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 14 2 3 6 33
A first-stage representation for instrumental variables quantile 0 0 0 13 3 6 10 47
A first-stage representation for instrumental variables quantile regression 0 0 0 20 4 6 9 34
A first-stage test for instrumental variables quantile regression 0 0 2 29 6 12 23 68
Bootstrap inference for panel data quantile regression 0 0 1 152 3 3 7 53
Endogenous Heteroskedasticity in Linear Models 0 1 5 14 2 5 14 21
Estimation and Inference for Actual and Counterfactual Growth Incidence Curves 0 0 0 89 8 11 13 264
Estimation and inference for actual and counterfactual growth incidence curves 0 0 1 22 1 5 6 105
Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models 0 0 0 10 2 4 7 18
Experiments on portfolio selection: a comparison between quantile preferences and expected utility decision models 0 0 0 6 3 9 13 25
Heterogeneity in the Returns to Education and Informal Activities 0 0 1 1 2 2 5 5
Heterogeneity in the Returns to Education and Informal Activities 0 0 1 1 1 4 7 7
Loss Aversion and the Welfare Ranking of Policy Interventions 0 2 2 17 3 9 10 84
Loss aversion and the welfare ranking of policy interventions 0 0 0 22 3 13 22 68
Measurement Errors in Investment Equations 1 1 2 43 6 11 14 120
Multivariate quantile regression 0 13 13 13 4 27 27 27
Multivariate quantile regression 0 0 18 18 5 8 22 22
On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects 0 0 0 14 7 18 27 68
Partitioned Wild Bootstrap for Panel Data Quantile Regression 0 0 9 9 2 6 17 17
Portfolio Selection in Quantile Decision Models 0 0 1 11 2 4 7 34
Quantile autoregressive distributed lag model with an application to house price returns 0 0 0 25 1 8 12 90
Smoothed GMM for quantile models 0 0 0 56 4 5 10 113
Smoothed GMM for quantile models 0 0 0 15 0 2 9 61
Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations 0 0 1 68 3 6 12 103
Tax Burden, Government Expenditures and Income Distribution in Brazil 0 0 0 0 1 1 3 293
Tests for Normality in Linear Panel Data Models 0 0 3 485 12 22 47 1,880
The Effects of External and Internal Strikes on Total Factor Productivity 0 0 1 1 0 3 4 4
Treatment Effects Inference with High-Dimensional Instruments and Control Variables 1 1 10 10 3 8 16 16
Unconditional Quantile Partial Effects via Conditional Quantile Regression 1 1 1 13 3 7 11 34
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 2 19 6 7 10 33
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 1 5 7 10 18 34
Unconditional quantile partial effects under endogeneity 0 16 16 16 2 30 30 30
Uniform inference for value functions 0 0 1 35 3 3 4 53
Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis 0 0 2 34 2 2 7 124
Total Working Papers 3 35 96 1,300 116 280 459 3,988
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 2 3 5 64
A dynamic quantile model for distinguishing intertemporal substitution from risk aversion 0 0 0 2 3 4 8 16
A first-stage representation for instrumental variables quantile regression 0 0 0 1 11 11 13 14
A panel data test for poverty traps 0 0 0 19 6 9 10 145
A practical generalized propensity-score estimator for quantile continuous treatment effects 0 0 1 22 5 7 13 67
Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference 0 0 1 21 3 5 12 71
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 1 1 5 71 8 12 20 223
Asymptotics for panel quantile regression models with individual effects 1 2 5 112 7 13 28 348
Bayesian endogeneity bias modeling 0 0 0 9 4 6 10 61
Bootstrap Inference for Panel Data Quantile Regression 0 3 11 17 7 18 39 57
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects 0 0 0 2 6 9 13 35
Convergence or divergence in Latin America? A time series analysis 0 0 1 73 1 3 5 156
Do people maximize quantiles? 0 0 0 5 3 8 12 27
Dynamic Quantile Models of Rational Behavior 0 1 3 13 2 7 13 78
Dynamic economics with quantile preferences 0 0 1 1 2 9 15 19
Efficient minimum distance estimator for quantile regression fixed effects panel data 0 0 3 49 6 10 18 154
Endogeneity bias modeling using observables 0 0 0 8 2 3 5 55
Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large 0 0 0 8 2 3 9 69
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects 0 0 0 19 3 9 11 91
Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models 0 1 1 6 5 12 14 29
First-stage analysis for instrumental-variables quantile regression 0 0 0 4 6 8 9 19
GMM quantile regression 0 0 3 22 5 10 20 86
Generalized Recentered Influence Function Regressions 0 0 1 1 4 8 17 17
HAC Covariance Matrix Estimation in Quantile Regression 1 2 4 5 3 9 15 17
Loss aversion and the welfare ranking of policy interventions 0 0 0 0 9 13 13 13
Measurement Errors in Investment Equations 0 0 0 27 1 3 6 111
Measurement errors in quantile regression models 0 0 2 50 5 6 14 226
Numerical Solution of Dynamic Quantile Models 0 0 0 2 2 4 5 15
On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study 0 0 2 32 3 4 13 138
On Testing the Equality of Mean and Quantile Effects 1 2 5 61 6 10 16 201
On solving endogeneity with invalid instruments: an application to investment equations 0 0 0 5 3 5 5 38
On the equivalence of instrumental variables estimators for linear models 0 0 0 4 1 3 4 47
On the unbiased asymptotic normality of quantile regression with fixed effects 1 1 2 17 6 14 20 81
Portfolio selection in quantile decision models 0 0 1 11 3 3 9 34
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 5 7 13 110
Quantile Regression Random Effects 1 2 11 155 3 8 32 517
Quantile Regression with Generated Regressors 0 0 1 12 3 5 6 50
Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate 0 0 0 6 3 4 7 23
Quantile continuous treatment effects 0 0 1 27 6 11 19 144
Quantile regression for dynamic panel data with fixed effects 4 7 29 795 19 44 102 2,256
Quantile selection in non-linear GMM quantile models 0 0 1 1 4 7 12 25
Smoothed GMM for quantile models 1 1 2 15 9 12 17 76
Smoothed quantile regression for panel data 0 3 17 85 9 21 52 305
Static and dynamic quantile preferences 0 0 0 2 4 8 8 20
Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns 1 1 2 16 4 6 8 48
Testing for Slope Heterogeneity Bias in Panel Data Models 0 2 7 24 5 10 25 96
Testing for slope heterogeneity bias in the fixed-effects estimator 6 9 9 9 13 23 23 23
Testing linearity against threshold effects: uniform inference in quantile regression 0 0 0 7 2 3 5 84
Tests for normality based on the quantile-mean covariance 0 0 1 49 4 5 8 113
Tests for normality in linear panel-data models 2 2 6 96 8 9 27 544
Tests for skewness and kurtosis in the one-way error component model 0 0 2 20 1 4 8 101
Tests of asset pricing with time‐varying factor loads 0 0 0 4 6 8 10 45
Threshold quantile autoregressive models 0 0 0 0 3 4 8 98
Unconditional quantile partial effects via conditional quantile regression 1 1 1 1 7 13 17 17
Uniform inference for value functions 0 0 0 2 4 6 11 16
Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment 1 2 6 17 5 12 24 50
Unit root quantile autoregression testing using covariates 0 0 5 251 1 8 26 719
Total Journal Articles 22 43 153 2,341 273 499 907 8,302

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 1 1 4 23
Multi-dimensional Panels in Quantile Regression Models 0 0 0 0 1 3 4 6
Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression 0 0 0 3 4 10 11 18
Total Chapters 0 0 0 5 6 14 19 47

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Statistics updated 2026-02-12