Antonio F. Galvao

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This paper develops a uniform test of linearity against thresholds effects in the quantile regression framework. The test is based on the supremum of the Wald process over the space of quantile and threshold parameters. We establish the asymptotic null distribution of the test statistic for stationary weakly dependent processes, and propose a simulation(More)
This article attempts to explain the seeming paradox of a country with a high tax burden and a continually concentrated distribution of income. Using a nonparametric density estimation, it is shown that Brazil does not conform to the characteristics of most countries in terms of income tax and government expenditure patterns. By means of a structural(More)
This paper studies identification, estimation and inference of general unconditional treatment effects models with continuous treatment under the ignorability assumption. We show identification of the parameters of interest, the dose-response functions, under the assumption that selection to treatment is based on observables. We propose a semiparametric(More)
This paper develops an instrumental variables estimator for quantile regression in panel data with fixed effects. Asymptotic properties of the instrumental variables estimator are studied for large N and T when Na/T → 0, for some a > 0. Wald and Kolmogorov-Smirnov type tests for general linear restrictions are developed. The estimator is applied to the(More)
This paper studies panel quantile regression models with fixed effects. We formally establish sufficient conditions for consistency and asymptotic normality of the quantile regression estimator when the number of individuals, n, and the number of time periods, T , jointly go to infinity. The estimator is shown to be consistent under similar conditions to(More)