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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 1 1 12 12 1 1 26 26
A first-stage representation for instrumental variables quantile 0 0 2 12 1 1 5 35
A first-stage representation for instrumental variables quantile regression 0 0 1 20 0 1 4 25
A first-stage test for instrumental variables quantile regression 0 0 2 27 0 1 7 43
Bootstrap inference for panel data quantile regression 1 1 4 151 1 3 11 46
EXPERIMENTS ON PORTFOLIO SELECTION: A COMPARISON BETWEEN QUANTILE PREFERENCES AND EXPECTED UTILITY DECISION MODELS 0 0 0 6 0 0 2 12
Estimation and Inference for Actual and Counterfactual Growth Incidence Curves 0 0 2 89 0 0 4 251
Estimation and inference for actual and counterfactual growth incidence curves 0 0 0 21 0 0 2 99
Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models 0 1 2 10 1 2 6 11
Heterogeneity in the Returns to Education and Informal Activities 0 0 1 70 0 1 3 234
Loss Aversion and the Welfare Ranking of Policy Interventions 0 1 1 15 0 1 2 74
Loss aversion and the welfare ranking of policy interventions 0 0 0 21 0 0 1 45
Measurement Errors in Investment Equations 0 0 0 41 0 0 3 106
On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects 0 0 0 14 0 1 3 41
Portfolio Selection in Quantile Decision Models 0 1 2 10 0 1 3 27
Quantile autoregressive distributed lag model with an application to house price returns 0 0 3 24 0 0 11 76
Smoothed GMM for quantile models 0 1 1 15 0 1 2 51
Smoothed GMM for quantile models 0 2 3 56 1 3 7 103
Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations 0 0 0 66 0 0 4 89
Tax Burden, Government Expenditures and Income Distribution in Brazil 0 0 0 0 0 0 3 290
Tests for Normality in Linear Panel Data Models 0 3 5 482 1 7 20 1,833
The Effects of External and Internal Strikes on Total Factor Productivity 0 0 0 48 0 0 1 155
Unconditional Quantile Partial Effects via Conditional Quantile Regression 0 0 1 16 0 1 5 22
Unconditional Quantile Partial Effects via Conditional Quantile Regression 1 1 1 11 1 2 5 22
Unconditional Quantile Partial Effects via Conditional Quantile Regression 1 1 2 4 1 3 11 16
Uniform inference for value functions 0 0 0 34 0 1 1 48
Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis 0 0 0 32 0 0 2 117
Total Working Papers 4 13 45 1,307 8 31 154 3,897


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 1 3 26 0 1 3 59
A dynamic quantile model for distinguishing intertemporal substitution from risk aversion 1 1 1 2 1 1 2 5
A first-stage representation for instrumental variables quantile regression 0 0 0 0 0 0 0 0
A panel data test for poverty traps 0 0 0 19 0 0 0 135
A practical generalized propensity-score estimator for quantile continuous treatment effects 0 0 1 21 0 0 3 54
Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference 0 0 2 20 0 0 3 59
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 0 1 5 66 0 1 13 203
Asymptotics for panel quantile regression models with individual effects 2 10 17 103 2 16 38 316
Bayesian endogeneity bias modeling 0 0 0 9 0 0 0 51
Bootstrap Inference for Panel Data Quantile Regression 2 4 6 6 4 8 16 16
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects 0 0 0 1 0 1 2 21
Convergence or divergence in Latin America? A time series analysis 0 1 1 72 1 2 3 151
Do people maximize quantiles? 0 2 2 4 0 3 4 14
Dynamic Quantile Models of Rational Behavior 0 0 1 10 0 1 6 65
Dynamic economics with quantile preferences 0 0 0 0 0 4 4 4
Efficient minimum distance estimator for quantile regression fixed effects panel data 0 2 6 45 0 5 15 134
Endogeneity bias modeling using observables 0 1 2 8 0 1 2 50
Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large 0 1 1 8 1 2 3 59
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects 0 0 2 19 0 0 6 79
Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models 0 0 0 4 1 1 3 14
First-stage analysis for instrumental-variables quantile regression 1 3 4 4 2 4 10 10
GMM quantile regression 1 1 5 19 3 6 15 63
HAC Covariance Matrix Estimation in Quantile Regression 0 1 1 1 1 2 2 2
Measurement Errors in Investment Equations 0 1 2 27 0 1 6 104
Measurement errors in quantile regression models 0 0 1 48 1 1 8 212
Numerical Solution of Dynamic Quantile Models 0 0 1 2 0 0 2 10
On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study 0 0 1 30 0 0 3 124
On Testing the Equality of Mean and Quantile Effects 0 0 0 56 0 0 3 185
On solving endogeneity with invalid instruments: an application to investment equations 0 0 0 5 0 0 0 33
On the equivalence of instrumental variables estimators for linear models 0 0 0 4 0 1 3 43
On the unbiased asymptotic normality of quantile regression with fixed effects 0 2 3 14 0 2 9 60
Portfolio selection in quantile decision models 0 1 4 10 1 3 7 22
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 0 0 5 97
Quantile Regression Random Effects 2 7 28 143 6 17 68 483
Quantile Regression with Generated Regressors 0 1 1 11 2 3 3 43
Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate 0 0 0 5 0 0 1 15
Quantile continuous treatment effects 0 0 6 26 0 1 12 124
Quantile regression for dynamic panel data with fixed effects 6 10 28 765 11 23 87 2,150
Quantile selection in non-linear GMM quantile models 0 0 0 0 0 0 1 13
Smoothed GMM for quantile models 0 0 0 13 0 0 5 58
Smoothed quantile regression for panel data 0 1 3 68 2 6 21 251
Static and dynamic quantile preferences 0 0 0 2 0 1 3 12
Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns 1 1 3 12 1 1 5 38
Testing for Slope Heterogeneity Bias in Panel Data Models 0 2 4 16 4 8 24 70
Testing linearity against threshold effects: uniform inference in quantile regression 0 0 0 7 0 0 1 79
Tests for normality based on the quantile-mean covariance 0 1 1 48 0 1 1 105
Tests for normality in linear panel-data models 0 1 1 90 0 5 23 517
Tests for skewness and kurtosis in the one-way error component model 0 0 1 18 0 1 5 93
Tests of asset pricing with time‐varying factor loads 0 0 0 4 0 0 0 34
Threshold quantile autoregressive models 0 0 0 0 0 0 2 90
Uniform inference for value functions 0 0 0 1 1 1 2 3
Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment 0 0 3 11 0 0 5 26
Unit root quantile autoregression testing using covariates 1 2 11 245 5 11 38 689
Total Journal Articles 17 59 162 2,170 50 146 506 7,347


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 1 1 2 0 1 1 19
Multi-dimensional Panels in Quantile Regression Models 0 0 0 0 0 1 2 2
Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression 0 0 0 3 0 0 1 7
Total Chapters 0 1 1 5 0 2 4 28


Statistics updated 2025-01-05