Antonio F Galvao
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Antonio |
| middle: |
F |
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Galvao |
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Contact
Affiliations
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Michigan State University
/ Economics Department
Research profile
author of:
- Quantile Regression Random Effects (RePEc:adr:anecst:y:2019:i:134:p:109-148)
by Antonio F. Galvao & Alexandre Poirier - A first-stage test for instrumental variables quantile regression (RePEc:aep:anales:4304)
by Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas - Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models (RePEc:aep:anales:4494)
by Gabriel Montes Rojas & Luciano De Castro & Antonio Galvao & José Olmo & Kim Jeong Yeol - Unconditional Quantile Partial Effects via Conditional Quantile Regression (RePEc:aep:anales:4674)
by Montes Rojas Gabriel & Alejo Javier & Galvao Antonio & Martínez-Iriarte Julián - Experiments On Portfolio Selection: A Comparison Between Quantile Preferences And Expected Utility Decision Models (RePEc:ake:iiepdt:202168)
by Gabriel Montes-Rojas & Luciano de Castro & Antonio F. Galvao & Jeong Yeol Kim & José Olmo - Portfolio Selection in Quantile Decision Models (RePEc:aoz:wpaper:11)
by Luciano De Castro & Antonio F. Galvao & Gabriel Montes Rojas & José Olmo - Unconditional Quantile Partial Effects via Conditional Quantile Regression (RePEc:aoz:wpaper:217)
by Javier Alejo & Antonio F. Galvao & Julián Martinez-Iriarte & Gabriel Montes-Rojas - A first-stage representation for instrumental variables quantile (RePEc:aoz:wpaper:46)
by Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas - Smoothed GMM for quantile models (RePEc:arx:papers:1707.03436)
by Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu - On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects (RePEc:arx:papers:1807.11863)
by Antonio F. Galvao & Jiaying Gu & Stanislav Volgushev - Uniform inference for value functions (RePEc:arx:papers:1911.10215)
by Sergio Firpo & Antonio F. Galvao & Thomas Parker - Loss aversion and the welfare ranking of policy interventions (RePEc:arx:papers:2004.08468)
by Sergio Firpo & Antonio F. Galvao & Martyna Kobus & Thomas Parker & Pedro Rosa-Dias - A first-stage representation for instrumental variables quantile regression (RePEc:arx:papers:2102.01212)
by Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas - Bootstrap inference for panel data quantile regression (RePEc:arx:papers:2111.03626)
by Antonio F. Galvao & Thomas Parker & Zhijie Xiao - Unconditional Quantile Partial Effects via Conditional Quantile Regression (RePEc:arx:papers:2301.07241)
by Javier Alejo & Antonio F. Galvao & Julian Martinez-Iriarte & Gabriel Montes-Rojas - On solving endogeneity with invalid instruments: an application to investment equations (RePEc:bla:jorssa:v:181:y:2018:i:3:p:689-716)
by Antonio F. Galvao & Gabriel Montes–Rojas & Jose Olmo & Suyong Song - Threshold quantile autoregressive models (RePEc:bla:jtsera:v:32:y:2011:i:3:p:253-267)
by Antonio F. Galvao Jr. & Gabriel Montes‐Rojas & Jose Olmo - Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns (RePEc:bla:obuest:v:75:y:2013:i:2:p:307-321)
by Antonio F. Galvao JR. & Gabriel Montes-Rojas & Sung Y. Park - On Testing the Equality of Mean and Quantile Effects (RePEc:bpj:jecome:v:3:y:2014:i:1:p:47-62:n:1)
by Bera Anil K. & Galvao Antonio F. & Wang Liang - Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression (RePEc:bpj:jecome:v:5:y:2016:i:1:p:79-101:n:8)
by Bera Anil K. & Galvao Antonio F. & Montes-Rojas Gabriel V. & Park Sung Y. - Quantile autoregressive distributed lag model with an application to house price returns (RePEc:cty:dpaper:09/04)
by Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y. - A New Characterization Of The Normal Distribution And Test For Normality (RePEc:cup:etheor:v:32:y:2016:i:05:p:1216-1252_00)
by Bera, Anil K. & Galvao, Antonio F. & Wang, Liang & Xiao, Zhijie - Tests for Normality in Linear Panel Data Models (RePEc:dls:wpaper:0178)
by Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas & Walter Sosa-Escudero - Tax Burden, Government Expenditures and Income Distribution in Brazil (RePEc:ecl:illbus:05-0129)
by Baer, Werner & Fialho Galvao, Antonio, Jr. - Numerical Solution of Dynamic Quantile Models (RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000234)
by de Castro, Luciano & Galvao, Antonio F. & Muchon, Andre - Bayesian endogeneity bias modeling (RePEc:eee:ecolet:v:122:y:2014:i:1:p:36-39)
by Montes-Rojas, Gabriel & Galvao, Antonio F. - On the equivalence of instrumental variables estimators for linear models (RePEc:eee:ecolet:v:134:y:2015:i:c:p:13-15)
by Galvao, Antonio F. & Montes-Rojas, Gabriel - Endogeneity bias modeling using observables (RePEc:eee:ecolet:v:152:y:2017:i:c:p:41-45)
by Galvao, Antonio F. & Montes-Rojas, Gabriel & Song, Suyong - Quantile selection in non-linear GMM quantile models (RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302470)
by de Castro, Luciano & Galvao, Antonio F. & Montes-Rojas, Gabriel - Unit root quantile autoregression testing using covariates (RePEc:eee:econom:v:152:y:2009:i:2:p:165-178)
by Galvao Jr., Antonio F. - Quantile regression for dynamic panel data with fixed effects (RePEc:eee:econom:v:164:y:2011:i:1:p:142-157)
by Galvao Jr., Antonio F. - Asymptotics for panel quantile regression models with individual effects (RePEc:eee:econom:v:170:y:2012:i:1:p:76-91)
by Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V. - Smoothed quantile regression for panel data (RePEc:eee:econom:v:193:y:2016:i:1:p:92-112)
by Galvao, Antonio F. & Kato, Kengo - Measurement errors in quantile regression models (RePEc:eee:econom:v:198:y:2017:i:1:p:146-164)
by Firpo, Sergio & Galvao, Antonio F. & Song, Suyong - Smoothed GMM for quantile models (RePEc:eee:econom:v:213:y:2019:i:1:p:121-144)
by de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin - On the unbiased asymptotic normality of quantile regression with fixed effects (RePEc:eee:econom:v:218:y:2020:i:1:p:178-215)
by Galvao, Antonio F. & Gu, Jiaying & Volgushev, Stanislav - GMM quantile regression (RePEc:eee:econom:v:230:y:2022:i:2:p:432-452)
by Firpo, Sergio & Galvao, Antonio F. & Pinto, Cristine & Poirier, Alexandre & Sanroman, Graciela - Uniform inference for value functions (RePEc:eee:econom:v:235:y:2023:i:2:p:1680-1699)
by Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas - Quantile continuous treatment effects (RePEc:eee:ecosta:v:8:y:2018:i:c:p:13-36)
by Alejo, Javier & Galvao, Antonio F. & Montes-Rojas, Gabriel - A dynamic quantile model for distinguishing intertemporal substitution from risk aversion (RePEc:eee:eecrev:v:159:y:2023:i:c:s0014292123002155)
by de Castro, Luciano & Cundy, Lance D. & Galvao, Antonio F. & Westenberger, Rafael - Do people maximize quantiles? (RePEc:eee:gamebe:v:132:y:2022:i:c:p:22-40)
by de Castro, Luciano & Galvao, Antonio F. & Noussair, Charles N. & Qiao, Liang - Tests for skewness and kurtosis in the one-way error component model (RePEc:eee:jmvana:v:122:y:2013:i:c:p:35-52)
by Galvao, Antonio F. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter & Wang, Liang - Efficient minimum distance estimator for quantile regression fixed effects panel data (RePEc:eee:jmvana:v:133:y:2015:i:c:p:1-26)
by Galvao, Antonio F. & Wang, Liang - Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate (RePEc:eee:joecas:v:6:y:2009:i:2:p:69-82)
by Galvao, Antonio F. & Montes-Rojas, Gabriel & Olmo, Jose - Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models (RePEc:eee:soceco:v:97:y:2022:i:c:s2214804321001610)
by Castro, Luciano de & Galvao, Antonio F. & Kim, Jeong Yeol & Montes-Rojas, Gabriel & Olmo, Jose - Chapter 3 Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis (RePEc:eme:rleczz:s0147-9121(2012)0000034006)
by Tommaso Gabrieli & Antonio F. Galvao & Gabriel V. Montes-Rojas - On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study (RePEc:gam:jecnmx:v:3:y:2015:i:3:p:654-666:d:55584)
by Antonio F. Galvao & Gabriel Montes-Rojas - Quantile Regression with Generated Regressors (RePEc:gam:jecnmx:v:9:y:2021:i:2:p:16-:d:534600)
by Liqiong Chen & Antonio F. Galvao & Suyong Song - The Effects of External and Internal Strikes on Total Factor Productivity (RePEc:ibm:ibmecp:wpe_184)
by Ferreira, Pedro & Galvao, Antonio - Heterogeneity in the Returns to Education and Informal Activities (RePEc:ibm:ibmecp:wpe_216)
by Arbex, Marcelo & Galvao, Antonio F. & Gomes, Fábio Augusto Reis - Estimation and Inference for Actual and Counterfactual Growth Incidence Curves (RePEc:iza:izadps:dp10473)
by Ferreira, Francisco H. G. & Firpo, Sergio & Galvao, Antonio F. - Loss Aversion and the Welfare Ranking of Policy Interventions (RePEc:iza:izadps:dp13176)
by Firpo, Sergio & Galvao, Antonio F. & Kobus, Martyna & Parker, Thomas & Rosa-Dias, Pedro - Portfolio selection in quantile decision models (RePEc:kap:annfin:v:18:y:2022:i:2:d:10.1007_s10436-021-00405-4)
by Luciano de Castro & Antonio F. Galvao & Gabriel Montes-Rojas & Jose Olmo - Measurement Errors in Investment Equations (RePEc:nbr:nberwo:15951)
by Heitor Almeida & Murillo Campello & Antonio F. Galvao Jr. - A Quantile Model of Firm Investment (RePEc:nbr:nberwo:32498)
by Heitor Almeida & Murillo Campello & Luciano I. de Castro & Antonio F. Galvao Jr - A first-stage representation for instrumental variables quantile regression (RePEc:oup:emjrnl:v:26:y:2023:i:3:p:350-377.)
by Javier Alejo & Antonio F Galvao & Gabriel Montes-Rojas - Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns (RePEc:oup:jfinec:v:16:y:2018:i:2:p:211-243.)
by Antonio F Galvao & Ted Juhl & Gabriel Montes-Rojas & Jose Olmo - Measurement Errors in Investment Equations (RePEc:oup:rfinst:v:23:y:2010:i:9:p:3279-3328)
by Heitor Almeida & Murillo Campello & Antonio F. Galvao - Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis (RePEc:rdg:repxwp:rep-wp2010-11)
by Tommaso Gabrieli & Antonio F. Galvao, Jr. & Antonio F. Galvao, Jr. - Multi-dimensional Panels in Quantile Regression Models (RePEc:spr:adschp:978-3-031-49849-7_10)
by Antonio F. Galvao & Gabriel V. Montes-Rojas - Testing linearity against threshold effects: uniform inference in quantile regression (RePEc:spr:aistmt:v:66:y:2014:i:2:p:413-439)
by Antonio Galvao & Kengo Kato & Gabriel Montes-Rojas & Jose Olmo - Static and dynamic quantile preferences (RePEc:spr:joecth:v:73:y:2022:i:2:d:10.1007_s00199-021-01355-8)
by Luciano Castro & Antonio F. Galvao - A panel data test for poverty traps (RePEc:taf:applec:45:y:2013:i:14:p:1943-1952)
by Antonio F. Galvao & Gabriel Montes-Rojas & Jose Olmo - Convergence or divergence in Latin America? A time series analysis (RePEc:taf:applec:v:39:y:2007:i:11:p:1353-1360)
by A. F. Galvao Jr & F. A. Reis Gomes - Estimation of Censored Quantile Regression for Panel Data With Fixed Effects (RePEc:taf:jnlasa:v:108:y:2013:i:503:p:1075-1089)
by Antonio F. Galvao & Carlos Lamarche & Luiz Renato Lima - Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment (RePEc:taf:jnlasa:v:110:y:2015:i:512:p:1528-1542)
by Antonio F. Galvao & Liang Wang - HAC Covariance Matrix Estimation in Quantile Regression (RePEc:taf:jnlasa:v:119:y:2024:i:547:p:2305-2316)
by Antonio F. Galvao & Jungmo Yoon - Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large (RePEc:taf:jnlbes:v:32:y:2014:i:2:p:285-309)
by Antonio F. Galvao & Kengo Kato - Testing for Slope Heterogeneity Bias in Panel Data Models (RePEc:taf:jnlbes:v:37:y:2019:i:4:p:749-760)
by Murillo Campello & Antonio F. Galvao & Ted Juhl - Bootstrap Inference for Panel Data Quantile Regression (RePEc:taf:jnlbes:v:42:y:2024:i:2:p:628-639)
by Antonio F. Galvao & Thomas Parker & Zhijie Xiao - Dynamic economics with quantile preferences (RePEc:the:publsh:5454)
by de Castro, Luciano I. & Galvao, Antonio F. & Nunes, Daniel da Siva - Tests for normality in linear panel-data models (RePEc:tsj:stataj:v:15:y:2015:i:3:p:822-832)
by Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas & Walter Sosa-Escudero - Tests for normality based on the quantile-mean covariance (RePEc:tsj:stataj:v:16:y:2016:i:4:p:1039-1057)
by Javier Alejo & Anil Bera & Antonio Galvao & Gabriel Montes-Rojas & Zhijie Xiao - A practical generalized propensity-score estimator for quantile continuous treatment effects (RePEc:tsj:stataj:v:20:y:2019:i:2:p:276-296)
by Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas - First-stage analysis for instrumental-variables quantile regression (RePEc:tsj:stataj:v:24:y:2024:i:2:p:273-286)
by Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas - Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations (RePEc:umc:wpaper:1710)
by Luciano de Castro & Antonio F. Galvao & David M. Kaplan - Smoothed GMM for quantile models (RePEc:umc:wpaper:1803)
by Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu - Estimation and inference for actual and counterfactual growth incidence curves (RePEc:wbk:wbrwps:7933)
by Ferreira,Francisco H. G. & Firpo,Sergio & Galvao,Antonio F. - Dynamic Quantile Models of Rational Behavior (RePEc:wly:emetrp:v:87:y:2019:i:6:p:1893-1939)
by Luciano de Castro & Antonio F. Galvao - Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference (RePEc:wly:japmet:v:34:y:2019:i:3:p:385-402)
by Francisco H.G. Ferreira & Sergio Firpo & Antonio F. Galvao - Tests of asset pricing with time‐varying factor loads (RePEc:wly:japmet:v:34:y:2019:i:5:p:762-778)
by Antonio F. Galvao & Gabriel Montes‐Rojas & Jose Olmo - Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects (RePEc:wly:quante:v:11:y:2020:i:2:p:579-608)
by Jungmo Yoon & Antonio F. Galvao - Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression (RePEc:wsi:wschap:9789814513470_0007)
by Anil K. Bera & Antonio F. Galvao Jr. & Gabriel V. Montes-Rojas & Sung Y. Park