Antonio F Galvao
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Ferreira, Francisco H. G. & Firpo, Sergio & Galvao, Antonio F., 2017.
"Estimation and Inference for Actual and Counterfactual Growth Incidence Curves,"
IZA Discussion Papers
10473, Institute of Labor Economics (IZA).
- Ferreira,Francisco H. G. & Firpo,Sergio & Galvao,Antonio F., 2017. "Estimation and inference for actual and counterfactual growth incidence curves," Policy Research Working Paper Series 7933, The World Bank.
Mentioned in:
- Estimation and Inference for Actual and Counterfactual Growth Incidence Curves
by maximorossi in NEP-LTV blog on 2017-03-22 00:55:01
Working papers
- Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2021.
"Bootstrap inference for panel data quantile regression,"
Papers
2111.03626, arXiv.org.
Cited by:
- Leng, Xuan & Chen, Heng & Wang, Wendun, 2023. "Multi-dimensional latent group structures with heterogeneous distributions," Journal of Econometrics, Elsevier, vol. 233(1), pages 1-21.
- Li Tao & Lingnan Tai & Manling Qian & Maozai Tian, 2023. "A New Instrumental-Type Estimator for Quantile Regression Models," Mathematics, MDPI, vol. 11(15), pages 1-26, August.
- Sergio Firpo & Antonio F. Galvao & Thomas Parker, 2019.
"Uniform inference for value functions,"
Papers
1911.10215, arXiv.org, revised Oct 2022.
- Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas, 2023. "Uniform inference for value functions," Journal of Econometrics, Elsevier, vol. 235(2), pages 1680-1699.
Cited by:
- Sungwon Lee, 2021. "Partial Identification and Inference for Conditional Distributions of Treatment Effects," Papers 2108.00723, arXiv.org, revised Nov 2023.
- Antonio F. Galvao & Jiaying Gu & Stanislav Volgushev, 2018.
"On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects,"
Papers
1807.11863, arXiv.org, revised Feb 2020.
- Galvao, Antonio F. & Gu, Jiaying & Volgushev, Stanislav, 2020. "On the unbiased asymptotic normality of quantile regression with fixed effects," Journal of Econometrics, Elsevier, vol. 218(1), pages 178-215.
Cited by:
- Lloyd, S. & Manuel, E. & Panchev, K., 2021.
"Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk,"
Cambridge Working Papers in Economics
2156, Faculty of Economics, University of Cambridge.
- Lloyd, S. & Manuel, E. & Panchev, K., 2021. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," Janeway Institute Working Papers 2102, Faculty of Economics, University of Cambridge.
- Lloyd, Simon & Manuel, Ed & Panchev, Konstantin, 2021. "Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk," Bank of England working papers 940, Bank of England.
- Simon Lloyd & Ed Manuel & Konstantin Panchev, 2024. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 335-392, March.
- Leng, Xuan & Chen, Heng & Wang, Wendun, 2023. "Multi-dimensional latent group structures with heterogeneous distributions," Journal of Econometrics, Elsevier, vol. 233(1), pages 1-21.
- Bahram Adrangi & Arjun Chatrath & Madhuparna Kolay & Kambiz Raffiee, 2021. "Dynamic Responses of Standard and Poor’s Regional Bank Index to the U.S. Fear Index, VIX," JRFM, MDPI, vol. 14(3), pages 1-18, March.
- Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2021. "Bootstrap inference for panel data quantile regression," Papers 2111.03626, arXiv.org.
- Wenjie Wang & Yichong Zhang, 2021. "Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters," Papers 2108.13707, arXiv.org, revised Jan 2024.
- Carlos Lamarche & Thomas Parker, 2020.
"Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data,"
Papers
2004.05127, arXiv.org, revised May 2022.
- Carlos Lamarche & Thomas Parker, 2022. "Wild Bootstrap Inference For Penalized Quantile Regression For Longitudinal Data," Working Papers 22003 Classification-C15,, University of Waterloo, Department of Economics.
- Lamarche, Carlos & Parker, Thomas, 2023. "Wild bootstrap inference for penalized quantile regression for longitudinal data," Journal of Econometrics, Elsevier, vol. 235(2), pages 1799-1826.
- Yiren Wang & Liangjun Su & Yichong Zhang, 2022. "Low-rank Panel Quantile Regression: Estimation and Inference," Papers 2210.11062, arXiv.org.
- Li Tao & Lingnan Tai & Manling Qian & Maozai Tian, 2023. "A New Instrumental-Type Estimator for Quantile Regression Models," Mathematics, MDPI, vol. 11(15), pages 1-26, August.
- Xiaorong Yang & Jia Chen & Degui Li & Runze Li, 2023. "Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure," Papers 2303.13218, arXiv.org.
- Christis Katsouris, 2023. "Quantile Time Series Regression Models Revisited," Papers 2308.06617, arXiv.org, revised Aug 2023.
- Sabeeh Ullah, 2023. "Impact of COVID-19 Pandemic on Financial Markets: a Global Perspective," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 14(2), pages 982-1003, June.
- Sunil K. Mohanty & Stein Frydenberg & Petter Osmundsen & Sjur Westgaard & Christian Skjøld, 2023. "Risk factors in stock returns of U.S. oil and gas companies: evidence from quantile regression analysis," Review of Quantitative Finance and Accounting, Springer, vol. 60(2), pages 715-746, February.
- Bahram Adrangi & Arjun Chatrath & Kambiz Raffiee, 2023. "S&P 500 volatility, volatility regimes, and economic uncertainty," Bulletin of Economic Research, Wiley Blackwell, vol. 75(4), pages 1362-1387, October.
- Martina Pons & Blaise Melly, 2022. "Stata commands to estimate quantile regression with panel and grouped data," Swiss Stata Conference 2022 05, Stata Users Group.
- Christis Katsouris, 2023. "Optimal Estimation Methodologies for Panel Data Regression Models," Papers 2311.03471, arXiv.org, revised Nov 2023.
- Cepoi, Cosmin-Octavian, 2020. "Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil," Finance Research Letters, Elsevier, vol. 36(C).
- Ferreira, Francisco H. G. & Firpo, Sergio & Galvao, Antonio F., 2017.
"Estimation and Inference for Actual and Counterfactual Growth Incidence Curves,"
IZA Discussion Papers
10473, Institute of Labor Economics (IZA).
- Ferreira,Francisco H. G. & Firpo,Sergio & Galvao,Antonio F., 2017. "Estimation and inference for actual and counterfactual growth incidence curves," Policy Research Working Paper Series 7933, The World Bank.
Cited by:
- David M. Kaplan & Matt Goldman, 2013.
"Comparing distributions by multiple testing across quantiles,"
Working Papers
1319, Department of Economics, University of Missouri, revised Feb 2018.
- David M. Kaplan & Matt Goldman, 2016. "Comparing distributions by multiple testing across quantiles or CDF values," Working Papers 1619, Department of Economics, University of Missouri, revised 22 Feb 2018.
- Goldman, Matt & Kaplan, David M., 2018. "Comparing distributions by multiple testing across quantiles or CDF values," Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
- Matt Goldman & David M. Kaplan, 2017.
"Comparing distributions by multiple testing across quantiles or CDF values,"
Papers
1708.04658, arXiv.org.
- David M. Kaplan & Matt Goldman, 2018. "Comparing distributions by multiple testing across quantiles or CDF values," Working Papers 1801, Department of Economics, University of Missouri.
- David M. Kaplan & Matt Goldman, 2016. "Comparing distributions by multiple testing across quantiles or CDF values," Working Papers 1619, Department of Economics, University of Missouri, revised 22 Feb 2018.
- Goldman, Matt & Kaplan, David M., 2018. "Comparing distributions by multiple testing across quantiles or CDF values," Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
- Kim, Ju Hyun & Park, Byoung G., 2018. "Weak convergence of local quantile treatment effect processes," Economics Letters, Elsevier, vol. 162(C), pages 49-52.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan, 2017.
"Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations,"
Working Papers
1710, Department of Economics, University of Missouri, revised 28 Feb 2018.
- de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019. "Smoothed GMM for quantile models," Journal of Econometrics, Elsevier, vol. 213(1), pages 121-144.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2018. "Smoothed GMM for quantile models," Working Papers 1803, Department of Economics, University of Missouri.
Cited by:
- Grigory Franguridi & Bulat Gafarov & Kaspar Wuthrich, 2020. "Bias correction for quantile regression estimators," Papers 2011.03073, arXiv.org, revised Jan 2024.
- Christophe Muller, 2019.
"Linear Quantile Regression and Endogeneity Correction,"
Working Papers
halshs-02272874, HAL.
- Christophe Muller, 2019. "Linear Quantile Regression and Endogeneity Correction," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 9(5), pages 123-128, August.
- Christophe Muller, 2019. "Linear Quantile Regression and Endogeneity Correction," AMSE Working Papers 1920, Aix-Marseille School of Economics, France.
- Christophe Muller, 2019. "Linear Quantile Regression and Endogeneity Correction," Post-Print hal-02618513, HAL.
- Xin Liu, 2019.
"Averaging estimation for instrumental variables quantile regression,"
Papers
1910.04245, arXiv.org.
- Xin Liu, 2019. "Averaging estimation for instrumental variables quantile regression," Working Papers 1907, Department of Economics, University of Missouri.
- David M. Kaplan, 2022.
"Smoothed instrumental variables quantile regression,"
Stata Journal, StataCorp LP, vol. 22(2), pages 379-403, June.
- David M. Kaplan, 2023. "Smoothed instrumental variables quantile regression," Papers 2310.09013, arXiv.org.
- Firpo, Sergio & Galvao, Antonio F. & Pinto, Cristine & Poirier, Alexandre & Sanroman, Graciela, 2022. "GMM quantile regression," Journal of Econometrics, Elsevier, vol. 230(2), pages 432-452.
- Hiroaki Kaido & Kaspar Wüthrich, 2018.
"Decentralization estimators for instrumental variable quantile regression models,"
CeMMAP working papers
CWP72/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hiroaki Kaido & Kaspar Wüthrich, 2021. "Decentralization estimators for instrumental variable quantile regression models," Quantitative Economics, Econometric Society, vol. 12(2), pages 443-475, May.
- Hiroaki Kaido & Kaspar Wuthrich, 2018. "Decentralization Estimators for Instrumental Variable Quantile Regression Models," Papers 1812.10925, arXiv.org, revised Sep 2020.
- Kaido, Hiroaki & Wüthrich, Kaspar, 2021. "Decentralization estimators for instrumental variable quantile regression models," University of California at San Diego, Economics Working Paper Series qt362921wv, Department of Economics, UC San Diego.
- Hiroaki Kaido & Kaspar Wüthrich, 2019. "Decentralization estimators for instrumental variable quantile regression models," CeMMAP working papers CWP42/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Javier Alejo & Gabriel Montes-Rojas, 2021. "Quantile Regression under Limited Dependent Variable," Papers 2112.06822, arXiv.org.
- He, Xuming & Pan, Xiaoou & Tan, Kean Ming & Zhou, Wen-Xin, 2023. "Smoothed quantile regression with large-scale inference," Journal of Econometrics, Elsevier, vol. 232(2), pages 367-388.
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2021.
"A first-stage representation for instrumental variables quantile regression,"
Papers
2102.01212, arXiv.org, revised Feb 2022.
- Javier Alejo & Antonio F Galvao & Gabriel Montes-Rojas, 2023. "A first-stage representation for instrumental variables quantile regression," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 350-377.
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2020. "A first-stage test for instrumental variables quantile regression," Asociación Argentina de Economía Política: Working Papers 4304, Asociación Argentina de Economía Política.
- Koki Fusejima, 2020. "Identification of multi-valued treatment effects with unobserved heterogeneity," Papers 2010.04385, arXiv.org, revised Apr 2023.
- David Powell, 2022. "Quantile regression with nonadditive fixed effects," Empirical Economics, Springer, vol. 63(5), pages 2675-2691, November.
- de Castro, Luciano & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2020. "Quantile selection in non-linear GMM quantile models," Economics Letters, Elsevier, vol. 195(C).
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017.
"Smoothed GMM for quantile models,"
Papers
1707.03436, arXiv.org, revised Feb 2018.
- de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019. "Smoothed GMM for quantile models," Journal of Econometrics, Elsevier, vol. 213(1), pages 121-144.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2018. "Smoothed GMM for quantile models," Working Papers 1803, Department of Economics, University of Missouri.
Cited by:
- Grigory Franguridi & Bulat Gafarov & Kaspar Wuthrich, 2020. "Bias correction for quantile regression estimators," Papers 2011.03073, arXiv.org, revised Jan 2024.
- Christophe Muller, 2019.
"Linear Quantile Regression and Endogeneity Correction,"
Working Papers
halshs-02272874, HAL.
- Christophe Muller, 2019. "Linear Quantile Regression and Endogeneity Correction," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 9(5), pages 123-128, August.
- Christophe Muller, 2019. "Linear Quantile Regression and Endogeneity Correction," AMSE Working Papers 1920, Aix-Marseille School of Economics, France.
- Christophe Muller, 2019. "Linear Quantile Regression and Endogeneity Correction," Post-Print hal-02618513, HAL.
- Xin Liu, 2019.
"Averaging estimation for instrumental variables quantile regression,"
Papers
1910.04245, arXiv.org.
- Xin Liu, 2019. "Averaging estimation for instrumental variables quantile regression," Working Papers 1907, Department of Economics, University of Missouri.
- David M. Kaplan, 2022.
"Smoothed instrumental variables quantile regression,"
Stata Journal, StataCorp LP, vol. 22(2), pages 379-403, June.
- David M. Kaplan, 2023. "Smoothed instrumental variables quantile regression," Papers 2310.09013, arXiv.org.
- Firpo, Sergio & Galvao, Antonio F. & Pinto, Cristine & Poirier, Alexandre & Sanroman, Graciela, 2022. "GMM quantile regression," Journal of Econometrics, Elsevier, vol. 230(2), pages 432-452.
- Hiroaki Kaido & Kaspar Wüthrich, 2018.
"Decentralization estimators for instrumental variable quantile regression models,"
CeMMAP working papers
CWP72/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hiroaki Kaido & Kaspar Wüthrich, 2021. "Decentralization estimators for instrumental variable quantile regression models," Quantitative Economics, Econometric Society, vol. 12(2), pages 443-475, May.
- Hiroaki Kaido & Kaspar Wuthrich, 2018. "Decentralization Estimators for Instrumental Variable Quantile Regression Models," Papers 1812.10925, arXiv.org, revised Sep 2020.
- Kaido, Hiroaki & Wüthrich, Kaspar, 2021. "Decentralization estimators for instrumental variable quantile regression models," University of California at San Diego, Economics Working Paper Series qt362921wv, Department of Economics, UC San Diego.
- Hiroaki Kaido & Kaspar Wüthrich, 2019. "Decentralization estimators for instrumental variable quantile regression models," CeMMAP working papers CWP42/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Javier Alejo & Gabriel Montes-Rojas, 2021. "Quantile Regression under Limited Dependent Variable," Papers 2112.06822, arXiv.org.
- He, Xuming & Pan, Xiaoou & Tan, Kean Ming & Zhou, Wen-Xin, 2023. "Smoothed quantile regression with large-scale inference," Journal of Econometrics, Elsevier, vol. 232(2), pages 367-388.
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2021.
"A first-stage representation for instrumental variables quantile regression,"
Papers
2102.01212, arXiv.org, revised Feb 2022.
- Javier Alejo & Antonio F Galvao & Gabriel Montes-Rojas, 2023. "A first-stage representation for instrumental variables quantile regression," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 350-377.
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2020. "A first-stage test for instrumental variables quantile regression," Asociación Argentina de Economía Política: Working Papers 4304, Asociación Argentina de Economía Política.
- Koki Fusejima, 2020. "Identification of multi-valued treatment effects with unobserved heterogeneity," Papers 2010.04385, arXiv.org, revised Apr 2023.
- David Powell, 2022. "Quantile regression with nonadditive fixed effects," Empirical Economics, Springer, vol. 63(5), pages 2675-2691, November.
- de Castro, Luciano & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2020. "Quantile selection in non-linear GMM quantile models," Economics Letters, Elsevier, vol. 195(C).
- Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2015.
"Tests for Normality in Linear Panel Data Models,"
CEDLAS, Working Papers
0178, CEDLAS, Universidad Nacional de La Plata.
- Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2015. "Tests for normality in linear panel-data models," Stata Journal, StataCorp LP, vol. 15(3), pages 822-832, September.
Cited by:
- Emmanuel Mensah & Christopher Boachie, 2023. "Analysis of the determinants of corporate governance quality: evidence from sub-Saharan Africa," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 20(4), pages 431-450, December.
- Daniel Santabárbara & Marta Suárez-Varela, 2022. "Carbon pricing and inflation volatility," Working Papers 2231, Banco de España.
- Jose Fernando Vilcarromero Arbulu & Jorge Luis Castilla Raimundo & Pedro Bernabe Venegas Rodriguez & Nivardo Alonzo Santillan Zapata & Jimmy Alberth Deza Quispe, 2021. "Financial Factors and Their Relative Importance Analysis in Peruvian Gold Mining Companies¡¯ Stock Price," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(2), pages 251-262, April.
- Tehmina Zahid & Noman Arshed & Mubbasher Munir & Kamran Hameed, 2021. "Role of energy consumption preferences on human development: a study of SAARC region," Economic Change and Restructuring, Springer, vol. 54(1), pages 121-144, February.
- Michael L. Polemis, 2020.
"A note on the estimation of competition-productivity nexus: a panel quantile approach,"
Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(4), pages 663-676, December.
- Polemis, Michael, 2019. "A note on the estimation of competition-productivity nexus: A panel quantile approach," MPRA Paper 96808, University Library of Munich, Germany.
- Seifelyazal Mostafa & Salah Eldin Ashraf & ElSherif Marwa, 2023. "The Impact of Financial Inclusion on Economic Development," International Journal of Economics and Financial Issues, Econjournals, vol. 13(2), pages 93-101, March.
- Noman Arshed & Rukhsana Kalim, 2021. "Modelling demand and supply of Islamic banking deposits," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2813-2831, April.
- Heitor Almeida & Murillo Campello & Antonio F. Galvao Jr., 2010.
"Measurement Errors in Investment Equations,"
NBER Working Papers
15951, National Bureau of Economic Research, Inc.
- Heitor Almeida & Murillo Campello & Antonio F. Galvao, 2010. "Measurement Errors in Investment Equations," The Review of Financial Studies, Society for Financial Studies, vol. 23(9), pages 3279-3328.
Cited by:
- Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2015.
"Education and the local equity bias around the world,"
SIRE Discussion Papers
2015-76, Scottish Institute for Research in Economics (SIRE).
- Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2015. "Education and the local equity bias around the world," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 65-88.
- Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas, 2015. "Education and the local equity bias around the world," Working Papers 2015_13, Business School - Economics, University of Glasgow.
- Z. Jun Lin & Shengqiang Liu & Fangcheng Sun, 2017. "The Impact of Financing Constraints and Agency Costs on Corporate R&D Investment: Evidence from China," International Review of Finance, International Review of Finance Ltd., vol. 17(1), pages 3-42, March.
- Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2015.
"Tests for Normality in Linear Panel Data Models,"
CEDLAS, Working Papers
0178, CEDLAS, Universidad Nacional de La Plata.
- Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2015. "Tests for normality in linear panel-data models," Stata Journal, StataCorp LP, vol. 15(3), pages 822-832, September.
- Chalak, Karim & Kim, Daniel, 2020. "Measurement error in multiple equations: Tobin’s q and corporate investment, saving, and debt," Journal of Econometrics, Elsevier, vol. 214(2), pages 413-432.
- Ljungqvist, Alexander & Asker, John & Farre-Mensa, Joan, 2010. "Does the Stock Market Harm Investment Incentives?," CEPR Discussion Papers 7857, C.E.P.R. Discussion Papers.
- Bruno Ćorić & Vladimir Šimić, 2021. "Economic disasters and aggregate investment," Empirical Economics, Springer, vol. 61(6), pages 3087-3124, December.
- Chen, Hong-Yi & Lee, Alice C. & Lee, Cheng-Few, 2015. "Alternative errors-in-variables models and their applications in finance research," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 213-227.
- Daniel Wilhelm, 2015. "Identification and estimation of nonparametric panel data regressions with measurement error," CeMMAP working papers 34/15, Institute for Fiscal Studies.
- Heitor Almeida & Murillo Campello & Michael S. Weisbach, 2006.
"Corporate Financial and Investment Policies when Future Financing is not Frictionless,"
NBER Working Papers
12773, National Bureau of Economic Research, Inc.
- Almeida, Heitor & Campello, Murillo & Weisbach, Michael S., 2008. "Corporate Financial and Investment Policies When Future Financing Is Not Frictionless," Working Paper Series 2008-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Almeida, Heitor & Campello, Murillo & Weisbach, Michael S., 2011. "Corporate financial and investment policies when future financing is not frictionless," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 675-693, June.
- Hachmi Ben Ameur & Fredj Jawadi & Abdoulkarim Idi Cheffou & Wael Louhichi, 2018. "Measurement errors in stock markets," Annals of Operations Research, Springer, vol. 262(2), pages 287-306, March.
- Aissata Boubacar Moumouni, 2020. "Investment Sensitivity to Inter-enterprises Payment Deadlines," AMSE Working Papers 1938, Aix-Marseille School of Economics, France.
- OGURA Yoshiaki, 2015.
"Investment Distortion by Collateral Requirements: Evidence from Japanese SMEs,"
Discussion papers
15050, Research Institute of Economy, Trade and Industry (RIETI).
- Ogura, Yoshiaki, 2017. "Investment Distortion by Collateral Requirement: Evidence from Japanese SMEs," HIT-REFINED Working Paper Series 73, Institute of Economic Research, Hitotsubashi University.
- Muñoz, Francisco, 2013. "Liquidity and firm investment: Evidence for Latin America," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 18-29.
- Pierluigi Balduzzi & Emanuele Brancati & Fabio Schiantarelli, 2014.
"Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises,"
Working Papers CASMEF
1404, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Pierluigi Balduzzi & Emanuele Brancati & Fabio Schiantarelli, 2013. "Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises," Boston College Working Papers in Economics 824, Boston College Department of Economics, revised 12 Aug 2016.
- Balduzzi, Pierluigi & Brancati, Emanuele & Schiantarelli, Fabio, 2013. "Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises," IZA Discussion Papers 7872, Institute of Labor Economics (IZA).
- Pierluigi Balduzzi & Emanuele Brancati & Fabio Schiantarelli, 2015. "Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises," CESifo Working Paper Series 5669, CESifo.
- Balduzzi, Pierluigi & Brancati, Emanuele & Schiantarelli, Fabio, 2018. "Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises," Journal of Financial Intermediation, Elsevier, vol. 36(C), pages 1-15.
- Yishay Yafeh & Mr. Kenichi Ueda & Mr. Stijn Claessens, 2010.
"Financial Frictions, Investment, and Institutions,"
IMF Working Papers
2010/231, International Monetary Fund.
- Claessens, Stijn & Yafeh, Yishay & Ueda, Kenichi, 2010. "Financial Frictions, Investment, and Institutions," CEPR Discussion Papers 8170, C.E.P.R. Discussion Papers.
- Daniel Wilhelm, 2015. "Identification and estimation of nonparametric panel data regressions with measurement error," CeMMAP working papers CWP34/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- René Belderbos & Boris Lokshin & Bert Sadowski, 2015.
"The returns to foreign R&D,"
Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 46(4), pages 491-504, May.
- Belderbos, R.A. & Lokshin, B. & Sadowski, B., 2015. "The returns to foreign R&D," Research Memorandum 003, Maastricht University, Graduate School of Business and Economics (GSBE).
- Song, Suyong, 2015. "Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 95-109.
- de Andrés, Pablo & de la Fuente, Gabriel & Velasco, Pilar, 2016. "Are real options a missing piece in the diversification-value puzzle?," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 261-271.
- Alhassan, Abdulrahman & Naka, Atsuyuki, 2020. "Corporate future investments and stock liquidity: Evidence from emerging markets," International Review of Economics & Finance, Elsevier, vol. 65(C), pages 69-83.
- Ricky W. Scott, 2014. "Institutional Investors, Stock Repurchases and Information Asymmetry," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(4), pages 39-51, October.
- Masanori Orihara, 2016. "Corporate tax asymmetries and R&D: Evidence from a tax reform for business groups in Japan," Discussion papers ron273, Policy Research Institute, Ministry of Finance Japan.
- Sheng-Kai Chang & Yi-Yi Chen & Hung-Jen Wang, 2012. "A Bayesian estimator for stochastic frontier models with errors in variables," Journal of Productivity Analysis, Springer, vol. 38(1), pages 1-9, August.
- Galvao, Antonio F. & Wang, Liang, 2015. "Efficient minimum distance estimator for quantile regression fixed effects panel data," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 1-26.
- Timothy Erickson & Toni M. Whited, 2012. "Treating Measurement Error in Tobin's q," The Review of Financial Studies, Society for Financial Studies, vol. 25(4), pages 1286-1329.
- Emmanuel Adu‐Ameyaw & Albert Danso & Moshfique Uddin & Samuel Acheampong, 2024. "Investment‐cash flow sensitivity: Evidence from investment in identifiable intangible and tangible assets activities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1179-1204, April.
- Bernal, Oscar & Gnabo, Jean-Yves & Guilmin, Grégory, 2016. "Economic policy uncertainty and risk spillovers in the Eurozone," Journal of International Money and Finance, Elsevier, vol. 65(C), pages 24-45.
- Niclas Andrén & Håkan Jankensgård, 2020. "Disappearing investment‐cash flow sensitivities: Earnings have not become a worse proxy for cash flow," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 47(5-6), pages 760-785, May.
- Michael Machokoto, 2021. "Do financial constraints really matter? A case of understudied African firms," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4670-4705, July.
- Firth, Michael & Malatesta, Paul H. & Xin, Qingquan & Xu, Liping, 2012. "Corporate investment, government control, and financing channels: Evidence from China's Listed Companies," Journal of Corporate Finance, Elsevier, vol. 18(3), pages 433-450.
- Bo Becker & Marcus Jacob & Martin Jacob, 2011.
"Payout Taxes and the Allocation of Investment,"
NBER Working Papers
17481, National Bureau of Economic Research, Inc.
- Becker, Bo & Jacob, Marcus & Jacob, Martin, 2013. "Payout taxes and the allocation of investment," Journal of Financial Economics, Elsevier, vol. 107(1), pages 1-24.
- Wagner, Wolf & Gong, Di, 2016. "Systemic risk-taking at banks: Evidence from the pricing of syndicated loans," CEPR Discussion Papers 11150, C.E.P.R. Discussion Papers.
- Firpo, Sergio & Galvao, Antonio F. & Song, Suyong, 2017. "Measurement errors in quantile regression models," Journal of Econometrics, Elsevier, vol. 198(1), pages 146-164.
- Behr, Patrick & Norden, Lars & Noth, Felix, 2013. "Financial constraints of private firms and bank lending behavior," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3472-3485.
- Ding, David K. & Ferreira, Christo & Wongchoti, Udomsak, 2016. "Does it pay to be different? Relative CSR and its impact on firm value," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 86-98.
- Fuente, Gabriel de la & Velasco, Pilar, 2020. "Capital structure and corporate diversification: Is debt a panacea for the diversification discount?," Journal of Banking & Finance, Elsevier, vol. 111(C).
- Machokoto, Michael & Areneke, Geofry, 2021. "Is the cash flow sensitivity of cash asymmetric? African evidence," Finance Research Letters, Elsevier, vol. 38(C).
- Milan Hladík & Michal Černý & Jaromír Antoch, 2020. "EIV regression with bounded errors in data: total ‘least squares’ with Chebyshev norm," Statistical Papers, Springer, vol. 61(1), pages 279-301, February.
- Badertscher, Brad & Shroff, Nemit & White, Hal D., 2013. "Externalities of public firm presence: Evidence from private firms' investment decisions," Journal of Financial Economics, Elsevier, vol. 109(3), pages 682-706.
- Liao, Shushu, 2021. "The effect of credit shocks in the context of labor market frictions," Journal of Banking & Finance, Elsevier, vol. 125(C).
- Farman Ali & Muhammad Ullah & Syed Tauseef Ali & Zhen Yang & Imran Ali, 2022. "Board Diversity and Corporate Investment Decisions: Evidence from China," SAGE Open, , vol. 12(2), pages 21582440221, June.
- Brown, James R. & Martinsson, Gustav & Petersen, Bruce C., 2015.
"Do Financing Constraints Matter for R&D?,"
Working Paper Series in Economics and Institutions of Innovation
394, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Brown, James R. & Martinsson, Gustav & Petersen, Bruce C., 2012. "Do financing constraints matter for R&D?," European Economic Review, Elsevier, vol. 56(8), pages 1512-1529.
- Kim, Kirak, 2020. "Inventory, fixed capital, and the cross-section of corporate investment," Journal of Corporate Finance, Elsevier, vol. 60(C).
- Chacko Jacob & Jijo Lukose P.J., 2019. "Institutional ownership and the investment-cash flow sensitivity Evidence from India," Working papers 329, Indian Institute of Management Kozhikode.
- Pindado, Julio & Requejo, Ignacio & de la Torre, Chabela, 2011. "Family control and investment–cash flow sensitivity: Empirical evidence from the Euro zone," Journal of Corporate Finance, Elsevier, vol. 17(5), pages 1389-1409.
- Antonio F. Galvao & Gabriel Montes–Rojas & Jose Olmo & Suyong Song, 2018. "On solving endogeneity with invalid instruments: an application to investment equations," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(3), pages 689-716, June.
- Kwanglim Seo & Jungtae Soh & Amit Sharma, 2018. "Do financial constraints affect the sensitivity of investment to cash flow? New evidence from franchised restaurant firms," Tourism Economics, , vol. 24(6), pages 645-661, September.
- Ding, David K. & Ferreira, Christo & Wongchoti, Udomsak, 2019. "The geography of CSR," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 265-288.
- Brown, James R. & Floros, Ioannis V., 2012. "Access to private equity and real firm activity: Evidence from PIPEs," Journal of Corporate Finance, Elsevier, vol. 18(1), pages 151-165.
- Grullon, Gustavo & Hund, John & Weston, James P., 2018. "Concentrating on q and cash flow," Journal of Financial Intermediation, Elsevier, vol. 33(C), pages 1-15.
- Aissata Boubacar Moumouni, 2020. "Investment Sensitivity to Inter-enterprises Payment Deadlines," Working Papers hal-02889436, HAL.
- Chien, Chih-Chung & Chen, Shikuan & Chang, Ming-Jen, 2023. "Financial constraints on credit ratings and cash-flow sensitivity," International Review of Financial Analysis, Elsevier, vol. 88(C).
- Jacob, Marcus & Jacob, Martin, 2013. "Taxation and the cash flow sensitivity of dividends," Economics Letters, Elsevier, vol. 118(1), pages 186-188.
- Galvao, Antonio F. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter & Wang, Liang, 2013. "Tests for skewness and kurtosis in the one-way error component model," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 35-52.
- Borisova, Ginka & Brown, James R., 2013. "R&D sensitivity to asset sale proceeds: New evidence on financing constraints and intangible investment," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 159-173.
- Spaliara, Marina-Eliza & Tsoukas, Serafeim, 2017. "Corporate failures and the denomination of corporate bonds: Evidence from emerging Asian economies over two financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 84-97.
- Arbex, Marcelo & Galvao, Antonio F. & Gomes, Fábio Augusto Reis, 2010.
"Heterogeneity in the Returns to Education and Informal Activities,"
Insper Working Papers
wpe_216, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
Cited by:
- Olivier Bargain & Prudence Kwenda, 2013.
"The Informal Sector Wage Gap: New Evidence using Quantile Estimations on Panel Data,"
AMSE Working Papers
1360, Aix-Marseille School of Economics, France, revised Jun 2013.
- Olivier Bargain & Prudence Kwenda, 2014. "The Informal Sector Wage Gap: New Evidence Using Quantile Estimations on Panel Data," Economic Development and Cultural Change, University of Chicago Press, vol. 63(1), pages 117-153.
- Olivier Bargain & Prudence Kwenda, 2013. "The Informal Sector Wage Gap: New Evidence using Quantile Estimations on Panel Data," Working Papers halshs-00967324, HAL.
- Olivier Bargain & Prudence Kwenda, 2009. "The Informal Sector Wage Gap - New Evidence Using Quantile Estimations on Panel Data," Working Papers 200905, School of Economics, University College Dublin.
- Olivier Bargain & Prudence Kwenda, 2009. "The Informal Sector Wage Gap: New Evidence Using Quantile Estimations on Panel Data," Working Papers 200916, Geary Institute, University College Dublin.
- Olivier Bargain & Prudence Kwenda, 2014. "The Informal Sector Wage Gap: New Evidence Using Quantile Estimations on Panel Data," Post-Print hal-01474417, HAL.
- Bargain, Olivier & Magejo, Prudence, 2009. "The Informal Sector Wage Gap: New Evidence Using Quantile Estimations on Panel Data," IZA Discussion Papers 4286, Institute of Labor Economics (IZA).
- Tareq Sadeq, 2014. "Formal-Informal Gap in Return to Schooling and Penalty to Education-Occupation Mismatch a Comparative Study for Egypt, Jordan, and Palestine," Working Papers 894, Economic Research Forum, revised Dec 2014.
- Italo Lopez Garcia, 2015. "Human Capital and Labor Informality in Chile A Life-Cycle Approach," Working Papers WR-1087, RAND Corporation.
- Daeheon Choi & Chune Young Chung & Ha Truong, 2019. "Return on Education in Two Major Vietnamese Cities," Sustainability, MDPI, vol. 11(18), pages 1-30, September.
- Olivier Bargain & Prudence Kwenda, 2013.
"The Informal Sector Wage Gap: New Evidence using Quantile Estimations on Panel Data,"
AMSE Working Papers
1360, Aix-Marseille School of Economics, France, revised Jun 2013.
- Tommaso Gabrieli & Antonio F. Galvao, Jr. & Antonio F. Galvao, Jr., 2010.
"Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis,"
Real Estate & Planning Working Papers
rep-wp2010-11, Henley Business School, University of Reading.
Cited by:
- Basu, Arnab K. & Chau, Nancy H. & Siddique, Zahra, 2011. "Tax Evasion, Minimum Wage Non-Compliance and Informality," IZA Discussion Papers 6228, Institute of Labor Economics (IZA).
- Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2009.
"Quantile autoregressive distributed lag model with an application to house price returns,"
Working Papers
09/04, Department of Economics, City University London.
- Antonio F. Galvao JR. & Gabriel Montes-Rojas & Sung Y. Park, 2013. "Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 307-321, April.
Cited by:
- Eric Ghysels & Leonardo Iania & Jonas Striaukas, 2018. "Quantile-based Inflation Risk Models," Working Paper Research 349, National Bank of Belgium.
- Gaglianone, Wagner Piazza & Guillén, Osmani Teixeira de Carvalho & Figueiredo, Francisco Marcos Rodrigues, 2018. "Estimating inflation persistence by quantile autoregression with quantile-specific unit roots," Economic Modelling, Elsevier, vol. 73(C), pages 407-430.
- Xu, Xiu & Wang, Weining & Shin, Yongcheol, 2020. "Dynamic Spatial Network Quantile Autoregression," IRTG 1792 Discussion Papers 2020-024, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Uwe Hassler & Paulo M.M. Rodrigues & Antonio Rubia, 2016.
"Quantile Regression for Long Memory Testing: A Case of Realized Volatility,"
Journal of Financial Econometrics, Oxford University Press, vol. 14(4), pages 693-724.
- Paulo M.M. Rodrigues & Uwe Hassler, 2012. "Quantile regression for long memory testing: A case of realized volatility," Working Papers w201207, Banco de Portugal, Economics and Research Department.
- Haroon Mumtaz & Paolo Surico, 2015.
"The Transmission Mechanism In Good And Bad Times,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1237-1260, November.
- Mumtaz, Haroon & Surico, Paolo, 2014. "The Transmission Mechanism in Good and Bad Times," CEPR Discussion Papers 10083, C.E.P.R. Discussion Papers.
- Emmanuel Uche & Lionel Effiom, 2021. "Oil price, exchange rate and stock price in Nigeria: Fresh insights based on quantile ARDL model," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, vol. 2021(1), pages 59-79.
- Yuyan Wang & Akhgar Ghassabian & Bo Gu & Yelena Afanasyeva & Yiwei Li & Leonardo Trasande & Mengling Liu, 2023. "Semiparametric distributed lag quantile regression for modeling time‐dependent exposure mixtures," Biometrics, The International Biometric Society, vol. 79(3), pages 2619-2632, September.
- Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & Francisco Marcos Rodrigues Figueiredo, 2015. "Local Unit Root and Inflationary Inertia in Brazil," Working Papers Series 406, Central Bank of Brazil, Research Department.
- Liu Xiaochun & Luger Richard, 2018. "Markov-switching quantile autoregression: a Gibbs sampling approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(2), pages 1, April.
- Lee, Chien-Chiang & Lee, Cheng-Feng & Lee, Chi-Chuan, 2014. "Asymmetric dynamics in REIT prices: Further evidence based on quantile regression analysis," Economic Modelling, Elsevier, vol. 42(C), pages 29-37.
- Linas Jurksas & Arvydas Paskevicius, 2017. "The Relationship Between Macroeconomy And Asset Prices: Long Run Causality Evidence From Lithuania," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 8(1).
- Yunmi Kim & Lijuan Huo & Tae-Hwan Kim, 2020. "Dealing with Markov-Switching Parameters in Quantile Regression Models," Working papers 2020rwp-166, Yonsei University, Yonsei Economics Research Institute.
- Guodong Li & Yang Li & Chih-Ling Tsai, 2015. "Quantile Correlations and Quantile Autoregressive Modeling," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(509), pages 246-261, March.
- Martins, Luis F., 2021. "The US debt–growth nexus along the business cycle," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Nicholas Apergis, 2023. "Forecasting energy prices: Quantile‐based risk models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 17-33, January.
- Christis Katsouris, 2023. "Limit Theory under Network Dependence and Nonstationarity," Papers 2308.01418, arXiv.org, revised Aug 2023.
- Debdatta Pal & Subrata K. Mitra, 2017. "Diesel and soybean price relationship in the USA: evidence from a quantile autoregressive distributed lag model," Empirical Economics, Springer, vol. 52(4), pages 1609-1626, June.
- Lijuan Huo & Tae-Hwan Kim & Yunmi Kim, 2013.
"Testing for Autocorrelation in Quantile Regression Models,"
Working papers
2013rwp-54, Yonsei University, Yonsei Economics Research Institute.
- Lijuan Huo & Tae-Hwan Kim & Yunmi Kim & Dong Jin Lee, 2014. "Testing for Autocorrelation in Quantile Regression Models," Working papers 2014rwp-76, Yonsei University, Yonsei Economics Research Institute.
- Janda, Karel & Kravec, Peter, 2022. "VECM Modelling of the Price Dynamics for Fuels, Agricultural Commodities and Biofuels," EconStor Preprints 259404, ZBW - Leibniz Information Centre for Economics.
- Nicholas Apergis, 2022. "Evaluating tail risks for the U.S. economic policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 3971-3989, October.
- Marques, André M. & Lima, Gilberto Tadeu, 2022. "Testing for Granger causality in quantiles between the wage share in income and productive capacity utilization," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 290-312.
- Xu, Qifa & Niu, Xufeng & Jiang, Cuixia & Huang, Xue, 2015. "The Phillips curve in the US: A nonlinear quantile regression approach," Economic Modelling, Elsevier, vol. 49(C), pages 186-197.
- Tae-Hwan Kim & Dong Jin Lee & Paul Mizen, 2020. "Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy," Working papers 2020rwp-164, Yonsei University, Yonsei Economics Research Institute.
- Ding, Haoyuan & Kim, Hyung-Gun & Park, Sung Y., 2016. "Crude oil and stock markets: Causal relationships in tails?," Energy Economics, Elsevier, vol. 59(C), pages 58-69.
- Jack Fosten & Daniel Gutknecht & Marc-Oliver Pohle, 2023. "Testing Quantile Forecast Optimality," Papers 2302.02747, arXiv.org, revised Oct 2023.
- Debdatta PAL & Subrata Kumar MITRA, 2015. "Impact of price realization on India's tea export: Evidence from Quantile Autoregressive Distributed Lag Model," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 61(9), pages 422-428.
- Zhu, Hui-Ming & Li, ZhaoLai & You, WanHai & Zeng, Zhaofa, 2015. "Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 142-153.
- Montes-Rojas, Gabriel, 2017. "Reduced form vector directional quantiles," Journal of Multivariate Analysis, Elsevier, vol. 158(C), pages 20-30.
- Baer, Werner & Fialho Galvao, Antonio, Jr., 2005.
"Tax Burden, Government Expenditures and Income Distribution in Brazil,"
Working Papers
05-0129, University of Illinois at Urbana-Champaign, College of Business.
Cited by:
- John Kwaku Amoh, 2019. "An Estimation of the Taxable Capacity, Tax Effort and Tax Burden of an Emerging Economy: Evidence from Ghana," International Journal of Economics and Financial Issues, Econjournals, vol. 9(3), pages 12-21.
Articles
- Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas, 2023.
"Uniform inference for value functions,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 1680-1699.
See citations under working paper version above.
- Sergio Firpo & Antonio F. Galvao & Thomas Parker, 2019. "Uniform inference for value functions," Papers 1911.10215, arXiv.org, revised Oct 2022.
- Firpo, Sergio & Galvao, Antonio F. & Pinto, Cristine & Poirier, Alexandre & Sanroman, Graciela, 2022.
"GMM quantile regression,"
Journal of Econometrics, Elsevier, vol. 230(2), pages 432-452.
Cited by:
- Christis Katsouris, 2023. "Quantile Time Series Regression Models Revisited," Papers 2308.06617, arXiv.org, revised Aug 2023.
- Luciano Castro & Antonio F. Galvao, 2022.
"Static and dynamic quantile preferences,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 747-779, April.
Cited by:
- Marinacci Massimo & Principi Giulio & Stanca Lorenzo, 2023. "Recursive Preferences and Ambiguity Attitudes," Working papers 082, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
- Massimo Marinacci & Giulio Principi & Lorenzo Stanca, 2023. "Recursive Preferences and Ambiguity Attitudes," Papers 2304.06830, arXiv.org, revised Aug 2023.
- Rabah Amir & Bernard Cornet & M. Ali Khan & David Levine & Edward C. Prescott, 2022. "Special Issue in honor of Nicholas C. Yannelis – Part II," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 377-385, April.
- Massimo Marinacci & Giulio Principi & Lorenzo Stanca, 2023. "Recursive Preferences and Ambiguity Attitudes," Carlo Alberto Notebooks 695 JEL Classification: C, Collegio Carlo Alberto.
- de Castro, Luciano & Galvao, Antonio F. & Muchon, Andre, 2023. "Numerical Solution of Dynamic Quantile Models," Journal of Economic Dynamics and Control, Elsevier, vol. 148(C).
- de Castro, Luciano & Galvao, Antonio F. & Noussair, Charles N. & Qiao, Liang, 2022.
"Do people maximize quantiles?,"
Games and Economic Behavior, Elsevier, vol. 132(C), pages 22-40.
Cited by:
- Luciano De Castro & Antonio F. Galvao & Gabriel Montes Rojas & José Olmo, 2020.
"Portfolio Selection in Quantile Decision Models,"
Working Papers
11, Red Nacional de Investigadores en Economía (RedNIE).
- Luciano de Castro & Antonio F. Galvao & Gabriel Montes-Rojas & Jose Olmo, 2022. "Portfolio selection in quantile decision models," Annals of Finance, Springer, vol. 18(2), pages 133-181, June.
- de Castro, Luciano & Galvao, Antonio F. & Muchon, Andre, 2023. "Numerical Solution of Dynamic Quantile Models," Journal of Economic Dynamics and Control, Elsevier, vol. 148(C).
- Luciano De Castro & Antonio F. Galvao & Gabriel Montes Rojas & José Olmo, 2020.
"Portfolio Selection in Quantile Decision Models,"
Working Papers
11, Red Nacional de Investigadores en Economía (RedNIE).
- Liqiong Chen & Antonio F. Galvao & Suyong Song, 2021.
"Quantile Regression with Generated Regressors,"
Econometrics, MDPI, vol. 9(2), pages 1-35, April.
Cited by:
- Hartwig, Benny & Meinerding, Christoph & Schüler, Yves S., 2021.
"Identifying indicators of systemic risk,"
Journal of International Economics, Elsevier, vol. 132(C).
- Hartwig, Benny & Meinerding, Christoph & Schüler, Yves, 2020. "Identifying indicators of systemic risk," Discussion Papers 33/2020, Deutsche Bundesbank.
- Jayeeta Bhattacharya, 2020. "Quantile regression with generated dependent variable and covariates," Papers 2012.13614, arXiv.org.
- Dianliang Deng & Mashfiqul Huq Chowdhury, 2022. "Quantile Regression Approach for Analyzing Similarity of Gene Expressions under Multiple Biological Conditions," Stats, MDPI, vol. 5(3), pages 1-23, July.
- Christis Katsouris, 2023. "Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models," Papers 2311.08218, arXiv.org, revised Apr 2024.
- Inuwa, Nasiru & Adamu, Sagir & Hamza, Yusuf & Sani, Mohammed Bello, 2023. "Does dichotomy between resource dependence and resource abundance matters for resource curse hypothesis? New evidence from quantiles via moments," Resources Policy, Elsevier, vol. 81(C).
- Hartwig, Benny & Meinerding, Christoph & Schüler, Yves S., 2021.
"Identifying indicators of systemic risk,"
Journal of International Economics, Elsevier, vol. 132(C).
- Galvao, Antonio F. & Gu, Jiaying & Volgushev, Stanislav, 2020.
"On the unbiased asymptotic normality of quantile regression with fixed effects,"
Journal of Econometrics, Elsevier, vol. 218(1), pages 178-215.
See citations under working paper version above.
- Antonio F. Galvao & Jiaying Gu & Stanislav Volgushev, 2018. "On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects," Papers 1807.11863, arXiv.org, revised Feb 2020.
- Jungmo Yoon & Antonio F. Galvao, 2020.
"Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects,"
Quantitative Economics, Econometric Society, vol. 11(2), pages 579-608, May.
Cited by:
- Leng, Xuan & Chen, Heng & Wang, Wendun, 2023. "Multi-dimensional latent group structures with heterogeneous distributions," Journal of Econometrics, Elsevier, vol. 233(1), pages 1-21.
- Daan Opschoor & Dick van Dijk & Philip Hans Franses, 2021. "Heterogeneity in Manufacturing Growth Risk," Tinbergen Institute Discussion Papers 21-036/III, Tinbergen Institute.
- Andreas Hagemann, 2023. "Inference on quantile processes with a finite number of clusters," Papers 2301.04687, arXiv.org, revised Jun 2023.
- de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019.
"Smoothed GMM for quantile models,"
Journal of Econometrics, Elsevier, vol. 213(1), pages 121-144.
See citations under working paper version above.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2018. "Smoothed GMM for quantile models," Working Papers 1803, Department of Economics, University of Missouri.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan, 2017. "Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations," Working Papers 1710, Department of Economics, University of Missouri, revised 28 Feb 2018.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017. "Smoothed GMM for quantile models," Papers 1707.03436, arXiv.org, revised Feb 2018.
- Luciano de Castro & Antonio F. Galvao, 2019.
"Dynamic Quantile Models of Rational Behavior,"
Econometrica, Econometric Society, vol. 87(6), pages 1893-1939, November.
Cited by:
- Gabriel Montes-Rojas & Luciano de Castro & Antonio F. Galvao & Jeong Yeol Kim & José Olmo, 2021.
"Experiments On Portfolio Selection: A Comparison Between Quantile Preferences And Expected Utility Decision Models,"
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
2021-68, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Gabriel Montes Rojas & Luciano De Castro & Antonio Galvao & José Olmo & Kim Jeong Yeol, 2021. "Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models," Asociación Argentina de Economía Política: Working Papers 4494, Asociación Argentina de Economía Política.
- Castro, Luciano de & Galvao, Antonio F. & Kim, Jeong Yeol & Montes-Rojas, Gabriel & Olmo, Jose, 2022. "Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 97(C).
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017.
"Smoothed GMM for quantile models,"
Papers
1707.03436, arXiv.org, revised Feb 2018.
- de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019. "Smoothed GMM for quantile models," Journal of Econometrics, Elsevier, vol. 213(1), pages 121-144.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2018. "Smoothed GMM for quantile models," Working Papers 1803, Department of Economics, University of Missouri.
- Dolado, Juan J & Chen, Liang & Gonzalo, Jesus, 2018.
"Quantile Factor Models,"
CEPR Discussion Papers
12716, C.E.P.R. Discussion Papers.
- Liang Chen & Juan Jose Dolado & Jesus Gonzalo, 2019. "Quantile Factor Models," Papers 1911.02173, arXiv.org, revised Sep 2020.
- Chen, Liang & Dolado, Juan José & Gonzalo, Jesús, 2017. "Quantile Factor Models," UC3M Working papers. Economics 25299, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Liang Chen & Juan J. Dolado & Jesús Gonzalo, 2021. "Quantile Factor Models," Econometrica, Econometric Society, vol. 89(2), pages 875-910, March.
- Chen, Liang & Dolado, Juan J. & Gonzalo, Jesús, 2020. "Quantile Factor Models," IZA Discussion Papers 13870, Institute of Labor Economics (IZA).
- Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2021. "Bootstrap inference for panel data quantile regression," Papers 2111.03626, arXiv.org.
- Xue Dong He & Zhaoli Jiang, 2020. "Optimal Payoff under the Generalized Dual Theory of Choice," Papers 2012.00345, arXiv.org.
- Striani, Fabrizio, 2023. "Life-cycle consumption and life insurance: Empirical evidence from Italian Survey," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 619(C).
- Luciano Castro & Antonio F. Galvao, 2022. "Static and dynamic quantile preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 747-779, April.
- Le-Yu Chen & Ekaterina Oparina & Nattavudh Powdthavee & Sorawoot Srisuma, 2019.
"Robust Ranking of Happiness Outcomes: A Median Regression Perspective,"
Papers
1902.07696, arXiv.org, revised Jun 2022.
- Chen, Le-Yu & Oparina, Ekaterina & Powdthavee, Nattavudh & Srisuma, Sorawoot, 2022. "Robust Ranking of Happiness Outcomes: A Median Regression Perspective," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 672-686.
- Chen, Le Yu & Oparina, Ekaterina & Powdthavee, Nattavudh & Srisuma, Sorawoot, 2022. "Robust ranking of happiness outcomes: a median regression perspective," LSE Research Online Documents on Economics 115556, London School of Economics and Political Science, LSE Library.
- Luciano De Castro & Antonio F. Galvao & Gabriel Montes Rojas & José Olmo, 2020.
"Portfolio Selection in Quantile Decision Models,"
Working Papers
11, Red Nacional de Investigadores en Economía (RedNIE).
- Luciano de Castro & Antonio F. Galvao & Gabriel Montes-Rojas & Jose Olmo, 2022. "Portfolio selection in quantile decision models," Annals of Finance, Springer, vol. 18(2), pages 133-181, June.
- Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan, 2017.
"Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations,"
Working Papers
1710, Department of Economics, University of Missouri, revised 28 Feb 2018.
- de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019. "Smoothed GMM for quantile models," Journal of Econometrics, Elsevier, vol. 213(1), pages 121-144.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2018. "Smoothed GMM for quantile models," Working Papers 1803, Department of Economics, University of Missouri.
- de Castro, Luciano & Galvao, Antonio F. & Noussair, Charles N. & Qiao, Liang, 2022. "Do people maximize quantiles?," Games and Economic Behavior, Elsevier, vol. 132(C), pages 22-40.
- Hirbod Assa & Peng Liu, 2024. "Factor risk measures," Papers 2404.08475, arXiv.org.
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2020. "A first-stage test for instrumental variables quantile regression," Asociación Argentina de Economía Política: Working Papers 4304, Asociación Argentina de Economía Política.
- Xue Dong He & Zhaoli Jiang & Steven Kou, 2020. "Portfolio Selection under Median and Quantile Maximization," Papers 2008.10257, arXiv.org, revised Mar 2021.
- Long, Yan & Sethuraman, Jay & Xue, Jingyi, 2021. "Equal-quantile rules in resource allocation with uncertain needs," Journal of Economic Theory, Elsevier, vol. 197(C).
- de Castro, Luciano & Galvao, Antonio F. & Muchon, Andre, 2023. "Numerical Solution of Dynamic Quantile Models," Journal of Economic Dynamics and Control, Elsevier, vol. 148(C).
- de Castro, Luciano & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2020. "Quantile selection in non-linear GMM quantile models," Economics Letters, Elsevier, vol. 195(C).
- Baruník, Jozef & Čech, František, 2021. "Measurement of common risks in tails: A panel quantile regression model for financial returns," Journal of Financial Markets, Elsevier, vol. 52(C).
- Gabriel Montes-Rojas & Luciano de Castro & Antonio F. Galvao & Jeong Yeol Kim & José Olmo, 2021.
"Experiments On Portfolio Selection: A Comparison Between Quantile Preferences And Expected Utility Decision Models,"
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
2021-68, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Antonio F. Galvao & Alexandre Poirier, 2019.
"Quantile Regression Random Effects,"
Annals of Economics and Statistics, GENES, issue 134, pages 109-148.
Cited by:
- Demetrescu, Matei & Hosseinkouchack, Mehdi & Rodrigues, Paulo M. M., 2023. "Tests of no cross-sectional error dependence in panel quantile regressions," Ruhr Economic Papers 1041, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Schorr, A. & Lips, M., 2018. "Influence of milk yield on profitability a quantile regression analysis," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277000, International Association of Agricultural Economists.
- Jennifer Betz & Maximilian Nagl & Daniel Rösch, 2022. "Credit line exposure at default modelling using Bayesian mixed effect quantile regression," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(4), pages 2035-2072, October.
- Bresson, Georges & Lacroix, Guy & Arshad Rahman, Mohammad, 2020.
"Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada,"
IZA Discussion Papers
12928, Institute of Labor Economics (IZA).
- Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020. "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," CIRANO Working Papers 2020s-08, CIRANO.
- Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020. "Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada," Post-Print hal-04129345, HAL.
- Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2021. "Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada," Empirical Economics, Springer, vol. 60(1), pages 227-259, January.
- Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020. "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," Papers 2001.09295, arXiv.org.
- Paulo M.M. Rodrigues & Matei Demetrescu, 2022. "Cross-Sectional Error Dependence in Panel Quantile Regressions," Working Papers w202213, Banco de Portugal, Economics and Research Department.
- Martina Pons & Blaise Melly, 2022. "Stata commands to estimate quantile regression with panel and grouped data," Swiss Stata Conference 2022 05, Stata Users Group.
- Murillo Campello & Antonio F. Galvao & Ted Juhl, 2019.
"Testing for Slope Heterogeneity Bias in Panel Data Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(4), pages 749-760, October.
Cited by:
- Zhang, Chunhong & Khan, Irfan & Dagar, Vishal & Saeed, Asif & Zafar, Muhammad Wasif, 2022. "Environmental impact of information and communication technology: Unveiling the role of education in developing countries," Technological Forecasting and Social Change, Elsevier, vol. 178(C).
- Umer Shahzad & Magdalena Radulescu & Syed Rahim & Cem Isik & Zahid Yousaf & Stefan Alexandru Ionescu, 2021. "Do Environment-Related Policy Instruments and Technologies Facilitate Renewable Energy Generation? Exploring the Contextual Evidence from Developed Economies," Energies, MDPI, vol. 14(3), pages 1-25, January.
- Yoonseok Lee & Donggyu Sul, 2022.
"Trimmed Mean Group Estimation,"
Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 177-202,
Emerald Group Publishing Limited.
- Yoonseok Lee & Donggyu Sul, 2021. "Trimmed Mean Group Estimation," Center for Policy Research Working Papers 237, Center for Policy Research, Maxwell School, Syracuse University.
- Wang, Chen & Xia, Mengli & Wang, Piao & Xu, Junjie, 2022. "Renewable energy output, energy efficiency and cleaner energy: Evidence from non-parametric approach for emerging seven economies," Renewable Energy, Elsevier, vol. 198(C), pages 91-99.
- Khan, Yasir & Liu, Fang & Hassan, Taimoor, 2023. "Natural resources and sustainable development: Evaluating the role of remittances and energy resources efficiency," Resources Policy, Elsevier, vol. 80(C).
- Liu, Xiaojing & Yang, Jie & Bilan, Yuriy & Shahzad, Umer, 2023. "Resources curse hypothesis and COP26 target: Mineral and oil resources economies COVID-19 perspective," Resources Policy, Elsevier, vol. 83(C).
- Hordofa, Tolassa Temesgen & Liying, Song & Mughal, Nafeesa & Arif, Asma & Minh Vu, Hieu & Kaur, Prabjot, 2022. "Natural resources rents and economic performance: Post-COVID-19 era for G7 countries," Resources Policy, Elsevier, vol. 75(C).
- Gu, Xiao & Shen, Xi & Zhong, Xiangming & Wu, Tong & Rahim, Syed, 2023. "Natural resources and undesired productions of environmental outputs as green growth: EKC in the perspective of green finance and green growth in the G7 region," Resources Policy, Elsevier, vol. 82(C).
- Wang, Tianyang & Umar, Muhammad & Li, Menggang & Shan, Shan, 2023. "Green finance and clean taxes are the ways to curb carbon emissions: An OECD experience," Energy Economics, Elsevier, vol. 124(C).
- Li, Menghan & Zhang, Kaiyue & Alamri, Ahmad Mohammed & Ageli, Mohammed Moosa & Khan, Numan, 2023. "Resource curse hypothesis and sustainable development: Evaluating the role of renewable energy and R&D," Resources Policy, Elsevier, vol. 81(C).
- Wang, Zhongbao & Razzaq, Asif, 2022. "Natural resources, energy efficiency transition and sustainable development: Evidence from BRICS economies," Resources Policy, Elsevier, vol. 79(C).
- Li, Xuelin & Yang, Lin, 2023. "Natural resources, remittances and carbon emissions: A Dutch Disease perspective with remittances for South Asia," Resources Policy, Elsevier, vol. 85(PB).
- Khan, Arshad Ahmad & Luo, Jianchao & Safi, Adnan & Khan, Sufyan Ullah & Ali, Muhammad Abu Sufyan, 2022. "What determines volatility in natural resources? Evaluating the role of political risk index," Resources Policy, Elsevier, vol. 75(C).
- Zhou, Rong & Su, Kaihua & Zheng, Li, 2022. "Natural resources led growth and the role of financial development: Evidence from Next-11 economies," Resources Policy, Elsevier, vol. 79(C).
- Khan, Zeeshan & Badeeb, Ramez Abubakr & Nawaz, Kishwar, 2022.
"Natural resources and economic performance: Evaluating the role of political risk and renewable energy consumption,"
Resources Policy, Elsevier, vol. 78(C).
- Zeeshan Khan & Ramez Abubakr Badeeb & Kishwar Nawaz, 2022. "Natural resources and economic performance: Evaluating the role of political risk and renewable energy consumption," Post-Print hal-03858132, HAL.
- Gao, Chunjiao & Chen, Hongxi, 2023. "Electricity from renewable energy resources: Sustainable energy transition and emissions for developed economies," Utilities Policy, Elsevier, vol. 82(C).
- Ding, Yuanyi, 2023. "Does natural resources cause sustainable financial development or resources curse? Evidence from group of seven economies," Resources Policy, Elsevier, vol. 81(C).
- Wu, Zihao & Gao, Jun & Xu, Hui & Shi, Guanqun & Zaidan, Amal Mousa & Ageli, Mohammed Moosa, 2023. "Visualizing symmetric and asymmetric settings in MMQR for natural resources extraction and economic performance: A COVID-19 perspective," Resources Policy, Elsevier, vol. 85(PB).
- Vasilis Sarafidis & Tom Wansbeek, 2020. "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers 6/20, Monash University, Department of Econometrics and Business Statistics.
- Li, Ying & Tariq, Muhammad & Khan, Saleem & Rjoub, Husam & Azhar, Aisha, 2022. "Natural resources rents, capital formation and economic performance: Evaluating the role of globalization," Resources Policy, Elsevier, vol. 78(C).
- Su, Chi-Wei & Sun, Tiezhu & Ahmad, Shabbir & Mirza, Nawazish, 2021. "Does institutional quality and remittances inflow crowd-in private investment to avoid Dutch Disease? A case for emerging seven (E7) economies," Resources Policy, Elsevier, vol. 72(C).
- Liang, Jinhao & Razzaq, Asif & Sharif, Arshian & Irfan, Muhammad, 2022. "Revisiting economic and non-economic indicators of natural resources: Analysis of developed economies," Resources Policy, Elsevier, vol. 77(C).
- Arif, Asma & Minh Vu, Hieu & Cong, Ma & Hon Wei, Leow & Islam, Md. Monirul & Niedbała, Gniewko, 2022. "Natural resources commodity prices volatility and economic performance: Evaluating the role of green finance," Resources Policy, Elsevier, vol. 76(C).
- Huang, Tianwei & Yang, Lei & Liu, Yufei & Liu, Haibing, 2023. "Dutch disease revisited: China's provincial data perspective with the role of green finance and technology peak," Resources Policy, Elsevier, vol. 83(C).
- Zhou, Haonan & Li, Dongxin & Mustafa, Faisal & Altuntaş, Mehmet, 2022. "Natural resources volatility and South Asian economies: Evaluating the role of COVID-19," Resources Policy, Elsevier, vol. 75(C).
- Lin, Renzao & Wang, Zhe & Gao, Chunjiao, 2023. "Re-examining resources taxes and sustainable financial expansion: An empirical evidence of novel panel methods for China's provincial data," Resources Policy, Elsevier, vol. 80(C).
- Liu, Qiang & Zhao, Zhongwei & Liu, Yiran & He, Yao, 2022. "Natural resources commodity prices volatility, economic performance and environment: Evaluating the role of oil rents," Resources Policy, Elsevier, vol. 76(C).
- Shobande, Olatunji A., 2023. "Rethinking social change: Does the permanent and transitory effects of electricity and solid fuel use predict health outcome in Africa?," Technological Forecasting and Social Change, Elsevier, vol. 186(PB).
- Cai, Zongwu & Juhl, Ted, 2023. "The distribution of rolling regression estimators," Journal of Econometrics, Elsevier, vol. 235(2), pages 1447-1463.
- Wang, Fei & Liu, Xiaoyan, 2023. "Resources extraction and geopolitical risk: A novel perspective of World's biggest economies," Resources Policy, Elsevier, vol. 85(PA).
- Wang, Zhe & Chen, Huangxin & Teng, Yin-Pei, 2023. "Role of greener energies, high tech-industries and financial expansion for ecological footprints: Implications from sustainable development perspective," Renewable Energy, Elsevier, vol. 202(C), pages 1424-1435.
- Huo, Qixin & Huang, Yuchen & Khan, Salahuddin & Mallek, Sabrine & Wolanin, Elżbieta, 2023. "Employment generation via natural resources: A novel perspective of Dutch disease in the employment market," Resources Policy, Elsevier, vol. 85(PB).
- Xu, Jiaqi & Zhao, Jingfeng & She, Shengxiang & Liu, Wen, 2022. "Green growth, natural resources and sustainable development: Evidence from BRICS economies," Resources Policy, Elsevier, vol. 79(C).
- Mehrabani, Ali, 2023. "Estimation and identification of latent group structures in panel data," Journal of Econometrics, Elsevier, vol. 235(2), pages 1464-1482.
- Patnaik, Arpita & Venator, Joanna & Wiswall, Matthew & Zafar, Basit, 2022.
"The role of heterogeneous risk preferences, discount rates, and earnings expectations in college major choice,"
Journal of Econometrics, Elsevier, vol. 231(1), pages 98-122.
- Arpita Patnaik & Joanna Venator & Matthew Wiswall & Basit Zafar, 2020. "The Role of Heterogeneous Risk Preferences, Discount Rates, and Earnings Expectations in College Major Choice," NBER Working Papers 26785, National Bureau of Economic Research, Inc.
- Sun, Yanpeng & Chang, Hsuling & Vasbieva, Dinara G. & Andlib, Zubaria, 2022. "Economic performance, investment in energy resources, foreign trade, and natural resources volatility nexus: Evidence from China's provincial data," Resources Policy, Elsevier, vol. 78(C).
- Ramzan, Muhammad & Abbasi, Kashif Raza & Salman, Asma & Dagar, Vishal & Alvarado, Rafael & Kagzi, Muneza, 2023. "Towards the dream of go green: An empirical importance of green innovation and financial depth for environmental neutrality in world's top 10 greenest economies," Technological Forecasting and Social Change, Elsevier, vol. 189(C).
- Ma, Qiang & Mentel, Grzegorz & Zhao, Xin & Salahodjaev, Raufhon & Kuldasheva, Zebo, 2022. "Natural resources tax volatility and economic performance: Evaluating the role of digital economy," Resources Policy, Elsevier, vol. 75(C).
- Deng, Wei & Akram, Rabia & Mirza, Nawazish, 2022. "Economic performance and natural resources: Evaluating the role of economic risk," Resources Policy, Elsevier, vol. 78(C).
- Wen, Jun & Mughal, Nafeesa & Kashif, Maryam & Jain, Vipin & Ramos Meza, Carlos Samuel & Cong, Phan The, 2022. "Volatility in natural resources prices and economic performance: Evidence from BRICS economies," Resources Policy, Elsevier, vol. 75(C).
- Liu, Qiang & Sun, Hongyu & Luo, Haiming, 2022. "Resource-richness, technological innovation, and sustainable development: Evidence from emerging economies," Resources Policy, Elsevier, vol. 79(C).
- Fareeha Adil & Rabia Nazir, 2023. "Firms Financial Inclusion and Export Performance: Evidence from Manufacturing Sector Firms in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 62(3), pages 409-430.
- Pourya Valizadeh & Bart L. Fischer & Henry L. Bryant, 2024. "SNAP enrollment cycles: New insights from heterogeneous panel models with cross‐sectional dependence," American Journal of Agricultural Economics, John Wiley & Sons, vol. 106(1), pages 354-381, January.
- Zongwu Cai & Ted Juhl, 2020. "The Distribution Of Rolling Regression Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202218, University of Kansas, Department of Economics, revised Dec 2022.
- Hagenhoff, Tim & Lustenhouwer, Joep, 2023. "The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
- Francisco H.G. Ferreira & Sergio Firpo & Antonio F. Galvao, 2019.
"Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 385-402, April.
Cited by:
- Zachary Parolin & Janet Gornick, 2021. "Pathways toward Inclusive Income Growth: A Comparative Decomposition of National Growth Profiles," LIS Working papers 802, LIS Cross-National Data Center in Luxembourg.
- Laurent Piet & M Benoit & V Chatellier & K. Hervé Dakpo & N Delame & Yann Desjeux & P Dupraz & M Gillot & Philippe Jeanneaux & C Laroche-Dupraz & A Ridier & E Samson & P Veysset & P Avril & C Beaudoui, 2020. "Hétérogénéité, déterminants et trajectoires du revenu des agriculteurs français," Working Papers hal-02877320, HAL.
- Edwin Fourrier-Nicolai & Michel Lubrano, 2020.
"Bayesian Inference for Distributional Changes: The Effect of Western TV on Wage Inequality and Female Participation in Former East Germany,"
Working Papers
halshs-02909932, HAL.
- Edwin Fourrier-Nicolai & Michel Lubrano, 2020. "Bayesian Inference for Distributional Changes: The Effect of Western TV on Wage Inequality and Female Participation in Former East Germany," AMSE Working Papers 2027, Aix-Marseille School of Economics, France.
- Parolin, Zachary & Gornick, Janet C., 2021. "Pathways toward Inclusive Income Growth: A Comparative Decomposition of National Growth Profiles," SocArXiv rsxz6, Center for Open Science.
- Laurent Piet & Vincent Chatellier & Nathalie Delame & Yann Desjeux & Philippe Jeanneaux & Catherine Laroche-Dupraz & Aude Ridier & Patrick Veysset, 2021. "Hétérogénéité, déterminants et soutien du revenu des agriculteurs français," Post-Print hal-03405184, HAL.
- Antonio F Galvao & Ted Juhl & Gabriel Montes-Rojas & Jose Olmo, 2018.
"Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns,"
Journal of Financial Econometrics, Oxford University Press, vol. 16(2), pages 211-243.
Cited by:
- Yiren Wang & Liangjun Su & Yichong Zhang, 2022. "Low-rank Panel Quantile Regression: Estimation and Inference," Papers 2210.11062, arXiv.org.
- Daan Opschoor & Dick van Dijk & Philip Hans Franses, 2021. "Heterogeneity in Manufacturing Growth Risk," Tinbergen Institute Discussion Papers 21-036/III, Tinbergen Institute.
- Chuliá, Helena & Koser, Christoph & Uribe, Jorge M., 2021. "Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State," Finance Research Letters, Elsevier, vol. 38(C).
- Antonio F. Galvao & Gabriel Montes–Rojas & Jose Olmo & Suyong Song, 2018.
"On solving endogeneity with invalid instruments: an application to investment equations,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(3), pages 689-716, June.
Cited by:
- Ali Al-Sharadqah & Majid Mojirsheibani & William Pouliot, 2020. "On the performance of weighted bootstrapped kernel deconvolution density estimators," Statistical Papers, Springer, vol. 61(4), pages 1773-1798, August.
- Alejo, Javier & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2018.
"Quantile continuous treatment effects,"
Econometrics and Statistics, Elsevier, vol. 8(C), pages 13-36.
Cited by:
- Vera Chiodi & Gabriel Montes‐Rojas, 2022.
"Mentoring as a dose treatment: Frequency matters—Evidence from a French mentoring programme,"
LABOUR, CEIS, vol. 36(2), pages 145-166, June.
- Gabriel Montes-Rojas & Vera Chiodi, 2021. "MENTORING AS A DOSE TREATMENT: FREQUENCY MATTERS: Evidence from a French mentoring program," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2021-65, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Ai, Chunrong & Linton, Oliver & Zhang, Zheng, 2022. "Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models," Journal of Econometrics, Elsevier, vol. 228(1), pages 39-61.
- Wagner, Helga & Frühwirth-Schnatter, Sylvia & Jacobi, Liana, 2023. "Factor-augmented Bayesian treatment effects models for panel outcomes," Econometrics and Statistics, Elsevier, vol. 28(C), pages 63-80.
- Vera Chiodi & Gabriel Montes‐Rojas, 2022.
"Mentoring as a dose treatment: Frequency matters—Evidence from a French mentoring programme,"
LABOUR, CEIS, vol. 36(2), pages 145-166, June.
- Firpo, Sergio & Galvao, Antonio F. & Song, Suyong, 2017.
"Measurement errors in quantile regression models,"
Journal of Econometrics, Elsevier, vol. 198(1), pages 146-164.
Cited by:
- Battistin, Erich & Lamarche, Carlos & Rettore, Enrico, 2020. "Quantiles of the Gain Distribution of an Early Childhood Intervention," IZA Discussion Papers 13101, Institute of Labor Economics (IZA).
- Battistin, Erich & Lamarche, Carlos & Rettore, Enrico, 2020. "Quantiles of the Gain Distribution of an Early Child Intervention," CEPR Discussion Papers 14721, C.E.P.R. Discussion Papers.
- Andrew Chesher, 2017.
"Understanding the effect of measurement error on quantile regressions,"
CeMMAP working papers
CWP19/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chesher, Andrew, 2017. "Understanding the effect of measurement error on quantile regressions," Journal of Econometrics, Elsevier, vol. 200(2), pages 223-237.
- Andrew Chesher, 2017. "Understanding the effect of measurement error on quantile regressions," CeMMAP working papers 19/17, Institute for Fiscal Studies.
- Wei Fang & Zhenyu Yang & Zhen Liu & Assem Abu Hatab, 2023. "Green recovery of cropland carrying capacity in developed regions: empirical evidence from Guangdong, China," Economic Change and Restructuring, Springer, vol. 56(4), pages 2405-2436, August.
- Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021. "A Nonparametric Test for Testing Heterogeneity in Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202117, University of Kansas, Department of Economics, revised Aug 2021.
- Kengo Kato & Yuya Sasaki & Takuya Ura, 2021. "Robust inference in deconvolution," Quantitative Economics, Econometric Society, vol. 12(1), pages 109-142, January.
- Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2020. "Inferences for Partially Conditional Quantile Treatment Effect Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202005, University of Kansas, Department of Economics, revised Feb 2020.
- Liqiong Chen & Antonio F. Galvao & Suyong Song, 2021. "Quantile Regression with Generated Regressors," Econometrics, MDPI, vol. 9(2), pages 1-35, April.
- Brantly Callaway & Tong Li & Irina Murtazashvili, 2021. "Nonlinear Approaches to Intergenerational Income Mobility allowing for Measurement Error," Papers 2107.09235, arXiv.org, revised Dec 2021.
- Galvao, Antonio F. & Montes-Rojas, Gabriel & Song, Suyong, 2017.
"Endogeneity bias modeling using observables,"
Economics Letters, Elsevier, vol. 152(C), pages 41-45.
Cited by:
- Hoedoafia, Mabel Akosua, 2020. "On the Link between Trade Liberalization and Firm Productivity: Panel Data Evidence from Private Firms in Ghana," MPRA Paper 99568, University Library of Munich, Germany.
- Antonio F. Galvao & Gabriel Montes–Rojas & Jose Olmo & Suyong Song, 2018. "On solving endogeneity with invalid instruments: an application to investment equations," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(3), pages 689-716, June.
- Bera Anil K. & Galvao Antonio F. & Montes-Rojas Gabriel V. & Park Sung Y., 2016.
"Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression,"
Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 79-101, January.
Cited by:
- Javier Alejo & Antonio F. Galvao & Julian Martinez-Iriarte & Gabriel Montes-Rojas, 2023.
"Unconditional Quantile Partial Effects via Conditional Quantile Regression,"
Papers
2301.07241, arXiv.org, revised Dec 2023.
- Javier Alejo & Antonio F. Galvao & Julián Martinez-Iriarte & Gabriel Montes-Rojas, 2023. "Unconditional Quantile Partial Effects via Conditional Quantile Regression," Working Papers 217, Red Nacional de Investigadores en Economía (RedNIE).
- Montes Rojas Gabriel & Alejo Javier & Galvao Antonio & Martínez-Iriarte Julián, 2023. "Unconditional Quantile Partial Effects via Conditional Quantile Regression," Asociación Argentina de Economía Política: Working Papers 4674, Asociación Argentina de Economía Política.
- Ren, Xiaohang & Lu, Zudi & Cheng, Cheng & Shi, Yukun & Shen, Jian, 2019. "On dynamic linkages of the state natural gas markets in the USA: Evidence from an empirical spatio-temporal network quantile analysis," Energy Economics, Elsevier, vol. 80(C), pages 234-252.
- Cheng Cheng & Xiaohang Ren & Zhen Wang & Yukun Shi, 2018. "The Impacts of Non-Fossil Energy, Economic Growth, Energy Consumption, and Oil Price on Carbon Intensity: Evidence from a Panel Quantile Regression Analysis of EU 28," Sustainability, MDPI, vol. 10(11), pages 1-20, November.
- Chen, Hongrui, 2023. "Energy innovations, natural resource abundance, urbanization, and environmental sustainability in the post-covid era. Does environmental regulation matter?," Resources Policy, Elsevier, vol. 85(PB).
- Gyamfi, Bright Akwasi & Bein, Murad A. & Udemba, Edmund Ntom & Bekun, Festus Victor, 2021. "Investigating the pollution haven hypothesis in oil and non-oil sub-Saharan Africa countries: Evidence from quantile regression technique," Resources Policy, Elsevier, vol. 73(C).
- Melike E. Bildirici & Rui Alexandre Castanho & Fazıl Kayıkçı & Sema Yılmaz Genç, 2022. "ICT, Energy Intensity, and CO 2 Emission Nexus," Energies, MDPI, vol. 15(13), pages 1-15, June.
- Yuxiao Jiang & Xinyu Han & Ning Qiu & Mengbing Du & Liang Zhao, 2023. "Identifying Urban–Rural Disparities and Associated Factors in the Prevalence of Disabilities in Tianjin, China," Land, MDPI, vol. 12(8), pages 1-20, July.
- Xu, Bin & Lin, Boqiang, 2016. "A quantile regression analysis of China's provincial CO2 emissions: Where does the difference lie?," Energy Policy, Elsevier, vol. 98(C), pages 328-342.
- Alfredo Cartone & Paolo Postiglione, 2016. "Modelli spaziali di regressione quantilica per l?analisi della convergenza economica regionale," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2016(3), pages 28-48.
- Bernstein, David H. & Parmeter, Christopher F. & Tsionas, Mike G., 2023. "On the performance of the United States nuclear power sector: A Bayesian approach," Energy Economics, Elsevier, vol. 125(C).
- Bajgiran, Amirsaman H. & Mardikoraem, Mahsa & Soofi, Ehsan S., 2021. "Maximum entropy distributions with quantile information," European Journal of Operational Research, Elsevier, vol. 290(1), pages 196-209.
- Hyung-Gun Kim & Kwong-Chin Hung & Sung Park, 2015. "Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 50(2), pages 270-287, February.
- Davidmac O. Ekeocha & Jonathan E. Ogbuabor & Oliver E. Ogbonna & Anthony Orji, 2023. "Economic policy uncertainty, governance institutions and economic performance in Africa: are there regional differences?," Economic Change and Restructuring, Springer, vol. 56(3), pages 1367-1431, June.
- Volkan Han & Oguz Ocal & Alper Aslan, 2023. "A revisit to the relationship between globalization and income inequality: are levels of development really paramount?," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(1), pages 973-990, February.
- Ellen Thio & MeiXuen Tan & Liang Li & Muhammad Salman & Xingle Long & Huaping Sun & Bangzhu Zhu, 2022. "The estimation of influencing factors for carbon emissions based on EKC hypothesis and STIRPAT model: Evidence from top 10 countries," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(9), pages 11226-11259, September.
- de Castro, Luciano & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2020. "Quantile selection in non-linear GMM quantile models," Economics Letters, Elsevier, vol. 195(C).
- Javier Alejo & Antonio F. Galvao & Julian Martinez-Iriarte & Gabriel Montes-Rojas, 2023.
"Unconditional Quantile Partial Effects via Conditional Quantile Regression,"
Papers
2301.07241, arXiv.org, revised Dec 2023.
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"An introduction to flexible methods for policy evaluation,"
FSES Working Papers
504, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
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"Unconditional Quantile Partial Effects via Conditional Quantile Regression,"
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2301.07241, arXiv.org, revised Dec 2023.
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- Montes Rojas Gabriel & Alejo Javier & Galvao Antonio & Martínez-Iriarte Julián, 2023. "Unconditional Quantile Partial Effects via Conditional Quantile Regression," Asociación Argentina de Economía Política: Working Papers 4674, Asociación Argentina de Economía Política.
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- Kyle Colangelo & Ying-Ying Lee, 2019. "Double debiased machine learning nonparametric inference with continuous treatments," CeMMAP working papers CWP54/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chunrong Ai & Oliver Linton & Kaiji Motegi & Zheng Zhang, 2019.
"A Unified Framework for Efficient Estimation of General Treatment Models,"
CeMMAP working papers
CWP64/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 814-840, November.
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"Mentoring as a dose treatment: Frequency matters—Evidence from a French mentoring programme,"
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"Estimation and Inference for Actual and Counterfactual Growth Incidence Curves,"
IZA Discussion Papers
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"A Unified Framework for Specification Tests of Continuous Treatment Effect Models,"
Cambridge Working Papers in Economics
2113, Faculty of Economics, University of Cambridge.
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- Kyle Colangelo & Ying-Ying Lee, 2020. "Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments," Papers 2004.03036, arXiv.org, revised Sep 2023.
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"Non-separable Models with High-dimensional Data,"
Economics and Statistics Working Papers
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"On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study,"
Econometrics, MDPI, vol. 3(3), pages 1-13, September.
Cited by:
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"Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk,"
Cambridge Working Papers in Economics
2156, Faculty of Economics, University of Cambridge.
- Lloyd, S. & Manuel, E. & Panchev, K., 2021. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," Janeway Institute Working Papers 2102, Faculty of Economics, University of Cambridge.
- Lloyd, Simon & Manuel, Ed & Panchev, Konstantin, 2021. "Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk," Bank of England working papers 940, Bank of England.
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"Productivity, Financial Performance, and Corporate Governance: Evidence from Romanian R&D Firms,"
LEO Working Papers / DR LEO
2846, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
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- Claudiu T. Albulescu & Camelia Turcu, 2018. "Productivity, Financial Performance, and Corporate Governance: Evidence from Romanian R&D Firms," Working Papers 2018.09, International Network for Economic Research - INFER.
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Working Papers IES
2017/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2017.
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IMF Working Papers
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- Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2021. "Bootstrap inference for panel data quantile regression," Papers 2111.03626, arXiv.org.
- Gareth W. Peters, 2018. "General Quantile Time Series Regressions for Applications in Population Demographics," Risks, MDPI, vol. 6(3), pages 1-47, September.
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- Yoshihiko Norimasa & Kazuki Ueda & Tomohiro Watanabe, 2021. "Emerging Economies' Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors," Bank of Japan Working Paper Series 21-E-5, Bank of Japan.
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- Lloyd, S. & Manuel, E. & Panchev, K., 2021.
"Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk,"
Cambridge Working Papers in Economics
2156, Faculty of Economics, University of Cambridge.
- Galvao, Antonio F. & Montes-Rojas, Gabriel, 2015.
"On the equivalence of instrumental variables estimators for linear models,"
Economics Letters, Elsevier, vol. 134(C), pages 13-15.
Cited by:
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2021.
"A first-stage representation for instrumental variables quantile regression,"
Papers
2102.01212, arXiv.org, revised Feb 2022.
- Javier Alejo & Antonio F Galvao & Gabriel Montes-Rojas, 2023. "A first-stage representation for instrumental variables quantile regression," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 350-377.
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2020. "A first-stage test for instrumental variables quantile regression," Asociación Argentina de Economía Política: Working Papers 4304, Asociación Argentina de Economía Política.
- Rocha, Leonardo Andrade & Silva, Napiê Galvê Araújo & Almeida, Carlo Alano Soares de & Oliveira, Denison Murilo de & Fernandes, Kaio César, 2020. "Growth and heterogeneity of human capital: effects of the expansion of higher education on the income increase in Brazilian municipalities," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2021.
"A first-stage representation for instrumental variables quantile regression,"
Papers
2102.01212, arXiv.org, revised Feb 2022.
- Bera Anil K. & Galvao Antonio F. & Wang Liang, 2014.
"On Testing the Equality of Mean and Quantile Effects,"
Journal of Econometric Methods, De Gruyter, vol. 3(1), pages 47-62, January.
Cited by:
- Gabriel Montes-Rojas & Lucas Siga & Ram Mainali, 2017.
"Mean and quantile regression Oaxaca-Blinder decompositions with an application to caste discrimination,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 15(3), pages 245-255, September.
- Gabriel Montes-Rojas & Lucas Siga & Ram Mainali, 2017. "Mean and quantile regression Oaxaca-Blinder decompositions with an application to caste discrimination," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 15(3), pages 245-255, September.
- Gabriel Montes Rojas & Andrés Sebastián Mena, 2020. "Density estimation using bootstrap quantile variance and quantile-mean covariance," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2020-50, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Kuck, Konstantin & Maderitsch, Robert & Schweikert, Karsten, 2015. "Asymmetric over- and undershooting of major exchange rates: Evidence from quantile regressions," Economics Letters, Elsevier, vol. 126(C), pages 114-118.
- Karsten Schweikert, 2019. "Asymmetric price transmission in the US and German fuel markets: a quantile autoregression approach," Empirical Economics, Springer, vol. 56(3), pages 1071-1095, March.
- Gabriel Montes-Rojas & Lucas Siga & Ram Mainali, 2017.
"Mean and quantile regression Oaxaca-Blinder decompositions with an application to caste discrimination,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 15(3), pages 245-255, September.
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"Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(2), pages 285-309, April.
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"Individual and Time Effects in Nonlinear Panel Models with Large N, T,"
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1311.7065, arXiv.org, revised Dec 2018.
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- Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP32/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Fernández-Val, Iván & Weidner, Martin, 2016. "Individual and time effects in nonlinear panel models with large N, T," Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
- Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP17/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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"Kernel Estimation for Panel Data with Heterogeneous Dynamics,"
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1802.08825, arXiv.org, revised May 2019.
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- Ulrike Unterhofer & Conny Wunsch, 2022. "Macroeconomic Effects of Active Labour Market Policies: A Novel Instrumental Variables Approach," Papers 2211.12437, arXiv.org.
- Callaway, Brantly & Li, Tong & Oka, Tatsushi, 2018. "Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods," Journal of Econometrics, Elsevier, vol. 206(2), pages 395-413.
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"Misspecification in Dynamic Panel Data Models and Model-Free Inferences,"
The Japanese Economic Review, Springer, vol. 68(3), pages 283-304, September.
- Ryo Okui, 2017. "Misspecification in Dynamic Panel Data Models and Model-Free Inferences," The Japanese Economic Review, Japanese Economic Association, vol. 68(3), pages 283-304, September.
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"Panel Data Analysis with Heterogeneous Dynamics,"
KIER Working Papers
906, Kyoto University, Institute of Economic Research.
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- Ryo Okui & Takahide Yanagi, 2018. "Panel Data Analysis with Heterogeneous Dynamics," Papers 1803.09452, arXiv.org, revised Jan 2019.
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"An incidental parameters free inference approach for panels with common shocks,"
Journal of Econometrics, Elsevier, vol. 229(1), pages 19-54.
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"Individual and Time Effects in Nonlinear Panel Models with Large N, T,"
Papers
1311.7065, arXiv.org, revised Dec 2018.
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Economics Letters, Elsevier, vol. 122(1), pages 36-39.
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Cited by:
- Galvao, Antonio F. & Montes-Rojas, Gabriel & Song, Suyong, 2017. "Endogeneity bias modeling using observables," Economics Letters, Elsevier, vol. 152(C), pages 41-45.
- Mukhoti, Sujay & Guhathakurta, Kousik, 2015. "Product market performance and capital structure: A Hierarchical Bayesian semi-parametric panel regression model," MPRA Paper 62517, University Library of Munich, Germany.
- Paulo Chahuara, 2020. "Análisis Empírico de la Relación entre Competencia e Inversión en el Servicio de Telefonía Móvil Peruano," Documentos de Trabajo 42, OSIPTEL.
- Byaro, Mwoya & Msafiri, Derick, 2021. "The uncertainty of natural gas consumption in Tanzania to support economic development. Evidence from Bayesian estimates," African Journal of Economic Review, African Journal of Economic Review, vol. 9(4), September.
- Antonio Galvao & Kengo Kato & Gabriel Montes-Rojas & Jose Olmo, 2014.
"Testing linearity against threshold effects: uniform inference in quantile regression,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 413-439, April.
Cited by:
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"Misspecification Testing in a Class of Conditional Distributional Models,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(501), pages 314-324, March.
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"The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series,"
Journal of Econometrics, Elsevier, vol. 193(1), pages 251-270.
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- Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang, 2014. "The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series," Cambridge Working Papers in Economics 1452, Faculty of Economics, University of Cambridge.
- Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang, 2014. "The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series," CeMMAP working papers 06/14, Institute for Fiscal Studies.
- Martins, Luis F., 2021. "The US debt–growth nexus along the business cycle," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
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"A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent,"
CeMMAP working papers
39/14, Institute for Fiscal Studies.
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- Antonio F. Galvao JR. & Gabriel Montes-Rojas & Sung Y. Park, 2013.
"Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 307-321, April.
See citations under working paper version above.
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"Estimation of Censored Quantile Regression for Panel Data With Fixed Effects,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(503), pages 1075-1089, September.
Cited by:
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- Callaway, Brantly & Li, Tong & Oka, Tatsushi, 2018. "Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods," Journal of Econometrics, Elsevier, vol. 206(2), pages 395-413.
- Xiao, Zhijie & Xu, Lan, 2019. "What do mean impacts miss? Distributional effects of corporate diversification," Journal of Econometrics, Elsevier, vol. 213(1), pages 92-120.
- Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2021. "Bootstrap inference for panel data quantile regression," Papers 2111.03626, arXiv.org.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner, 2018.
"Network and Panel Quantile Effects Via Distribution Regression,"
Papers
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Applied Economics, Taylor & Francis Journals, vol. 45(14), pages 1943-1952, May.
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Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 67(3), pages 291-310, September.
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"Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk,"
Cambridge Working Papers in Economics
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"Nonlinear factor models for network and panel data,"
Journal of Econometrics, Elsevier, vol. 220(2), pages 296-324.
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- Carlos Lamarche & Thomas Parker, 2022. "Wild Bootstrap Inference For Penalized Quantile Regression For Longitudinal Data," Working Papers 22003 Classification-C15,, University of Waterloo, Department of Economics.
- Lamarche, Carlos & Parker, Thomas, 2023. "Wild bootstrap inference for penalized quantile regression for longitudinal data," Journal of Econometrics, Elsevier, vol. 235(2), pages 1799-1826.
- Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
- Panagiotidis, Theodore & Printzis, Panagiotis, 2021. "Investment and uncertainty: Are large firms different from small ones?," Journal of Economic Behavior & Organization, Elsevier, vol. 184(C), pages 302-317.
- Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 32/14, Institute for Fiscal Studies.
- Schorr, A. & Lips, M., 2018. "Influence of milk yield on profitability a quantile regression analysis," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277000, International Association of Agricultural Economists.
- Andres Sagner, 2020. "High Dimensional Quantile Factor Analysis," Working Papers Central Bank of Chile 886, Central Bank of Chile.
- Yiren Wang & Liangjun Su & Yichong Zhang, 2022. "Low-rank Panel Quantile Regression: Estimation and Inference," Papers 2210.11062, arXiv.org.
- Galvao, Antonio F. & Wang, Liang, 2015. "Efficient minimum distance estimator for quantile regression fixed effects panel data," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 1-26.
- Riccardo Crescenzi & Mara Giua, 2016.
"The EU Cohesion Policy in context: Does a bottom-up approach work in all regions?,"
Environment and Planning A, , vol. 48(11), pages 2340-2357, November.
- Crescenzi, Riccardo & Giua, Mara, 2016. "The EU cohesion policy in context: does a bottom-up approach work in all regions?," LSE Research Online Documents on Economics 66946, London School of Economics and Political Science, LSE Library.
- Riccardo Crescenzi & Mara Giua, 2016. "Eu Cohesion Policy In Context: Does A Bottom-Up Approach Work In All Regions?," Departmental Working Papers of Economics - University 'Roma Tre' 0206, Department of Economics - University Roma Tre.
- Yunlong Liu & Xianlin Chang & Chengfeng Huang, 2022. "Research and Analysis on the Influencing Factors of China’s Carbon Emissions Based on a Panel Quantile Model," Sustainability, MDPI, vol. 14(13), pages 1-12, June.
- Tomohiro Ando & Jushan Bai, 2020.
"Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(529), pages 266-279, January.
- Ando, Tomohiro & Bai, Jushan, 2018. "Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity," MPRA Paper 88765, University Library of Munich, Germany.
- Dogan, Eyup & Altinoz, Buket & Tzeremes, Panayiotis, 2020. "The analysis of ‘Financial Resource Curse’ hypothesis for developed countries: Evidence from asymmetric effects with quantile regression," Resources Policy, Elsevier, vol. 68(C).
- Harding, Matthew & Lamarche, Carlos, 2019.
"A panel quantile approach to attrition bias in Big Data: Evidence from a randomized experiment,"
Journal of Econometrics, Elsevier, vol. 211(1), pages 61-82.
- Matthew Harding & Carlos Lamarche, 2018. "A Panel Quantile Approach to Attrition Bias in Big Data: Evidence from a Randomized Experiment," Papers 1808.03364, arXiv.org.
- Jung-In Yeon & Jeong-Dong Lee & Chulwoo Baek, 2021. "A tale of two technological capabilities: economic growth revisited from a technological capability transition perspective," The Journal of Technology Transfer, Springer, vol. 46(3), pages 574-605, June.
- Dogan, Eyup & Altinoz, Buket & Madaleno, Mara & Taskin, Dilvin, 2020. "The impact of renewable energy consumption to economic growth: A replication and extension of Inglesi-Lotz (2016)," Energy Economics, Elsevier, vol. 90(C).
- Bargain, Olivier & Etienne, Audrey & Melly, Blaise, 2021.
"Informal pay gaps in good and bad times: Evidence from Russia,"
Journal of Comparative Economics, Elsevier, vol. 49(3), pages 693-714.
- Olivier Bargain & Audrey Etienne & Blaise Melly, 2021. "Informal pay gaps in good and bad times: Evidence from Russia," Post-Print hal-03683390, HAL.
- Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers 60/13, Institute for Fiscal Studies.
- Machado, José A.F. & Santos Silva, J.M.C., 2019. "Quantiles via moments," Journal of Econometrics, Elsevier, vol. 213(1), pages 145-173.
- Galina Besstremyannaya & Sergei Golovan, 2019. "Reconsideration of a simple approach to quantile regression for panel data: a comment on the Canay (2011) fixed effects estimator," Working Papers w0249, Center for Economic and Financial Research (CEFIR).
- Panayiotis Tzeremes, 2022. "The Asymmetric Effects of Regional House Prices in the UK: New Evidence from Panel Quantile Regression Framework," Studies in Microeconomics, , vol. 10(1), pages 7-22, June.
- Jiang, Hai & Zhang, Jinyi, 2017. "Bank capital buffer, franchise value, and risk heterogeneity in China," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1455-1466.
- Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2015.
"IV Quantile Regression for Group-level Treatments, with an Application to the Distributional Effects of Trade,"
NBER Working Papers
21033, National Bureau of Economic Research, Inc.
- Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2016. "IV Quantile Regression for Group‐Level Treatments, With an Application to the Distributional Effects of Trade," Econometrica, Econometric Society, vol. 84, pages 809-833, March.
- Blasberg, Alexander & Kiesel, Rüdiger & Taschini, Luca, 2023. "Carbon default swap – disentangling the exposure to carbon risk through CDS," LSE Research Online Documents on Economics 118092, London School of Economics and Political Science, LSE Library.
- João Santos Silva, 2019. "Quantile regression: Basics and recent advances," London Stata Conference 2019 27, Stata Users Group.
- Jorge E. Galán, 2020. "The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk," Working Papers 2007, Banco de España.
- Xiao Huang, 2023. "Composite Quantile Factor Models," Papers 2308.02450, arXiv.org.
- Hang, Yin & Xue, Wenjun, 2020. "The asymmetric effects of monetary policy on the business cycle: Evidence from the panel smoothed quantile regression model," Economics Letters, Elsevier, vol. 195(C).
- Martina Pons, 2022. "The impact of air pollution on birthweight: evidence from grouped quantile regression," Empirical Economics, Springer, vol. 62(1), pages 279-296, January.
- Firpo, Sergio & Galvao, Antonio F. & Song, Suyong, 2017. "Measurement errors in quantile regression models," Journal of Econometrics, Elsevier, vol. 198(1), pages 146-164.
- Blasberg, Alexander & Kiesel, Rüdiger & Taschini, Luca, 2023. "Carbon default swap – disentangling the exposure to carbon risk through CDS," LSE Research Online Documents on Economics 118096, London School of Economics and Political Science, LSE Library.
- Gelos, Gaston & Gornicka, Lucyna & Koepke, Robin & Sahay, Ratna & Sgherri, Silvia, 2022.
"Capital flows at risk: Taming the ebbs and flows,"
Journal of International Economics, Elsevier, vol. 134(C).
- Mr. Gaston Gelos & Lucyna Gornicka & Mr. Robin Koepke & Ms. Ratna Sahay & Ms. Silvia Sgherri, 2019. "Capital Flows at Risk: Taming the Ebbs and Flows," IMF Working Papers 2019/279, International Monetary Fund.
- Gelos, Gaston & Gornicka, Lucyna & Koepke, Robin & Sahay, Ratna & Sgherri, Silvia, 2021. "Capital Flows at Risk: Taming the Ebbs and Flows," CEPR Discussion Papers 15842, C.E.P.R. Discussion Papers.
- Xiaowen Dai & Libin Jin, 2021. "Minimum distance quantile regression for spatial autoregressive panel data models with fixed effects," PLOS ONE, Public Library of Science, vol. 16(12), pages 1-13, December.
- Xue, Wenjun & Zhang, Liwen, 2019. "Revisiting the asymmetric effects of bank credit on the business cycle: A panel quantile regression approach," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
- Antonio F. Galvao & Gabriel Montes-Rojas, 2015. "On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study," Econometrics, MDPI, vol. 3(3), pages 1-13, September.
- Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 17/15, Institute for Fiscal Studies.
- Antonio F. Galvao & Jiaying Gu & Stanislav Volgushev, 2018.
"On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects,"
Papers
1807.11863, arXiv.org, revised Feb 2020.
- Galvao, Antonio F. & Gu, Jiaying & Volgushev, Stanislav, 2020. "On the unbiased asymptotic normality of quantile regression with fixed effects," Journal of Econometrics, Elsevier, vol. 218(1), pages 178-215.
- Belloni, Alexandre & Chen, Mingli & Madrid Padilla, Oscar Hernan & Wang, Zixuan (Kevin), 2019.
"High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing,"
The Warwick Economics Research Paper Series (TWERPS)
1230, University of Warwick, Department of Economics.
- Alexandre Belloni & Mingli Chen & Oscar Hernan Madrid Padilla & Zixuan & Wang, 2019. "High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing," Papers 1912.02151, arXiv.org, revised Aug 2022.
- Harding, Matthew & Lamarche, Carlos, 2013.
"Penalized Quantile Regression with Semiparametric Correlated Effects: Applications with Heterogeneous Preferences,"
IZA Discussion Papers
7741, Institute of Labor Economics (IZA).
- Matthew Harding & Carlos Lamarche, 2017. "Penalized Quantile Regression with Semiparametric Correlated Effects: An Application with Heterogeneous Preferences," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 342-358, March.
- Michael T. Kiley, 2021. "Growth at Risk From Climate Change," Finance and Economics Discussion Series 2021-054, Board of Governors of the Federal Reserve System (U.S.).
- Battagliola, Maria Laura & Sørensen, Helle & Tolver, Anders & Staicu, Ana-Maria, 2022. "A bias-adjusted estimator in quantile regression for clustered data," Econometrics and Statistics, Elsevier, vol. 23(C), pages 165-186.
- Shuowen Chen, 2022. "Indirect Inference for Nonlinear Panel Models with Fixed Effects," Papers 2203.10683, arXiv.org, revised Apr 2022.
- Yu-Yen Ku & Tze-Yu Yen, 2016. "Heterogeneous Effect of Financial Leverage on Corporate Performance: A Quantile Regression Analysis of Taiwanese Companies," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(03), pages 1-33, September.
- Riccardo Crescenzi & Mara Giua, 2014. "The EU Cohesion policy in context: regional growth and the influence of agricultural and rural development policies," LEQS – LSE 'Europe in Question' Discussion Paper Series 85, European Institute, LSE.
- Paulo M.M. Rodrigues & Matei Demetrescu, 2022. "Cross-Sectional Error Dependence in Panel Quantile Regressions," Working Papers w202213, Banco de Portugal, Economics and Research Department.
- Paolo Frumento & Matteo Bottai & Iv'an Fern'andez-Val, 2020. "Parametric Modeling of Quantile Regression Coefficient Functions with Longitudinal Data," Papers 2006.00160, arXiv.org.
- Roger Koenker, 2017. "Quantile regression 40 years on," CeMMAP working papers CWP36/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Liang Chen & Yulong Huo, 2019. "A Simple Estimator for Quantile Panel Data Models Using Smoothed Quantile Regressions," Papers 1911.04729, arXiv.org.
- Eugénie Joltreau, 2022. "Extended Producer Responsibility, Packaging Waste Reduction and Eco-design," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 83(3), pages 527-578, November.
- Junlong Feng, 2019. "Regularized Quantile Regression with Interactive Fixed Effects," Papers 1911.00166, arXiv.org, revised Mar 2021.
- Samiul Haque, 2022. "US federal farm payments and farm size: Quantile estimation on panel data," Journal of Agricultural Economics, Wiley Blackwell, vol. 73(1), pages 139-154, February.
- Jiang, Hai & Zhang, Jinyi & Sun, Chen, 2020. "How does capital buffer affect bank risk-taking? New evidence from China using quantile regression," China Economic Review, Elsevier, vol. 60(C).
- Bargain, Olivier & Etienne, Audrey & Melly, Blaise, 2018. "Public Sector Wage Gaps over the Long-Run: Evidence from Panel Administrative Data," IZA Discussion Papers 11924, Institute of Labor Economics (IZA).
- Besstremyannaya, Galina & Golovan, Sergei, 2021. "Measuring heterogeneity with fixed effect quantile regression: Long panels and short panels," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 64, pages 70-82.
- David Powell, 2022. "Quantile regression with nonadditive fixed effects," Empirical Economics, Springer, vol. 63(5), pages 2675-2691, November.
- Chen, Songnian, 2023. "Two-step estimation of censored quantile regression for duration models with time-varying regressors," Journal of Econometrics, Elsevier, vol. 235(2), pages 1310-1336.
- Zhang, Yingying & Wang, Huixia Judy & Zhu, Zhongyi, 2019. "Quantile-regression-based clustering for panel data," Journal of Econometrics, Elsevier, vol. 213(1), pages 54-67.
- Karen X. Yan & Qi Li, 2018. "Nonparametric Estimation of a Conditional Quantile Function in a Fixed Effects Panel Data Model," JRFM, MDPI, vol. 11(3), pages 1-10, August.
- Baruník, Jozef & Čech, František, 2021. "Measurement of common risks in tails: A panel quantile regression model for financial returns," Journal of Financial Markets, Elsevier, vol. 52(C).
- Gu, Jiaying & Volgushev, Stanislav, 2019. "Panel data quantile regression with grouped fixed effects," Journal of Econometrics, Elsevier, vol. 213(1), pages 68-91.
- Erik Figueiredo & Luiz Lima & Georg Schaur, 2016. "The effect of the Euro on the bilateral trade distribution," Empirical Economics, Springer, vol. 50(1), pages 17-29, February.
- Jorge Eduardo Camusso & Ana Inés Navarro, 2021. "Asymmetries in aggregate income risk over the business cycle: evidence from administrative data of Argentina," Asociación Argentina de Economía Política: Working Papers 4447, Asociación Argentina de Economía Política.
- Ivan Fernandez-Val & Martin Weidner, 2013.
"Individual and Time Effects in Nonlinear Panel Models with Large N, T,"
Papers
1311.7065, arXiv.org, revised Dec 2018.
- Galvao Jr., Antonio F., 2011.
"Quantile regression for dynamic panel data with fixed effects,"
Journal of Econometrics, Elsevier, vol. 164(1), pages 142-157, September.
Cited by:
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"Temperature shocks, growth and poverty thresholds: evidence from rural Tanzania,"
Working Paper Series
2117, Department of Economics, University of Sussex Business School.
- Marco Letta & Pierluigi Montalbano & Richard S.J. Tol, 2017. "Temperature shocks, growth and poverty thresholds: evidence from rural Tanzania," Working Papers 13/17, Sapienza University of Rome, DISS.
- Kaplan, David M. & Sun, Yixiao, 2012.
"Smoothed Estimating Equations For Instrumental Variables Quantile Regression,"
University of California at San Diego, Economics Working Paper Series
qt888657tp, Department of Economics, UC San Diego.
- Kaplan, David M. & Sun, Yixiao, 2017. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," Econometric Theory, Cambridge University Press, vol. 33(1), pages 105-157, February.
- David M. Kaplan & Yixiao Sun, 2016. "Smoothed estimating equations for instrumental variables quantile regression," Papers 1609.09033, arXiv.org.
- David M. Kaplan & Yixiao Sun, 2013. "Smoothed Estimating Equations for Instrumental Variables Quantile Regression," Working Papers 1314, Department of Economics, University of Missouri.
- Leng, Xuan & Chen, Heng & Wang, Wendun, 2023. "Multi-dimensional latent group structures with heterogeneous distributions," Journal of Econometrics, Elsevier, vol. 233(1), pages 1-21.
- Inanoglu, Hulusi & Jacobs, Michael, Jr. & Liu, Junrong & Sickles, Robin, 2015. "Analyzing Bank Efficiency: Are "Too-Big-to-Fail" Banks Efficient?," Working Papers 15-016, Rice University, Department of Economics.
- Łukasz Jarosław Kozar & Robert Matusiak & Marta Paduszyńska & Adam Sulich, 2022. "Green Jobs in the EU Renewable Energy Sector: Quantile Regression Approach," Energies, MDPI, vol. 15(18), pages 1-21, September.
- Alessia Matano & Paolo Naticchioni, 2017.
"The Extent of Rent Sharing along the Wage Distribution,"
IREA Working Papers
201704, University of Barcelona, Research Institute of Applied Economics, revised Feb 2017.
- Matano, Alessia & Naticchioni, Paolo, 2017. "The Extent of Rent Sharing along the Wage Distribution," IZA Discussion Papers 10570, Institute of Labor Economics (IZA).
- Alessia Matano & Paolo Naticchioni, 2017. "The Extent of Rent Sharing along the Wage Distribution," British Journal of Industrial Relations, London School of Economics, vol. 55(4), pages 751-777, December.
- Alessia Matano & Paolo Naticchioni, 2017. "“The Extent of Rent Sharing along the Wage Distribution”," AQR Working Papers 201702, University of Barcelona, Regional Quantitative Analysis Group, revised Feb 2017.
- Jiahong Guo & Zhongqi Yu & Zihao Ma & Duanyang Xu & Shixiong Cao, 2022. "What factors have driven urbanization in China?," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(5), pages 6508-6526, May.
- Aman Ullah & Tao Wang & Weixin Yao, 2021.
"Modal regression for fixed effects panel data,"
Empirical Economics, Springer, vol. 60(1), pages 261-308, January.
- Aman Ullah & Tao Wang & Weixin Yao, 2020. "Modal Regression for Fixed Effects Panel Data," Working Papers 202102, University of California at Riverside, Department of Economics, revised Nov 2020.
- Shabir, Mohsin & Jiang, Ping & Hashmi, Shujahat Haider & Bakhsh, Satar, 2022. "Non-linear nexus between economic policy uncertainty and bank lending," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 657-679.
- David Powell, 2013. "A New Framework for Estimation of Quantile Treatment Effects Nonseparable Disturbance in the Presence of Covariates," Working Papers WR-824-1, RAND Corporation.
- Klomp, Jeroen, 2013. "Government interventions and default risk: Does one size fit all?," Journal of Financial Stability, Elsevier, vol. 9(4), pages 641-653.
- Michele Aquaro & Pavel Čížek, 2014. "Robust estimation of dynamic fixed-effects panel data models," Statistical Papers, Springer, vol. 55(1), pages 169-186, February.
- Frantisek Cech & Jozef Barunik, 2017.
"Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns,"
Working Papers IES
2017/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2017.
- Frantisek Cech & Jozef Barunik, 2017. "Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns," Papers 1708.08622, arXiv.org.
- Fernández-Val, Iván & Gao, Wayne Yuan & Liao, Yuan & Vella, Francis, 2022.
"Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes,"
IZA Discussion Papers
15236, Institute of Labor Economics (IZA).
- Ivan Fernandez-Val & Wayne Yuan Gao & Yuan Liao & Francis Vella, 2022. "Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes," Papers 2202.04154, arXiv.org, revised Jan 2023.
- Nadine Levratto & Aziza Garsaa & Luc Tessier, 2013. "La Corse est-elle soluble dans le modèle méditerranéen ?," Working Papers hal-00842059, HAL.
- Aikman, David & Bridges, Jonathan & Hacioglu Hoke, Sinem & O’Neill, Cian & Raja, Akash, 2019.
"Credit, capital and crises: a GDP-at-Risk approach,"
Bank of England working papers
824, Bank of England, revised 18 Oct 2019.
- Hacıoğlu Hoke, Sinem & Aikman, David & Bridges, Jonathan & O'Neill, Cian & Raja, Akash, 2021. "Credit, capital and crises: a GDP-at-Risk approach," CEPR Discussion Papers 15864, C.E.P.R. Discussion Papers.
- Xiao, Zhijie & Xu, Lan, 2019. "What do mean impacts miss? Distributional effects of corporate diversification," Journal of Econometrics, Elsevier, vol. 213(1), pages 92-120.
- Bartelsmann, Eric & Dobbelaere, Sabien & Peters, Bettina, 2014.
"Allocation of human capital and innovation at the frontier: Firm-level evidence on Germany and the Netherlands,"
ZEW Discussion Papers
14-064, ZEW - Leibniz Centre for European Economic Research.
- Bartelsman, Eric & Dobbelaere, Sabien & Peters, Bettina, 2013. "Allocation of Human Capital and Innovation at the Frontier: Firm-Level Evidence on Germany and the Netherlands," IZA Discussion Papers 7540, Institute of Labor Economics (IZA).
- Eric Bartelsman & Sabien Dobbelaere & Bettina Peters, 2013. "Allocation of Human Capital and Innovation at the Frontier: Firm-level Evidence on Germany and the Netherlands," Tinbergen Institute Discussion Papers 13-095/VII, Tinbergen Institute.
- Michel Cândido de Souza & Lízia de Figueiredo & Mauro Sayar Ferreira, 2021. "The asymmetric evolution of economic institutions: evidence from dynamic panel quantile regression with iv and fixed effects," Textos para Discussão Cedeplar-UFMG 631, Cedeplar, Universidade Federal de Minas Gerais.
- Zheng, Mingbo & Feng, Gen-Fu & Feng, Suling & Yuan, Xuemei, 2019. "The road to innovation vs. the role of globalization: A dynamic quantile investigation," Economic Modelling, Elsevier, vol. 83(C), pages 65-83.
- Cizek, P. & Aquaro, M., 2015.
"Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models,"
Other publications TiSEM
39d0f613-007f-4d21-b1e2-b, Tilburg University, School of Economics and Management.
- Cizek, P. & Aquaro, M., 2015. "Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models," Discussion Paper 2015-002, Tilburg University, Center for Economic Research.
- P. Čížek & M. Aquaro, 2018. "Robust estimation and moment selection in dynamic fixed-effects panel data models," Computational Statistics, Springer, vol. 33(2), pages 675-708, June.
- Minjung Kim, 2013. "Productivity Performance and Exporting Activity of Korean Manufacturing Firms: Quantile Regression Approach," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 19(2), pages 97-120, June.
- Matthew Harding & Carlos Lamarche & M. Hashem Pesaran, 2020.
"Common correlated effects estimation of heterogeneous dynamic panel quantile regression models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(3), pages 294-314, April.
- Matthew Harding & Carlos Lamarche & M. Hashem Pesaran, 2018. "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models," CESifo Working Paper Series 7211, CESifo.
- Coad, Alex & Segarra Blasco, Agustí, 1958- & Teruel, Mercedes, 2013.
"Innovation and firm growth: Does firm age play a role?,"
Working Papers
2072/211886, Universitat Rovira i Virgili, Department of Economics.
- Coad, Alex & Segarra, Agustí & Teruel, Mercedes, 2016. "Innovation and firm growth: Does firm age play a role?," Research Policy, Elsevier, vol. 45(2), pages 387-400.
- Woon Leong Lin & Chin Lee & Siong Hook Law, 2021. "Asymmetric effects of corporate sustainability strategy on value creation among global automotive firms: A dynamic panel quantile regression approach," Business Strategy and the Environment, Wiley Blackwell, vol. 30(2), pages 931-954, February.
- Jia Chen Author-Name-First: Jia & Yongcheol Shin & Chaowen Zheng, 2023. "Dynamic Quantile Panel Data Models with Interactive Effects," Economics Discussion Papers em-dp2023-06, Department of Economics, University of Reading.
- Claudiu Tiberiu Albulescu & Eugenia Grecu, 2023.
"Government Interventions and Sovereign Bond Market Volatility during COVID-19: A Quantile Analysis,"
Mathematics, MDPI, vol. 11(5), pages 1-14, February.
- Claudiu Tiberiu Albulescu & Eugenia Grecu, 2022. "Government Interventions and Sovereign Bond Market Volatility during COVID 19: A Quantile Analysis," Working Papers hal-03195678, HAL.
- Carles Méndez-Ortega & Mercedes Teruel, 2020. "To acquire or not to acquire: the effects of acquisitions in the software industry," Journal of Evolutionary Economics, Springer, vol. 30(3), pages 793-814, July.
- David Powell & Joachim Wagner, 2021.
"The Exporter Productivity Premium Along the Productivity Distribution: Evidence from Quantile Regression with Nonadditive Firm Fixed Effects,"
World Scientific Book Chapters, in: Joachim Wagner (ed.), MICROECONOMETRIC STUDIES OF FIRMS’ IMPORTS AND EXPORTS Advanced Methods of Analysis and Evidence from German Enterprises, chapter 9, pages 121-149,
World Scientific Publishing Co. Pte. Ltd..
- David Powell & Joachim Wagner, 2014. "The exporter productivity premium along the productivity distribution: evidence from quantile regression with nonadditive firm fixed effects," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 150(4), pages 763-785, November.
- Spyridon Boikos & Theodore Panagiotidis & Georgios Voucharas, 2022.
"Financial Development, Reforms and Growth,"
Discussion Paper Series
2022_07, Department of Economics, University of Macedonia, revised Sep 2022.
- Spyridon Boikos & Theodore Panagiotidis & Georgios Voucharas, 2021. "Financial Development, Reforms and Growth," Bank of Lithuania Working Paper Series 98, Bank of Lithuania.
- Boikos, Spyridon & Panagiotidis, Theodore & Voucharas, Georgios, 2022. "Financial development, reforms and growth," Economic Modelling, Elsevier, vol. 108(C).
- Spyridon Boikos & Theodore Panagiotidis & Georgios Voucharas, 2021. "Financial Development, Reforms and Growth," Working Paper series 21-24, Rimini Centre for Economic Analysis.
- Paul Contoyannis & Jinhu Li, 2017. "The dynamics of adolescent depression: an instrumental variable quantile regression with fixed effects approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(3), pages 907-922, June.
- Shabir, Mohsin & Jiang, Ping & Bakhsh, Satar & Zhao, Zhongxiu, 2021. "Economic policy uncertainty and bank stability: Threshold effect of institutional quality and competition," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- Singh, Bhanu Pratap & Kannadhasan, M., 2020. "Corruption and capital structure in emerging markets: A panel quantile regression approach," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
- Alessia Matano & Paolo Naticchioni, 2011.
"Rent Sharing as a Driver of the Glass Ceiling Effect,"
Working Papers - Dipartimento di Economia
12-DEISFOL, Dipartimento di Economia, Sapienza University of Rome, revised 2011.
- Matano, Alessia & Naticchioni, Paolo, 2013. "Rent sharing as a driver of the glass ceiling effect," Economics Letters, Elsevier, vol. 118(1), pages 55-59.
- Matano, Alessia & Naticchioni, Paolo, 2012. "Rent Sharing as a Driver of the Glass Ceiling Effect," IZA Discussion Papers 6875, Institute of Labor Economics (IZA).
- Edmond Berisha & Ram Sewak Dubey & Orkideh Gharehgozli, 2023.
"Inflation and income inequality: does the level of income inequality matter?,"
Applied Economics, Taylor & Francis Journals, vol. 55(37), pages 4319-4330, August.
- Edmond Berisha & Ram Sewak Dubey & Orkideh Gharehgozli, 2022. "Inflation and income inequality: Does the level of income inequality matter?," Papers 2202.05743, arXiv.org.
- Woon Leong Lin, 2021. "Giving too much and paying too little? The effect of corporate social responsibility on corporate lobbying efficacy: Evidence of tax aggressiveness," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(2), pages 908-924, March.
- Su Liangjun & Tadao Hoshino, 2015.
"Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models,"
Working Papers
01-2015, Singapore Management University, School of Economics.
- Su, Liangjun & Hoshino, Tadao, 2016. "Sieve instrumental variable quantile regression estimation of functional coefficient models," Journal of Econometrics, Elsevier, vol. 191(1), pages 231-254.
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- Zhao, Jun & Serieux, John, 2020. "Economic globalization and regional income convergence: Evidence from Latin America and the Caribbean," World Development Perspectives, Elsevier, vol. 17(C).
- Andrea Bonilla, 2014. "An Examination of the Convergence in the Output of South American Countries: The Influence of the Region's Integration Projects," Working Papers halshs-01069353, HAL.
- De Siano, Rita & D'Uva, Marcella, 2009. "Regional convergence in Italy: time series approaches," MPRA Paper 20397, University Library of Munich, Germany.
- Carlos Mendez & Felipe Santos-Marquez, 2022. "Economic and Social Disparities across Subnational Regions of South America: A Spatial Convergence Approach," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 64(4), pages 582-605, December.
- King, Alan & Ramlogan-Dobson, Carlyn, 2015. "Is Africa Actually Developing?," World Development, Elsevier, vol. 66(C), pages 598-613.
- Lee, Chien-Chiang & Lee, Jun-De, 2009. "Income and CO2 emissions: Evidence from panel unit root and cointegration tests," Energy Policy, Elsevier, vol. 37(2), pages 413-423, February.
- Christos Kollias & Petros Messis, 2020. "Are future enlargement candidate countries converging with the EU?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(3), pages 453-473, August.
- Andrea Bonilla Bolanos, 2014. "An Examination of the Convergence in the Output of South American Countries: The Influence of the Region’s Integration Projects," Working Papers 1424, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Burcu Ozcan, 2014. "Does Income Converge among EU Member Countries following the Post-War Period? Evidence from the PANKPSS Test," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 22-38, October.
- Hakan SARIBAŞ, 2016. "Ana Akım Büyüme Modeli ve Yakınsama Hipotezlerinin Analizi: Panel Veri Yaklaşımı," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(30).
- Andrea Bonilla BOLAÑOS, 2017. "Are South American Countries Really Converging?: The Influence of the Region's Integration Projects," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 130-149, September.
Chapters
- Anil K. Bera & Antonio F. Galvao Jr. & Gabriel V. Montes-Rojas & Sung Y. Park, 2014.
"Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression,"
World Scientific Book Chapters, in: Kaddour Hadri & William Mikhail (ed.), Econometric Methods and Their Applications in Finance, Macro and Related Fields, chapter 7, pages 167-199,
World Scientific Publishing Co. Pte. Ltd..
- 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," Working Papers 10/08, Department of Economics, City University London.
Cited by:
- Friedson, Andrew I. & Kniesner, Thomas J., 2011.
"Losers and Losers: Some Demographics of Medical Malpractice Tort Reforms,"
IZA Discussion Papers
5921, Institute of Labor Economics (IZA).
- Andrew Friedson & Thomas Kniesner, 2012. "Losers and losers: Some demographics of medical malpractice tort reforms," Journal of Risk and Uncertainty, Springer, vol. 45(2), pages 115-133, October.
- Thomas J. Kniesner & Andrew Friedson, 2011. "Losers and Losers: Some Demographics of Medical Malpractice Tort Reforms," Center for Policy Research Working Papers 132, Center for Policy Research, Maxwell School, Syracuse University.