Details about Antonio F Galvao

Access statistics for papers by Antonio F Galvao.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: pga1288

Working Papers

2025

1. Endogenous Heteroskedasticity in Linear Models
   Papers, arXiv.org

2024

2. A Quantile Model of Firm Investment
   NBER Working Papers, National Bureau of Economic Research, Inc

2023

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

2022

5. A first-stage representation for instrumental variables quantile regression
   Papers, arXiv.org
   See also Journal Article A first-stage representation for instrumental variables quantile regression, The Econometrics Journal, Royal Economic Society (2023) View citations (1) (2023)
6. Uniform inference for value functions
   Papers, arXiv.org View citations (1)
   See also Journal Article Uniform inference for value functions, Journal of Econometrics, Elsevier (2023) (2023)

2021

7. A first-stage representation for instrumental variables quantile
   Working Papers, Red Nacional de Investigadores en Economía (RedNIE)
8. Bootstrap inference for panel data quantile regression
   Papers, arXiv.org View citations (2)
   See also Journal Article Bootstrap Inference for Panel Data Quantile Regression, Journal of Business & Economic Statistics, Taylor & Francis Journals (2024) (2024)
9. 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)
   Also in Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política (2021)
   See also Journal Article 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), Elsevier (2022) (2022)

2020

10. A first-stage test for instrumental variables quantile regression
    Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política
11. On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects
    Papers, arXiv.org View citations (22)
    See also Journal Article On the unbiased asymptotic normality of quantile regression with fixed effects, Journal of Econometrics, Elsevier (2020) View citations (21) (2020)
12. Portfolio Selection in Quantile Decision Models
    Working Papers, Red Nacional de Investigadores en Economía (RedNIE)
    See also Journal Article Portfolio selection in quantile decision models, Annals of Finance, Springer (2022) View citations (1) (2022)

2018

13. Smoothed GMM for quantile models
    Working Papers, Department of Economics, University of Missouri View citations (2)
    Also in Papers, arXiv.org (2018) View citations (2)
    Working Papers, Department of Economics, University of Missouri (2018)
    See also Journal Article Smoothed GMM for quantile models, Journal of Econometrics, Elsevier (2019) View citations (27) (2019)

2017

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

2015

15. Tests for Normality in Linear Panel Data Models
    CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata View citations (8)
    See also Journal Article Tests for normality in linear panel-data models, Stata Journal, StataCorp LLC (2015) View citations (11) (2015)

2010

16. Heterogeneity in the Returns to Education and Informal Activities
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa View citations (7)
17. Measurement Errors in Investment Equations
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (57)
    See also Journal Article Measurement Errors in Investment Equations, The Review of Financial Studies, Society for Financial Studies (2010) View citations (56) (2010)
18. Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis
    Real Estate & Planning Working Papers, Henley Business School, University of Reading View citations (1)

2009

19. Quantile autoregressive distributed lag model with an application to house price returns
    Working Papers, Department of Economics, City University London View citations (7)
    See also Journal Article Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2013) View citations (28) (2013)
20. The Effects of External and Internal Strikes on Total Factor Productivity
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa

2005

21. 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

2025

1. Dynamic economics with quantile preferences
   Theoretical Economics, 2025, 20, (1)

2024

2. Bootstrap Inference for Panel Data Quantile Regression
   Journal of Business & Economic Statistics, 2024, 42, (2), 628-639
   See also Working Paper Bootstrap inference for panel data quantile regression, Papers (2021) View citations (2) (2021)
3. First-stage analysis for instrumental-variables quantile regression
   Stata Journal, 2024, 24, (2), 273-286
4. HAC Covariance Matrix Estimation in Quantile Regression
   Journal of the American Statistical Association, 2024, 119, (547), 2305-2316 View citations (1)

2023

5. A dynamic quantile model for distinguishing intertemporal substitution from risk aversion
   European Economic Review, 2023, 159, (C)
6. A first-stage representation for instrumental variables quantile regression
   The Econometrics Journal, 2023, 26, (3), 350-377 View citations (1)
   See also Working Paper A first-stage representation for instrumental variables quantile regression, Papers (2022) (2022)
7. Numerical Solution of Dynamic Quantile Models
   Journal of Economic Dynamics and Control, 2023, 148, (C)
8. Uniform inference for value functions
   Journal of Econometrics, 2023, 235, (2), 1680-1699
   See also Working Paper Uniform inference for value functions, Papers (2022) View citations (1) (2022)

2022

9. Do people maximize quantiles?
   Games and Economic Behavior, 2022, 132, (C), 22-40 View citations (4)
10. 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)
    See also Working Paper 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) (2021) (2021)
11. GMM quantile regression
    Journal of Econometrics, 2022, 230, (2), 432-452 View citations (2)
12. Portfolio selection in quantile decision models
    Annals of Finance, 2022, 18, (2), 133-181 View citations (1)
    See also Working Paper Portfolio Selection in Quantile Decision Models, Working Papers (2020) (2020)
13. Static and dynamic quantile preferences
    Economic Theory, 2022, 73, (2), 747-779 View citations (7)

2021

14. Quantile Regression with Generated Regressors
    Econometrics, 2021, 9, (2), 1-35 View citations (6)

2020

15. A practical generalized propensity-score estimator for quantile continuous treatment effects
    Stata Journal, 2020, 20, (2), 276-296
16. Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects
    Quantitative Economics, 2020, 11, (2), 579-608 View citations (3)
17. On the unbiased asymptotic normality of quantile regression with fixed effects
    Journal of Econometrics, 2020, 218, (1), 178-215 View citations (21)
    See also Working Paper On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects, Papers (2020) View citations (22) (2020)
18. Quantile selection in non-linear GMM quantile models
    Economics Letters, 2020, 195, (C) View citations (1)

2019

19. Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference
    Journal of Applied Econometrics, 2019, 34, (3), 385-402 View citations (9)
20. Dynamic Quantile Models of Rational Behavior
    Econometrica, 2019, 87, (6), 1893-1939 View citations (25)
21. Quantile Regression Random Effects
    Annals of Economics and Statistics, 2019, (134), 109-148 View citations (9)
22. Smoothed GMM for quantile models
    Journal of Econometrics, 2019, 213, (1), 121-144 View citations (27)
    See also Working Paper Smoothed GMM for quantile models, Working Papers (2018) View citations (2) (2018)
23. Testing for Slope Heterogeneity Bias in Panel Data Models
    Journal of Business & Economic Statistics, 2019, 37, (4), 749-760 View citations (55)
24. Tests of asset pricing with time‐varying factor loads
    Journal of Applied Econometrics, 2019, 34, (5), 762-778

2018

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

2017

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

2016

30. A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY
    Econometric Theory, 2016, 32, (5), 1216-1252 View citations (11)
31. Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression
    Journal of Econometric Methods, 2016, 5, (1), 79-101 View citations (19)
32. Smoothed quantile regression for panel data
    Journal of Econometrics, 2016, 193, (1), 92-112 View citations (78)
33. Tests for normality based on the quantile-mean covariance
    Stata Journal, 2016, 16, (4), 1039-1057 View citations (2)

2015

34. Efficient minimum distance estimator for quantile regression fixed effects panel data
    Journal of Multivariate Analysis, 2015, 133, (C), 1-26 View citations (36)
35. On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study
    Econometrics, 2015, 3, (3), 1-13 View citations (17)
36. On the equivalence of instrumental variables estimators for linear models
    Economics Letters, 2015, 134, (C), 13-15 View citations (4)
37. Tests for normality in linear panel-data models
    Stata Journal, 2015, 15, (3), 822-832 View citations (11)
    See also Working Paper Tests for Normality in Linear Panel Data Models, CEDLAS, Working Papers (2015) View citations (8) (2015)
38. Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment
    Journal of the American Statistical Association, 2015, 110, (512), 1528-1542 View citations (32)

2014

39. Bayesian endogeneity bias modeling
    Economics Letters, 2014, 122, (1), 36-39 View citations (6)
40. 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 View citations (22)
41. On Testing the Equality of Mean and Quantile Effects
    Journal of Econometric Methods, 2014, 3, (1), 47-62 View citations (5)
42. Testing linearity against threshold effects: uniform inference in quantile regression
    Annals of the Institute of Statistical Mathematics, 2014, 66, (2), 413-439 View citations (10)

2013

43. A panel data test for poverty traps
    Applied Economics, 2013, 45, (14), 1943-1952 View citations (1)
44. Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
    Journal of the American Statistical Association, 2013, 108, (503), 1075-1089 View citations (45)
45. Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns
    Oxford Bulletin of Economics and Statistics, 2013, 75, (2), 307-321 View citations (28)
    See also Working Paper Quantile autoregressive distributed lag model with an application to house price returns, Working Papers (2009) View citations (7) (2009)
46. Tests for skewness and kurtosis in the one-way error component model
    Journal of Multivariate Analysis, 2013, 122, (C), 35-52 View citations (12)

2012

47. Asymptotics for panel quantile regression models with individual effects
    Journal of Econometrics, 2012, 170, (1), 76-91 View citations (144)

2011

48. Quantile regression for dynamic panel data with fixed effects
    Journal of Econometrics, 2011, 164, (1), 142-157 View citations (191)
49. Threshold quantile autoregressive models
    Journal of Time Series Analysis, 2011, 32, (3), 253-267 View citations (19)

2010

50. Measurement Errors in Investment Equations
    The Review of Financial Studies, 2010, 23, (9), 3279-3328 View citations (56)
    See also Working Paper Measurement Errors in Investment Equations, NBER Working Papers (2010) View citations (57) (2010)

2009

51. Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate
    The Journal of Economic Asymmetries, 2009, 6, (2), 69-82
52. Unit root quantile autoregression testing using covariates
    Journal of Econometrics, 2009, 152, (2), 165-178 View citations (94)

2007

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

Chapters

2024

1. Multi-dimensional Panels in Quantile Regression Models
   Springer

2014

2. 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

2012

3. 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