EconPapers    
Economics at your fingertips  
 

Details about Antonio F Galvao

Homepage:https://sites.google.com/site/antoniofgalvao/home
Workplace:Economics Department, Michigan State University, (more information at EDIRC)

Access statistics for papers by Antonio F Galvao.

Last updated 2024-02-06. Update your information in the RePEc Author Service.

Short-id: pga1288


Jump to Journal Articles Chapters

Working Papers

2023

  1. Loss aversion and the welfare ranking of policy interventions
    Papers, arXiv.org Downloads
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2020) Downloads
  2. Unconditional Quantile Partial Effects via Conditional Quantile Regression
    Papers, arXiv.org Downloads
    Also in Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política (2023) Downloads
    Working Papers, Red Nacional de Investigadores en Economía (RedNIE) (2023) Downloads

2022

  1. A first-stage representation for instrumental variables quantile regression
    Papers, arXiv.org Downloads
  2. Uniform inference for value functions
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2023)

2021

  1. A first-stage representation for instrumental variables quantile
    Working Papers, Red Nacional de Investigadores en Economía (RedNIE) Downloads
  2. Bootstrap inference for panel data quantile regression
    Papers, arXiv.org Downloads View citations (2)
  3. EXPERIMENTS ON PORTFOLIO SELECTION: A COMPARISON BETWEEN QUANTILE PREFERENCES AND EXPECTED UTILITY DECISION MODELS
    Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) Downloads
    Also in Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política (2021) Downloads

    See also Journal Article in Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics) (2022)

2020

  1. A first-stage test for instrumental variables quantile regression
    Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política Downloads
  2. On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects
    Papers, arXiv.org Downloads View citations (16)
    See also Journal Article in Journal of Econometrics (2020)
  3. Portfolio Selection in Quantile Decision Models
    Working Papers, Red Nacional de Investigadores en Economía (RedNIE) Downloads
    See also Journal Article in Annals of Finance (2022)

2018

  1. Smoothed GMM for quantile models
    Papers, arXiv.org Downloads View citations (2)
    Also in Working Papers, Department of Economics, University of Missouri (2018) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2019)
  2. Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations
    Working Papers, Department of Economics, University of Missouri Downloads
    See also Journal Article in Journal of Econometrics (2019)

2017

  1. Estimation and Inference for Actual and Counterfactual Growth Incidence Curves
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (3)
    Also in Policy Research Working Paper Series, The World Bank (2017) Downloads View citations (3)

2015

  1. Tests for Normality in Linear Panel Data Models
    CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata Downloads View citations (5)
    See also Journal Article in Stata Journal (2015)

2010

  1. Heterogeneity in the Returns to Education and Informal Activities
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads View citations (6)
  2. Measurement Errors in Investment Equations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (55)
    See also Journal Article in Review of Financial Studies (2010)
  3. Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis
    Real Estate & Planning Working Papers, Henley Business School, University of Reading Downloads View citations (1)

2009

  1. Quantile autoregressive distributed lag model with an application to house price returns
    Working Papers, Department of Economics, City University London Downloads View citations (7)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2013)
  2. The Effects of External and Internal Strikes on Total Factor Productivity
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads

2005

  1. Tax Burden, Government Expenditures and Income Distribution in Brazil
    Working Papers, University of Illinois at Urbana-Champaign, College of Business View citations (1)

Journal Articles

2023

  1. A dynamic quantile model for distinguishing intertemporal substitution from risk aversion
    European Economic Review, 2023, 159, (C) Downloads
  2. Numerical Solution of Dynamic Quantile Models
    Journal of Economic Dynamics and Control, 2023, 148, (C) Downloads
  3. Uniform inference for value functions
    Journal of Econometrics, 2023, 235, (2), 1680-1699 Downloads
    See also Working Paper (2022)

2022

  1. Do people maximize quantiles?
    Games and Economic Behavior, 2022, 132, (C), 22-40 Downloads View citations (2)
  2. Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models
    Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2022, 97, (C) Downloads
    See also Working Paper (2021)
  3. GMM quantile regression
    Journal of Econometrics, 2022, 230, (2), 432-452 Downloads View citations (1)
  4. Portfolio selection in quantile decision models
    Annals of Finance, 2022, 18, (2), 133-181 Downloads
    See also Working Paper (2020)
  5. Static and dynamic quantile preferences
    Economic Theory, 2022, 73, (2), 747-779 Downloads View citations (5)

2021

  1. Quantile Regression with Generated Regressors
    Econometrics, 2021, 9, (2), 1-35 Downloads View citations (5)

2020

  1. A practical generalized propensity-score estimator for quantile continuous treatment effects
    Stata Journal, 2020, 20, (2), 276-296 Downloads
  2. Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects
    Quantitative Economics, 2020, 11, (2), 579-608 Downloads View citations (3)
  3. On the unbiased asymptotic normality of quantile regression with fixed effects
    Journal of Econometrics, 2020, 218, (1), 178-215 Downloads View citations (13)
    See also Working Paper (2020)
  4. Quantile selection in non-linear GMM quantile models
    Economics Letters, 2020, 195, (C) Downloads

2019

  1. Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference
    Journal of Applied Econometrics, 2019, 34, (3), 385-402 Downloads View citations (7)
  2. Dynamic Quantile Models of Rational Behavior
    Econometrica, 2019, 87, (6), 1893-1939 Downloads View citations (20)
  3. Quantile Regression Random Effects
    Annals of Economics and Statistics, 2019, (134), 109-148 Downloads View citations (8)
  4. Smoothed GMM for quantile models
    Journal of Econometrics, 2019, 213, (1), 121-144 Downloads View citations (17)
    See also Working Paper (2018)
    Working Paper (2018)
  5. Testing for Slope Heterogeneity Bias in Panel Data Models
    Journal of Business & Economic Statistics, 2019, 37, (4), 749-760 Downloads View citations (41)
  6. Tests of asset pricing with time‐varying factor loads
    Journal of Applied Econometrics, 2019, 34, (5), 762-778 Downloads

2018

  1. On solving endogeneity with invalid instruments: an application to investment equations
    Journal of the Royal Statistical Society Series A, 2018, 181, (3), 689-716 Downloads View citations (1)
  2. Quantile continuous treatment effects
    Econometrics and Statistics, 2018, 8, (C), 13-36 Downloads View citations (4)
  3. Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns
    The Journal of Financial Econometrics, 2018, 16, (2), 211-243 Downloads View citations (3)

2017

  1. Endogeneity bias modeling using observables
    Economics Letters, 2017, 152, (C), 41-45 Downloads View citations (2)
  2. Measurement errors in quantile regression models
    Journal of Econometrics, 2017, 198, (1), 146-164 Downloads View citations (11)

2016

  1. A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY
    Econometric Theory, 2016, 32, (5), 1216-1252 Downloads View citations (11)
  2. Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression
    Journal of Econometric Methods, 2016, 5, (1), 79-101 Downloads View citations (16)
  3. Smoothed quantile regression for panel data
    Journal of Econometrics, 2016, 193, (1), 92-112 Downloads View citations (67)
  4. Tests for normality based on the quantile-mean covariance
    Stata Journal, 2016, 16, (4), 1039-1057 Downloads View citations (2)

2015

  1. Efficient minimum distance estimator for quantile regression fixed effects panel data
    Journal of Multivariate Analysis, 2015, 133, (C), 1-26 Downloads View citations (33)
  2. On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study
    Econometrics, 2015, 3, (3), 1-13 Downloads View citations (16)
  3. On the equivalence of instrumental variables estimators for linear models
    Economics Letters, 2015, 134, (C), 13-15 Downloads View citations (3)
  4. Tests for normality in linear panel-data models
    Stata Journal, 2015, 15, (3), 822-832 Downloads View citations (8)
    See also Working Paper (2015)
  5. Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment
    Journal of the American Statistical Association, 2015, 110, (512), 1528-1542 Downloads View citations (29)

2014

  1. Bayesian endogeneity bias modeling
    Economics Letters, 2014, 122, (1), 36-39 Downloads View citations (4)
  2. Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large
    Journal of Business & Economic Statistics, 2014, 32, (2), 285-309 Downloads View citations (19)
  3. On Testing the Equality of Mean and Quantile Effects
    Journal of Econometric Methods, 2014, 3, (1), 47-62 Downloads View citations (5)
  4. Testing linearity against threshold effects: uniform inference in quantile regression
    Annals of the Institute of Statistical Mathematics, 2014, 66, (2), 413-439 Downloads View citations (10)

2013

  1. A panel data test for poverty traps
    Applied Economics, 2013, 45, (14), 1943-1952 Downloads View citations (1)
  2. Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
    Journal of the American Statistical Association, 2013, 108, (503), 1075-1089 Downloads View citations (42)
  3. Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns
    Oxford Bulletin of Economics and Statistics, 2013, 75, (2), 307-321 Downloads View citations (26)
    See also Working Paper (2009)
  4. Tests for skewness and kurtosis in the one-way error component model
    Journal of Multivariate Analysis, 2013, 122, (C), 35-52 Downloads View citations (12)

2012

  1. Asymptotics for panel quantile regression models with individual effects
    Journal of Econometrics, 2012, 170, (1), 76-91 Downloads View citations (134)

2011

  1. Quantile regression for dynamic panel data with fixed effects
    Journal of Econometrics, 2011, 164, (1), 142-157 Downloads View citations (173)
  2. Threshold quantile autoregressive models
    Journal of Time Series Analysis, 2011, 32, (3), 253-267 View citations (19)

2010

  1. Measurement Errors in Investment Equations
    Review of Financial Studies, 2010, 23, (9), 3279-3328 Downloads View citations (54)
    See also Working Paper (2010)

2009

  1. Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate
    The Journal of Economic Asymmetries, 2009, 6, (2), 69-82 Downloads
  2. Unit root quantile autoregression testing using covariates
    Journal of Econometrics, 2009, 152, (2), 165-178 Downloads View citations (81)

2007

  1. Convergence or divergence in Latin America? A time series analysis
    Applied Economics, 2007, 39, (11), 1353-1360 Downloads View citations (15)

Chapters

2024

  1. Multi-dimensional Panels in Quantile Regression Models
    Springer

2014

  1. Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression
    Chapter 7 in Econometric Methods and Their Applications in Finance, Macro and Related Fields, 2014, pp 167-199 Downloads

2012

  1. Chapter 3 Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis
    A chapter in Informal Employment in Emerging and Transition Economies, 2012, pp 101-133 Downloads
 
Page updated 2024-02-24