The following pages link to Antonio F. jun. Galvao (Q528022):
Displayed 31 items.
- (Q284301) (redirect page) (← links)
- Smoothed quantile regression for panel data (Q284303) (← links)
- Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression (Q312364) (← links)
- Tests for skewness and kurtosis in the one-way error component model (Q391858) (← links)
- Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
- Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
- On the equivalence of instrumental variables estimators for linear models (Q529797) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- Endogeneity bias modeling using observables (Q1672854) (← links)
- Bayesian endogeneity bias modeling (Q2016001) (← links)
- Do people maximize quantiles? (Q2078053) (← links)
- Static and dynamic quantile preferences (Q2143911) (← links)
- GMM quantile regression (Q2172015) (← links)
- On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
- Quantile selection in non-linear GMM quantile models (Q2208865) (← links)
- Measurement errors in quantile regression models (Q2294517) (← links)
- Smoothed GMM for quantile models (Q2330749) (← links)
- Unit root quantile autoregression testing using covariates (Q2630077) (← links)
- Portfolio selection in quantile decision models (Q2672919) (← links)
- Estimation of Censored Quantile Regression for Panel Data With Fixed Effects (Q2861819) (← links)
- A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY (Q2976208) (← links)
- Dynamic Quantile Models of Rational Behavior (Q4971283) (← links)
- Threshold quantile autoregressive models (Q4979106) (← links)
- Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects (Q4991599) (← links)
- Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment (Q5367466) (← links)
- On Testing the Equality of Mean and Quantile Effects (Q5413559) (← links)
- Conditional quantiles: an operator-theoretical approach (Q6160983) (← links)
- Numerical solution of dynamic quantile models (Q6164883) (← links)
- Estimation and inference for linear panel data models under misspecification when both $n$ and $T$ are large (Q6249644) (← links)