Items where Author is "Galvao Jr, A. F."
Article
Galvao Jr, A. F., Montes-Rojas, G. & 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. & 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. & 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. & 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. & 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. & 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. & 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. & 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. & 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
Monograph
Montes-Rojas, G. & 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. & 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. & 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. & 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. & 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. & Olmo, J. (2009). Threshold quantile autoregressive models. London, UK: .