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 0 1 155
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 0 2 3 475
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 0 0 1 229
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 0 89 0 0 3 230
Joblessness 0 0 0 118 0 0 3 283
Modelling Taylor Rule Uncertainty 0 0 0 37 0 0 1 137
Quantile Regression Methods: na Application to U.S. Unemployment Duration 0 0 1 78 0 2 4 234
Quantiles for Counts 0 0 2 431 0 1 6 952
Quantiles for counts 0 0 3 237 0 0 4 603
The Reservation Wage Unemployment Duration Nexus 0 0 1 91 0 0 4 272
The Reservation Wage Unemployment Duration Nexus 0 0 0 56 0 1 2 138
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 19 0 1 2 175
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 172 0 0 0 649
Using the First Principal Component as a Core Inflation Indicator 0 1 4 81 0 7 19 326
Total Working Papers 0 1 11 1,708 0 14 55 5,790

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 3 6 493
Box-Cox quantile regression and the distribution of firm sizes 0 0 0 324 0 0 2 1,089
Counterfactual decomposition of changes in wage distributions using quantile regression 2 10 21 2,487 3 21 69 5,089
Earning functions in Portugal 1982-1994: Evidence from quantile regressions 0 0 0 283 5 5 7 869
Firm start-up size: A conditional quantile approach 0 0 0 144 0 1 4 394
GMM inference when the number of moment conditions is large 0 0 1 200 0 2 5 421
Glejser's test revisited 0 0 1 240 2 7 10 1,047
Introduction 0 0 0 43 0 0 0 171
Quantiles for Counts 0 0 3 171 1 1 6 394
Robust Model Selection and M-Estimation 0 0 1 87 2 2 4 160
Structural VAR Estimation with Exogeneity Restrictions 0 0 0 1 1 2 5 312
The Falstaff estimator 0 0 0 18 1 1 1 58
The Reservation Wage Unemployment Duration Nexus 0 0 0 20 0 0 2 108
Total Journal Articles 2 10 27 4,155 15 45 121 10,605
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 4 231 0 0 16 1,144
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 1 9 51 2,262 14 55 304 10,410
XTQREG: Stata module to compute quantile regression with fixed effects 14 103 284 2,634 32 464 956 8,410
Total Software Items 15 112 339 5,127 46 519 1,276 19,964

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Statistics updated 2025-09-05