Antonio F. Galvao

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All published works
Action Title Year Authors
+ PDF Chat Endogenous Heteroskedasticity in Linear Models 2024 Javier Alejo
Antonio F. Galvao
Julian Martinez-Iriarte
Gabriel Montes‐Rojas
+ First-stage analysis for instrumental-variables quantile regression 2024 Javier Alejo
Antonio F. Galvao
Gabriel Montes‐Rojas
+ PDF Chat Unconditional quantile partial effects via conditional quantile regression 2024 Javier Alejo
Antonio F. Galvao
Julian Martinez-Iriarte
Gabriel Montes‐Rojas
+ PDF Chat Loss aversion and the welfare ranking of policy interventions 2023 Sergio Firpo
Antonio F. Galvao
Martyna Kobus
Thomas Parker
Pedro Rosa-Dias
+ HAC Covariance Matrix Estimation in Quantile Regression 2023 Antonio F. Galvao
Jungmo Yoon
+ PDF Chat Bootstrap Inference for Panel Data Quantile Regression 2023 Antonio F. Galvao
Thomas Parker
Zhijie Xiao
+ PDF Chat Conditional quantiles: An operator-theoretical approach 2023 Luciano I. de Castro
Bruno Costa
Antonio F. Galvao
Jorge P. Zubelli
+ PDF Chat A first-stage representation for instrumental variables quantile regression 2023 Javier Alejo
Antonio F. Galvao
Gabriel Montes‐Rojas
+ PDF Chat Uniform inference for value functions 2023 Sérgio Firpo
Antonio F. Galvao
Thomas Parker
+ Unconditional Quantile Partial Effects via Conditional Quantile Regression 2023 Javier Alejo
Antonio F. Galvao
Julian Martinez-Iriarte
Gabriel Montes‐Rojas
+ HAC Covariance Matrix Estimation in Quantile Regression* 2023 Antonio F. Galvao
Jungmo Yoon
+ HAC Covariance Matrix Estimation in Quantile Regression 2023 Antonio F. Galvao
Jungmo Yoon
+ Bootstrap inference for panel data quantile regression* 2023 Antonio F. Galvao
Thomas Parker
Zhijie Xiao
+ Numerical Solution of Dynamic Quantile Models 2022 Luciano I. de Castro
Antonio F. Galvao
Andre Muchon
+ GMM quantile regression 2021 Sérgio Firpo
Antonio F. Galvao
Cristine Campos de Xavier Pinto
Alexandre Poirier
Graciela Sanromán
+ PDF Chat Quantile Regression with Generated Regressors 2021 Liqiong Chen
Antonio F. Galvao
Suyong Song
+ A first-stage representation for instrumental variables quantile regression 2021 Javier Alejo
Antonio F. Galvao
Gabriel Montes‐Rojas
+ A first-stage representation for instrumental variables quantile regression 2021 Javier Alejo
Antonio F. Galvao
Gabriel Montes‐Rojas
+ Bootstrap inference for panel data quantile regression 2021 Antonio F. Galvao
Thomas Parker
Zhijie Xiao
+ A first-stage representation for instrumental variables quantile regression 2021 Javier Alejo
Antonio F. Galvao
Gabriel Montes‐Rojas
+ A practical generalized propensity-score estimator for quantile continuous treatment effects 2020 Javier Alejo
Antonio F. Galvao
Gabriel Montes‐Rojas
+ Loss Aversion and the Welfare Ranking of Policy Interventions 2020 Sergio Firpo
Antonio F. Galvao
Martyna Kobus
Thomas Parker
Pedro Rosa-Dias
+ PDF Chat On the unbiased asymptotic normality of quantile regression with fixed effects 2020 Antonio F. Galvao
Jiaying Gu
Stanislav Volgushev
+ PDF Chat Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects 2020 Jungmo Yoon
Antonio F. Galvao
+ A first-stage test for instrumental variables quantile regression 2020 Javier Alejo
Antonio F. Galvao
Gabriel Montes‐Rojas
+ PDF Chat Loss Aversion and the Welfare Ranking of Policy Interventions 2020 Sergio Firpo
Antonio F. Galvao
Martyna Kobus
Thomas Parker
Pedro Rosa-Dias
+ Loss aversion and the welfare ranking of policy interventions 2020 Sergio Firpo
Antonio F. Galvao
Martyna Kobus
T.E. Parker
Pedro Rosa-Dias
+ Uniform inference for bounds on the distribution and quantile functions of treatment effects in randomized experiments 2019 Antonio F. Galvao
Thomas Parker
+ Uniform inference for value functions 2019 Sérgio Firpo
Antonio F. Galvao
Thomas Parker
+ PDF Chat Smoothed GMM for quantile models 2019 Luciano I. de Castro
Antonio F. Galvao
David M. Kaplan
Xin Liu
+ GMM Quantile Regresson 2019 Sérgio Firpo
Antonio F. Galvao
Cristine Campos de Xavier Pinto
Alexandre Poirier
Graciela Sanromán
+ Uniform inference for value functions 2019 Sérgio Firpo
Antonio F. Galvao
T.E. Parker
+ On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects 2018 Antonio F. Galvao
Jiaying Gu
Stanislav Volgushev
+ Smoothed GMM for quantile models 2018 Luciano I. de Castro
Antonio F. Galvao
David M. Kaplan
Xin Liu
+ Quantile continuous treatment effects 2018 Javier Alejo
Antonio F. Galvao
Gabriel Montes‐Rojas
+ On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects 2018 Antonio F. Galvao
Jiaying Gu
Stanislav Volgushev
+ Quantile Regression Methods for Longitudinal Data 2017 Antonio F. Galvao
Kengo Kato
+ Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations 2017 Luciano I. de Castro
Antonio F. Galvao
David M. Kaplan
+ Multi-dimensional Panels in Quantile Regression Models 2017 Antonio F. Galvao
Gabriel Montes‐Rojas
+ PDF Chat Quantile Regression with Generated Regressors 2017 Liqiong Chen
Antonio F. Galvao
Suyong Song
+ Quantile Continuous Treatment Effects 2017 Javier Alejo
Antonio F. Galvao
Gabriel Montes‐Rojas
+ Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations 2017 Luciano I. de Castro
Antonio F. Galvao
David M. Kaplan
+ PDF Chat Endogeneity bias modeling using observables 2016 Antonio F. Galvao
Gabriel Montes‐Rojas
Suyong Song
+ PDF Chat Tests for Normality Based on the Quantile-mean Covariance 2016 Javier Alejo
Anil K. Bera
Gabriel Montes‐Rojas
Antonio F. Galvao
Zhijie Xiao
+ Quantile Regression Random Effects 2016 Antonio F. Galvao
Alexandre Poirier
+ Smoothed quantile regression for panel data 2016 Antonio F. Galvao
Kengo Kato
+ Robust Inference for Panel Quantile Regression Models with Individual Fixed Effects and Serial Correlation 2016 Jungmo Yoon
Antonio F. Galvao
+ PDF Chat On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study 2015 Antonio F. Galvao
Gabriel Montes‐Rojas
+ PDF Chat On the equivalence of instrumental variables estimators for linear models 2015 Antonio F. Galvao
Gabriel Montes‐Rojas
+ A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY 2015 Anil K. Bera
Antonio F. Galvao
Liang Wang
Zhijie Xiao
+ PDF Chat Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 2015 Anil K. Bera
Antonio F. Galvao
Gabriel Montes‐Rojas
Sung Y. Park
+ A New Characterization of the Normal Distribution and Test for Normality 2015 Anil K. Bera
Antonio F. Galvao
Liang Wang
Zhijie Xiao
+ Smoothed Quantile Regression for Panel Data 2015 Antonio F. Galvao
Kengo Kato
+ PDF Chat Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment 2014 Antonio F. Galvao
Liang Wang
+ PDF Chat Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression 2014 Anil K. Bera
Antonio F. Galvao
Gabriel Montes‐Rojas
Sung Y. Park
+ Uniformly Semiparametric Ecient Estimation of Treatment Eects with a Continuous Treatment 2014 Antonio F. Galvao
Liang Wang
+ Minimum Integrated Distance Estimation in Simultaneous Equation Models 2014 Zhengyuan Gao
Antonio F. Galvao
+ Estimation and inference for linear panel data models under misspecification when both $n$ and $T$ are large 2014 Antonio F. Galvao
Kengo Kato
+ PDF Chat Estimation and Inference for Linear Panel Data Models Under Misspecification When Both<i>n</i>and<i>T</i>are Large 2013 Antonio F. Galvao
Kengo Kato
+ PDF Chat Bayesian endogeneity bias modeling 2013 Gabriel Montes‐Rojas
Antonio F. Galvao
+ On Testing the Equality of Mean and Quantile Effects 2013 Anil K. Bera
Antonio F. Galvao
Liang Wang
+ PDF Chat Testing linearity against threshold effects: uniform inference in quantile regression 2013 Antonio F. Galvao
Kengo Kato
Gabriel Montes‐Rojas
José Olmo
+ Estimation of Censored Quantile Regression for Panel Data With Fixed Effects 2013 Antonio F. Galvao
Carlos Lamarche
Luiz Renato Lima
+ PDF Chat Estimation and Inference for Linear Panel Data Models under Misspecification when Both N and T are Large 2013 Antonio F. Galvao
Kengo Kato
+ Bayesian Endogeneity Bias Modeling 2013 Gabriel Montes‐Rojas
Antonio F. Galvao
+ PDF Chat Asymptotics for panel quantile regression models with individual effects 2012 Kengo Kato
Antonio F. Galvao
Gabriel Montes‐Rojas
Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ PDF Chat Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 2006 Joshua D. Angrist
Victor Chernozhukov
Iván Fernández‐Val
14
+ PDF Chat Quantile regression for longitudinal data 2004 Roger Koenker
14
+ PDF Chat Consistent Estimates Based on Partially Consistent Observations 1948 Jerzy Neyman
Elizabeth L. Scott
13
+ Weak Convergence and Empirical Processes 1996 Aad van der Vaart
Jon A. Wellner
12
+ A simple approach to quantile regression for panel data 2011 Ivan A. Canay
11
+ PDF Chat Asymptotics for panel quantile regression models with individual effects 2012 Kengo Kato
Antonio F. Galvao
Gabriel Montes‐Rojas
11
+ Estimation of Censored Quantile Regression for Panel Data With Fixed Effects 2013 Antonio F. Galvao
Carlos Lamarche
Luiz Renato Lima
10
+ Goodness of Fit and Related Inference Processes for Quantile Regression 1999 Roger Koenker
José A. F. Machado
10
+ PDF Chat An IV Model of Quantile Treatment Effects 2004 Victor Chernozhukov
Christian Hansen
9
+ Smoothed quantile regression for panel data 2016 Antonio F. Galvao
Kengo Kato
9
+ Instrumental quantile regression inference for structural and treatment effect models 2005 Victor Chernozhukov
Christian Hansen
9
+ PDF Chat Quantile Regression With Measurement Error 2009 Ying Wei
Raymond J. Carroll
9
+ Two Stage Least Absolute Deviations Estimators 1982 Takeshi Amemiya
9
+ PDF Chat Handbook of Quantile Regression 2017 Victor Chernozhukov
Iván Fernández‐Val
Tetsuya Kaji
8
+ Nonlinear panel data estimation via quantile regressions 2016 Manuel Arellano
Stéphane Bonhomme
8
+ Bootstrap Methods for Median Regression Models 1998 Joël L. Horowitz
8
+ PDF Chat Efficient Semiparametric Estimation of Quantile Treatment Effects 2007 Sérgio Firpo
7
+ PDF Chat Limiting distributions for $L\sb 1$ regression estimators under general conditions 1998 Keith Knight
7
+ Detecting Differential Expressions in GeneChip Microarray Studies 2007 Huixia Wang
Xuming He
7
+ PDF Chat Average and Quantile Effects in Nonseparable Panel Models 2013 Victor Chernozhukov
Iván Fernández‐Val
Jinyong Hahn
Whitney K. Newey
7
+ Asymptotic Statistics 1998 Aad van der Vaart
7
+ PDF Chat Causal Effects in Nonexperimental Studies: Reevaluating the Evaluation of Training Programs 1999 Rajeev Dehejia
Sadek Wahba
6
+ PDF Chat Estimation of semiparametric models when the criterion function is not smooth 2002 Xiaohong Chen
Oliver Linton
Ingred van Keilegom
6
+ Robust penalized quantile regression estimation for panel data 2010 Carlos Lamarche
6
+ Introduction to Empirical Processes and Semiparametric Inference 2007 Michael R. Kosorok
6
+ PDF Chat SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 2016 David M. Kaplan
Yixiao Sun
6
+ Chapter 36 Large sample estimation and hypothesis testing 1994 Whitney K. Newey
Daniel McFadden
6
+ Estimation and Inference in Two-Step Econometric Models 2002 Kevin Murphy
Robert Topel
6
+ Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1991 Donald W. K. Andrews
6
+ PDF Chat Conditional growth charts 2006 Ying Wei
Xuming He
6
+ Estimating the asymptotic covariance matrix for quantile regression models a Monte Carlo study 1995 Moshe Buchinsky
6
+ PDF Chat Cluster-Robust Bootstrap Inference in Quantile Regression Models 2016 Andreas Hagemann
6
+ PDF Chat Instrumental variable quantile regression: A robust inference approach 2007 Victor Chernozhukov
Christian Hansen
6
+ PDF Chat Identification and estimation of causal effects of multiple treatments under the conditional independence assumption 2001 Michael Lechner
5
+ PDF Chat Characterizing Selection Bias Using Experimental Data 1998 James J. Heckman
Hidehiko Ichimura
Jeffrey A. Smith
Petra Todd
5
+ PDF Chat Endogeneity in quantile regression models: A control function approach 2007 Sokbae Lee
5
+ PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within‐groups Estimators<sup>*</sup> 1987 Manuel Arellano
5
+ PDF Chat Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data 2009 Qi Li
Jeffrey S. Racine
Jeffrey M. Wooldridge
5
+ PDF Chat Inference for censored quantile regression models in longitudinal studies 2009 Huixia Wang
Mendel Fygenson
5
+ PDF Chat Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings 2002 Alberto Abadie
Joshua D. Angrist
Guido W. Imbens
5
+ Asymptotic properties of a robust variance matrix estimator for panel data when is large 2006 Christian Hansen
5
+ Quantile Regression 2005 Roger Koenker
5
+ Three-Step Censored Quantile Regression and Extramarital Affairs 2002 Victor Chernozhukov
Han Hong
5
+ Efficiency of Projected Score Methods in Rectangular Array Asymptotics 2003 Haihong Li
Bruce G. Lindsay
Richard P. Waterman
5
+ PDF Chat Regression Rank Scores and Regression Quantiles 1992 Christoph Gutenbrünner
Jana Jurečková
5
+ Subsampling Inference on Quantile Regression Processes 2005 Victor Chernozhukov
Iván Fernández‐Val
5
+ On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects 1998 Jinyong Hahn
5
+ PDF Chat Quantile regression methods for recursive structural equation models 2005 Lingjie Ma
Roger Koenker
5
+ Causal Inference With General Treatment Regimes 2004 Kosuke Imai
David A. van Dyk
5
+ Empirical Processes in Action: A Review 1992 Jon A. Wellner
5