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  1. Gabriel Montes Rojas
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portrait of Professor Gabriel Montes Rojas

Professor Gabriel Montes Rojas

Lecturer

School of Arts and Social Sciences, Department of Economics

Contact Information

Contact

Visit Gabriel Montes Rojas

D316, Rhind Building

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Postal Address

City, University of London
Northampton Square
London
EC1V 0HB
United Kingdom

Publications

Chapter

  1. Montes-Rojas, G.V. (2013). Nonparametric estimation of ATE and QTE: An application of fractile graphical analysis. Econometrics: New Research (pp. 187–215). ISBN 978-1-61942-005-2.

Internet Publication

  1. Jafarey, S., Montes-Rojas, G. and Mainali, R. The Anticipation Effect of Marriage on Female Education: Theory and Evidence from Nepal..

Journal Articles (45)

  1. Mainali, R., Jafarey, S. and Montes-Rojas, G. (2017). Earnings and Caste: An Evaluation of Caste Wage Differentials in the Nepalese Labour Market. Journal of Development Studies, 53(3), pp. 396–421. doi:10.1080/00220388.2016.1189535.
  2. Galvao, A.F., Montes-Rojas, G. and Song, S. (2017). Endogeneity bias modeling using observables. Economics Letters, 152, pp. 41–45. doi:10.1016/j.econlet.2016.12.021.
  3. Montes-Rojas, G. (2016). An equicorrelation Moulton factor in the presence of arbitrary intra-cluster correlation. Economics Letters, 145, pp. 221–224. doi:10.1016/j.econlet.2016.06.022.
  4. Temizsoy, A., Iori, G. and Montes-Rojas, G. (2015). Network centrality and funding rates in the e-MID interbank market. Journal of Financial Stability . doi:10.1016/j.jfs.2016.11.003.
  5. Galvao, A.F. and Montes-Rojas, G. (2015). On the equivalence of instrumental variables estimators for linear models. Economics Letters, 134, pp. 13–15. doi:10.1016/j.econlet.2015.06.001.
  6. Temizsoy, A., Iori, G. and Montes-Rojas, G. (2015). The role of bank relationships in the interbank market. Journal of Economic Dynamics and Control, 59, pp. 118–141. doi:10.1016/j.jedc.2015.07.008.
  7. Zincenko, F., Sosa-Escudero, W. and Montes-Rojas, G. (2014). Robust tests for time-invariant individual heterogeneity versus dynamic state dependence. Empirical Economics, 47(4), pp. 1365–1387. doi:10.1007/s00181-013-0788-0.
  8. Dentler, A., Montes-Rojas, G. and Olmo, J. (2014). Endogeneity in threshold nonlinearity tests. Communications in Statistics - Theory and Methods, 43(1), pp. 105–114. doi:10.1080/03610926.2012.655878.
  9. Galvao, A.F., Kato, K., Montes-Rojas, G. and Olmo, J. (2014). Testing linearity against threshold effects: Uniform inference in quantile regression. Annals of the Institute of Statistical Mathematics, 66(2), pp. 413–439. doi:10.1007/s10463-013-0418-9.
  10. Montes-Rojas, G. and Galvao, A.F. (2014). Bayesian endogeneity bias modeling. Economics Letters, 122(1), pp. 36–39. doi:10.1016/j.econlet.2013.10.034.
  11. Acosta, P. and Montes-Rojas, G. (2014). Informal Jobs and Trade Liberalisation in Argentina. Journal of Development Studies, 50(8), pp. 1104–1118. doi:10.1080/00220388.2014.919381.
  12. Montes-Rojas, G. (2013). Can Poor Countries Lobby for More US Bilateral Aid? World Development, 44, pp. 77–87. doi:10.1016/j.worlddev.2012.12.006.
  13. Galvao, A.F., Montes-Rojas, G. and Park, S.Y. (2013). Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns. Oxford Bulletin of Economics and Statistics, 75(2), pp. 307–321. doi:10.1111/j.1468-0084.2011.00683.x.
  14. Galvao, A.F., Montes-Rojas, G. and Olmo, J. (2013). A panel data test for poverty traps. Applied Economics, 45(14), pp. 1943–1952. doi:10.1080/00036846.2011.641930.
  15. Cai, Y., Montes-Rojas, G. and Olmo, J. (2013). Quantile double AR time series models for financial returns. Journal of Forecasting, 32(6), pp. 551–560. doi:10.1002/for.2261.
  16. Galvao, A.F., Montes-Rojas, G., Sosa-Escudero, W. and Wang, L. (2013). Tests for skewness and kurtosis in the one-way error component model. Journal of Multivariate Analysis, 122, pp. 35–52. doi:10.1016/j.jmva.2013.07.002.
  17. Montes-Rojas, G. and Acosta, P. (2013). Informal Jobs and Trade Liberalisation in Argentina. .
  18. Chiodi, V., Jaimovich, E. and Montes-Rojas, G. (2012). Migration, Remittances and Capital Accumulation: Evidence from Rural Mexico. Journal of Development Studies, 48(8), pp. 1139–1155. doi:10.1080/00220388.2012.688817.
  19. Kato, K., Galvao, A.F. and Montes-Rojas, G. (2012). Asymptotics for panel quantile regression models with individual effects. Journal of Econometrics, 170(1), pp. 76–91. doi:10.1016/j.jeconom.2012.02.007.
  20. Gabrieli, T., Galvao Jr, A.F. and Montes-Rojas, G.V. (2012). Who benefits from reducing the cost of formality? Quantile regression discontinuity analysis. Research in Labor Economics, 34, pp. 101–133. doi:10.1108/S0147-9121(2012)0000034006.
  21. Montes-Rojas, G.V. (2011). Nonparametric estimation of ATE and QTE: An application of fractile graphical analysis. Journal of Probability and Statistics pp. 1–1. doi:10.1155/2011/874251.
  22. Montes-Rojas, G. (2011). Quantile regression with classical additive measurement errors. Economics Bulletin, 31(4), pp. 2863–2868.
  23. Galvao, A.F., Montes-Rojas, G. and Olmo, J. (2011). Threshold quantile autoregressive models. Journal of Time Series Analysis, 32(3), pp. 253–267. doi:10.1111/j.1467-9892.2010.00696.x.
  24. Montes-Rojas, G. (2011). Dictatorship, Democracy, and Globalization: Argentina and the Cost of Paralysis, 1973-2001. BULLETIN OF LATIN AMERICAN RESEARCH, 30(2), pp. 236–237. doi:10.1111/j.1470-9856.2010.00520.x.
  25. Fajnzylber, P., Maloney, W.F. and Montes-Rojas, G.V. (2011). Does formality improve micro-firm performance? Evidence from the Brazilian SIMPLES program. Journal of Development Economics, 94(2), pp. 262–276. doi:10.1016/j.jdeveco.2010.01.009.
  26. Montes-Rojas, G.V. (2011). Robust misspecification tests for the Heckman's two-step estimator. Econometric Reviews, 30(2), pp. 154–172. doi:10.1080/07474938.2011.534035.
  27. Montes-Rojas, G. and Sosa-Escudero, W. (2011). Robust tests for heteroskedasticity in the one-way error components model. Journal of Econometrics, 160(2), pp. 300–310. doi:10.1016/j.jeconom.2010.09.010.
  28. Baer, W., Margot, D. and Montes-Rojas, G. (2011). Argentina's default and the lack of dire consequences. Economia Aplicada, 15(1), pp. 131–146. doi:10.1590/S1413-80502011000100007.
  29. Bera, A.K., Montes-Rojas, G. and Sosa-Escudero, W. (2010). General specification testing with locally misspecified models. Econometric Theory, 26(6), pp. 1838–1845. doi:10.1017/S0266466609990818.
  30. Galvao, A.F. and Montes-Rojas, G.V. (2010). Penalized quantile regression for dynamic panel data. Journal of Statistical Planning and Inference, 140(11), pp. 3476–3497. doi:10.1016/j.jspi.2010.05.008.
  31. Montes-Rojas, G.V. (2010). Testing for random effects and serial correlation in spatial autoregressive models. Journal of Statistical Planning and Inference, 140(4), pp. 1013–1020. doi:10.1016/j.jspi.2009.10.001.
  32. Montes-Rojas, G.V. (2010). Confronting neoclassical myths about self-employment in Latin America. Review of Radical Political Economics, 42(1), pp. 50–65. doi:10.1177/0486613409357180.
  33. Montes-Rojas, G. (2009). A note on the variance of average treatment effects estimators. Economics Bulletin, 29(4), pp. 2937–2943.
  34. Mandelman, F.S. and Montes-Rojas, G.V. (2009). Is Self-employment and Micro-entrepreneurship a Desired Outcome? World Development, 37(12), pp. 1914–1925. doi:10.1016/j.worlddev.2009.05.005.
  35. Gawande, K., Maloney, W. and Montes-Rojas, G. (2009). Foreign informational lobbying can enhance tourism: Evidence from the Caribbean. Journal of Development Economics, 90(2), pp. 267–275. doi:10.1016/j.jdeveco.2008.09.011.
  36. Dewey, J. and Montes-Rojas, G. (2009). Inter-city wage differentials and intra-city workplace centralization. Regional Science and Urban Economics, 39(5), pp. 602–609. doi:10.1016/j.regsciurbeco.2009.03.007.
  37. Montes Rojas, G.V. and Siga, L. (2009). On the nature of micro-entrepreneurship: Evidence from Argentina. Applied Economics, 41(21), pp. 2667–2680. doi:10.1080/00036840701335553.
  38. Bera, A.K., Montes-Rojas, G. and Sosa-Escudero, W. (2009). Testing under local misspecification and artificial regressions. Economics Letters, 104(2), pp. 66–68. doi:10.1016/j.econlet.2009.04.005.
  39. Fajnzylber, P., Maloney, W.F. and Montes-Rojas, G.V. (2009). Releasing constraints to growth or pushing on a string? Policies and performance of Mexican micro-Firms. Journal of Development Studies, 45(7), pp. 1027–1047. doi:10.1080/00220380802264911.
  40. Baer, W. and Montes-Rojas, G. (2008). From privatization to re-nationalization: What went wrong with privatizations in Argentina? Oxford Development Studies, 36(3), pp. 323–337. doi:10.1080/13600810802264456.
  41. Acosta, P. and Montes-Rojas, G.V. (2008). Trade reform and inequality: The case of Mexico and Argentina in the 1990s. World Economy, 31(6), pp. 763–780. doi:10.1111/j.1467-9701.2008.01100.x.
  42. Montes-Rojas, G. (2008). Non-uniform wealth distribution in a simple spatial banking model. Journal of Applied Economics, 11(1), pp. 145–165.
  43. Montes-Rojas, G. and Santamaria, M. (2007). Sources of productivity growth: Evidence from the Mexican manufacturing sector. North American Journal of Economics and Finance, 18(3), pp. 263–278. doi:10.1016/j.najef.2007.06.004.
  44. Maloney, W.F. and Montes Rojas, G.V. (2005). How elastic are sea, sand and sun? Dynamic panel estimates of the demand for tourism. Applied Economics Letters, 12(5), pp. 277–280. doi:10.1080/1350485042000338626.
  45. Montes-Rojas, G., Bera, A.K. and Sosa-Escudero, W. A New Robust and Most Powerful Test in the Presence of Local Misspeci cation. Communications in Statistics - Theory and Methods .

Report

  1. Temizsoy, A., Iori, G. and Montes-Rojas, G. (2016). Network Centrality and Funding Rates in the e-MID Interbank Market. London, UK: City, University of London.

Working Papers (9)

  1. Montes-Rojas, G. and Galvao Jr, A.F. (2013). Bayesian Endogeneity Bias Modeling..
  2. Gabrieli, T., Galvao Jr, A.F. and Montes-Rojas, G. (2010). Who benefits from reducing the cost of formality? Quantile regression discontinuity analysis. London, UK: City, University of London.
  3. Montes-Rojas, G. (2010). Nonparametric estimation of ATE and QTE: an application of Fractile Graphical Analysis. London, UK: City, University of London.
  4. Baer, W., Margot, D. and Montes-Rojas, G. (2010). Argentina's default and the lack of dire consequences. London, UK: City, University of London.
  5. Bera, A.K., Galvao Jr, A.F., Montes-Rojas, G. and Park, S.Y. (2010). Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression. London, UK: City, University of London.
  6. Galvao, A. and Montes-Rojas, G. (2009). Instrumental Variables Quantile Regression for Panel Data with Measurement Errors. London, UK: City, University of London.
  7. Galvao, A., Montes-Rojas, G. and Park, S. (2009). Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns. London, UK: City, University of London.
  8. Montes-Rojas, G. (2008). Robust misspecification tests for the Heckman’s two-step estimator. London, UK: City, University of London.
  9. Galvao, A., Montes-Rojas, G. and Olmo, J. Threshold Quantile Autoregressive Models..

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London EC1V 0HB

United Kingdom

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