Details about José António Ferreira Machado

Access statistics for papers by José António Ferreira Machado.

Last updated 2021-11-15. Update your information in the RePEc Author Service.

Short-id: pma752

Working Papers

2010

1. Joblessness
   Working Papers, Banco de Portugal, Economics and Research Department View citations (4)
2. The Reservation Wage Unemployment Duration Nexus
   Working Papers, Banco de Portugal, Economics and Research Department View citations (4)
   Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2010) View citations (6)
   See also Journal Article The Reservation Wage Unemployment Duration Nexus, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2013) View citations (6) (2013)

2006

3. Identifying asset price booms and busts with quantile regressions
   Working Papers, Banco de Portugal, Economics and Research Department View citations (23)
4. U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter?
   Working Papers, Banco de Portugal, Economics and Research Department View citations (11)
   Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2006) View citations (9)

2003

5. Identification with averaged data and implications for hedonic regression studies
   Econometrics, University Library of Munich, Germany
   Also in Working Papers, Banco de Portugal, Economics and Research Department (2001) View citations (1)
6. Quantiles for Counts
   Econometrics, University Library of Munich, Germany View citations (1)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002) View citations (8)
   See also Journal Article Quantiles for Counts, Journal of the American Statistical Association, American Statistical Association (2005) View citations (115) (2005)

2002

7. Modelling Taylor Rule Uncertainty
   Working Papers, Banco de Portugal, Economics and Research Department
8. Quantile Regression Methods: na Application to U.S. Unemployment Duration
   Working Papers, Banco de Portugal, Economics and Research Department View citations (11)

2001

9. Using the First Principal Component as a Core Inflation Indicator
   Working Papers, Banco de Portugal, Economics and Research Department View citations (5)

1998

10. Earning Functions in Portugal 1982-1994: Evidence From Quantile Regressions
    Working Papers, Banco de Portugal, Economics and Research Department View citations (6)
    See also Journal Article Earning functions in Portugal 1982-1994: Evidence from quantile regressions, Empirical Economics, Springer (2001) View citations (78) (2001)

1992

11. A Note on Amemiya'a form of the Weighted Least Squares Esrtimator
    Working Papers, Australian National University - Department of Economics

1990

12. Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors
    University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics View citations (7)

Journal Articles

2013

1. The Reservation Wage Unemployment Duration Nexus
   Oxford Bulletin of Economics and Statistics, 2013, 75, (6), 980-987 View citations (6)
   See also Working Paper The Reservation Wage Unemployment Duration Nexus, Working Papers (2010) View citations (4) (2010)

2005

2. Bootstrap estimation of covariance matrices via the percentile method
   Econometrics Journal, 2005, 8, (1), 70-78 View citations (9)
3. Counterfactual decomposition of changes in wage distributions using quantile regression
   Journal of Applied Econometrics, 2005, 20, (4), 445-465 View citations (967)
4. Quantiles for Counts
   Journal of the American Statistical Association, 2005, 100, 1226-1237 View citations (115)
   See also Working Paper Quantiles for Counts, Econometrics (2003) View citations (1) (2003)

2001

5. Earning functions in Portugal 1982-1994: Evidence from quantile regressions
   Empirical Economics, 2001, 26, (1), 115-134 View citations (78)
   See also Working Paper Earning Functions in Portugal 1982-1994: Evidence From Quantile Regressions, Working Papers (1998) View citations (6) (1998)
6. Introduction
   Empirical Economics, 2001, 26, (1), 1-5

2000

7. Box-Cox quantile regression and the distribution of firm sizes
   Journal of Applied Econometrics, 2000, 15, (3), 253-274 View citations (40)
8. Glejser's test revisited
   Journal of Econometrics, 2000, 97, (1), 189-202 View citations (23)

1999

9. GMM inference when the number of moment conditions is large
   Journal of Econometrics, 1999, 93, (2), 327-344 View citations (65)

1998

10. The Falstaff estimator
    Economics Letters, 1998, 61, (1), 23-28 View citations (1)

1996

11. Firm start-up size: A conditional quantile approach
    European Economic Review, 1996, 40, (6), 1305-1323 View citations (98)
12. Structural VAR Estimation with Exogeneity Restrictions
    Oxford Bulletin of Economics and Statistics, 1996, 58, (2), 417-22 View citations (5)

1993

13. Robust Model Selection and M-Estimation
    Econometric Theory, 1993, 9, (3), 478-493 View citations (39)

Software Items

2021

1. QREG2: Stata module to perform quantile regression with robust and clustered standard errors
   Statistical Software Components, Boston College Department of Economics View citations (15)
2. XTQREG: Stata module to compute quantile regression with fixed effects
   Statistical Software Components, Boston College Department of Economics

2012

3. MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions
   Statistical Software Components, Boston College Department of Economics