4 citations · 4 across the 2 of their papers we have counts for
4 papers
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…
Loss aversion and the welfare ranking of policy interventions
Sergio Firpo, Antonio F. Galvao, Martyna Kobus +2
This paper develops theoretical criteria and econometric methods to rank policy interventions in terms of welfare when individuals are loss-averse. Our new criterion for "loss aver…
Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data
Carlos Lamarche, Thomas Parker
The existing theory of penalized quantile regression for longitudinal data has focused primarily on point estimation. In this work, we investigate statistical inference. We propose…
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…