← All authors Antonio F. Galvao Michigan State University (from arXiv:2602.19201, 2026) · ORCID · OpenAlex
71 papers in scope · 65 published · 11 on the econ.EM arXiv · 2,598 citations · h-index 25 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
T.E. Parker Stanislav Volgushev Thomas Parker Yixiao Sun Julian Martinez-Iriarte Carlos Lamarche Jiaying Gu Gabriel Montes-Rojas Radosław Kurek Martyna Kobus David M. Kaplan Xin Liu Victor Chernozhukov Iván Fernández-Val Luciano I. de Castro Martina Pons Javier Alejo Chia-Min Wei Blaise Melly Christian Hansen Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (12 of 71)
working paper 2026 · arXiv
A practitioner’s guide to panel data quantile regression
published 2026 · Econometric Reviews
working paper 2026 · arXiv
Comparison of dynamic models separating risk and intertemporal substitution
published 2025 · Theory and Decision
Quantile approach to intertemporal consumption with multiple assets
published 2025 · Journal of Econometrics · 2 citations · first circulated 2023
Testing for slope heterogeneity bias in the fixed-effects estimator
published 2025 · The Stata Journal Promoting communications on statistics and Stata
working paper 2025 · arXiv
working paper 2025 · arXiv
Generalized Recentered Influence Function Regressions
published 2025 · Econometrics · 2 citations
working paper 2025 · arXiv
Dynamic economics with quantile preferences
published 2025 · Theoretical Economics · 9 citations · first circulated 2022
working paper 2024 · arXiv
published 2024 · The Stata Journal Promoting communications on statistics and Stata · 3 citations · first circulated 2020
published 2024 · Journal of Econometrics · 8 citations · first circulated 2023
A dynamic quantile model for distinguishing intertemporal substitution from risk aversion
published 2023 · European Economic Review · 4 citations · first circulated 2020
HAC Covariance Matrix Estimation in Quantile Regression
published 2023 · Journal of the American Statistical Association · 7 citations · first circulated 2021
with Jungmo Yoon
Joint elicitation of elasticity of intertemporal substitution, risk and time preferences
published 2023 · International Journal of Finance & Economics · 4 citations
published 2023 · Journal of Business and Economic Statistics · 23 citations · first circulated 2021
Conditional quantiles: An operator-theoretical approach
published 2023 · Bernoulli · 14 citations · first circulated 2021
Numerical Solution of Dynamic Quantile Models
published 2023 · Journal of Economic Dynamics and Control · 6 citations · first circulated 2022
Uniform inference for value functions
published 2023 · Journal of Econometrics · 1 citations
Portfolio selection in quantile decision models
published 2022 · Annals of Finance · 15 citations
Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models
published 2022 · Journal of Behavioral and Experimental Economics · 5 citations · first circulated 2019
Do people maximize quantiles?
published 2021 · Games and Economic Behavior · 23 citations · first circulated 2020
Static and dynamic quantile preferences
published 2021 · Economic Theory · 34 citations
GMM quantile regression
published 2021 · Journal of Econometrics · 33 citations
Quantile Regression with Generated Regressors
published 2021 · Econometrics · 12 citations · first circulated 2017
Quantile selection in non-linear GMM quantile models
published 2020 · Economics Letters · 4 citations
A practical generalized propensity-score estimator for quantile continuous treatment effects
published 2020 · The Stata Journal Promoting communications on statistics and Stata · 3 citations
published 2020 · Journal of Econometrics · 5 citations · first circulated 2018
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects
published 2020 · Quantitative Economics · 13 citations · first circulated 2019
with Jungmo Yoon
published 2020 · Journal of Econometrics
published 2019 · Journal of Econometrics · 42 citations · first circulated 2017
Quantile regression
published 2019 · Journal of Econometrics · 10 citations
Tests of asset pricing with time‐varying factor loads
published 2019 · Journal of Applied Econometrics · 3 citations
Dynamic Quantile Models of Rational Behavior
published 2019 · Econometrica · 64 citations · first circulated 2017
Quantile Regression Random Effects
published 2019 · Annals of Economics and Statistics · 3 citations · first circulated 2016
Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference
published 2018 · Journal of Applied Econometrics · 12 citations · first circulated 2017
with Francisco H. G. Ferreira, Sérgio Firpo
Quantile continuous treatment effects
published 2018 · Econometrics and Statistics · 10 citations · first circulated 2017
Testing for Slope Heterogeneity Bias in Panel Data Models
published 2018 · Journal of Business and Economic Statistics · 148 citations
with Murillo Campello, Ted Juhl
On Solving Endogeneity with Invalid Instruments: An Application to Investment Equations
published 2017 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 4 citations
Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns*
published 2017 · Journal of Financial Econometrics · 14 citations
Measurement errors in quantile regression models
published 2017 · Journal of Econometrics · 25 citations
Endogeneity bias modeling using observables
published 2016 · Economics Letters · 2 citations
Tests for Normality Based on the Quantile-mean Covariance
published 2016 · The Stata Journal Promoting communications on statistics and Stata · 4 citations
Smoothed quantile regression for panel data
published 2016 · Journal of Econometrics · 147 citations · first circulated 2015
Tests for Normality in Linear Panel-data Models
published 2015 · The Stata Journal Promoting communications on statistics and Stata · 44 citations
On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study
published 2015 · Econometrics · 33 citations
On the equivalence of instrumental variables estimators for linear models
published 2015 · Economics Letters · 6 citations
A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY
published 2015 · Econometric Theory · 24 citations
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression
published 2015 · Journal of Econometric Methods · 81 citations
Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment
published 2014 · Journal of the American Statistical Association · 62 citations
with Liang Wang
Efficient minimum distance estimator for quantile regression fixed effects panel data
published 2014 · Journal of Multivariate Analysis · 70 citations
with Liang Wang
Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large
published 2013 · Journal of Business and Economic Statistics · 35 citations
Bayesian endogeneity bias modeling
published 2013 · Economics Letters · 8 citations
On Testing the Equality of Mean and Quantile Effects
published 2013 · Journal of Econometric Methods · 9 citations
Testing linearity against threshold effects: uniform inference in quantile regression
published 2013 · Annals of the Institute of Statistical Mathematics · 31 citations
Tests for skewness and kurtosis in the one-way error component model
published 2013 · Journal of Multivariate Analysis · 44 citations
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
published 2013 · Journal of the American Statistical Association · 82 citations
Asymptotics for panel quantile regression models with individual effects
published 2012 · Journal of Econometrics · 237 citations
A panel data test for poverty traps
published 2012 · Applied Economics · 4 citations
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns*
published 2011 · Oxford Bulletin of Economics and Statistics · 59 citations · first circulated 2009
Quantile regression for dynamic panel data with fixed effects
published 2011 · Journal of Econometrics · 421 citations
Threshold quantile autoregressive models
published 2010 · Journal of Time Series Analysis · 53 citations · first circulated 2009
Measurement Errors in Investment Equations
published 2010 · Review of Financial Studies · 174 citations
with Heitor Almeida, Murillo Campello
Penalized quantile regression for dynamic panel data
published 2010 · Journal of Statistical Planning and Inference · 90 citations
The effects of external and internal shocks on total factor productivity
published 2010 · The Quarterly Review of Economics and Finance · 11 citations
with Pedro Cavalcanti Ferreira, Fábio Augusto Reis Gomes, Samuel de Abreu Pessôa
Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate
published 2009 · The Journal of Economic Asymmetries · 2 citations
Unit root quantile autoregression testing using covariates
published 2009 · Journal of Econometrics · 195 citations
Convergence or divergence in Latin America? A time series analysis
published 2007 · Applied Economics · 45 citations
with Fábio Augusto Reis Gomes
Tax burden, government expenditures and income distribution in Brazil
published 2007 · The Quarterly Review of Economics and Finance · 60 citations · first circulated 2005
with Werner Baer
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