16
H index
24
i10 index
1027
Citations
Michigan State University | 16 H index 24 i10 index 1027 Citations RESEARCH PRODUCTION: 54 Articles 29 Papers 3 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Antonio F Galvao. | Is cited by: | Cites to: |
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2025 | Conditional quantile estimators: A small sample theory. (2020). Gafarov, Bulat ; Franguridi, Grigory ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:2011.03073. Full description at Econpapers || Download paper |
2024 | Difference-in-Differences with a Continuous Treatment. (2021). Callaway, Brantly ; Goodman-Bacon, Andrew. In: Papers. RePEc:arx:papers:2107.02637. Full description at Econpapers || Download paper |
2024 | Nonlinear Approaches to Intergenerational Income Mobility allowing for Measurement Error. (2021). Murtazashvili, Irina ; Callaway, Brantly. In: Papers. RePEc:arx:papers:2107.09235. Full description at Econpapers || Download paper |
2024 | Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707. Full description at Econpapers || Download paper |
2024 | Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects. (2022). GAO, Jiti ; Whang, Yoon-Jae ; Oka, Tatsushi ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632. Full description at Econpapers || Download paper |
2024 | Recursive Preferences and Ambiguity Attitudes. (2023). Stanca, Lorenzo ; Principi, Giulio ; Marinacci, Massimo. In: Papers. RePEc:arx:papers:2304.06830. Full description at Econpapers || Download paper |
2024 | Debiased inference for dynamic nonlinear models with two-way fixed effects. (2023). Sun, Yutao ; Leng, Xuan. In: Papers. RePEc:arx:papers:2305.03134. Full description at Econpapers || Download paper |
2024 | Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper |
2024 | Composite Quantile Factor Models. (2023). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450. Full description at Econpapers || Download paper |
2024 | Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218. Full description at Econpapers || Download paper |
2024 | Factor risk measures. (2024). Liu, Peng ; Assa, Hirbod. In: Papers. RePEc:arx:papers:2404.08475. Full description at Econpapers || Download paper |
2024 | Quantiles under ambiguity and risk sharing. (2024). Liu, Peng ; Wang, Ruodu ; Mao, Tiantian. In: Papers. RePEc:arx:papers:2412.19546. Full description at Econpapers || Download paper |
2025 | Doubly Robust Inference on Causal Derivative Effects for Continuous Treatments. (2025). Chen, Yen-Chi ; Zhang, Yikun. In: Papers. RePEc:arx:papers:2501.06969. Full description at Econpapers || Download paper |
2025 | Robust Quantile Factor Analysis. (2025). Feng, Junlong ; Chen, Songnian. In: Papers. RePEc:arx:papers:2501.15761. Full description at Econpapers || Download paper |
2025 | Online Generalized Method of Moments for Time Series. (2025). Shao, Xiaofeng ; Chan, Kin Wai ; Leung, Man Fung. In: Papers. RePEc:arx:papers:2502.00751. Full description at Econpapers || Download paper |
2025 | Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065. Full description at Econpapers || Download paper |
2025 | Maximal Inequalities for Separately Exchangeable Empirical Processes. (2025). Chiang, Harold D. In: Papers. RePEc:arx:papers:2502.11432. Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
2024 | Growth at risk from climate change. (2024). Kiley, Michael. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1134-1151. Full description at Econpapers || Download paper |
2024 | Averaging Estimation for Instrumental Variables Quantile Regression. (2024). Liu, Xin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1290-1312. Full description at Econpapers || Download paper |
2024 | Neglected Heterogeneity, Simpson’s Paradox, and the Anatomy of Least Squares. (2024). Rainer, Winkelmann. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:13:y:2024:i:1:p:131-144:n:7. Full description at Econpapers || Download paper |
2024 | Moment-Based Estimation of Linear Panel Data Models with Factor-Augmented Errors. (2024). Nicholas, Brown. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:13:y:2024:i:2:p:299-317:n:1005. Full description at Econpapers || Download paper |
2024 | Does environmental policy matter for renewable energy production and economic activity? Evidence from Granger causality in quantiles. (2024). Li, Yong-Yi ; Lee, Chi-Chuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:225-237. Full description at Econpapers || Download paper |
2024 | Debt and financial fragility: Italian non-financial companies after the pandemic. (2024). Scaramozzino, Pasquale ; Pisicoli, Beniamino ; Fattouh, Bassam. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004406. Full description at Econpapers || Download paper |
2024 | Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111. Full description at Econpapers || Download paper |
2024 | Informality and development: The nonlinear effect. (2024). Mbratana, Taoufiki ; Fotie, Andree Kenne. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004962. Full description at Econpapers || Download paper |
2024 | Identification of multi-valued treatment effects with unobserved heterogeneity. (2024). Fusejima, Koki. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002798. Full description at Econpapers || Download paper |
2024 | Unconditional effects of general policy interventions. (2024). Montes-Rojas, Gabriel ; Martinez-Iriarte, Julian ; Sun, Yixiao. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002865. Full description at Econpapers || Download paper |
2024 | Cross-section bootstrap for CCE regressions. (2024). Stauskas, Ovidijus ; de Vos, Ignace. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003640. Full description at Econpapers || Download paper |
2024 | Panel quantile regression for extreme risk. (2024). Zhou, Yinggang ; Peng, Liang ; Leng, Xuan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000204. Full description at Econpapers || Download paper |
2024 | Network and panel quantile effects via distribution regression. (2024). Weidner, Martin ; Fernandez-Val, Ivan ; Chernozhukov, Victor. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407620303390. Full description at Econpapers || Download paper |
2024 | Spectral clustering with variance information for group structure estimation in panel data. (2024). Volgushev, Stanislav ; Yu, LU. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000551. Full description at Econpapers || Download paper |
2024 | What makes environment-related technologies less effective? The role of uncertainty. (2024). Hoang, Dung Phuong ; Chu, Lan Khanh ; Pham, Hung Manh. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s093936252400044x. Full description at Econpapers || Download paper |
2024 | Big portfolio selection by graph-based conditional moments method. (2024). Zhu, Zhoufan ; Zhang, Ningning. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000689. Full description at Econpapers || Download paper |
2024 | Unraveling the nexus: Chinas economic policy uncertainty and carbon emission efficiency through advanced multivariate quantile-on-quantile regression analysis. (2024). Jahanger, Atif ; Wang, Hongxiang ; Jian, Xin ; Yu, Yang ; Balsalobre-Lorente, Daniel. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000776. Full description at Econpapers || Download paper |
2024 | The rise in female consciousness contributes to advancing household energy transition: Evidence from Chinese households. (2024). Tang, Lixia ; Sun, Yong ; Jiang, Xingling ; Shen, Mou. In: Energy. RePEc:eee:energy:v:308:y:2024:i:c:s0360544224027282. Full description at Econpapers || Download paper |
2024 | A machine learning approach in stress testing US bank holding companies. (2024). Fonton, Ahmadou Mustapha. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004083. Full description at Econpapers || Download paper |
2024 | Generalist vs. Specialist CEOs: R&D Investment Sensitivity to Stock Price. (2024). Jung, Sumi ; Jeon, Heung-Jae. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001119. Full description at Econpapers || Download paper |
2024 | Does increased digital transformation promote a firms financial performance? New insights from the quantile approach. (2024). Tran, Tuyen Quang ; Nhu, Quang Minh ; van Nguyen, Thinh ; Vu, Dung Anh. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004604. Full description at Econpapers || Download paper |
2024 | The benefits are at the tail: Uncovering the impact of macroprudential policy on growth-at-risk. (2024). Galan, Jorge E. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920301340. Full description at Econpapers || Download paper |
2024 | Comparative risk aversion vs. threshold choice in the Omega ratio. (2024). Schweizer, Nikolaus ; Chau, Ki Wai ; Balter, Anne G. In: Omega. RePEc:eee:jomega:v:123:y:2024:i:c:s0305048323001561. Full description at Econpapers || Download paper |
2024 | Are natural resources a driving force for financial development or a curse for the economy? Policy insight from Next-11 countries. (2024). Wei, Liangli ; Cheng, Xianfu ; Huang, Huafang ; Deng, Minmin ; Liu, Dongping. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011777. Full description at Econpapers || Download paper |
2024 | Exploring the individual and combined effect of natural resource rents, fin-tech, and renewable energy on sustainable development: New insights from SSA countries. (2024). Shen, Yang ; Zhou, Pengfei ; Zhu, Jia. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724001144. Full description at Econpapers || Download paper |
2024 | Exploring the role of higher education attainment in shaping the nexus of mineral resources dependency, business freedom, and globalization in South Asia. (2024). Wang, Kai ; Tong, Jun. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002150. Full description at Econpapers || Download paper |
2024 | Cyclicality of public debt in developing countries: Does dependence on natural resources matter?. (2024). Mampieme, Vaccili Belneche ; Okombi, Idrys Fransmel. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005981. Full description at Econpapers || Download paper |
2024 | Unlocking the potential of natural resources, fintech and fiscal policy for carbon neutrality; evidence from N-11 nations. (2024). Feng, Shaohuai ; Mohd, Mohd Wira ; Ren, Jie. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007116. Full description at Econpapers || Download paper |
2024 | Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?. (2024). Gemici, Eray ; Gok, Remzi ; Bouri, Elie ; Kara, Erkan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:137-154. Full description at Econpapers || Download paper |
2024 | Digital sparks for a greener future: Unleashing the potential of information and communication technologies in green energy transition. (2024). Chishti, Muhammad Zubair ; Beata, Szetela ; Luo, Shunjun ; Xie, Peijun. In: Renewable Energy. RePEc:eee:renene:v:221:y:2024:i:c:s0960148123016695. Full description at Econpapers || Download paper |
2024 | Rural energy poverty alleviation in OECD nations: An integrated analysis of renewable energy, green taxation, and the United Nations agenda 2030. (2024). Wang, Guimei ; Salman, Muhammad. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pd:s0960148124019682. Full description at Econpapers || Download paper |
2024 | The labor market impact of inflation uncertainty: Evidence from Sub-Saharan Africa. (2024). Kassouri, Yacouba. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1514-1528. Full description at Econpapers || Download paper |
2025 | The impact of artificial intelligence on carbon market in China: Evidence from quantile-on-quantile regression approach. (2025). Hu, Yanhui ; Jiang, Wei ; Zhao, Xiangyu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:212:y:2025:i:c:s0040162525000046. Full description at Econpapers || Download paper |
2025 | Tail Sensitivity of US Bank Net Interest Margins: A Bayesian Penalized Quantile Regression Approach. (2025). Fritsch, Nicholas. In: Working Papers. RePEc:fip:fedcwq:99663. Full description at Econpapers || Download paper |
2024 | Evaluating the Policy Implications of Renewable Portfolio Standards on Grid Reliability in the United States: An Instrumental Variable Quantile Analysis. (2024). Alsabhan, Talal H ; Alshagri, Reem ; Singh, Sanjay B. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:6065-:d:1535042. Full description at Econpapers || Download paper |
2025 | Econometric Analysis of BRICS Countries’ Activities in 1990–2022: Seeking Evidence of Sustainability. (2025). Panait, Mirela ; Janjua, Laeeq Razzak ; Drozdowski, Grzegorz ; Dobrowolski, Zbysaw ; Szotysek, Jacek. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:3:p:656-:d:1580806. Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
2025 | Modeling Disaggregate Globalization to Carbon Emissions in BRICS: A Panel Quantile Regression Analysis. (2025). Ali, Amjad ; Ahmad, Khalil ; Poulin, Marc ; Audi, Marc. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:6:p:2638-:d:1613895. Full description at Econpapers || Download paper |
2025 | Climate anxiety, economic policy uncertainty, and green growth. (2025). Lee, Chien-Chiang ; Yahya, Farzan ; Hania, Alishba. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-025-09854-7. Full description at Econpapers || Download paper |
2025 | Regression analysis with independent variables in shares: a guide and an empirical example. (2025). Klaiber, Allen H ; Morawetz, Ulrich B. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09635-x. Full description at Econpapers || Download paper |
2024 | Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7. Full description at Econpapers || Download paper |
2025 | Modelling Sustainable Energy Transition in BRICS+ Countries: A Smoothed Common Correlated Effects Instrumental Variable Quantile Regression Approach. (2025). Abankwah, Stephen ; Afriyie, Samuel Osei. In: MPRA Paper. RePEc:pra:mprapa:123758. Full description at Econpapers || Download paper |
2025 | Analysis of Changes in Thailand€™s Income Distribution from 2013 to 2021 Using Growth Incidence and Delta Lorenz Curves. (2025). Jithitikulchai, Theepakorn ; Leelahanon, Sittisak. In: PIER Discussion Papers. RePEc:pui:dpaper:227. Full description at Econpapers || Download paper |
2024 | Environmental regulations, fiscal decentralization, and health outcomes. (2024). Nazir, Rabia ; Wang, Feng ; Razzaq, Asif ; Gillani, Seemab. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:6:p:3038-3064. Full description at Econpapers || Download paper |
2024 | Energy-saving effect of financial development and its dynamic heterogeneity: Empirical evidence from the dynamic panel quantile model. (2024). Liu, Xiaorui ; Guo, Wen ; Feng, Qiang ; Chen, Yuyu ; Zheng, Xiutian. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:6:p:3065-3086. Full description at Econpapers || Download paper |
2025 | A class of transformed joint quantile time series models with applications to health studies. (2025). Aghabazaz, Zeynab ; Kazemi, Iraj ; Tourani-Farani, Fahimeh. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:3:d:10.1007_s00180-024-01484-3. Full description at Econpapers || Download paper |
2025 | Stochastic instability: a dynamic quantile approach. (2025). Chavas, Jean-Paul. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02651-7. Full description at Econpapers || Download paper |
2024 | Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies: fresh evidence from intra-day-based good and bad volatilities. (2024). Roubaud, David ; Asl, Mahdi Ghaemi. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00623-5. Full description at Econpapers || Download paper |
2024 | A decomposition method to evaluate the ‘paradox of progress’, with evidence for Argentina. (2024). Montes-Rojas, Gabriel ; Gasparini, Leonardo ; Alejo, Javier ; Sosa-Escudero, Walter. In: The Journal of Economic Inequality. RePEc:spr:joecin:v:22:y:2024:i:2:d:10.1007_s10888-023-09601-w. Full description at Econpapers || Download paper |
2024 | Questioning the democracy–growth debate in countries of the East African region: a political economy perspective. (2024). Ali, Mohammed Seid ; Taye, Belayneh ; Beyene, Sisay Demissew ; Endalew, Yihenew Wubu. In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:26:y:2024:i:3:d:10.1007_s40847-023-00270-z. Full description at Econpapers || Download paper |
2024 | Accessing the efficacy of green growth, energy efficiency, and green innovation for environmental performance in top manufacturing nations in the framework of sustainable development. (2024). Rapposelli, Agnese ; Javed, Asif ; Subhani, Bilal Haider. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:6:d:10.1007_s11135-024-01918-6. Full description at Econpapers || Download paper |
2024 | ICT and declining labor productivity in OECD. (2024). Banday, Tooba Pervaiz ; Erdem, Ekrem. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:3:d:10.1007_s43546-024-00626-5. Full description at Econpapers || Download paper |
2025 | Two Decades On: Assessing the Impact of the Copenhagen Criteria on Environmental Performance in the 2004 EU Accession Countries.. (2025). Canepa, Alessandra. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202501. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Do ESG disclosures lead to superior firm performance? A method of moments panel quantile regression approach. (2024). E. K. S. Sadharma, ; Veeravel, V ; Kamaiah, Bandi. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:1:p:741-754. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2019 | Quantile Regression Random Effects In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 9 |
2020 | A first-stage test for instrumental variables quantile regression. In: Asociación Argentina de Economía Política: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models In: Asociación Argentina de Economía Política: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | EXPERIMENTS ON PORTFOLIO SELECTION: A COMPARISON BETWEEN QUANTILE PREFERENCES AND EXPECTED UTILITY DECISION MODELS.(2021) In: Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2022 | Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models.(2022) In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2023 | Unconditional Quantile Partial Effects via Conditional Quantile Regression In: Asociación Argentina de Economía Política: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Unconditional Quantile Partial Effects via Conditional Quantile Regression.(2023) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2020 | Portfolio Selection in Quantile Decision Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Portfolio selection in quantile decision models.(2022) In: Annals of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2021 | A first-stage representation for instrumental variables quantile In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Smoothed GMM for quantile models In: Papers. [Full Text][Citation analysis] | paper | 20 |
2019 | Smoothed GMM for quantile models.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2018 | Smoothed GMM for quantile models.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2020 | On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects In: Papers. [Full Text][Citation analysis] | paper | 21 |
2020 | On the unbiased asymptotic normality of quantile regression with fixed effects.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2022 | Uniform inference for value functions In: Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Uniform inference for value functions.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2023 | Loss aversion and the welfare ranking of policy interventions In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Loss Aversion and the Welfare Ranking of Policy Interventions.(2020) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2022 | A first-stage representation for instrumental variables quantile regression In: Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | A first-stage representation for instrumental variables quantile regression.(2023) In: The Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2021 | Bootstrap inference for panel data quantile regression In: Papers. [Full Text][Citation analysis] | paper | 2 |
2024 | Bootstrap Inference for Panel Data Quantile Regression.(2024) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2025 | Endogenous Heteroskedasticity in Linear Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
2025 | Treatment Effects Inference with High-Dimensional Instruments and Control Variables In: Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | On solving endogeneity with invalid instruments: an application to investment equations In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 1 |
2011 | Threshold quantile autoregressive models In: Journal of Time Series Analysis. [Citation analysis] | article | 19 |
2013 | Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 33 |
2009 | Quantile autoregressive distributed lag model with an application to house price returns.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2014 | On Testing the Equality of Mean and Quantile Effects In: Journal of Econometric Methods. [Full Text][Citation analysis] | article | 6 |
2016 | Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression In: Journal of Econometric Methods. [Full Text][Citation analysis] | article | 17 |
2016 | A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY In: Econometric Theory. [Full Text][Citation analysis] | article | 11 |
2015 | Tests for Normality in Linear Panel Data Models In: CEDLAS, Working Papers. [Full Text][Citation analysis] | paper | 12 |
2015 | Tests for normality in linear panel-data models.(2015) In: Stata Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2005 | Tax Burden, Government Expenditures and Income Distribution in Brazil In: Working Papers. [Citation analysis] | paper | 1 |
2023 | Numerical Solution of Dynamic Quantile Models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
2014 | Bayesian endogeneity bias modeling In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
2015 | On the equivalence of instrumental variables estimators for linear models In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2017 | Endogeneity bias modeling using observables In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2020 | Quantile selection in non-linear GMM quantile models In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2009 | Unit root quantile autoregression testing using covariates In: Journal of Econometrics. [Full Text][Citation analysis] | article | 96 |
2011 | Quantile regression for dynamic panel data with fixed effects In: Journal of Econometrics. [Full Text][Citation analysis] | article | 187 |
2012 | Asymptotics for panel quantile regression models with individual effects In: Journal of Econometrics. [Full Text][Citation analysis] | article | 136 |
2016 | Smoothed quantile regression for panel data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 71 |
2017 | Measurement errors in quantile regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
2022 | GMM quantile regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
2018 | Quantile continuous treatment effects In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 4 |
2023 | A dynamic quantile model for distinguishing intertemporal substitution from risk aversion In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
2022 | Do people maximize quantiles? In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 1 |
2013 | Tests for skewness and kurtosis in the one-way error component model In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 12 |
2015 | Efficient minimum distance estimator for quantile regression fixed effects panel data In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 30 |
2009 | Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 0 |
2012 | Chapter 3 Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis In: Research in Labor Economics. [Full Text][Citation analysis] | chapter | 0 |
2015 | On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study In: Econometrics. [Full Text][Citation analysis] | article | 16 |
2021 | Quantile Regression with Generated Regressors In: Econometrics. [Full Text][Citation analysis] | article | 7 |
2009 | The Effects of External and Internal Strikes on Total Factor Productivity In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Heterogeneity in the Returns to Education and Informal Activities In: Insper Working Papers. [Full Text][Citation analysis] | paper | 7 |
2017 | Estimation and Inference for Actual and Counterfactual Growth Incidence Curves In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | Estimation and inference for actual and counterfactual growth incidence curves.(2017) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2010 | Measurement Errors in Investment Equations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 52 |
2010 | Measurement Errors in Investment Equations.(2010) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
2024 | A Quantile Model of Firm Investment In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 3 |
2010 | Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 1 |
2024 | Multi-dimensional Panels in Quantile Regression Models In: Advanced Studies in Theoretical and Applied Econometrics. [Citation analysis] | chapter | 0 |
2014 | Testing linearity against threshold effects: uniform inference in quantile regression In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 10 |
2022 | Static and dynamic quantile preferences In: Economic Theory. [Full Text][Citation analysis] | article | 6 |
2013 | A panel data test for poverty traps In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2007 | Convergence or divergence in Latin America? A time series analysis In: Applied Economics. [Full Text][Citation analysis] | article | 15 |
2013 | Estimation of Censored Quantile Regression for Panel Data With Fixed Effects In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 38 |
2015 | Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 29 |
2024 | HAC Covariance Matrix Estimation in Quantile Regression In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 1 |
2014 | Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 22 |
2019 | Testing for Slope Heterogeneity Bias in Panel Data Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 56 |
2025 | Dynamic economics with quantile preferences In: Theoretical Economics. [Full Text][Citation analysis] | article | 0 |
2016 | Tests for normality based on the quantile-mean covariance In: Stata Journal. [Full Text][Citation analysis] | article | 2 |
2020 | A practical generalized propensity-score estimator for quantile continuous treatment effects In: Stata Journal. [Full Text][Citation analysis] | article | 0 |
2024 | First-stage analysis for instrumental-variables quantile regression In: Stata Journal. [Full Text][Citation analysis] | article | 0 |
2018 | Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations In: Working Papers. [Full Text][Citation analysis] | paper | 20 |
2019 | Smoothed GMM for quantile models.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2018 | Smoothed GMM for quantile models.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2019 | Dynamic Quantile Models of Rational Behavior In: Econometrica. [Full Text][Citation analysis] | article | 13 |
2019 | Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 9 |
2019 | Tests of asset pricing with time‐varying factor loads In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2020 | Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects In: Quantitative Economics. [Full Text][Citation analysis] | article | 3 |
2014 | Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
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