Gabriel V. Montes-Rojas

Available identifiers

zbMath Open montes-rojas.gabriel-vMaRDI QIDQ312363

List of research outcomes

Publication	Date of Publication	Type
Unconditional effects of general policy interventions	2024-02-13	Paper
Density estimation using bootstrap quantile variance and quantile-mean covariance	2023-07-18	Paper
RIF regression via sensitivity curves	2023-06-26	Paper
Correction to: ``RIF regression via sensitivity curves	2023-06-26	Paper
Estimating impulse-response functions for macroeconomic models using directional quantiles	2022-07-05	Paper
Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses	2022-06-22	Paper
Horvitz-Thompson estimator under partial information with an application to network degree distribution	2022-06-21	Paper
Portfolio selection in quantile decision models	2022-06-13	Paper
Subgraph network random effects error components models: specification and testing	2022-04-05	Paper
Network ANOVA random effects models for node attributes	2021-01-14	Paper
Quantile selection in non-linear GMM quantile models	2020-11-04	Paper
Level-based estimation of dynamic panel models	2020-05-19	Paper
Multivariate Quantile Impulse Response Functions	2019-10-18	Paper
Quantile Double AR Time Series Models for Financial Returns	2018-10-11	Paper
Endogeneity bias modeling using observables	2018-09-11	Paper
An equicorrelation Moulton factor in the presence of arbitrary intra-cluster correlation	2018-09-05	Paper
The role of bank relationships in the interbank market	2018-08-13	Paper
Testing for serial correlation in hierarchical linear models	2018-04-12	Paper
A new robust and most powerful test in the presence of local misspecification	2017-10-12	Paper
Reduced form vector directional quantiles	2017-06-22	Paper
On the equivalence of instrumental variables estimators for linear models	2017-06-09	Paper
Asymptotics for panel quantile regression models with individual effects	2017-05-12	Paper
Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression	2016-09-15	Paper
Robust tests for heteroskedasticity in the one-way error components model	2016-08-10	Paper
Endogeneity in Threshold Nonlinearity Tests	2016-06-28	Paper
Testing linearity against threshold effects: uniform inference in quantile regression	2014-10-02	Paper
Bayesian endogeneity bias modeling	2014-06-18	Paper
Threshold quantile autoregressive models	2014-06-16	Paper
Tests for skewness and kurtosis in the one-way error component model	2014-01-13	Paper
Nonparametric estimation of ATE and QTE: an application of fractile graphical analysis	2011-10-26	Paper
GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS	2011-04-21	Paper
Robust Misspecification Tests for the Heckman's Two-Step Estimator	2011-03-30	Paper
Penalized quantile regression for dynamic panel data	2010-08-19	Paper
Testing for random effects and serial correlation in spatial autoregressive models	2010-01-22	Paper
Testing under local misspecification and artificial regressions	2009-12-21	Paper

Research outcomes over time

Doctoral students

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