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 1 1 6 34
A Smoothed GMM for Dynamic Quantile Preferences Estimation 0 2 3 3 2 5 6 6
A first-stage representation for instrumental variables quantile 0 0 0 13 2 3 11 50
A first-stage representation for instrumental variables quantile regression 0 0 0 20 3 4 13 38
A first-stage test for instrumental variables quantile regression 0 1 1 30 2 10 29 78
Bootstrap inference for panel data quantile regression 0 0 1 152 0 3 9 56
Endogenous Heteroskedasticity in Linear Models 0 0 4 14 4 6 16 27
Estimation and Inference for Actual and Counterfactual Growth Incidence Curves 0 0 0 89 6 7 20 271
Estimation and inference for actual and counterfactual growth incidence curves 0 0 1 22 4 6 12 111
Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models 0 0 0 10 0 2 8 20
Experiments on portfolio selection: a comparison between quantile preferences and expected utility decision models 0 1 1 7 3 7 19 32
Heterogeneity in the Returns to Education and Informal Activities 0 0 1 1 2 2 9 9
Heterogeneity in the Returns to Education and Informal Activities 1 1 2 2 5 7 12 12
Loss Aversion and the Welfare Ranking of Policy Interventions 0 0 2 17 2 3 13 87
Loss aversion and the welfare ranking of policy interventions 0 0 0 22 2 2 21 70
Loss aversion and the welfare ranking of policy interventions 1 1 1 1 2 2 2 2
Measurement Errors in Investment Equations 0 0 1 43 1 3 16 123
Multivariate quantile regression 0 2 15 15 4 11 38 38
Multivariate quantile regression 0 2 20 20 4 15 37 37
On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects 0 0 0 14 8 10 36 78
Panel Quantile Regression with Common Shocks 0 11 11 11 9 22 22 22
Partitioned Wild Bootstrap for Panel Data Quantile Regression 0 0 9 9 3 3 20 20
Portfolio Selection in Quantile Decision Models 0 0 0 11 4 7 13 41
Quantile autoregressive distributed lag model with an application to house price returns 0 0 0 25 4 9 21 99
Smoothed GMM for quantile models 0 0 0 56 3 4 13 117
Smoothed GMM for quantile models 0 0 0 15 2 3 10 64
Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations 0 0 0 68 4 8 19 111
Tax Burden, Government Expenditures and Income Distribution in Brazil 0 0 0 0 3 3 5 296
Tests for Normality in Linear Panel Data Models 0 4 7 489 9 25 64 1,905
The Effects of External and Internal Strikes on Total Factor Productivity 0 0 1 1 4 8 12 12
Treatment Effects Inference with High-Dimensional Instruments and Control Variables 0 0 10 10 4 5 19 21
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 1 5 10 13 30 47
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 0 19 1 5 13 38
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 1 13 3 5 13 39
Unconditional quantile partial effects under endogeneity 1 1 17 17 4 8 38 38
Uniform inference for value functions 0 0 0 35 3 7 10 60
Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis 0 0 0 34 4 4 7 128
Total Working Papers 3 26 112 1,327 131 248 662 4,237
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 1 2 7 66
A dynamic quantile model for distinguishing intertemporal substitution from risk aversion 0 0 0 2 3 6 13 22
A first-stage representation for instrumental variables quantile regression 0 1 1 2 7 10 23 24
A panel data test for poverty traps 0 0 0 19 5 8 18 153
A practical generalized propensity-score estimator for quantile continuous treatment effects 1 1 2 23 3 3 15 70
Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference 0 0 1 21 1 3 12 74
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 0 1 6 72 4 10 29 233
Asymptotics for panel quantile regression models with individual effects 0 2 5 114 4 8 30 356
Bayesian endogeneity bias modeling 0 0 0 9 4 7 17 68
Bootstrap Inference for Panel Data Quantile Regression 1 2 10 19 3 10 44 67
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects 0 0 0 2 0 2 15 37
Convergence or divergence in Latin America? A time series analysis 0 0 0 73 3 5 9 161
Do people maximize quantiles? 0 0 0 5 2 6 16 33
Dynamic Quantile Models of Rational Behavior 0 0 2 13 0 0 11 78
Dynamic economics with quantile preferences 0 0 1 1 4 6 19 25
Efficient minimum distance estimator for quantile regression fixed effects panel data 0 1 3 50 3 6 23 160
Endogeneity bias modeling using observables 0 0 0 8 7 9 14 64
Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large 0 0 0 8 2 2 10 71
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects 0 0 0 19 1 2 11 93
Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models 0 0 1 6 4 6 20 35
First-stage analysis for instrumental-variables quantile regression 0 1 1 5 2 3 12 22
GMM quantile regression 0 0 1 22 7 9 24 95
Generalized Recentered Influence Function Regressions 0 0 1 1 4 4 21 21
HAC Covariance Matrix Estimation in Quantile Regression 0 3 6 8 6 10 23 27
Loss aversion and the welfare ranking of policy interventions 0 1 1 1 2 3 16 16
Measurement Errors in Investment Equations 0 0 0 27 2 4 9 115
Measurement errors in quantile regression models 0 0 1 50 2 9 20 235
Numerical Solution of Dynamic Quantile Models 0 0 0 2 5 6 10 21
On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study 0 0 2 32 0 5 16 143
On Testing the Equality of Mean and Quantile Effects 0 0 3 61 4 6 20 207
On solving endogeneity with invalid instruments: an application to investment equations 0 0 0 5 3 6 11 44
On the equivalence of instrumental variables estimators for linear models 0 0 0 4 1 3 7 50
On the unbiased asymptotic normality of quantile regression with fixed effects 1 2 3 19 3 6 22 87
Portfolio selection in quantile decision models 0 0 1 11 2 4 11 38
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 1 2 13 112
Quantile Regression Random Effects 0 1 8 156 1 7 26 524
Quantile Regression with Generated Regressors 0 0 1 12 1 2 8 52
Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate 0 0 0 6 1 4 11 27
Quantile approach to intertemporal consumption with multiple assets 0 1 1 1 0 1 1 1
Quantile continuous treatment effects 0 0 1 27 2 4 22 148
Quantile regression for dynamic panel data with fixed effects 2 5 29 800 10 20 105 2,276
Quantile selection in non-linear GMM quantile models 0 0 1 1 2 5 16 30
Smoothed GMM for quantile models 0 1 3 16 2 10 26 86
Smoothed quantile regression for panel data 0 0 15 85 0 0 49 305
Static and dynamic quantile preferences 0 0 0 2 1 1 9 21
Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns 1 3 5 19 9 13 21 61
Testing for Slope Heterogeneity Bias in Panel Data Models 0 0 3 24 4 5 21 101
Testing for slope heterogeneity bias in the fixed-effects estimator 0 6 15 15 1 13 36 36
Testing linearity against threshold effects: uniform inference in quantile regression 0 0 0 7 2 3 8 87
Tests for normality based on the quantile-mean covariance 0 0 1 49 1 1 9 114
Tests for normality in linear panel-data models 0 2 8 98 3 8 29 552
Tests for skewness and kurtosis in the one-way error component model 0 0 1 20 5 5 11 106
Tests of asset pricing with time‐varying factor loads 0 0 0 4 1 3 12 48
Threshold quantile autoregressive models 0 0 0 0 3 5 13 103
Unconditional quantile partial effects via conditional quantile regression 0 0 1 1 1 7 24 24
Uniform inference for value functions 0 0 0 2 4 5 15 21
Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment 0 0 5 17 2 5 26 55
Unit root quantile autoregression testing using covariates 0 0 2 251 8 14 32 733
Total Journal Articles 6 34 152 2,375 169 332 1,121 8,634

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 2 6 25
Multi-dimensional Panels in Quantile Regression Models 0 0 0 0 1 2 6 8
Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression 0 0 0 3 0 0 11 18
Total Chapters 0 0 0 5 2 4 23 51

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Statistics updated 2026-05-06