3 papers
econ.EM2026
GMM for Panel Data Quantile Regression
Antonio F. Galvao, Ulrich Hounyo, Jiahao Lin
This paper develops a smoothed generalized method of moments (GMM) framework for panel quantile models with individual-specific fixed-effects and endogenous regressors. By smoothin…
econ.EM2026
Estimation and Inference for the -Quantile of Individual Heterogeneous Coefficient
Antonio F. Galvao, Ulrich Hounyo, Jiahao Lin
This paper proposes estimation and inference procedures for quantiles of the heterogeneous individual-specific coefficients in panel data. Unlike conventional panel quantile regres…
econ.EM2020
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…