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 0 1 6 34
A Smoothed GMM for Dynamic Quantile Preferences Estimation 0 0 3 3 0 2 6 6
A first-stage representation for instrumental variables quantile 0 0 0 13 0 4 13 52
A first-stage representation for instrumental variables quantile regression 0 0 0 20 0 4 14 39
A first-stage test for instrumental variables quantile regression 0 0 1 30 0 3 28 79
Bootstrap inference for panel data quantile regression 0 0 1 152 0 0 8 56
Endogenous Heteroskedasticity in Linear Models 0 0 3 14 0 4 15 27
Estimation and Inference for Actual and Counterfactual Growth Incidence Curves 0 0 0 89 0 6 18 271
Estimation and Inference for the $\tau$-Quantile of Individual Heterogeneous Coefficient 1 2 2 2 2 4 4 4
Estimation and inference for actual and counterfactual growth incidence curves 0 0 1 22 0 4 12 111
Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models 0 0 0 10 1 1 7 21
Experiments on portfolio selection: a comparison between quantile preferences and expected utility decision models 0 0 1 7 0 6 21 35
Heterogeneity in the Returns to Education and Informal Activities 0 0 1 1 0 3 10 10
Heterogeneity in the Returns to Education and Informal Activities 0 1 2 2 0 6 11 13
Loss Aversion and the Welfare Ranking of Policy Interventions 0 0 2 17 0 4 15 89
Loss aversion and the welfare ranking of policy interventions 0 1 1 1 0 2 2 2
Loss aversion and the welfare ranking of policy interventions 0 0 0 22 1 3 20 71
Measurement Errors in Investment Equations 0 0 1 43 0 3 18 125
Multivariate quantile regression 0 0 20 20 0 5 38 38
Multivariate quantile regression 0 1 16 16 2 10 44 44
On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects 0 0 0 14 1 9 36 79
Panel Quantile Regression with Common Shocks 0 0 11 11 1 13 26 26
Partitioned Wild Bootstrap for Panel Data Quantile Regression 0 0 9 9 0 3 20 20
Portfolio Selection in Quantile Decision Models 0 0 0 11 0 5 14 42
Quantile autoregressive distributed lag model with an application to house price returns 0 0 0 25 0 5 22 100
Smoothed GMM for quantile models 0 0 0 15 0 2 10 64
Smoothed GMM for quantile models 0 0 0 56 0 5 15 119
Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations 0 0 0 68 0 4 16 111
Tax Burden, Government Expenditures and Income Distribution in Brazil 0 0 0 0 0 3 5 296
Tests for Normality in Linear Panel Data Models 0 0 7 489 2 12 64 1,908
The Effects of External and Internal Strikes on Total Factor Productivity 0 0 0 1 0 5 12 13
Treatment Effects Inference with High-Dimensional Instruments and Control Variables 0 0 2 10 0 4 16 21
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 0 19 1 2 14 39
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 1 13 0 3 13 39
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 1 5 1 11 30 48
Unconditional quantile partial effects under endogeneity 0 1 17 17 0 6 40 40
Uniform inference for value functions 0 0 0 35 0 3 10 60
Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis 0 0 0 34 0 4 7 128
Total Working Papers 1 6 105 1,330 12 174 680 4,280
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 0 2 8 67
A dynamic quantile model for distinguishing intertemporal substitution from risk aversion 0 0 0 2 1 4 14 23
A first-stage representation for instrumental variables quantile regression 0 0 1 2 0 10 26 27
A panel data test for poverty traps 0 0 0 19 0 5 18 153
A practical generalized propensity-score estimator for quantile continuous treatment effects 0 1 1 23 0 3 13 70
Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference 0 0 1 21 0 1 12 74
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 0 0 5 72 2 6 30 235
Asymptotics for panel quantile regression models with individual effects 1 1 6 115 4 8 32 360
Bayesian endogeneity bias modeling 0 0 0 9 0 4 16 68
Bootstrap Inference for Panel Data Quantile Regression 1 4 12 22 1 7 44 71
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects 0 0 0 2 0 1 16 38
Convergence or divergence in Latin America? A time series analysis 0 0 0 73 0 4 10 162
Do people maximize quantiles? 0 0 0 5 0 3 16 34
Dynamic Quantile Models of Rational Behavior 0 0 2 13 0 0 11 78
Dynamic economics with quantile preferences 0 0 1 1 0 4 18 25
Efficient minimum distance estimator for quantile regression fixed effects panel data 0 0 2 50 3 6 23 163
Endogeneity bias modeling using observables 0 0 0 8 0 7 14 64
Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large 0 0 0 8 2 6 14 75
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects 0 0 0 19 0 1 11 93
Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models 0 0 1 6 0 4 20 35
First-stage analysis for instrumental-variables quantile regression 0 0 1 5 0 3 12 23
GMM quantile regression 0 1 2 23 1 10 26 98
Generalized Recentered Influence Function Regressions 0 0 1 1 2 8 23 25
HAC Covariance Matrix Estimation in Quantile Regression 1 2 8 10 1 11 28 32
Loss aversion and the welfare ranking of policy interventions 0 0 1 1 2 6 20 20
Measurement Errors in Investment Equations 0 0 0 27 1 4 11 117
Measurement errors in quantile regression models 0 0 1 50 0 2 20 235
Numerical Solution of Dynamic Quantile Models 0 0 0 2 1 6 11 22
On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study 0 0 1 32 0 0 13 143
On Testing the Equality of Mean and Quantile Effects 0 0 3 61 0 4 20 207
On solving endogeneity with invalid instruments: an application to investment equations 0 0 0 5 0 4 12 45
On the equivalence of instrumental variables estimators for linear models 0 0 0 4 0 1 7 50
On the unbiased asymptotic normality of quantile regression with fixed effects 0 1 3 19 0 5 24 89
Portfolio selection in quantile decision models 0 0 1 11 0 3 12 39
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 1 2 12 113
Quantile Regression Random Effects 1 1 9 157 1 3 26 526
Quantile Regression with Generated Regressors 0 0 1 12 0 1 8 52
Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate 0 0 0 6 1 2 12 28
Quantile approach to intertemporal consumption with multiple assets 0 0 1 1 0 0 1 1
Quantile continuous treatment effects 0 0 1 27 0 2 20 148
Quantile regression for dynamic panel data with fixed effects 1 7 30 805 2 21 105 2,287
Quantile selection in non-linear GMM quantile models 0 0 0 1 0 2 14 30
Smoothed GMM for quantile models 0 0 2 16 0 3 26 87
Smoothed quantile regression for panel data 0 1 14 86 2 3 47 308
Static and dynamic quantile preferences 0 0 0 2 0 1 9 21
Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns 1 3 7 21 2 14 25 66
Testing for Slope Heterogeneity Bias in Panel Data Models 0 1 3 25 1 7 22 104
Testing for slope heterogeneity bias in the fixed-effects estimator 2 2 17 17 2 3 38 38
Testing linearity against threshold effects: uniform inference in quantile regression 0 0 0 7 0 2 7 87
Tests for normality based on the quantile-mean covariance 0 0 0 49 0 1 8 114
Tests for normality in linear panel-data models 0 0 8 98 0 3 27 552
Tests for skewness and kurtosis in the one-way error component model 0 0 0 20 0 5 10 106
Tests of asset pricing with time‐varying factor loads 0 0 0 4 0 1 11 48
Threshold quantile autoregressive models 0 0 0 0 1 4 14 104
Unconditional quantile partial effects via conditional quantile regression 0 0 1 1 1 2 25 25
Uniform inference for value functions 0 0 0 2 0 4 14 21
Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment 0 0 4 17 0 5 27 58
Unit root quantile autoregression testing using covariates 1 1 2 252 1 10 31 735
Total Journal Articles 9 26 154 2,395 36 254 1,144 8,719

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 1 6 25
Multi-dimensional Panels in Quantile Regression Models 0 0 0 0 0 1 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 0 2 23 51

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Statistics updated 2026-07-10