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  1. Professor Gabriel Montes-Rojas

portrait of Professor Gabriel Montes-Rojas

Professor Gabriel Montes-Rojas

School of Arts and Social Sciences

Contact Information


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Postal Address

City University London
Northampton Square


Journal Article (38)

  1. Dentler, A., Montes-Rojas, G. and Olmo, J. (2014). Endogeneity in threshold nonlinearity tests. Communications in Statistics - Theory and Methods, 43(1), 105-114. doi: 10.1080/03610926.2012.655878
  2. Montes-Rojas, G. and Galvao, A.F. (2014). Bayesian endogeneity bias modeling. Economics Letters, 122(1), 36-39. doi: 10.1016/j.econlet.2013.10.034
  3. 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), 413-439. doi: 10.1007/s10463-013-0418-9
  4. 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), 1365-1387. doi: 10.1007/s00181-013-0788-0
  5. Acosta, P. and Montes-Rojas, G. (2014). Informal Jobs and Trade Liberalisation in Argentina. Journal of Development Studies, 50(8), 1104-1118. doi: 10.1080/00220388.2014.919381
  6. Montes-Rojas, G. (2013). Can Poor Countries Lobby for More US Bilateral Aid?. World Development, 44, 77-87. doi: 10.1016/j.worlddev.2012.12.006
  7. Galvao, A.F., Montes-Rojas, G. and Olmo, J. (2013). A panel data test for poverty traps. Applied Economics, 45(14), 1943-1952. doi: 10.1080/00036846.2011.641930
  8. 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), 307-321. doi: 10.1111/j.1468-0084.2011.00683.x
  9. Cai, Y., Montes-Rojas, G. and Olmo, J. (2013). Quantile double AR time series models for financial returns. Journal of Forecasting, 32(6), 551-560. doi: 10.1002/for.2261
  10. 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, 35-52. doi: 10.1016/j.jmva.2013.07.002
  11. Kato, K., Galvao, A.F. and Montes-Rojas, G. (2012). Asymptotics for panel quantile regression models with individual effects. Journal of Econometrics, 170(1), 76-91. doi: 10.1016/j.jeconom.2012.02.007
  12. Chiodi, V., Jaimovich, E. and Montes-Rojas, G. (2012). Migration, Remittances and Capital Accumulation: Evidence from Rural Mexico. Journal of Development Studies, 48(8), 1139-1155. doi: 10.1080/00220388.2012.688817
  13. 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, 101-133. doi: 10.1108/S0147-9121(2012)0000034006
  14. Galvao Jr, A.F., Montes-Rojas, G. and Olmo, J. (May 2011). Threshold quantile autoregressive models. Journal of Time Series Analysis, 32(3), 253-267. doi: 10.1111/j.1467-9892.2010.00696.x
  15. Montes-Rojas, G. and Sosa-Escudero, W. (Feb 2011). Robust tests for heteroskedasticity in the one-way error components model. Journal of Econometrics, 160(2), 300-310. doi: 10.1016/j.jeconom.2010.09.010
  16. Montes-Rojas, G. (Apr 2011). Dictatorship, Democracy, and Globalization: Argentina and the Cost of Paralysis, 1973-2001. BULLETIN OF LATIN AMERICAN RESEARCH, 30(2), 236-237. doi: 10.1111/j.1470-9856.2010.00520.x
  17. Montes-Rojas, G.V. (Mar 2011). Robust misspecification tests for the Heckman's two-step estimator. Econometric Reviews, 30(2), 154-172. doi: 10.1080/07474938.2011.534035
  18. Fajnzylber, P., Maloney, W.F. and Montes-Rojas, G.V. (01 Mar 2011). Does formality improve micro-firm performance? Evidence from the Brazilian SIMPLES program. Journal of Development Economics, 94(2), 262-276. doi: 10.1016/j.jdeveco.2010.01.009
  19. Baer, W., Margot, D. and Montes-Rojas, G. (Jan 2011). Argentina's default and the lack of dire consequences. Economia Aplicada, 15(1), 131-146. doi: 10.1590/S1413-80502011000100007
  20. Montes-Rojas, G.V. (01 Dec 2011). Nonparametric estimation of ATE and QTE: An application of fractile graphical analysis. Journal of Probability and Statistics, 1-1. doi: 10.1155/2011/874251
  21. Montes-Rojas, G. (01 Dec 2011). Quantile regression with classical additive measurement errors. Economics Bulletin, 31(4), 2863-2868.
  22. Bera, A.K., Montes-Rojas, G. and Sosa-Escudero, W. (Dec 2010). General specification testing with locally misspecified models. Econometric Theory, 26(6), 1838-1845. doi: 10.1017/S0266466609990818
  23. Montes-Rojas, G.V. (01 Apr 2010). Testing for random effects and serial correlation in spatial autoregressive models. Journal of Statistical Planning and Inference, 140(4), 1013-1020. doi: 10.1016/j.jspi.2009.10.001
  24. Galvao, A.F. and Montes-Rojas, G.V. (Nov 2010). Penalized quantile regression for dynamic panel data. Journal of Statistical Planning and Inference, 140(11), 3476-3497. doi: 10.1016/j.jspi.2010.05.008
  25. Montes-Rojas, G.V. (01 Mar 2010). Confronting neoclassical myths about self-employment in Latin America. Review of Radical Political Economics, 42(1), 50-65. doi: 10.1177/0486613409357180
  26. Dewey, J. and Montes-Rojas, G. (Sep 2009). Inter-city wage differentials and intra-city workplace centralization. Regional Science and Urban Economics, 39(5), 602-609. doi: 10.1016/j.regsciurbeco.2009.03.007
  27. Bera, A.K., Montes-Rojas, G. and Sosa-Escudero, W. (01 Aug 2009). Testing under local misspecification and artificial regressions. Economics Letters, 104(2), 66-68. doi: 10.1016/j.econlet.2009.04.005
  28. Mandelman, F.S. and Montes-Rojas, G.V. (Dec 2009). Is Self-employment and Micro-entrepreneurship a Desired Outcome?. World Development, 37(12), 1914-1925. doi: 10.1016/j.worlddev.2009.05.005
  29. Montes-Rojas, G. (01 Dec 2009). A note on the variance of average treatment effects estimators. Economics Bulletin, 29(4), 2937-2943.
  30. Fajnzylber, P., Maloney, W.F. and Montes-Rojas, G.V. (01 Aug 2009). Releasing constraints to growth or pushing on a string? Policies and performance of Mexican micro-Firms. Journal of Development Studies, 45(7), 1027-1047. doi: 10.1080/00220380802264911
  31. Montes Rojas, G.V. and Siga, L. (01 Sep 2009). On the nature of micro-entrepreneurship: Evidence from Argentina. Applied Economics, 41(21), 2667-2680. doi: 10.1080/00036840701335553
  32. Gawande, K., Maloney, W. and Montes-Rojas, G. (01 Nov 2009). Foreign informational lobbying can enhance tourism: Evidence from the Caribbean. Journal of Development Economics, 90(2), 267-275. doi: 10.1016/j.jdeveco.2008.09.011
  33. Montes-Rojas, G. (01 May 2008). Non-uniform wealth distribution in a simple spatial banking model. Journal of Applied Economics, 11(1), 145-165.
  34. Acosta, P. and Montes-Rojas, G.V. (Jun 2008). Trade reform and inequality: The case of Mexico and Argentina in the 1990s. World Economy, 31(6), 763-780. doi: 10.1111/j.1467-9701.2008.01100.x
  35. Baer, W. and Montes-Rojas, G. (01 Sep 2008). From privatization to re-nationalization: What went wrong with privatizations in Argentina?. Oxford Development Studies, 36(3), 323-337. doi: 10.1080/13600810802264456
  36. Montes-Rojas, G. and Santamaria, M. (Dec 2007). Sources of productivity growth: Evidence from the Mexican manufacturing sector. North American Journal of Economics and Finance, 18(3), 263-278. doi: 10.1016/j.najef.2007.06.004
  37. Maloney, W.F. and Montes Rojas, G.V. (15 Apr 2005). How elastic are sea, sand and sun? Dynamic panel estimates of the demand for tourism. Applied Economics Letters, 12(5), 277-280. doi: 10.1080/1350485042000338626
  38. Temizsoy, A., Iori, G. and Montes-Rojas, G. (). The role of bank relationships in the interbank market. Journal of Economic Dynamics and Control.

Chapter (1)

  1. Montes-Rojas, G.V. (01 Dec 2013). Nonparametric estimation of ATE and QTE: An application of fractile graphical analysis. (Ed.), Econometrics: New Research (pp. 187-215)