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 4 8 277
Earning Functions in Portugal 1982-1994: Evidence From Quantile Regressions 0 0 1 66 0 3 10 165
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 0 1 7 481
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 0 4 21 250
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 0 3 7 670
Identifying asset price booms and busts with quantile regressions 0 0 0 89 0 3 13 243
Joblessness 0 0 0 118 0 1 9 292
Modelling Taylor Rule Uncertainty 0 0 0 37 0 2 8 145
Quantile Regression Methods: na Application to U.S. Unemployment Duration 0 0 1 79 0 0 5 237
Quantiles for Counts 0 0 0 431 1 7 22 973
Quantiles for counts 0 0 0 237 1 3 10 613
The Reservation Wage Unemployment Duration Nexus 0 0 0 91 0 2 18 290
The Reservation Wage Unemployment Duration Nexus 0 0 0 56 1 5 11 148
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 19 2 3 12 186
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 172 1 1 6 655
Using the First Principal Component as a Core Inflation Indicator 0 1 4 85 0 3 12 336
Total Working Papers 0 1 6 1,714 6 45 179 5,961

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 3 9 500
Box-Cox quantile regression and the distribution of firm sizes 0 0 1 325 2 2 8 1,097
Counterfactual decomposition of changes in wage distributions using quantile regression 0 2 15 2,496 1 16 85 5,162
Earning functions in Portugal 1982-1994: Evidence from quantile regressions 0 0 3 286 0 4 26 890
Firm start-up size: A conditional quantile approach 0 0 0 144 0 0 12 405
GMM inference when the number of moment conditions is large 0 0 1 201 0 1 17 436
Glejser's test revisited 0 0 2 242 0 1 12 1,055
Introduction 0 0 0 43 1 3 4 175
Quantiles for Counts 0 0 0 171 0 4 18 411
Robust Model Selection and M-Estimation 0 1 1 88 1 4 12 170
Structural VAR Estimation with Exogeneity Restrictions 0 0 0 1 0 1 7 317
The Falstaff estimator 0 0 0 18 0 1 9 66
The Reservation Wage Unemployment Duration Nexus 0 0 0 20 0 2 34 142
Total Journal Articles 0 3 23 4,172 5 42 253 10,826
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 1 1 3 234 2 4 15 1,159
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 1 4 31 2,288 9 32 232 10,606
XTQREG: Stata module to compute quantile regression with fixed effects 3 10 120 2,720 13 63 467 8,758
Total Software Items 5 15 154 5,242 24 99 714 20,523

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Statistics updated 2026-07-10