Antonio F. Galvao

activity

20142023

most citedSmoothed GMM for quantile models

42 citations · 53 across the 7 of their papers we have counts for

collaborators

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3 papers · 1 filter

math.ST2017★ 42 cited

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…

math.ST2014★ 4 cited

Minimum Integrated Distance Estimation in Simultaneous Equation Models

Zhengyuan Gao, Antonio Galvao

This paper considers estimation and inference in semiparametric econometric models. Standard procedures estimate the model based on an independence restriction that induces a minim…

math.ST2014★ 3 cited

Estimation and inference for linear panel data models under misspecification when both $n$ and $T$ are large

Antonio F. Galvao, Kengo Kato

This paper considers fixed effects (FE) estimation for linear panel data models under possible model misspecification when both the number of individuals, $n$ , and the number of ti…

Smoothed GMM for quantile models

Minimum Integrated Distance Estimation in Simultaneous Equation Models

Estimation and inference for linear panel data models under misspecification when both n and T are large

Estimation and inference for linear panel data models under misspecification when both $n$ and $T$ are large