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 2 10 279
Earning Functions in Portugal 1982-1994: Evidence From Quantile Regressions 0 0 1 66 0 0 10 165
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 0 0 6 481
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 0 2 23 252
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 1 2 9 672
Identifying asset price booms and busts with quantile regressions 0 0 0 89 1 3 15 246
Joblessness 0 0 0 118 0 0 9 292
Modelling Taylor Rule Uncertainty 0 0 0 37 0 0 8 145
Quantile Regression Methods: na Application to U.S. Unemployment Duration 0 0 1 79 1 1 4 238
Quantiles for Counts 0 0 0 431 0 1 21 974
Quantiles for counts 0 0 0 237 0 0 10 613
The Reservation Wage Unemployment Duration Nexus 0 0 0 56 2 3 13 151
The Reservation Wage Unemployment Duration Nexus 0 0 0 91 0 0 18 290
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 19 0 1 12 187
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 172 1 2 8 657
Using the First Principal Component as a Core Inflation Indicator 0 0 3 85 0 0 9 336
Total Working Papers 0 0 5 1,714 7 17 185 5,978

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 7 501
Box-Cox quantile regression and the distribution of firm sizes 0 0 1 325 0 2 10 1,099
Counterfactual decomposition of changes in wage distributions using quantile regression 0 2 10 2,498 2 9 77 5,171
Earning functions in Portugal 1982-1994: Evidence from quantile regressions 0 0 3 286 0 0 21 890
Firm start-up size: A conditional quantile approach 0 0 0 144 0 0 7 405
GMM inference when the number of moment conditions is large 0 0 1 201 0 1 16 437
Glejser's test revisited 1 1 2 243 1 1 7 1,056
Introduction 0 0 0 43 0 0 4 175
Quantiles for Counts 0 0 0 171 1 3 20 414
Robust Model Selection and M-Estimation 0 1 2 89 1 2 12 172
Structural VAR Estimation with Exogeneity Restrictions 0 0 0 1 0 0 5 317
The Falstaff estimator 0 0 0 18 0 0 8 66
The Reservation Wage Unemployment Duration Nexus 0 0 0 20 0 2 36 144
Total Journal Articles 1 4 19 4,176 5 21 230 10,847
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 3 234 0 0 15 1,159
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 0 4 25 2,292 8 27 201 10,633
XTQREG: Stata module to compute quantile regression with fixed effects 2 9 81 2,729 13 36 343 8,794
Total Software Items 2 13 109 5,255 21 63 559 20,586

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11