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 0 1 1 473
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 0 0 6 229
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 1 89 1 1 4 230
Joblessness 0 0 0 118 0 2 5 283
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 0 0 3 232
Quantiles for Counts 1 1 3 431 1 2 8 951
Quantiles for counts 1 1 3 237 1 1 4 603
The Reservation Wage Unemployment Duration Nexus 0 0 1 56 0 1 3 137
The Reservation Wage Unemployment Duration Nexus 0 0 1 91 0 1 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 0 0 1 174
Using the First Principal Component as a Core Inflation Indicator 1 2 4 80 3 4 15 319
Total Working Papers 3 4 15 1,707 6 13 59 5,776

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 3 490
Box-Cox quantile regression and the distribution of firm sizes 0 0 0 324 0 0 4 1,089
Counterfactual decomposition of changes in wage distributions using quantile regression 3 4 18 2,477 9 14 69 5,068
Earning functions in Portugal 1982-1994: Evidence from quantile regressions 0 0 1 283 0 0 4 864
Firm start-up size: A conditional quantile approach 0 0 0 144 0 2 5 393
GMM inference when the number of moment conditions is large 0 1 1 200 1 2 3 419
Glejser's test revisited 0 0 1 240 1 1 4 1,040
Introduction 0 0 0 43 0 0 0 171
Quantiles for Counts 2 2 4 171 2 2 6 393
Robust Model Selection and M-Estimation 0 0 3 87 0 0 4 158
Structural VAR Estimation with Exogeneity Restrictions 0 0 0 1 0 2 4 310
The Falstaff estimator 0 0 0 18 0 0 1 57
The Reservation Wage Unemployment Duration Nexus 0 0 0 20 0 1 3 108
Total Journal Articles 5 7 28 4,145 13 25 110 10,560
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 3 6 231 0 5 26 1,144
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 3 15 57 2,253 21 75 325 10,355
XTQREG: Stata module to compute quantile regression with fixed effects 17 53 251 2,531 50 155 669 7,946
Total Software Items 20 71 314 5,015 71 235 1,020 19,445

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Statistics updated 2025-06-06