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Antonio F Galvao

Global rank #2006 97%

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

RePEc ID: pga1288 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.65 4.76 0.00 10.05
Last 10 Years 1.01 6.17 7.61 0.00 24.63
All Time 1.01 12.53 9.95 0.00 41.56

Publication Statistics

Raw Publications 36
Coauthorship-Adjusted Count 28.64

Publications (36)

Year Article Journal Tier Authors
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 <italic>n</italic> and <italic>T</italic> 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