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 1 1 155
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 1 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 0 0 4 229
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 1 1 78 0 1 3 232
Quantiles for Counts 0 0 2 430 0 1 7 950
Quantiles for counts 0 0 2 236 0 0 4 602
The Reservation Wage Unemployment Duration Nexus 0 0 1 91 0 1 4 272
The Reservation Wage Unemployment Duration Nexus 0 0 1 56 0 1 3 137
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 1 1 174
Using the First Principal Component as a Core Inflation Indicator 1 1 3 79 1 2 12 316
Total Working Papers 1 2 12 1,704 2 11 55 5,770


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 0 1 18 2,474 3 11 64 5,059
Earning functions in Portugal 1982-1994: Evidence from quantile regressions 0 0 1 283 0 0 8 864
Firm start-up size: A conditional quantile approach 0 0 0 144 0 3 5 393
GMM inference when the number of moment conditions is large 1 1 2 200 1 1 3 418
Glejser's test revisited 0 0 1 240 0 0 3 1,039
Introduction 0 0 0 43 0 0 0 171
Quantiles for Counts 0 0 2 169 0 0 6 391
Robust Model Selection and M-Estimation 0 1 4 87 0 1 5 158
Structural VAR Estimation with Exogeneity Restrictions 0 0 0 1 1 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 2 4 108
Total Journal Articles 1 3 28 4,140 5 21 110 10,547
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 10 27 1,144
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 4 16 62 2,250 27 91 343 10,334
XTQREG: Stata module to compute quantile regression with fixed effects 17 60 264 2,514 50 160 706 7,896
Total Software Items 21 79 332 4,995 77 261 1,076 19,374


Statistics updated 2025-05-12