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 1 1 270
Earning Functions in Portugal 1982-1994: Evidence From Quantile Regressions 0 0 0 65 0 3 4 158
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 2 3 6 478
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 2 9 9 238
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 1 2 2 665
Identifying asset price booms and busts with quantile regressions 0 0 0 89 2 3 5 234
Joblessness 0 0 0 118 1 3 5 286
Modelling Taylor Rule Uncertainty 0 0 0 37 2 2 2 139
Quantile Regression Methods: na Application to U.S. Unemployment Duration 0 1 2 79 2 3 6 237
Quantiles for Counts 0 0 1 431 4 8 12 961
Quantiles for counts 0 0 1 237 2 2 3 605
The Reservation Wage Unemployment Duration Nexus 0 0 0 91 4 9 11 281
The Reservation Wage Unemployment Duration Nexus 0 0 0 56 2 3 5 141
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 172 0 1 1 650
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 19 0 0 2 175
Using the First Principal Component as a Core Inflation Indicator 0 0 5 82 1 2 18 329
Total Working Papers 0 1 9 1,710 25 54 92 5,847

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 6 495
Box-Cox quantile regression and the distribution of firm sizes 0 0 0 324 0 2 3 1,091
Counterfactual decomposition of changes in wage distributions using quantile regression 1 5 20 2,493 10 36 87 5,130
Earning functions in Portugal 1982-1994: Evidence from quantile regressions 0 0 0 283 2 9 14 878
Firm start-up size: A conditional quantile approach 0 0 0 144 1 4 12 402
GMM inference when the number of moment conditions is large 0 1 2 201 4 10 14 431
Glejser's test revisited 0 0 1 241 2 2 13 1,051
Introduction 0 0 0 43 0 0 0 171
Quantiles for Counts 0 0 2 171 3 9 12 403
Robust Model Selection and M-Estimation 0 0 1 87 2 4 7 164
Structural VAR Estimation with Exogeneity Restrictions 0 0 0 1 0 1 5 313
The Falstaff estimator 0 0 0 18 2 4 5 62
The Reservation Wage Unemployment Duration Nexus 0 0 0 20 1 6 8 114
Total Journal Articles 1 6 26 4,163 28 88 186 10,705
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 1 1 4 232 1 3 13 1,147
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 1 11 51 2,278 21 89 310 10,521
XTQREG: Stata module to compute quantile regression with fixed effects 14 41 258 2,689 48 135 903 8,586
Total Software Items 16 53 313 5,199 70 227 1,226 20,254

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Statistics updated 2026-01-09