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 3 4 8 277
Earning Functions in Portugal 1982-1994: Evidence From Quantile Regressions 0 0 1 66 1 4 10 165
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 0 3 8 481
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 1 4 21 250
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 0 3 7 670
Identifying asset price booms and busts with quantile regressions 0 0 0 89 1 4 13 243
Joblessness 0 0 0 118 0 2 9 292
Modelling Taylor Rule Uncertainty 0 0 0 37 1 3 8 145
Quantile Regression Methods: na Application to U.S. Unemployment Duration 0 0 1 79 0 0 5 237
Quantiles for Counts 0 0 0 431 1 6 21 972
Quantiles for counts 0 0 0 237 1 2 9 612
The Reservation Wage Unemployment Duration Nexus 0 0 0 56 2 4 10 147
The Reservation Wage Unemployment Duration Nexus 0 0 0 91 0 2 18 290
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 19 0 3 10 184
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 172 0 1 5 654
Using the First Principal Component as a Core Inflation Indicator 0 2 5 85 0 4 17 336
Total Working Papers 0 2 7 1,714 11 49 179 5,955

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 10 500
Box-Cox quantile regression and the distribution of firm sizes 0 1 1 325 0 1 6 1,095
Counterfactual decomposition of changes in wage distributions using quantile regression 1 3 19 2,496 2 17 93 5,161
Earning functions in Portugal 1982-1994: Evidence from quantile regressions 0 0 3 286 1 6 26 890
Firm start-up size: A conditional quantile approach 0 0 0 144 0 0 12 405
GMM inference when the number of moment conditions is large 0 0 1 201 0 2 17 436
Glejser's test revisited 0 0 2 242 1 1 15 1,055
Introduction 0 0 0 43 0 2 3 174
Quantiles for Counts 0 0 0 171 3 4 18 411
Robust Model Selection and M-Estimation 0 1 1 88 2 4 11 169
Structural VAR Estimation with Exogeneity Restrictions 0 0 0 1 0 1 7 317
The Falstaff estimator 0 0 0 18 0 2 9 66
The Reservation Wage Unemployment Duration Nexus 0 0 0 20 0 3 34 142
Total Journal Articles 1 5 27 4,172 11 46 261 10,821
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 2 233 0 2 13 1,157
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 2 5 34 2,287 11 38 242 10,597
XTQREG: Stata module to compute quantile regression with fixed effects 0 11 186 2,717 22 81 799 8,745
Total Software Items 2 16 222 5,237 33 121 1,054 20,499

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 2026-06-04