Items where City Author is "Montes-Rojas, Gabriel"

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Number of items: 35.

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

Temizsoy, A., Iori, G. & Montes-Rojas, G. (2016). Network Centrality and Funding Rates in the e-MID Interbank Market. Journal of Financial Stability, doi: 10.1016/j.jfs.2016.11.003

Montes-Rojas, G., Bera, A.K. & Sosa-Escudero, W. (2016). A New Robust and Most Powerful Test in the Presence of Local Misspeci cation. Communications in Statistics - Theory and Methods, doi: 10.1080/03610926.2016.1177077

Montes-Rojas, G. (2016). An equicorrelation Moulton factor in the presence of arbitrary intra-cluster correlation. Economics Letters, 145, pp. 221-224. doi: 10.1016/j.econlet.2016.06.022

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

Temizsoy, A., Iori, G. & Montes-Rojas, G. (2015). The role of bank relationships in the interbank market. Journal of Economic Dynamics and Control, 59, pp. 118-141. doi: 10.1016/j.jedc.2015.07.008

Zincenko, F., Sosa-Escudero, W. & Montes-Rojas, G. (2014). Robust tests for time-invariant individual heterogeneity versus dynamic state dependence. Empirical Economics, 47(4), pp. 1365-1387. doi: 10.1007/s00181-013-0788-0

Acosta, P. & Montes-Rojas, G. (2014). Informal Jobs and Trade Liberalisation in Argentina. Journal of Development Studies, doi: 10.1080/00220388.2014.919381

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

Montes-Rojas, G. (2013). Can Poor Countries Lobby for More US Bilateral Aid?. World Development, 44, pp. 77-87. doi: 10.1016/j.worlddev.2012.12.006

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., F Galvao Jr, A. & 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

Chiodi, V., Jaimovich, E. & Montes-Rojas, G. (2012). Migration, Remittances and Capital Accumulation: Evidence from Rural Mexico. Journal of Development Studies, 48(8), pp. 1139-1155. doi: 10.1080/00220388.2012.688817

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

Montes-Rojas, G. (2011). Nonparametric estimation of ATE and QTE: An application of fractile graphical analysis. Journal of Probability and Statistics, 2011, p. 874251. doi: 10.1155/2011/874251

Montes-Rojas, G. & Sosa-Escudero, W. (2011). Robust tests for heteroskedasticity in the one-way error components model. Journal of Econometrics, 160(2), pp. 300-310. doi: 10.1016/j.jeconom.2010.09.010

Bera, A. K., Montes-Rojas, G. & Sosa-Escudero, W. (2010). General specification testing with locally misspecified models. Econometric Theory, 26(6), pp. 1838-1845. doi: 10.1017/S0266466609990818

Baer, W. & Montes-Rojas, G. (2008). From privatization to re-nationalization: What went wrong with privatizations in Argentina?. Oxford Development Studies, 36(3), pp. 323-337. doi: 10.1080/13600810802264456

Monograph

Temizsoy, A., Iori, G. & Montes-Rojas, G. (2016). Network Centrality and Funding Rates in the e-MID Interbank Market (Report No. 16/08). London, UK: Department of Economics, City, University of London.

Jafarey, S., Mainali, R. M. & Montes-Rojas, G. (2014). The Anticipation Effect of Marriage on Female Education: Theory and Evidence from Nepal (Report No. 15/12). London, UK: Department of Economics, City University London.

Jafarey, S., Montes-Rojas, G. & Mainali, R. M. (2014). Earnings and Caste: An Evaluation of Caste Wage Differentials in the Nepalese Labour Market (Report No. 15/13). London, UK: Department of Economics, City University London.

Montes-Rojas, G. & Galvao Jr, A. F. (2013). Bayesian Endogeneity Bias Modeling (Report No. 13/09). London, UK: Department of Economics, City University London.

Mainali, R. M., Jafarey, S. & Montes-Rojas, G. (2013). Earnings and Social Background: An evaluation of caste/ethnic wage differentials in the Nepalese labor market (Report No. 13/01). London, UK: Department of Economics, City University London.

Montes-Rojas, G. & Acosta, P. (2013). Informal Jobs and Trade Liberalisation in Argentina (Report No. 13/10). London, UK: Department of Economics, City University London.

Baer, W, Margot, D & Montes-Rojas, G. (2010). Argentina's default and the lack of dire consequences (Report No. 10/09). London, UK: Department of Economics, City University London.

Montes-Rojas, G. (2010). Nonparametric estimation of ATE and QTE: an application of Fractile Graphical Analysis (Report No. 10/06). 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 (Report No. 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 (Report No. 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 (Report No. 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 (Report No. 09/04). London, UK: Department of Economics, City University London.

Galvao Jr, A. F., Montes-Rojas, G. & Olmo, J. (2009). Threshold quantile autoregressive models (Report No. 09/05). London, UK: Department of Economics, City University London.

Montes-Rojas, G. (2008). Robust misspecification tests for the Heckman’s two-step estimator (Report No. 08/01). London, UK: Department of Economics, City University London.

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