| Book chapter |
- José A.F. Machado; Portugal, Pedro. "Exploring Transition Data through Quantile Regression Methods: An Application to U.S.
Unemployment Duration". In Statistical Data Analysis Based on the L1-Norm and Related Methods, 77-94. Birkhäuser Basel,
2002.
Published • 10.1007/978-3-0348-8201-9_7
- Bera, Anil K.; José A.F. Machado. "Estimation of Systematic Risk using Bayesian Analysis with Hierarchical and Non-Normal
Priors”, W. Griffiths, H. Lütkepohl and M.E. Bock Eds, Readings in Econometric Theory and Practice: A Volume in Honor of George
Judge, North-Holland". In Readings in Econometric Theory and Practice - A Volume in Honor of George Judge, 143-157.
Elsevier, 1992.
Published • 10.1016/b978-0-444-89574-5.50012-5
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| Conference paper |
- José A.F. Machado. "Simulating Quantile Models with Applications to Economics and Management". Paper presented in 2nd International
Symposium on Computational Mechanics, ISCM II, and the 12th International Conference on the Enhancement and Promotion of Computational
Methods in Engineering and Science, EPMESC XII, Hong Kong- Macau, 2009.
Published • 10.1063/1.3452196
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| Journal article |
- Fitzenberger, Bernd; Koenker, Roger; José A.F. Machado; Melly, Blais. Corresponding author: Fitzenberger, Bernd. "Economic
applications of quantile regression 2.0". Empirical Economics 62 1 (2021): 1-6. http://dx.doi.org/10.1007/s00181-021-02186-1.
Open access • Published • 10.1007/s00181-021-02186-1
- José A.F. Machado; Santos Silva, J.M.C.. Corresponding author: Santos Silva, J.M.C.. "Quantiles via moments". Journal of
Econometrics 213 1 (2019): 145-173. http://dx.doi.org/10.1016/j.jeconom.2019.04.009.
Open access • Published • 10.1016/j.jeconom.2019.04.009
- José A.F. Machado; Santos Silva, J.M.C.; Wei, Kehai. Corresponding author: Santos Silva, J.M.C.. "Quantiles, corners, and
the extensive margin of trade". European Economic Review 89 (2016): 73-84. http://dx.doi.org/10.1016/j.euroecorev.2016.05.011.
Open access • Published • 10.1016/j.euroecorev.2016.05.011
- Addison, John T.; José A.F. Machado; Portugal, Pedro. "The Reservation Wage Unemployment Duration Nexus". Oxford Bulletin
of Economics and Statistics 75 6 (2012): 980-987. http://dx.doi.org/10.1111/j.1468-0084.2012.00717.x.
Open access • Published • 10.1111/j.1468-0084.2012.00717.x
- José A.F. Machado; Santos Silva, J.M.C.. Corresponding author: Santos Silva, J.M.C.. "A note on identification with averaged
data". Econometric Theory 22 03 (2006): 537-541. http://dx.doi.org/10.1017/s0266466606060270.
Published • 10.1017/s0266466606060270
- José A.F. Machado; Silva, J. M. C. Santos. Corresponding author: Silva, J. M. C. Santos. "Quantiles for Counts". Journal
of the American Statistical Association 100 472 (2005): 1226-1237. http://dx.doi.org/10.1198/016214505000000330.
10.1198/016214505000000330
- José A.F. Machado; Mata, José. Corresponding author: José A.F. Machado. "Counterfactual decomposition of changes in wage distributions
using quantile regression". Journal of Applied Econometrics 20 4 (2005): 445-465. http://dx.doi.org/10.1002/jae.788.
Open access • Published • 10.1002/jae.788
- José A.F. Machado; Parente, Paulo. "Bootstrap estimation of covariance matrices via the percentile method". The Econometrics
Journal 8 1 (2005): 70-78. http://dx.doi.org/10.1111/j.1368-423x.2005.00152.x.
Published • 10.1111/j.1368-423x.2005.00152.x
- Martins, Fernando; José A.F. Machado; Esteves, Paulo Soares. Corresponding author: Esteves, Paulo Soares. "Modelling Taylor
rule uncertainty: an application to the euro area". Economic Modelling 21 3 (2004): 561-572. http://dx.doi.org/10.1016/j.econmod.2003.05.001.
Published • 10.1016/j.econmod.2003.05.001
- Machado, José; Mata, José. "Earning functions in Portugal 1982-1994: Evidence from quantile regressions". Empirical Economics
26 1 (2001): 115-134. http://dx.doi.org/10.1007/s001810000049.
Open access • Published • 10.1007/s001810000049
- José A.F. Machado; Silva, J. M. C. Santos. "Glejser's test revisited". Journal of Econometrics 97 1 (2000): 189-202.
http://dx.doi.org/10.1016/s0304-4076(00)00016-6.
Published • 10.1016/s0304-4076(00)00016-6
- Machado, José; Mata, José. Corresponding author: Machado, José. "Box-cox quantile regression and the distribution of firm
sizes". Journal of Applied Economics 15 3 (2000): 253-274.
Published • 10.1002/1099-1255(200005/06)15:3<253::AID-JAE559>3.0.CO;2-8
- Koenker, Roger; José A.F. Machado. "Goodness of Fit and Related Inference Processes for Quantile Regression". Journal of
the American Statistical Association 94 448 (1999): 1296-1310. http://dx.doi.org/10.1080/01621459.1999.10473882.
Published • 10.1080/01621459.1999.10473882
- Koenker, Roger; José A.F. Machado. "GMM inference when the number of moment conditions is large". Journal of Econometrics
93 2 (1999): 327-344. http://dx.doi.org/10.1016/s0304-4076(99)00014-7.
Published • 10.1016/s0304-4076(99)00014-7
- Koenker, Roger; José A.F. Machado. "The Falstaff estimator". Economics Letters 61 1 (1998): 23-28. http://dx.doi.org/10.1016/s0165-1765(98)00122-0.
10.1016/s0165-1765(98)00122-0
- Mata, José; José A.F. Machado. "Firm start-up size: a conditional quantile approach". European Economic Review 40 6
(1996): 1305-1323. http://dx.doi.org/10.1016/0014-2921(95)00034-8.
Published • 10.1016/0014-2921(95)00034-8
- Dias, Francisco C.; José A.F. Machado; Pinheiro, Maximiano R.. "Structural VAR Estimation with Exogeneity Restrictions". Oxford
Bulletin of Economics and Statistics 58 2 (1996): 417-422. http://dx.doi.org/10.1111/j.1468-0084.1996.mp58002012.x.
Published • 10.1111/j.1468-0084.1996.mp58002012.x
- Koenker, Roger; José A.F. Machado; Skeels, Christopher L; Welsh, Alan H.. "Momentary Lapses: Moment Expansions and the Robustness
of Minimum Distance Estimation". Econometric Theory 10 1 (1994): 172-197. http://dx.doi.org/10.1017/s0266466600008288.
Open access • Published • 10.1017/s0266466600008288
- Koenker, Roger; José A.F. Machado; Skeels, Christopher L.; Welsh, A.H.. "Amemya's form of the weighted least squares estimator".
Australian Journal of Statistics 35 2 (1993): 155-174. http://dx.doi.org/10.1111/j.1467-842x.1993.tb01322.x.
Published • 10.1111/j.1467-842x.1993.tb01322.x
- José A.F. Machado. "Robust Model Selection and M-Estimation". Econometric Theory 9 3 (1993): 478-493. http://dx.doi.org/10.1017/s0266466600007775.
Published • 10.1017/s0266466600007775
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