4 citations · 4 across the 3 of their papers we have counts for
6 papers
Unconditional Quantile Partial Effects via Conditional Quantile Regression
Javier Alejo, Antonio F. Galvao, Julian Martinez-Iriarte +1
This paper develops a semi-parametric procedure for estimation of unconditional quantile partial effects using quantile regression coefficients. The estimator is based on an identi…
Bootstrap inference for panel data quantile regression
Antonio F. Galvao, Thomas Parker, Zhijie Xiao
This paper develops bootstrap methods for practical statistical inference in panel data quantile regression models with fixed effects. We consider random-weighted bootstrap resampl…
A first-stage representation for instrumental variables quantile regression
Javier Alejo, Antonio F. Galvao, Gabriel Montes-Rojas
This paper develops a first-stage linear regression representation for the instrumental variables (IV) quantile regression (QR) model. The quantile first-stage is analogous to the…
Uniform inference for value functions
Sergio Firpo, Antonio F. Galvao, Thomas Parker
We propose a method to conduct uniform inference for the (optimal) value function, that is, the function that results from optimizing an objective function marginally over one of i…
On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects
Antonio F. Galvao, Jiaying Gu, Stanislav Volgushev
Nonlinear panel data models with fixed individual effects provide an important set of tools for describing microeconometric data. In a large class of such models (including probit,…
Smoothed GMM for quantile models
Luciano de Castro, Antonio F. Galvao, David M. Kaplan +1
This paper develops theory for feasible estimators of finite-dimensional parameters identified by general conditional quantile restrictions, under much weaker assumptions than prev…