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 1 1 270
Earning Functions in Portugal 1982-1994: Evidence From Quantile Regressions 0 0 0 65 1 3 4 158
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 0 1 4 476
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 2 7 7 236
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 0 1 2 664
Identifying asset price booms and busts with quantile regressions 0 0 0 89 1 2 3 232
Joblessness 0 0 0 118 2 2 4 285
Modelling Taylor Rule Uncertainty 0 0 0 37 0 0 1 137
Quantile Regression Methods: na Application to U.S. Unemployment Duration 1 1 2 79 1 1 4 235
Quantiles for Counts 0 0 1 431 1 5 8 957
Quantiles for counts 0 0 1 237 0 0 1 603
The Reservation Wage Unemployment Duration Nexus 0 0 0 56 0 1 3 139
The Reservation Wage Unemployment Duration Nexus 0 0 0 91 4 5 7 277
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 19 0 0 2 175
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 172 0 1 1 650
Using the First Principal Component as a Core Inflation Indicator 0 1 5 82 0 2 18 328
Total Working Papers 1 2 9 1,710 12 32 70 5,822

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 1 5 494
Box-Cox quantile regression and the distribution of firm sizes 0 0 0 324 2 2 3 1,091
Counterfactual decomposition of changes in wage distributions using quantile regression 2 5 20 2,492 11 31 85 5,120
Earning functions in Portugal 1982-1994: Evidence from quantile regressions 0 0 0 283 4 7 12 876
Firm start-up size: A conditional quantile approach 0 0 0 144 3 7 11 401
GMM inference when the number of moment conditions is large 0 1 2 201 5 6 10 427
Glejser's test revisited 0 1 1 241 0 2 11 1,049
Introduction 0 0 0 43 0 0 0 171
Quantiles for Counts 0 0 2 171 5 6 9 400
Robust Model Selection and M-Estimation 0 0 1 87 1 2 5 162
Structural VAR Estimation with Exogeneity Restrictions 0 0 0 1 1 1 6 313
The Falstaff estimator 0 0 0 18 1 2 3 60
The Reservation Wage Unemployment Duration Nexus 0 0 0 20 3 5 7 113
Total Journal Articles 2 7 26 4,162 36 72 167 10,677
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 3 231 2 2 12 1,146
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 7 15 54 2,277 29 90 322 10,500
XTQREG: Stata module to compute quantile regression with fixed effects 13 41 256 2,675 42 128 905 8,538
Total Software Items 20 56 313 5,183 73 220 1,239 20,184

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Statistics updated 2025-12-06