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Details about José António Ferreira Machado

Workplace:School of Business and Economics, Universidade Nova de Lisboa (Nova University of Lisbon), (more information at EDIRC)

Access statistics for papers by José António Ferreira Machado.

Last updated 2014-01-04. Update your information in the RePEc Author Service.

Short-id: pma752


Jump to Journal Articles Software Items

Working Papers

2010

  1. Joblessness
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (4)
  2. The Reservation Wage Unemployment Duration Nexus
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (3)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2010) Downloads View citations (6)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2013)

2006

  1. Identifying asset price booms and busts with quantile regressions
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (14)
  2. U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter?
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (7)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2006) Downloads View citations (9)

2003

  1. Identification with averaged data and implications for hedonic regression studies
    Econometrics, University Library of Munich, Germany Downloads
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2001) Downloads
  2. Quantiles for Counts
    Econometrics, University Library of Munich, Germany Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002) Downloads View citations (8)

    See also Journal Article in Journal of the American Statistical Association (2005)

2002

  1. Modelling Taylor Rule Uncertainty
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
  2. Quantile Regression Methods: na Application to U.S. Unemployment Duration
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (9)

2001

  1. Using the First Principal Component as a Core Inflation Indicator
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (3)

1998

  1. Earning Functions in Portugal 1982-1994: Evidence From Quantile Regressions
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (3)
    See also Journal Article in Empirical Economics (2001)

1992

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

1990

  1. Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors
    UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics Downloads View citations (7)

Journal Articles

2013

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

2008

  1. Portuguese Economic Development in the European Area: Determinants and Policies
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2008 Downloads

2006

  1. Third Conference on "Portuguese Economic Development in the European Context": a Synthesis
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2006 Downloads

2005

  1. Asset prices and macroeconomic fundamentals in the euro area
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2005 Downloads View citations (1)
  2. Bootstrap estimation of covariance matrices via the percentile method
    Econometrics Journal, 2005, 8, (1), 70-78 Downloads View citations (5)
  3. Counterfactual decomposition of changes in wage distributions using quantile regression
    Journal of Applied Econometrics, 2005, 20, (4), 445-465 Downloads View citations (684)
  4. Quantiles for Counts
    Journal of the American Statistical Association, 2005, 100, 1226-1237 Downloads View citations (59)
    See also Working Paper (2003)

2004

  1. Banco de Portugal Conference on "Portuguese Economic Development in the European Union": A Personal Summary
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2004 Downloads

2002

  1. Conference Held by the Banco de Portugal on "Portuguese Economic Development: Determinants and Policies": A Personal Summary
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2002 Downloads

2001

  1. Earning functions in Portugal 1982-1994: Evidence from quantile regressions
    Empirical Economics, 2001, 26, (1), 115-134 Downloads View citations (56)
    See also Working Paper (1998)
  2. Introduction
    Empirical Economics, 2001, 26, (1), 1-5 Downloads View citations (1)

2000

  1. Box-Cox quantile regression and the distribution of firm sizes
    Journal of Applied Econometrics, 2000, 15, (3), 253-274 Downloads View citations (36)
  2. Glejser's test revisited
    Journal of Econometrics, 2000, 97, (1), 189-202 Downloads View citations (14)

1999

  1. GMM inference when the number of moment conditions is large
    Journal of Econometrics, 1999, 93, (2), 327-344 Downloads View citations (45)

1998

  1. The Falstaff estimator
    Economics Letters, 1998, 61, (1), 23-28 Downloads View citations (1)
  2. The wage distribution in Portugal: 1982-1994
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 1998 Downloads

1996

  1. Firm start-up size: A conditional quantile approach
    European Economic Review, 1996, 40, (6), 1305-1323 Downloads View citations (83)
  2. Structural VAR Estimation with Exogeneity Restrictions
    Oxford Bulletin of Economics and Statistics, 1996, 58, (2), 417-22 View citations (4)

1993

  1. Robust Model Selection and M-Estimation
    Econometric Theory, 1993, 9, (3), 478-493 Downloads View citations (26)

Software Items

2020

  1. XTQREG: Stata module to compute quantile regression with fixed effects
    Statistical Software Components, Boston College Department of Economics Downloads

2019

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

2012

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