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Antonio F. Galvao
Antonio F. Galvao
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Title
Cited by
Cited by
Year
Quantile regression for dynamic panel data with fixed effects
AF Galvao Jr
Journal of Econometrics 164 (1), 142-157, 2011
4582011
Asymptotics for panel quantile regression models with individual effects
K Kato, AF Galvao Jr, GV Montes-Rojas
Journal of Econometrics 170 (1), 76-91, 2012
2342012
Measurement errors in investment equations
H Almeida, M Campello, AF Galvao Jr
The Review of Financial Studies 23 (9), 3279-3328, 2010
2202010
Unit root quantile autoregression testing using covariates
AF Galvao Jr
Journal of econometrics 152 (2), 165-178, 2009
1752009
Smoothed quantile regression for panel data
AF Galvao, K Kato
Journal of econometrics 193 (1), 92-112, 2016
1152016
Testing for slope heterogeneity bias in panel data models
M Campello, AF Galvao, T Juhl
Journal of Business & Economic Statistics 37 (4), 749-760, 2019
1112019
Penalized quantile regression for dynamic panel data
AF Galvao, GV Montes-Rojas
Journal of Statistical Planning and Inference 140 (11), 3476-3497, 2010
1012010
Estimation of censored quantile regression for panel data with fixed effects
AF Galvao, C Lamarche, LR Lima
Journal of the American Statistical Association 108 (503), 1075-1089, 2013
852013
Tests for normality in linear panel-data models
J Alejo, A Galvao, G Montes-Rojas, W Sosa-Escudero
The Stata Journal 15 (3), 822-832, 2015
722015
Uniformly semiparametric efficient estimation of treatment effects with a continuous treatment
AF Galvao, L Wang
Journal of the American Statistical Association 110 (512), 1528-1542, 2015
682015
Efficient minimum distance estimator for quantile regression fixed effects panel data
AF Galvao, L Wang
Journal of Multivariate Analysis 133, 1-26, 2015
642015
Threshold quantile autoregressive models
AF Galvao Jr, G Montes‐Rojas, J Olmo
Journal of Time Series Analysis 32 (3), 253-267, 2011
632011
Convergence or divergence in Latin America? A time series analysis
AF Galvao Jr, FA Reis Gomes
Applied Economics 39 (11), 1353-1360, 2007
632007
Asymmetric laplace regression: maximum likelihood, maximum entropy and quantile regression
AK Bera, AF Galvao Jr, GV Montes-Rojas, SY Park
Journal of Econometric Methods 5 (1), 79-101, 2016
622016
Tests for skewness and kurtosis in the one-way error component model
AF Galvao, G Montes-Rojas, W Sosa-Escudero, L Wang
Journal of Multivariate Analysis 122, 35-52, 2013
612013
Dynamic quantile models of rational behavior
L de Castro, AF Galvao
Econometrica 87 (6), 1893-1939, 2019
582019
Quantile autoregressive distributed lag model with an application to house price returns
AF Galvao Jr, G Montes‐Rojas, SY Park
Oxford Bulletin of Economics and Statistics 75 (2), 307-321, 2013
582013
Tax burden, government expenditures and income distribution in Brazil
W Baer, AF Galvao Jr
The Quarterly Review of Economics and Finance 48 (2), 345-358, 2008
582008
Smoothed GMM for quantile models
L de Castro, AF Galvao, DM Kaplan, X Liu
Journal of Econometrics 213 (1), 121-144, 2019
39*2019
Smoothed quantile regression for panel data
K Kato, AF Galvao
Universitas Narotama-ebooks, 2010
372010
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