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 1 9 278
Earning Functions in Portugal 1982-1994: Evidence From Quantile Regressions 0 0 1 66 0 0 10 165
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 0 0 6 481
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 2 2 23 252
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 1 1 8 671
Identifying asset price booms and busts with quantile regressions 0 0 0 89 0 2 15 245
Joblessness 0 0 0 118 0 0 9 292
Modelling Taylor Rule Uncertainty 0 0 0 37 0 0 8 145
Quantile Regression Methods: na Application to U.S. Unemployment Duration 0 0 1 79 0 0 3 237
Quantiles for Counts 0 0 0 431 1 2 22 974
Quantiles for counts 0 0 0 237 0 1 10 613
The Reservation Wage Unemployment Duration Nexus 0 0 0 56 0 2 11 149
The Reservation Wage Unemployment Duration Nexus 0 0 0 91 0 0 18 290
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 19 1 3 12 187
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 172 0 2 7 656
Using the First Principal Component as a Core Inflation Indicator 0 0 4 85 0 0 10 336
Total Working Papers 0 0 6 1,714 6 16 181 5,971

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 1 8 501
Box-Cox quantile regression and the distribution of firm sizes 0 0 1 325 1 4 10 1,099
Counterfactual decomposition of changes in wage distributions using quantile regression 1 2 11 2,498 5 8 80 5,169
Earning functions in Portugal 1982-1994: Evidence from quantile regressions 0 0 3 286 0 0 21 890
Firm start-up size: A conditional quantile approach 0 0 0 144 0 0 11 405
GMM inference when the number of moment conditions is large 0 0 1 201 0 1 16 437
Glejser's test revisited 0 0 2 242 0 0 8 1,055
Introduction 0 0 0 43 0 1 4 175
Quantiles for Counts 0 0 0 171 2 2 19 413
Robust Model Selection and M-Estimation 0 1 2 89 0 2 11 171
Structural VAR Estimation with Exogeneity Restrictions 0 0 0 1 0 0 5 317
The Falstaff estimator 0 0 0 18 0 0 8 66
The Reservation Wage Unemployment Duration Nexus 0 0 0 20 1 2 36 144
Total Journal Articles 1 3 20 4,175 10 21 237 10,842
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 3 234 0 2 15 1,159
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 2 5 30 2,292 12 28 215 10,625
XTQREG: Stata module to compute quantile regression with fixed effects 5 10 93 2,727 9 36 371 8,781
Total Software Items 7 16 126 5,253 21 66 601 20,565

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Statistics updated 2026-09-10