Access Statistics for José António Ferreira Machado

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Amemiya'a form of the Weighted Least Squares Esrtimator 0 0 0 0 0 0 1 269
Earning Functions in Portugal 1982-1994: Evidence From Quantile Regressions 0 0 0 65 1 1 1 155
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 0 0 0 472
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 0 0 6 229
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 0 1 1 663
Identifying asset price booms and busts with quantile regressions 0 0 2 89 0 0 7 229
Joblessness 0 0 1 118 0 0 5 281
Modelling Taylor Rule Uncertainty 0 0 1 37 0 1 2 137
Quantile Regression Methods: na Application to U.S. Unemployment Duration 1 1 1 78 1 1 5 232
Quantiles for Counts 0 0 2 430 0 0 6 949
Quantiles for counts 0 0 2 236 0 0 4 602
The Reservation Wage Unemployment Duration Nexus 0 0 1 56 0 0 2 136
The Reservation Wage Unemployment Duration Nexus 0 0 1 91 0 1 3 271
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 19 1 1 1 174
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 172 0 0 0 649
Using the First Principal Component as a Core Inflation Indicator 0 1 2 78 1 5 11 315
Total Working Papers 1 2 13 1,703 4 11 55 5,763

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bootstrap estimation of covariance matrices via the percentile method 0 0 0 137 0 0 2 489
Box-Cox quantile regression and the distribution of firm sizes 0 0 0 324 0 1 5 1,089
Counterfactual decomposition of changes in wage distributions using quantile regression 0 1 24 2,473 6 19 81 5,054
Earning functions in Portugal 1982-1994: Evidence from quantile regressions 0 0 1 283 0 0 13 864
Firm start-up size: A conditional quantile approach 0 0 0 144 1 1 3 391
GMM inference when the number of moment conditions is large 0 0 1 199 0 0 2 417
Glejser's test revisited 0 0 1 240 0 1 3 1,039
Introduction 0 0 0 43 0 0 0 171
Quantiles for Counts 0 0 2 169 0 0 6 391
Robust Model Selection and M-Estimation 1 1 5 87 1 1 6 158
Structural VAR Estimation with Exogeneity Restrictions 0 0 0 1 0 1 3 308
The Falstaff estimator 0 0 0 18 0 0 1 57
The Reservation Wage Unemployment Duration Nexus 0 0 0 20 1 1 4 107
Total Journal Articles 1 2 34 4,138 9 25 129 10,535
6 registered items for which data could not be found

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions 0 0 4 228 5 5 23 1,139
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 4 15 64 2,238 37 102 377 10,280
XTQREG: Stata module to compute quantile regression with fixed effects 24 59 301 2,478 55 158 819 7,791
Total Software Items 28 74 369 4,944 97 265 1,219 19,210

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Statistics updated 2025-03-03