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Number of items: **15**.

Galvao Jr, A. F., Montes-Rojas, G. and Song, S. (2017).
Endogeneity bias modeling using observables.
*Economics Letters*, 152,
pp. 41-45.
doi: 10.1016/j.econlet.2016.12.021

Galvao Jr, A. F. and Montes-Rojas, G. (2015).
On the equivalence of instrumental variables estimators for linear models.
*Economics Letters*, 134,
pp. 13-15.
doi: 10.1016/j.econlet.2015.06.001

Galvao Jr, A. F., Kato, K., Montes-Rojas, G. and Olmo, J. (2014).
Testing linearity against threshold effects: uniform inference in quantile regression.
*Annals of the Institute of Statistical Mathematics*, 66(2),
pp. 413-439.
doi: 10.1007/s10463-013-0418-9

Montes-Rojas, G. and Galvao Jr, A. F. (2014).
Bayesian endogeneity bias modeling.
*Economics Letters*, 122(1),
pp. 36-39.
doi: 10.1016/j.econlet.2013.10.034

Galvao Jr, A. F., Montes-Rojas, G., Sosa-Escudero, W. and Wang, L. (2013).
Tests for skewness and kurtosis in the one-way error component model.
*Journal of Multivariate Analysis*, 122,
pp. 35-52.
doi: 10.1016/j.jmva.2013.07.002

Galvao Jr, A. F., Montes-Rojas, G. and Park, S. Y. (2013).
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns.
*Oxford Bulletin of Economics and Statistics*, 75(2),
pp. 307-321.
doi: 10.1111/j.1468-0084.2011.00683.x

Galvao Jr, A. F., Montes-Rojas, G. and Olmo, J. (2013).
A panel data test for poverty traps.
*Applied Economics*, 45(14),
pp. 1943-1952.
doi: 10.1080/00036846.2011.641930

Kato, K., Galvao Jr, A. F. and Montes-Rojas, G. (2012).
Asymptotics for panel quantile regression models with individual effects.
*Journal of Econometrics*, 170(1),
pp. 76-91.
doi: 10.1016/j.jeconom.2012.02.007

Gabrieli, T., Galvao Jr, A. F. and Montes-Rojas, G. (2012).
Who benefits from reducing the cost of formality? Quantile regression discontinuity analysis.
*Research in Labor Economics*, 34,
pp. 101-133.
doi: 10.1108/S0147-9121(2012)0000034006

Montes-Rojas, G. and Galvao Jr, A. F. (2013).
*Bayesian Endogeneity Bias Modeling* (13/09).
London, UK: Department of Economics, City University London.

Bera, A. K., Galvao Jr, A. F., Montes-Rojas, G. and Park, S. Y. (2010).
*Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression* (10/08).
London, UK: Department of Economics, City University London.

Gabrieli, T., Galvao Jr, A. F. and Montes-Rojas, G. (2010).
*Who benefits from reducing the cost of formality? Quantile regression discontinuity analysis* (10/07).
London, UK: Department of Economics, City University London.

Galvao Jr, A. F. and Montes-Rojas, G. (2009).
*Instrumental variables quantile regression for panel data with measurement errors* (09/06).
London, UK: Department of Economics, City University London.

Galvao Jr, A. F., Montes-Rojas, G. and Park, S. Y. (2009).
*Quantile autoregressive distributed lag model with an application to house price returns* (09/04).
London, UK: Department of Economics, City University London.

Galvao Jr, A. F., Montes-Rojas, G. and Olmo, J. (2009).
*Threshold quantile autoregressive models* (09/05).
London, UK: Department of Economics, City University London.