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 1 1 5 274
Earning Functions in Portugal 1982-1994: Evidence From Quantile Regressions 0 1 1 66 2 5 9 164
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 1 3 8 481
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 3 3 20 249
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 3 3 7 670
Identifying asset price booms and busts with quantile regressions 0 0 0 89 2 5 13 242
Joblessness 0 0 0 118 1 4 9 292
Modelling Taylor Rule Uncertainty 0 0 0 37 1 2 7 144
Quantile Regression Methods: na Application to U.S. Unemployment Duration 0 0 1 79 0 0 5 237
Quantiles for Counts 0 0 1 431 5 6 21 971
Quantiles for counts 0 0 1 237 1 2 9 611
The Reservation Wage Unemployment Duration Nexus 0 0 0 91 2 4 18 290
The Reservation Wage Unemployment Duration Nexus 0 0 0 56 2 2 8 145
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 172 0 1 5 654
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 19 1 5 10 184
Using the First Principal Component as a Core Inflation Indicator 1 3 6 85 3 5 20 336
Total Working Papers 1 4 10 1,714 28 51 174 5,944

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 1 2 8 498
Box-Cox quantile regression and the distribution of firm sizes 0 1 1 325 0 2 6 1,095
Counterfactual decomposition of changes in wage distributions using quantile regression 1 2 21 2,495 13 16 100 5,159
Earning functions in Portugal 1982-1994: Evidence from quantile regressions 0 3 3 286 3 8 25 889
Firm start-up size: A conditional quantile approach 0 0 0 144 0 1 12 405
GMM inference when the number of moment conditions is large 0 0 1 201 1 4 18 436
Glejser's test revisited 0 0 2 242 0 0 15 1,054
Introduction 0 0 0 43 2 3 3 174
Quantiles for Counts 0 0 2 171 1 3 17 408
Robust Model Selection and M-Estimation 1 1 1 88 1 3 9 167
Structural VAR Estimation with Exogeneity Restrictions 0 0 0 1 1 1 7 317
The Falstaff estimator 0 0 0 18 1 4 9 66
The Reservation Wage Unemployment Duration Nexus 0 0 0 20 2 5 34 142
Total Journal Articles 2 7 31 4,171 26 52 263 10,810
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 1 2 233 2 5 13 1,157
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 1 4 35 2,285 12 40 252 10,586
XTQREG: Stata module to compute quantile regression with fixed effects 7 22 203 2,717 28 94 827 8,723
Total Software Items 8 27 240 5,235 42 139 1,092 20,466

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Statistics updated 2026-05-06