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 0 0 1 155
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 1 2 3 475
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 0 0 1 229
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 0 0 1 663
Identifying asset price booms and busts with quantile regressions 0 0 0 89 0 1 3 230
Joblessness 0 0 0 118 0 0 3 283
Modelling Taylor Rule Uncertainty 0 0 1 37 0 0 2 137
Quantile Regression Methods: na Application to U.S. Unemployment Duration 0 0 1 78 2 2 4 234
Quantiles for Counts 0 1 2 431 1 2 6 952
Quantiles for counts 0 1 3 237 0 1 4 603
The Reservation Wage Unemployment Duration Nexus 0 0 0 56 1 1 2 138
The Reservation Wage Unemployment Duration Nexus 0 0 1 91 0 0 4 272
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 172 0 0 0 649
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 19 1 1 2 175
Using the First Principal Component as a Core Inflation Indicator 0 2 4 81 2 10 19 326
Total Working Papers 0 4 12 1,708 8 20 56 5,790


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 2 3 6 493
Box-Cox quantile regression and the distribution of firm sizes 0 0 0 324 0 0 3 1,089
Counterfactual decomposition of changes in wage distributions using quantile regression 4 11 21 2,485 9 27 72 5,086
Earning functions in Portugal 1982-1994: Evidence from quantile regressions 0 0 0 283 0 0 2 864
Firm start-up size: A conditional quantile approach 0 0 0 144 1 1 6 394
GMM inference when the number of moment conditions is large 0 0 1 200 2 3 5 421
Glejser's test revisited 0 0 1 240 2 6 9 1,045
Introduction 0 0 0 43 0 0 0 171
Quantiles for Counts 0 2 3 171 0 2 5 393
Robust Model Selection and M-Estimation 0 0 1 87 0 0 2 158
Structural VAR Estimation with Exogeneity Restrictions 0 0 0 1 1 1 4 311
The Falstaff estimator 0 0 0 18 0 0 0 57
The Reservation Wage Unemployment Duration Nexus 0 0 0 20 0 0 2 108
Total Journal Articles 4 13 27 4,153 17 43 116 10,590
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 4 231 0 0 18 1,144
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 4 11 54 2,261 22 62 311 10,396
XTQREG: Stata module to compute quantile regression with fixed effects 20 106 297 2,620 87 482 986 8,378
Total Software Items 24 117 355 5,112 109 544 1,315 19,918


Statistics updated 2025-08-05