Antonio F. Galvao

University of Arizona

Professor of Economics

McClelland Hall, Room 401 1130 E. Helen Street

Tucson, AZ 85721

United States

SCHOLARLY PAPERS

19

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2,427

SSRN CITATIONS
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SSRN RANKINGS

Top 29,675

in Total Papers Citations

10

CROSSREF CITATIONS

13

Scholarly Papers (19)

1.

Dynamic Quantile Models of Rational Behavior

Number of pages: 56 Posted: 15 Mar 2017 Last Revised: 20 Nov 2019
Luciano I. de Castro and Antonio F. Galvao
Tippie College of Business and University of Arizona
Downloads 468 (62,659)
Citation 3

Abstract:

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Quantile Utility, Dynamic Programming, Quantile Regression, Intertemporal Consumption

2.

Policy Heterogeneity in Empirical Corporate Finance

Number of pages: 56 Posted: 14 Apr 2013 Last Revised: 17 Dec 2014
Murillo Campello, Antonio F. Galvao and Ted Juhl
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Arizona and University of Kansas - Department of Economics
Downloads 351 (88,042)
Citation 3

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fixed effects, estimation, slope heterogeneity

3.

Testing Public Debt Sustainability Using a Present-Value Model

Number of pages: 43 Posted: 26 Aug 2011 Last Revised: 11 Jun 2015
University of Arizona, Insper Institute of Education and Research and University of Wisconsin - Milwaukee
Downloads 249 (127,533)

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4.

Smoothed Quantile Regression for Panel Data

Number of pages: 63 Posted: 15 May 2015 Last Revised: 17 May 2015
Antonio F. Galvao and Kengo Kato
University of Arizona and University of Tokyo - Graduate School of Economics
Downloads 202 (156,069)
Citation 8

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5.

Quantile Regression Random Effects

Number of pages: 51 Posted: 14 Mar 2016 Last Revised: 24 Jan 2017
Antonio F. Galvao and Alexandre Poirier
University of Arizona and Georgetown University - Department of Economics
Downloads 197 (159,823)

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Quantile Regression, Panel Data, Random Effects, Hypothesis Testing

6.

Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis

Number of pages: 41 Posted: 23 Oct 2010 Last Revised: 04 Jul 2011
Antonio F. Galvao, Gabriel Montes-Rojas and Tommaso Gabrieli
University of Arizona, City University of London and University of Reading - Henley Business School
Downloads 165 (187,034)
Citation 1

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7.

Quantile Regression with Generated Regressors

Number of pages: 51 Posted: 21 Sep 2017 Last Revised: 18 Nov 2018
Liqiong Chen, Antonio F. Galvao and Suyong Song
University of Iowa, University of Arizona and University of Iowa
Downloads 134 (222,245)
Citation 2

Abstract:

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Quantile Regression, Generated Regressor, Heterogeneity, Engel Curves

8.

Tests of Asset Pricing with Time-Varying Factor Loads

Number of pages: 36 Posted: 20 Mar 2016 Last Revised: 04 Nov 2017
Antonio F. Galvao, Gabriel Montes-Rojas and Jose Olmo
University of Arizona, City University of London and Universidad de Zaragoza
Downloads 130 (227,510)

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Asset pricing theories, realized measures, slope homogeneity tests, stochastic discount factor, two-pass regressions.

9.

A New Characterization of the Normal Distribution and Test for Normality

Number of pages: 48 Posted: 03 Apr 2015
Anil Bera, Antonio F. Galvao, Liang Wang and Zhijie Xiao
University of Illinois, University of Arizona, University of Wisconsin - Milwaukee and Boston College - Department of Finance and Department of Economics
Downloads 124 (235,854)
Citation 1

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Asymptotic covariance, characterization of distribution, normality, quantile process, mean, testing

10.

Robust Inference for Panel Quantile Regression Models with Individual Fixed Effects and Serial Correlation

Number of pages: 61 Posted: 15 Apr 2017
Jungmo Yoon and Antonio F. Galvao
Hanyang University and University of Arizona
Downloads 89 (296,120)
Citation 1

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Quantile Regression, Panel Data, Serial Correlation, Cluster Robust Standard Errors

11.

Static and Dynamic Quantile Preferences

Number of pages: 34 Posted: 18 Sep 2018 Last Revised: 06 Jan 2020
Luciano I. de Castro and Antonio F. Galvao
Tippie College of Business and University of Arizona
Downloads 76 (325,802)
Citation 2

Abstract:

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Quantile Utility, Recursive Utility, Ordinality, Axioms

12.

Quantile Continuous Treatment Effects

Number of pages: 57 Posted: 25 Sep 2017
Javier Alejo, Antonio F. Galvao and Gabriel Montes-Rojas
Universidad Nacional de Mar del Plata, University of Arizona and City University of London
Downloads 70 (341,196)

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Continuous treatment; quantile treatment effects; quantile regression

13.

Estimation and Inference for Linear Panel Data Models under Misspecification when Both N and T are Large

Number of pages: 53 Posted: 19 Feb 2013 Last Revised: 10 Mar 2014
Antonio F. Galvao and Kengo Kato
University of Arizona and University of Tokyo - Graduate School of Economics
Downloads 67 (349,326)

Abstract:

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incidental parameters problem, cross section bootstrap, fixed effects estimator, panel data, misspecification

14.

GMM Quantile Regresson

Number of pages: 58 Posted: 13 Aug 2019
Insper, University of Arizona, University of California, Berkeley - Department of Economics, Georgetown University - Department of Economics and dECON-UDELAR
Downloads 54 (388,748)

Abstract:

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Quantile Regression, Generalized Method of Moments, Extreme Quantile

Estimation and Inference for Actual and Counterfactual Growth Incidence Curves

IZA Discussion Paper No. 10473
Number of pages: 61 Posted: 22 Jan 2017
Francisco H. G. Ferreira, Sergio Firpo and Antonio F. Galvao
World Bank - Development Research Group (DECRG), Insper and University of Arizona
Downloads 18 (572,962)

Abstract:

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growth incidence curves, potential outcomes, inference, quantile process

16.

Portfolio Selection in Quantile Utility Models

Number of pages: 57 Posted: 13 Dec 2019
Tippie College of Business, University of Arizona, City University of London and Universidad de Zaragoza
Downloads 20 (540,661)
Citation 1

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Optimal asset allocation, Expected Utility, Quantile Utility, Portfolio Theory, Risk Attitude

17.

Cluster Robust Covariance Matrix Estimation in Panel Quantile Regression with Individual Fixed Effects

Number of pages: 70 Posted: 07 Sep 2019
Jungmo Yoon and Antonio F. Galvao
Hanyang University and University of Arizona
Downloads 9 (610,541)

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cluster robust standard errors, quantile regression, panel data, heteroskedasticity and autocorrelation consistent covariance matrix estimation

18.

Supplemental Appendix: Cluster Robust Covariance Matrix Estimation in Panel Quantile Regression with Individual Fixed Effects

Number of pages: 38 Posted: 10 Sep 2019
Jungmo Yoon and Antonio F. Galvao
Hanyang University and University of Arizona
Downloads 2 (662,193)

Abstract:

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19.

Threshold Quantile Autoregressive Models

Journal of Time Series Analysis, Vol. 32, Issue 3, pp. 253-267, 2011
Number of pages: 15 Posted: 12 Apr 2011
Antonio F. Galvao, Gabriel Montes-Rojas and Jose Olmo
University of Arizona, City University of London and Universidad de Zaragoza
Downloads 2 (662,193)
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Abstract:

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Nonlinear models, quantile regression, threshold models, C14, C22, C32, C50