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 4 273
Earning Functions in Portugal 1982-1994: Evidence From Quantile Regressions 0 1 1 66 1 4 7 162
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 2 2 8 480
Identification with Averaged Data and Implications for Hedonic Regression Studies 0 0 0 36 0 8 17 246
Identification with averaged data and implications for hedonic regression studies 0 0 0 198 0 2 4 667
Identifying asset price booms and busts with quantile regressions 0 0 0 89 1 6 11 240
Joblessness 0 0 0 118 1 5 8 291
Modelling Taylor Rule Uncertainty 0 0 0 37 1 4 6 143
Quantile Regression Methods: na Application to U.S. Unemployment Duration 0 0 1 79 0 0 5 237
Quantiles for Counts 0 0 1 431 0 5 16 966
Quantiles for counts 0 0 1 237 0 5 8 610
The Reservation Wage Unemployment Duration Nexus 0 0 0 91 0 7 16 288
The Reservation Wage Unemployment Duration Nexus 0 0 0 56 0 2 6 143
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 172 1 4 5 654
U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter? 0 0 0 19 2 8 9 183
Using the First Principal Component as a Core Inflation Indicator 1 2 6 84 1 4 18 333
Total Working Papers 1 3 10 1,713 10 69 148 5,916

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 7 497
Box-Cox quantile regression and the distribution of firm sizes 1 1 1 325 1 4 6 1,095
Counterfactual decomposition of changes in wage distributions using quantile regression 1 1 20 2,494 2 16 90 5,146
Earning functions in Portugal 1982-1994: Evidence from quantile regressions 0 3 3 286 2 8 22 886
Firm start-up size: A conditional quantile approach 0 0 0 144 0 3 12 405
GMM inference when the number of moment conditions is large 0 0 2 201 1 4 18 435
Glejser's test revisited 0 1 2 242 0 3 15 1,054
Introduction 0 0 0 43 0 1 1 172
Quantiles for Counts 0 0 2 171 0 4 16 407
Robust Model Selection and M-Estimation 0 0 0 87 1 2 8 166
Structural VAR Estimation with Exogeneity Restrictions 0 0 0 1 0 3 7 316
The Falstaff estimator 0 0 0 18 1 3 8 65
The Reservation Wage Unemployment Duration Nexus 0 0 0 20 1 26 32 140
Total Journal Articles 2 6 30 4,169 9 79 242 10,784
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 2 233 0 8 11 1,155
QREG2: Stata module to perform quantile regression with robust and clustered standard errors 2 6 38 2,284 15 53 267 10,574
XTQREG: Stata module to compute quantile regression with fixed effects 4 21 213 2,710 31 109 849 8,695
Total Software Items 6 28 253 5,227 46 170 1,127 20,424

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09