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 3 8 277
Earning Functions in Portugal 1982-1994: Evidence From Quantile Regressions 0 0 1 66 0 1 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 0 1 21 250
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 0 0 7 670
Identifying asset price booms and busts with quantile regressions 0 0 0 89 2 3 15 245
Joblessness 0 0 0 118 0 0 9 292
Modelling Taylor Rule Uncertainty 0 0 0 37 0 1 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 0 2 21 973
Quantiles for counts 0 0 0 237 0 2 10 613
The Reservation Wage Unemployment Duration Nexus 0 0 0 91 0 0 18 290
The Reservation Wage Unemployment Duration Nexus 0 0 0 56 1 4 11 149
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 172 1 2 7 656
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 19 0 2 11 186
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 4 21 175 5,965

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 2 7 500
Box-Cox quantile regression and the distribution of firm sizes 0 0 1 325 1 3 9 1,098
Counterfactual decomposition of changes in wage distributions using quantile regression 1 2 12 2,497 2 5 78 5,164
Earning functions in Portugal 1982-1994: Evidence from quantile regressions 0 0 3 286 0 1 26 890
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 1 1 16 437
Glejser's test revisited 0 0 2 242 0 1 10 1,055
Introduction 0 0 0 43 0 1 4 175
Quantiles for Counts 0 0 0 171 0 3 18 411
Robust Model Selection and M-Estimation 1 1 2 89 1 4 13 171
Structural VAR Estimation with Exogeneity Restrictions 0 0 0 1 0 0 6 317
The Falstaff estimator 0 0 0 18 0 0 9 66
The Reservation Wage Unemployment Duration Nexus 0 0 0 20 1 1 35 143
Total Journal Articles 2 3 21 4,174 6 22 242 10,832
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 29 2,290 7 27 217 10,613
XTQREG: Stata module to compute quantile regression with fixed effects 2 5 102 2,722 14 49 394 8,772
Total Software Items 4 11 134 5,246 21 78 626 20,544

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Statistics updated 2026-08-07