Antonio F. Galvao

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Person:528022

Available identifiers

zbMath Open galvao.antonio-f-junMaRDI QIDQ528022

List of research outcomes





PublicationDate of PublicationType
Estimation and Inference for Linear Panel Data Models Under Misspecification When BothnandTare Large2025-01-20Paper
On solving endogeneity with invalid instruments: an application to investment equations2025-01-13Paper
Testing for Slope Heterogeneity Bias in Panel Data Models2024-11-08Paper
HAC Covariance Matrix Estimation in Quantile Regression2024-11-01Paper
Bootstrap Inference for Panel Data Quantile Regression2024-10-28Paper
Numerical solution of dynamic quantile models2023-07-04Paper
Conditional quantiles: an operator-theoretical approach2023-06-02Paper
GMM quantile regression2022-09-14Paper
Portfolio selection in quantile decision models2022-06-13Paper
Static and dynamic quantile preferences2022-05-31Paper
Do people maximize quantiles?2022-02-25Paper
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects2021-06-03Paper
Quantile selection in non-linear GMM quantile models2020-11-04Paper
Dynamic Quantile Models of Rational Behavior2020-10-12Paper
On the unbiased asymptotic normality of quantile regression with fixed effects2020-06-18Paper
Measurement errors in quantile regression models2020-02-11Paper
Smoothed GMM for quantile models2019-10-23Paper
Endogeneity bias modeling using observables2018-09-11Paper
Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment2017-10-13Paper
On the equivalence of instrumental variables estimators for linear models2017-06-09Paper
Asymptotics for panel quantile regression models with individual effects2017-05-12Paper
A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY2017-04-28Paper
Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression2016-09-15Paper
Quantile regression for dynamic panel data with fixed effects2016-08-12Paper
Unit root quantile autoregression testing using covariates2016-07-25Paper
Smoothed quantile regression for panel data2016-05-18Paper
Efficient minimum distance estimator for quantile regression fixed effects panel data2014-11-28Paper
Testing linearity against threshold effects: uniform inference in quantile regression2014-10-02Paper
Bayesian endogeneity bias modeling2014-06-18Paper
Threshold quantile autoregressive models2014-06-16Paper
On Testing the Equality of Mean and Quantile Effects2014-04-30Paper
Estimation and inference for linear panel data models under misspecification when both $n$ and $T$ are large2014-03-09Paper
Tests for skewness and kurtosis in the one-way error component model2014-01-13Paper
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects2013-11-11Paper
Penalized quantile regression for dynamic panel data2010-08-19Paper

Research outcomes over time

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