| Artigo em conferência |
- José A.F. Machado. "Simulating Quantile Models with Applications to Economics and Management". Trabalho apresentado em 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.
Publicado • 10.1063/1.3452196
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| Artigo em revista |
- Fitzenberger, Bernd; Koenker, Roger; José A.F. Machado; Melly, Blais. Autor correspondente: 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.
Acesso aberto • Publicado • 10.1007/s00181-021-02186-1
- José A.F. Machado; Santos Silva, J.M.C.. Autor correspondente: 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.
Acesso aberto • Publicado • 10.1016/j.jeconom.2019.04.009
- José A.F. Machado; Santos Silva, J.M.C.; Wei, Kehai. Autor correspondente: 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.
Acesso aberto • Publicado • 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.
Acesso aberto • Publicado • 10.1111/j.1468-0084.2012.00717.x
- José A.F. Machado; Santos Silva, J.M.C.. Autor correspondente: 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.
Publicado • 10.1017/s0266466606060270
- José A.F. Machado; Silva, J. M. C. Santos. Autor correspondente: 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. Autor correspondente: 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.
Acesso aberto • Publicado • 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.
Publicado • 10.1111/j.1368-423x.2005.00152.x
- Martins, Fernando; José A.F. Machado; Esteves, Paulo Soares. Autor correspondente: 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.
Publicado • 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.
Acesso aberto • Publicado • 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.
Publicado • 10.1016/s0304-4076(00)00016-6
- Machado, José; Mata, José. Autor correspondente: Machado, José. "Box-cox quantile regression and the distribution of firm
sizes". Journal of Applied Economics 15 3 (2000): 253-274.
Publicado • 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.
Publicado • 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.
Publicado • 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.
Publicado • 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.
Publicado • 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.
Acesso aberto • Publicado • 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.
Publicado • 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.
Publicado • 10.1017/s0266466600007775
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| Capítulo de livro |
- 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.
Publicado • 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.
Publicado • 10.1016/b978-0-444-89574-5.50012-5
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