Work in Progress
“Penalized Quantile Regression for Dynamic Panel Data”
Working Papers
“Quantile Regression for Dynamic Panel Data”, UIUC.
“Instrumental Variables Quantile Regression for Panel Data with Measurement Errors”, (with Gabriel Montes-Rojas), UIUC.
“Quantile
Autoregressive Distributed Lag Model with an Application to House Price Returns”, (with Gabriel Montes-Rojas and Sung Park), UIUC.
“Unit
Root Quantile Autoregression Testing Using Covariates”, UIUC.
“The Effects
of External and Internal Strikes on Total Factor Productivity”, (with Pedro Ferreira and Samuel Pessoa), UIUC.
Publications
“Convergence
or Divergence in Latin America? A Time Series Analysis,” (with Fabio Gomes), Applied
Economics, 2007, 39, 1353-1360.
“Tax
Burden, Government Expenditures and Income Distribution in Brazil,” (with
Werner Baer), Quarterly Review of Economics and Finance, 2008, 48, 345-358.
“Cyclical
Changes versus Structural Changes: an Analysis of Labor Productivity in the
Brazilian Industry,” (with Fabio Gomes and Marcio Salvato), Pesquisa e
Planejamento Economico (in Portuguese), 2005, 34 (1), 75-96.
Codes