Quantile regression for dynamic panel data with fixed effects
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Journal Article
Conference Proceeding
Asymptotics for panel quantile regression models with individual effects
Kato, Kengo, F. Galvao, Antonio, Montes-Rojas, Gabriel V.
Published in Journal of econometrics (01.09.2012)
Published in Journal of econometrics (01.09.2012)
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Journal Article
Testing for Slope Heterogeneity Bias in Panel Data Models
Campello, Murillo, Galvao, Antonio F., Juhl, Ted
Published in Journal of business & economic statistics (02.10.2019)
Published in Journal of business & economic statistics (02.10.2019)
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Journal Article
Threshold quantile autoregressive models
Galvao Jr, Antonio F., Montes-Rojas, Gabriel, Olmo, Jose
Published in Journal of time series analysis (01.05.2011)
Published in Journal of time series analysis (01.05.2011)
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Journal Article
HAC Covariance Matrix Estimation in Quantile Regression
Galvao, Antonio F., Yoon, Jungmo
Published in Journal of the American Statistical Association (01.09.2024)
Published in Journal of the American Statistical Association (01.09.2024)
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Journal Article
Bootstrap Inference for Panel Data Quantile Regression
Galvao, Antonio F., Parker, Thomas, Xiao, Zhijie
Published in Journal of business & economic statistics (02.04.2024)
Published in Journal of business & economic statistics (02.04.2024)
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Journal Article
GMM quantile regression
Firpo, Sergio, Galvao, Antonio F., Pinto, Cristine, Poirier, Alexandre, Sanroman, Graciela
Published in Journal of econometrics (01.10.2022)
Published in Journal of econometrics (01.10.2022)
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Journal Article
On the unbiased asymptotic normality of quantile regression with fixed effects
Galvao, Antonio F., Gu, Jiaying, Volgushev, Stanislav
Published in Journal of econometrics (01.09.2020)
Published in Journal of econometrics (01.09.2020)
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Journal Article
A dynamic quantile model for distinguishing intertemporal substitution from risk aversion
de Castro, Luciano, Cundy, Lance D., Galvao, Antonio F., Westenberger, Rafael
Published in European economic review (01.10.2023)
Published in European economic review (01.10.2023)
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Journal Article
Numerical Solution of Dynamic Quantile Models
de Castro, Luciano, Galvao, Antonio F., Muchon, Andre
Published in Journal of economic dynamics & control (01.03.2023)
Published in Journal of economic dynamics & control (01.03.2023)
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Journal Article
Smoothed GMM for quantile models
de Castro, Luciano, Galvao, Antonio F., Kaplan, David M., Liu, Xin
Published in Journal of econometrics (01.11.2019)
Published in Journal of econometrics (01.11.2019)
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Journal Article