Antonio Galvao

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• Econometrics

• "GMM quantile regression" (with Sergio Firpo, Cristine Pinto, Alexandre Poirier, and Graciela SanRoman), forthcoming, Journal of Econometrics.

• "Static and dynamic quantile preferences" (with Luciano de Castro), forthcoming, Economic Theory

• "Portfolio selection in quantile decision models" (with Luciano de Castro, Gabriel MontesRojas and Jose Olmo), forthcoming, Annals of Finance.

• "Quantile regression with generated regressors" (with Liqiong Chen and Suyong Song), Econometrics, 9, 16, 2021.

• 'On the unbiased asymptotic normality of quantile regression with fixed effects" (with Jiaying Gu and Stanislav Volgushev), Journal of Econometrics, 218, 178-215, 2020.

• "Uniform inference for value functions" (with Sergio Firpo and Tom Parker).

• "Loss aversion and the welfare ranking of policy interventions" (with Sergio Firpo, Martyna Kobus, Tom Parker, and Pedro Rosa-Dias).

• A first-stage representation for instrumental variables quantile regression (with Javier Alejo and Gabriel Montes-Rojas).

• "Do people maximize quantiles?" (with Luciano de Castro, Charles Noussair, and Liang Qiao).

• "A dynamic quantile model for distinguishing intertemporal substitution from risk aversion" (with Luciano de Castro, Lance Cundy, and Rafael Westenberger).