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Identification

Personal identification

Full name
José António Ferreira Machado

Citation names

  • Machado, José
  • José A.F. Machado

Author identifiers

Ciência ID
C31E-FB80-4621
Scopus Author Id
35568331700
Education
Degree Classification
1989
Concluded
PhD Economics (Doctor)
Major in Econometrics
University of Illinois Urbana-Champaign, United States
1989
Concluded
Economia (Doutoramento)
Major in Especialidade: Métodos Quantitativos
Universidade Nova de Lisboa Nova School of Business and Economics, Portugal
"Model Selection: Consistency and Robustness Properties of the Schwarz Information Criterion for Generalized M-estimation" (THESIS/DISSERTATION)
1980
Concluded
Economia (Licenciatura)
Major in Não Aplicável
ISEG Lisbon School of Economics and Management, Portugal
Affiliation

Teaching in Higher Education

Category
Host institution
Employer
2000 - 2023 Full Professor (University Teacher) Universidade Nova de Lisboa Nova School of Business and Economics, Portugal
1993 - 2000 Associate Professor (University Teacher) Universidade Nova de Lisboa Nova School of Business and Economics, Portugal

Positions / Appointments

Category
Host institution
Employer
2017/07 - 2022/07 Vice-Rector Universidade Nova de Lisboa, Portugal
2015/06 - 2017/06 Pro-president Regent's College, United Kingdom
2005 - 2015 Organic Unit Director Universidade Nova de Lisboa Nova School of Business and Economics, Portugal
1999 - 2002 Organic Unit Sub-director Universidade Nova de Lisboa Nova School of Business and Economics, Portugal
1993 - 1999 Conselho científico/técnico-científico ou orgão correspondente Universidade Nova de Lisboa Nova School of Business and Economics, Portugal
Outputs

Publications

Book chapter
  1. 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
  2. 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
Conference paper
  1. 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
Journal article
  1. 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
  2. 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
  3. 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
  4. 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
  5. 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
  6. 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
  7. 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
  8. 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
  9. 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
  10. 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
  11. 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
  12. 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
  13. 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
  14. 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
  15. 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
  16. 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
  17. 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
  18. 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
  19. 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
  20. 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
Distinctions

Other distinction

2014 Best Leader in the Public Sector by Leadership Consulting