45 309
Static and dynamic quantile preferences 0 0 0 2 0 0 9 21
Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns 0 2 7 21 1 6 26 67
Testing for Slope Heterogeneity Bias in Panel Data Models 0 1 3 25 2 5 23 106
Testing for slope heterogeneity bias in the fixed-effects estimator 0 2 17 17 0 2 38 38
Testing linearity against threshold effects: uniform inference in quantile regression 0 0 0 7 0 0 7 87
Tests for normality based on the quantile-mean covariance 0 0 0 49 1 1 9 115
Tests for normality in linear panel-data models 0 0 7 98 2 2 28 554
Tests for skewness and kurtosis in the one-way error component model 0 0 0 20 0 0 10 106
Tests of asset pricing with time‐varying factor loads 0 0 0 4 1 1 12 49
Threshold quantile autoregressive models 0 0 0 0 0 1 13 104
Unconditional quantile partial effects via conditional quantile regression 0 0 1 1 0 1 24 25
Uniform inference for value functions 0 0 0 2 0 0 12 21
Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment 0 0 4 17 0 3 27 58
Unit root quantile autoregression testing using covariates 1 2 3 253 1 3 29 736
Total Journal Articles 12 32 154 2,407 46 132 1,142 8,766

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 0 5 25
Multi-dimensional Panels in Quantile Regression Models 0 0 0 0 0 0 6 8
Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression 0 0 0 3 1 1 12 19
Total Chapters 0 0 0 5 1 1 23 52

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "A DSGE Model of Downside Risk" 0 0 0 0 2 2 2 2
Total Software Items 0 0 0 0 2 2 2 2

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Statistics updated 2026-08-07