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 1 2 7 36
A Smoothed GMM for Dynamic Quantile Preferences Estimation 0 0 3 3 0 3 9 9
A first-stage representation for instrumental variables quantile 0 0 0 13 0 0 13 52
A first-stage representation for instrumental variables quantile regression 0 0 0 20 1 2 14 41
A first-stage test for instrumental variables quantile regression 0 0 1 30 1 1 25 80
Bootstrap inference for panel data quantile regression 0 0 0 152 0 1 8 57
Do People Maximize Quantiles? 0 0 0 0 2 2 2 2
Endogenous Heteroskedasticity in Linear Models 0 0 2 14 1 1 14 28
Estimation and Inference for Actual and Counterfactual Growth Incidence Curves 0 0 0 89 0 2 20 273
Estimation and Inference for the $\tau$-Quantile of Individual Heterogeneous Coefficient 0 0 2 2 2 8 12 12
Estimation and inference for actual and counterfactual growth incidence curves 0 0 1 22 1 1 13 112
Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models 0 0 0 10 0 2 9 23
Experiments on portfolio selection: a comparison between quantile preferences and expected utility decision models 0 0 1 7 1 1 21 36
Fixed-smoothing Uniform Inference for Quantile Regression 4 4 4 4 0 0 0 0
Heterogeneity in the Returns to Education and Informal Activities 0 0 1 2 0 0 10 13
Heterogeneity in the Returns to Education and Informal Activities 0 0 1 1 0 1 10 11
Loss Aversion and the Welfare Ranking of Policy Interventions 0 0 2 17 0 1 16 90
Loss aversion and the welfare ranking of policy interventions 0 0 1 1 1 1 3 3
Loss aversion and the welfare ranking of policy interventions 0 0 0 22 0 3 20 74
Measurement Errors in Investment Equations 0 0 1 43 1 1 17 126
Multivariate quantile regression 0 1 17 17 3 9 53 53
Multivariate quantile regression 0 0 5 20 0 1 28 39
On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects 0 0 0 14 1 3 37 82
Panel Quantile Regression with Common Shocks 0 0 11 11 1 4 30 30
Partitioned Wild Bootstrap for Panel Data Quantile Regression 0 0 3 9 0 4 17 24
Portfolio Selection in Quantile Decision Models 0 0 0 11 0 1 15 43
Quantile autoregressive distributed lag model with an application to house price returns 0 0 0 25 0 3 22 103
Smoothed GMM for quantile models 0 0 0 15 0 3 8 67
Smoothed GMM for quantile models 0 0 0 56 0 2 15 121
Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations 0 0 0 68 0 0 14 111
Tax Burden, Government Expenditures and Income Distribution in Brazil 0 0 0 0 1 1 6 297
Tests for Normality in Linear Panel Data Models 0 1 8 490 2 4 59 1,912
The Effects of External and Internal Strikes on Total Factor Productivity 0 0 0 1 0 0 12 13
Treatment Effects Inference with High-Dimensional Instruments and Control Variables 0 0 1 10 1 2 16 23
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 0 5 0 1 27 49
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 1 13 1 1 13 40
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 0 19 0 1 14 40
Unconditional quantile partial effects under endogeneity 0 1 18 18 0 1 41 41
Uniform inference for value functions 0 0 0 35 1 2 12 62
Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis 0 0 0 34 0 0 6 128
Total Working Papers 4 7 85 1,337 23 76 688 4,356
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 1 2 2 2 7 11 11 11
A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY 0 0 0 26 0 0 7 67
A dynamic quantile model for distinguishing intertemporal substitution from risk aversion 0 0 0 2 1 1 14 24
A first-stage representation for instrumental variables quantile regression 0 0 1 2 0 1 25 28
A panel data test for poverty traps 0 0 0 19 0 4 21 157
A practical generalized propensity-score estimator for quantile continuous treatment effects 0 0 1 23 1 1 13 71
A practitioner’s guide to panel data quantile regression 0 0 0 0 0 1 2 2
Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference 0 0 0 21 0 0 9 74
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 0 3 5 75 1 7 32 242
Asymptotics for panel quantile regression models with individual effects 2 5 10 120 5 10 37 370
Bayesian endogeneity bias modeling 0 0 0 9 0 1 16 69
Bootstrap Inference for Panel Data Quantile Regression 1 1 10 23 3 6 42 77
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects 0 0 0 2 0 1 14 39
Convergence or divergence in Latin America? A time series analysis 0 0 0 73 0 1 11 163
Do people maximize quantiles? 0 1 1 6 0 1 17 35
Dynamic Quantile Models of Rational Behavior 0 0 1 13 0 0 9 78
Dynamic economics with quantile preferences 0 0 1 1 0 1 17 26
Efficient minimum distance estimator for quantile regression fixed effects panel data 0 0 1 50 1 2 22 165
Endogeneity bias modeling using observables 0 0 0 8 0 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 0 9 75
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects 0 0 0 19 1 2 13 95
Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models 0 0 1 6 0 0 19 35
First-stage analysis for instrumental-variables quantile regression 0 0 1 5 2 2 14 25
GMM quantile regression 0 0 1 23 1 6 29 104
Generalized Recentered Influence Function Regressions 1 1 1 2 1 2 22 27
HAC Covariance Matrix Estimation in Quantile Regression 0 3 10 13 0 3 28 35
Loss aversion and the welfare ranking of policy interventions 1 1 2 2 2 3 23 23
Measurement Errors in Investment Equations 0 0 0 27 0 1 10 118
Measurement errors in quantile regression models 0 0 1 50 1 1 18 236
Numerical Solution of Dynamic Quantile Models 0 0 0 2 0 0 11 22
On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study 0 0 0 32 1 2 13 145
On Testing the Equality of Mean and Quantile Effects 0 1 4 62 0 5 22 212
On solving endogeneity with invalid instruments: an application to investment equations 0 1 1 6 1 3 15 48
On the equivalence of instrumental variables estimators for linear models 0 0 0 4 0 1 8 51
On the unbiased asymptotic normality of quantile regression with fixed effects 1 1 4 20 4 6 28 95
Portfolio selection in quantile decision models 0 0 0 11 1 2 11 41
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 0 0 10 113
Quantile Regression Random Effects 0 0 4 157 1 2 21 528
Quantile Regression with Generated Regressors 1 1 1 13 1 1 8 53
Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate 0 0 0 6 0 0 11 28
Quantile approach to intertemporal consumption with multiple assets 0 0 1 1 1 5 6 6
Quantile continuous treatment effects 0 0 0 27 0 2 17 150
Quantile regression for dynamic panel data with fixed effects 3 6 27 811 5 13 104 2,300
Quantile selection in non-linear GMM quantile models 0 0 0 1 0 1 13 31
Smoothed GMM for quantile models 0 0 2 16 1 1 25 88
Smoothed quantile regression for panel data 1 3 10 89 3 5 41 313
Static and dynamic quantile preferences 0 0 0 2 1 1 10 22
Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns 1 1 7 22 1 2 26 68
Testing for Slope Heterogeneity Bias in Panel Data Models 0 0 3 25 1 3 22 107
Testing for slope heterogeneity bias in the fixed-effects estimator 2 2 19 19 3 3 41 41
Testing linearity against threshold effects: uniform inference in quantile regression 0 0 0 7 0 1 8 88
Tests for normality based on the quantile-mean covariance 0 0 0 49 0 3 10 117
Tests for normality in linear panel-data models 0 0 5 98 1 3 27 555
Tests for skewness and kurtosis in the one-way error component model 0 0 0 20 1 2 11 108
Tests of asset pricing with time‐varying factor loads 0 0 0 4 0 3 14 51
Threshold quantile autoregressive models 0 0 0 0 0 0 12 104
Unconditional quantile partial effects via conditional quantile regression 0 0 1 1 1 1 23 26
Uniform inference for value functions 0 0 0 2 1 1 13 22
Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment 0 1 3 18 2 5 27 63
Unit root quantile autoregression testing using covariates 0 1 3 253 0 2 28 737
Total Journal Articles 15 35 145 2,430 58 149 1,153 8,869

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 26
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 0 1 12 19
Total Chapters 0 0 0 5 0 2 24 53

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" 1 1 1 1 3 5 5 5
Total Software Items 1 1 1 1 3 5 5 5

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Statistics updated 2026-10-11