Antonio F Galvao

Institution: Michigan State University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/site/antoniofgalvao/home

First Publication: 2007

Most Recent: 2025

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	6.66	4.78	0.00	11.44	96%
Last 10 Years	4.04	13.72	7.64	0.67	26.07	98%
All Time	4.04	26.51	9.99	2.52	43.06	97%

Publication Statistics

Raw Publications 37

Coauthorship-Adjusted Count 28.64

Publications (37)

Year	Article	Journal	Tier	Authors
2026	Quantile approach to intertemporal consumption with multiple assets	Journal of Econometrics	A	3
2025	Unconditional quantile partial effects via conditional quantile regression	Journal of Econometrics	A	4
2025	Loss aversion and the welfare ranking of policy interventions	Journal of Econometrics	A	5
2024	HAC Covariance Matrix Estimation in Quantile Regression	Journal of the American Statistical Association	B	2
2024	Bootstrap Inference for Panel Data Quantile Regression	Journal of Business & Economic Statistics	A	3
2023	A first-stage representation for instrumental variables quantile regression	The Econometrics Journal	B	3
2023	Uniform inference for value functions	Journal of Econometrics	A	3
2023	Numerical Solution of Dynamic Quantile Models	Journal of Economic Dynamics and Control	B	3
2023	A dynamic quantile model for distinguishing intertemporal substitution from risk aversion	European Economic Review	B	4
2022	GMM quantile regression	Journal of Econometrics	A	5
2022	Do people maximize quantiles?	Games and Economic Behavior	B	4
2022	Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models	Journal of Behavioral and Experimental Economics	B	5
2022	Static and dynamic quantile preferences	Economic Theory	B	2
2020	Quantile selection in non-linear GMM quantile models	Economics Letters	C	3
2020	On the unbiased asymptotic normality of quantile regression with fixed effects	Journal of Econometrics	A	3
2020	Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects	Quantitative Economics	B	2
2019	Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference	Journal of Applied Econometrics	B	3
2019	Smoothed GMM for quantile models	Journal of Econometrics	A	4
2019	Testing for Slope Heterogeneity Bias in Panel Data Models	Journal of Business & Economic Statistics	A	3
2019	Dynamic Quantile Models of Rational Behavior	Econometrica	S	2
2019	Tests of asset pricing with time‐varying factor loads	Journal of Applied Econometrics	B	3
2017	Measurement errors in quantile regression models	Journal of Econometrics	A	3
2017	Endogeneity bias modeling using observables	Economics Letters	C	3
2016	A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY	Econometric Theory	B	4
2016	Smoothed quantile regression for panel data	Journal of Econometrics	A	2
2015	On the equivalence of instrumental variables estimators for linear models	Economics Letters	C	2
2015	Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment	Journal of the American Statistical Association	B	2
2014	Bayesian endogeneity bias modeling	Economics Letters	C	2
2014	Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large	Journal of Business & Economic Statistics	A	2
2013	Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns	Oxford Bulletin of Economics and Statistics	B	3
2013	A panel data test for poverty traps	Applied Economics	C	3
2013	Estimation of Censored Quantile Regression for Panel Data With Fixed Effects	Journal of the American Statistical Association	B	3
2012	Asymptotics for panel quantile regression models with individual effects	Journal of Econometrics	A	3
2011	Quantile regression for dynamic panel data with fixed effects	Journal of Econometrics	A	1
2010	Measurement Errors in Investment Equations	The Review of Financial Studies	A	3
2009	Unit root quantile autoregression testing using covariates	Journal of Econometrics	A	1
2007	Convergence or divergence in Latin America? A time series analysis	Applied Economics	C	2