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 3 5 33
A Smoothed GMM for Dynamic Quantile Preferences Estimation 2 3 3 3 1 2 2 2
A first-stage representation for instrumental variables quantile 0 0 0 13 1 6 11 48
A first-stage representation for instrumental variables quantile regression 0 0 0 20 1 6 10 35
A first-stage test for instrumental variables quantile regression 1 1 2 30 7 15 29 75
Bootstrap inference for panel data quantile regression 0 0 1 152 1 4 7 54
Endogenous Heteroskedasticity in Linear Models 0 1 4 14 2 7 12 23
Estimation and Inference for Actual and Counterfactual Growth Incidence Curves 0 0 0 89 1 10 14 265
Estimation and inference for actual and counterfactual growth incidence curves 0 0 1 22 2 7 8 107
Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models 0 0 0 10 1 5 7 19
Experiments on portfolio selection: a comparison between quantile preferences and expected utility decision models 0 0 0 6 0 8 12 25
Heterogeneity in the Returns to Education and Informal Activities 0 0 1 1 0 3 7 7
Heterogeneity in the Returns to Education and Informal Activities 0 0 1 1 1 3 6 6
Loss Aversion and the Welfare Ranking of Policy Interventions 0 1 2 17 1 5 11 85
Loss aversion and the welfare ranking of policy interventions 0 0 0 22 0 5 21 68
Measurement Errors in Investment Equations 0 1 2 43 1 10 15 121
Multivariate quantile regression 0 13 13 13 2 29 29 29
Multivariate quantile regression 1 1 19 19 5 12 27 27
On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects 0 0 0 14 2 12 29 70
Partitioned Wild Bootstrap for Panel Data Quantile Regression 0 0 9 9 0 3 17 17
Portfolio Selection in Quantile Decision Models 0 0 1 11 2 6 9 36
Quantile autoregressive distributed lag model with an application to house price returns 0 0 0 25 5 11 17 95
Smoothed GMM for quantile models 0 0 0 15 1 1 10 62
Smoothed GMM for quantile models 0 0 0 56 0 4 10 113
Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations 0 0 0 68 2 6 13 105
Tax Burden, Government Expenditures and Income Distribution in Brazil 0 0 0 0 0 1 2 293
Tests for Normality in Linear Panel Data Models 4 4 7 489 11 30 55 1,891
The Effects of External and Internal Strikes on Total Factor Productivity 0 0 1 1 2 5 6 6
Treatment Effects Inference with High-Dimensional Instruments and Control Variables 0 1 10 10 0 4 16 16
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 1 1 13 1 5 10 35
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 1 5 2 11 20 36
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 0 19 2 8 10 35
Unconditional quantile partial effects under endogeneity 0 9 16 16 3 11 33 33
Uniform inference for value functions 0 0 1 35 4 7 8 57
Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis 0 0 1 34 0 2 5 124
Total Working Papers 8 36 99 1,309 64 267 503 4,053
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 4 6 65
A dynamic quantile model for distinguishing intertemporal substitution from risk aversion 0 0 0 2 1 5 8 17
A first-stage representation for instrumental variables quantile regression 0 0 0 1 2 13 15 16
A panel data test for poverty traps 0 0 0 19 3 10 13 148
A practical generalized propensity-score estimator for quantile continuous treatment effects 0 0 1 22 0 7 12 67
Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference 0 0 1 21 0 5 12 71
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 0 1 5 71 2 13 21 225
Asymptotics for panel quantile regression models with individual effects 1 3 6 113 2 13 29 350
Bayesian endogeneity bias modeling 0 0 0 9 2 8 12 63
Bootstrap Inference for Panel Data Quantile Regression 0 0 10 17 5 17 42 62
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects 0 0 0 2 1 8 14 36
Convergence or divergence in Latin America? A time series analysis 0 0 0 73 1 3 5 157
Do people maximize quantiles? 0 0 0 5 3 8 13 30
Dynamic Quantile Models of Rational Behavior 0 0 2 13 0 4 12 78
Dynamic economics with quantile preferences 0 0 1 1 2 11 17 21
Efficient minimum distance estimator for quantile regression fixed effects panel data 0 0 3 49 2 11 20 156
Endogeneity bias modeling using observables 0 0 0 8 1 4 6 56
Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large 0 0 0 8 0 3 9 69
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects 0 0 0 19 1 5 11 92
Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models 0 1 1 6 0 7 14 29
First-stage analysis for instrumental-variables quantile regression 1 1 1 5 1 8 10 20
GMM quantile regression 0 0 2 22 2 10 19 88
Generalized Recentered Influence Function Regressions 0 0 1 1 0 6 17 17
HAC Covariance Matrix Estimation in Quantile Regression 2 3 5 7 2 10 15 19
Loss aversion and the welfare ranking of policy interventions 1 1 1 1 1 14 14 14
Measurement Errors in Investment Equations 0 0 0 27 2 3 8 113
Measurement errors in quantile regression models 0 0 2 50 4 10 18 230
Numerical Solution of Dynamic Quantile Models 0 0 0 2 1 5 6 16
On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study 0 0 2 32 3 7 14 141
On Testing the Equality of Mean and Quantile Effects 0 2 4 61 1 10 16 202
On solving endogeneity with invalid instruments: an application to investment equations 0 0 0 5 3 7 8 41
On the equivalence of instrumental variables estimators for linear models 0 0 0 4 0 3 4 47
On the unbiased asymptotic normality of quantile regression with fixed effects 0 1 2 17 1 10 21 82
Portfolio selection in quantile decision models 0 0 1 11 1 4 8 35
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 1 8 13 111
Quantile Regression Random Effects 0 1 9 155 1 8 28 518
Quantile Regression with Generated Regressors 0 0 1 12 1 5 7 51
Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate 0 0 0 6 2 6 9 25
Quantile approach to intertemporal consumption with multiple assets 0 0 0 0 0 0 0 0
Quantile continuous treatment effects 0 0 1 27 1 9 19 145
Quantile regression for dynamic panel data with fixed effects 2 6 28 797 4 36 99 2,260
Quantile selection in non-linear GMM quantile models 0 0 1 1 2 7 14 27
Smoothed GMM for quantile models 1 2 3 16 3 13 20 79
Smoothed quantile regression for panel data 0 0 16 85 0 15 51 305
Static and dynamic quantile preferences 0 0 0 2 0 8 8 20
Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns 0 1 2 16 1 6 9 49
Testing for Slope Heterogeneity Bias in Panel Data Models 0 2 5 24 1 11 21 97
Testing for slope heterogeneity bias in the fixed-effects estimator 5 14 14 14 10 33 33 33
Testing linearity against threshold effects: uniform inference in quantile regression 0 0 0 7 1 3 6 85
Tests for normality based on the quantile-mean covariance 0 0 1 49 0 5 8 113
Tests for normality in linear panel-data models 1 3 7 97 4 13 29 548
Tests for skewness and kurtosis in the one-way error component model 0 0 2 20 0 1 7 101
Tests of asset pricing with time‐varying factor loads 0 0 0 4 2 9 11 47
Threshold quantile autoregressive models 0 0 0 0 2 5 10 100
Unconditional quantile partial effects via conditional quantile regression 0 1 1 1 4 14 21 21
Uniform inference for value functions 0 0 0 2 1 7 12 17
Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment 0 2 6 17 0 9 22 50
Unit root quantile autoregression testing using covariates 0 0 4 251 2 6 24 721
Total Journal Articles 14 45 152 2,355 94 503 950 8,396

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 5 24
Multi-dimensional Panels in Quantile Regression Models 0 0 0 0 1 2 5 7
Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression 0 0 0 3 0 8 11 18
Total Chapters 0 0 0 5 2 12 21 49

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Statistics updated 2026-03-04