3 papers
econ.EM2026
Fixed-smoothing Uniform Inference for Quantile Regression
Kaicheng Chen, Antonio F. Galvao, Seunghwa Rho +2
This paper develops fixed-smoothing (fixed-b, fixed-K) inference methods for time-series quantile regression that are robust to heteroskedasticity and autocorrelation. Our approach…
econ.EM2026
Panel Quantile Regression with Common Shocks
Harold D. Chiang, Antonio F. Galvao, Chia-Min Wei
This paper develops an asymptotic and inferential theory for fixed-effects panel quantile regression (FEQR) that delivers inference robust to pervasive common shocks. Such shocks i…
econ.EM2025
Partitioned Wild Bootstrap for Panel Data Quantile Regression
Antonio F. Galvao, Carlos Lamarche, Thomas Parker
Practical inference procedures for quantile regression models of panel data have been a pervasive concern in empirical work, and can be especially challenging when the panel is obs…