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 3 10 280
Earning Functions in Portugal 1982-1994: Evidence From Quantile Regressions 0 0 1 66 1 1 9 166
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 0 0 5 481
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 2 4 20 254
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 2 4 10 674
Identifying asset price booms and busts with quantile regressions 0 0 0 89 0 1 15 246
Joblessness 0 0 0 118 1 1 10 293
Modelling Taylor Rule Uncertainty 0 0 0 37 2 2 10 147
Quantile Regression Methods: na Application to U.S. Unemployment Duration 0 0 1 79 1 2 5 239
Quantiles for Counts 0 0 0 431 5 6 23 979
Quantiles for counts 0 0 0 237 2 2 12 615
The Reservation Wage Unemployment Duration Nexus 0 0 0 56 2 4 14 153
The Reservation Wage Unemployment Duration Nexus 0 0 0 91 2 2 19 292
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 172 3 4 10 660
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 19 2 3 14 189
Using the First Principal Component as a Core Inflation Indicator 0 0 3 85 2 2 10 338
Total Working Papers 0 0 5 1,714 28 41 196 6,006

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 9 503
Box-Cox quantile regression and the distribution of firm sizes 0 0 1 325 2 3 12 1,101
Counterfactual decomposition of changes in wage distributions using quantile regression 2 3 10 2,500 11 18 73 5,182
Earning functions in Portugal 1982-1994: Evidence from quantile regressions 0 0 3 286 0 0 18 890
Firm start-up size: A conditional quantile approach 0 0 0 144 3 3 10 408
GMM inference when the number of moment conditions is large 0 0 0 201 1 1 16 438
Glejser's test revisited 0 1 2 243 4 5 11 1,060
Introduction 0 0 0 43 2 2 6 177
Quantiles for Counts 1 1 1 172 3 6 22 417
Robust Model Selection and M-Estimation 0 0 2 89 1 2 12 173
Structural VAR Estimation with Exogeneity Restrictions 0 0 0 1 0 0 5 317
The Falstaff estimator 0 0 0 18 2 2 9 68
The Reservation Wage Unemployment Duration Nexus 0 0 0 20 2 3 36 146
Total Journal Articles 3 5 19 4,179 33 48 239 10,880
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 2 2 17 1,161
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 4 6 26 2,296 15 35 177 10,648
XTQREG: Stata module to compute quantile regression with fixed effects 8 15 75 2,737 23 45 321 8,817
Total Software Items 12 21 104 5,267 40 82 515 20,626

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Statistics updated 2026-11-12