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 3 4 273
Earning Functions in Portugal 1982-1994: Evidence From Quantile Regressions 0 0 0 65 1 2 5 159
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 0 2 6 478
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 8 12 17 246
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 2 3 4 667
Identifying asset price booms and busts with quantile regressions 0 0 0 89 3 6 8 237
Joblessness 0 0 0 118 2 5 7 288
Modelling Taylor Rule Uncertainty 0 0 0 37 3 5 5 142
Quantile Regression Methods: na Application to U.S. Unemployment Duration 0 1 2 79 0 3 6 237
Quantiles for Counts 0 0 1 431 4 9 16 965
Quantiles for counts 0 0 1 237 4 6 7 609
The Reservation Wage Unemployment Duration Nexus 0 0 0 91 5 13 15 286
The Reservation Wage Unemployment Duration Nexus 0 0 0 56 2 4 7 143
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 19 4 4 6 179
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 172 3 3 4 653
Using the First Principal Component as a Core Inflation Indicator 0 0 4 82 2 3 17 331
Total Working Papers 0 1 8 1,710 46 83 134 5,893

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 1 2 7 496
Box-Cox quantile regression and the distribution of firm sizes 0 0 0 324 2 4 4 1,093
Counterfactual decomposition of changes in wage distributions using quantile regression 0 3 20 2,493 13 34 95 5,143
Earning functions in Portugal 1982-1994: Evidence from quantile regressions 0 0 0 283 3 9 17 881
Firm start-up size: A conditional quantile approach 0 0 0 144 2 6 14 404
GMM inference when the number of moment conditions is large 0 0 2 201 1 10 15 432
Glejser's test revisited 1 1 2 242 3 5 15 1,054
Introduction 0 0 0 43 0 0 0 171
Quantiles for Counts 0 0 2 171 2 10 14 405
Robust Model Selection and M-Estimation 0 0 1 87 0 3 7 164
Structural VAR Estimation with Exogeneity Restrictions 0 0 0 1 3 4 8 316
The Falstaff estimator 0 0 0 18 0 3 5 62
The Reservation Wage Unemployment Duration Nexus 0 0 0 20 23 27 31 137
Total Journal Articles 1 4 27 4,164 53 117 232 10,758
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 1 4 232 5 8 18 1,152
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 3 11 47 2,281 25 75 303 10,546
XTQREG: Stata module to compute quantile regression with fixed effects 6 33 241 2,695 43 133 893 8,629
Total Software Items 9 45 292 5,208 73 216 1,214 20,327

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Statistics updated 2026-02-12