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Antonio Galvao
Associate Professor and Director, PhD Program in Economics
Henry B. Tippie Research Fellow
Contact
319-335-1810
Office
W284 Pappajohn Business Building (PBB)
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 

A new characterization of the normal distribution and test for normality. Anil Bera, Antonio F. Galvao, Liang Wang, Zhijie Xiao, Econometric Theory (forthcoming)

Smoothed quantile regression for panel data. Antonio F. Galvao, Kengo Kato, Journal of Econometrics, 2016, vol 193, 92-112

Efficient minimum distance estimator for quantile regression fixed effects panel data. Antonio F. Galvao, Liang Wang, Journal of Multivariate Analysis, 2015, vol 133, 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, vol 110, 1528-1542

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, 2014, vol 32, 285-309

Estimation of censored quantile regression for panel data with fixed effects. Antonio F. Galvao, luiz Lima, Carlos Lamarche, Journal of the American Statistical Association, 2013, vol 108, 1075-1089

On testing the equality of mean and quantile effects. Anil Bera, Antonio F. Galvao, Liang Wang, Journal of Econometric Methods, 2013, vol 3, 47–62

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, 2013, vol 75, 307-321

Asymptotics for panel quantile regression models with individual effects. Kengo Kato, Antonio F. Galvao, Gabriel Montes-Rojas, Journal of Econometrics, 2012, vol 170, 76-91

Quantile regression for dynamic panel data with fixed effects. Antonio F. Galvao, Journal of Econometrics, 2011, vol 164, 142-157

Threshold Quantile Autoregressive Models. Antonio F. Galvao, Gabriel Montes-Rojas, Jose Olmo, Journal of Time Series Analysis, 2011, vol 32, 253-267

Measurement Errors in Investment Equations. Heitor Almeida, Murillo Campello, Antonio F. Galvao, Review of Financial Studies, 2010, vol 23, 3279-3328

Unit Root Quantile Autoregression Testing Using Covariates. Antonio F. Galvao, Journal of Econometrics, 2009, vol 152, 155-178

Working papers 

Quantile regression random effects. Antonio F. Galvao, Alexandre Poirier

Uniform inference on functionals of quantiles of potential outcomes. Sergio Firpo, Antonio F. Galvao

Minimum integrated distance estimation in simultaneous equation models. Antonio F. Galvao, Zhengyuan Gao

Testing for slope heterogeneity bias in panel data models. Murillo Campello, Antonio F. Galvao, Ted Juhl

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 and 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
Review and editorial work 

Associate Editor, Economics Letters, November 2015 - Current