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 3 4 273
Earning Functions in Portugal 1982-1994: Evidence From Quantile Regressions 1 1 1 66 2 3 6 161
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 0 2 6 478
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 0 10 17 246
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 0 3 4 667
Identifying asset price booms and busts with quantile regressions 0 0 0 89 2 7 10 239
Joblessness 0 0 0 118 2 5 9 290
Modelling Taylor Rule Uncertainty 0 0 0 37 0 5 5 142
Quantile Regression Methods: na Application to U.S. Unemployment Duration 0 0 1 79 0 2 5 237
Quantiles for Counts 0 0 1 431 1 9 17 966
Quantiles for counts 0 0 1 237 1 7 8 610
The Reservation Wage Unemployment Duration Nexus 0 0 0 91 2 11 17 288
The Reservation Wage Unemployment Duration Nexus 0 0 0 56 0 4 7 143
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 19 2 6 7 181
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 172 0 3 4 653
Using the First Principal Component as a Core Inflation Indicator 1 1 5 83 1 4 17 332
Total Working Papers 2 2 9 1,712 13 84 143 5,906

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 3 8 497
Box-Cox quantile regression and the distribution of firm sizes 0 0 0 324 1 3 5 1,094
Counterfactual decomposition of changes in wage distributions using quantile regression 0 1 20 2,493 1 24 90 5,144
Earning functions in Portugal 1982-1994: Evidence from quantile regressions 3 3 3 286 3 8 20 884
Firm start-up size: A conditional quantile approach 0 0 0 144 1 4 14 405
GMM inference when the number of moment conditions is large 0 0 2 201 2 7 17 434
Glejser's test revisited 0 1 2 242 0 5 15 1,054
Introduction 0 0 0 43 1 1 1 172
Quantiles for Counts 0 0 2 171 2 7 16 407
Robust Model Selection and M-Estimation 0 0 0 87 1 3 7 165
Structural VAR Estimation with Exogeneity Restrictions 0 0 0 1 0 3 8 316
The Falstaff estimator 0 0 0 18 2 4 7 64
The Reservation Wage Unemployment Duration Nexus 0 0 0 20 2 26 32 139
Total Journal Articles 3 5 29 4,167 17 98 240 10,775
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 2 5 233 3 9 16 1,155
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 1 5 44 2,282 13 59 279 10,559
XTQREG: Stata module to compute quantile regression with fixed effects 11 31 228 2,706 35 126 873 8,664
Total Software Items 13 38 277 5,221 51 194 1,168 20,378

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Statistics updated 2026-03-04