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Antonio F. Galvao

Antonio F. Galvao

Economics

Associate Professor
Henry B. Tippie Research Fellow

  319-335-1810
  W284  Pappajohn Business Building
The University of Iowa, Iowa City, IA 52242-1994

Academic History

  • PhD in Economics, University of Illinois, Urbana-Champaign, 2009
  • MS in Statistics, University of Illinois, Urbana-Champaign, 2007
  • MA in Economics, Getulio Vargas Foundation, 2003
  • BA in Economics, Federal University of Minas Gerais, 2001

Expertise

  • Applied Econometrics
  • Econometric Theory

Selected Publications

  • Efficient minimum distance estimator for quantile regression fixed effects panel data, Antonio F. Galvao, Liang Wang, Journal of Multivariate Analysis, vol 133, 2015, 1-26
  • Uniformly semiparametric efficient estimation of treatment effects with a continuous treatment, Antonio F. Galvao, Liang Wang, Journal of the American Statistical Association, 2015 - Publication Details Forthcoming
  • A new characterization of the normal distribution and test for normality, Anil Bera, Antonio F. Galvao, Liang Wang, Zhijie Xiao, Econometric Theory, 2014 - Publication Details Forthcoming
  • Estimation and inference for linear panel data models under misspecification when both n and T are large, Antonio F. Galvao, Kengo Kato, Journal of Business & Economic Statistics, vol 32, 2014, 285-309
  • Testing linearity against threshold effects: uniform inference in quantile regression, Antonio F. Galvao, Kengo Kato, Jose Olmo, Gabriel Montes-Rojas, Annals of the Institute of Statistical Mathematics, vol 66, 2014, 413-439
  • Estimation of censored quantile regression for panel data with fixed effects, Antonio F. Galvao, luiz Lima, Carlos Lamarche, Journal of the American Statistical Association, vol 108, 2013, 1075-1089
  • On testing the equality of mean and quantile effects, Anil Bera, Antonio F. Galvao, Liang Wang, Journal of Econometric Methods, vol 3, 2013, 47–62
  • Tests for skewness and kurtosis in the one-way error components model, Antonio F. Galvao, Gabriel Montes-Rojas, Walter Sosa-Escudero, Liang Wang, Journal of Multivariate Analysis, vol 122, 2013, 35–52
  • Quantile autogregressive distributed lag model with an application to house price returns, Antonio F. Galvao, Gabriel Montes-Rojas, Sung Park, Oxford Bulletin of Economics and Statistics, vol 75, 2013, 307-321
  • Asymptotics for panel quantile regression models with individual effects, Kengo Kato, Antonio F. Galvao, Gabriel Montes-Rojas, Journal of Econometrics, vol 170, 2012, 76-91
  • Penalized quantile regression for dynamic panel data, Antonio F. Galvao, Gabriele Montes-Rojas, Journal of Statistical Planning and Inference, vol 140, 2012, 3476-3497
  • Quantile regression for dynamic panel data with fixed effects, Antonio F. Galvao, Journal of Econometrics, vol 164, 2011, 142-157
  • Threshold Quantile Autoregressive Models, Antonio F. Galvao, Gabriel Montes-Rojas, Jose Olmo, Journal of Time Series Analysis, vol 32, 2011, 253-267
  • Measurement Errors in Investment Equations, Heitor Almeida, Murillo Campello, Antonio F. Galvao, Review of Financial Studies, vol 23, 2010, 3279-3328
  • Unit Root Quantile Autoregression Testing Using Covariates, Antonio F. Galvao, Journal of Econometrics, vol 152, 2009, 155-178

Working Papers

  • Minimum integrated distance estimation in simultaneous equation models, Antonio F. Galvao, Zhengyuan Gao
  • Slope heterogeneity bias in panel data models: Testing and inference, Murillo Campello, Antonio F. Galvao, Ted Juhl
  • Smoothed quantile regression for panel data, Kengo Kato, Antonio F. Galvao

Other Work

  • Assessing the performance of estimators for models with measurement errors, Heitor Almeida, Murillo Campello, Antonio F. Galvao, Handbook of Financial Econometric and Statistics , Chapter 57, 2014

Current & Prior Positions

  • Associate Professor, Department of Economics, Henry B. Tippie College of Business, The University of Iowa, July 2013 - Present
  • Associate Professor, Department of Economics, University of Wisconsin, Milwaukee, 2011 - 2013
  • Assistant Professor, Department of Economics, Henry B. Tippie College of Business, The University of Iowa, August 2010 - May 2012
  • Assistant Professor, Department of Economics, University of Wisconsin, Milwaukee, 2009 - 2010