• 1611 Citations
  • 10 h-Index
1993 …2019

Research output per year

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Research Output at NOVA

  • 1611 Citations
  • 10 h-Index
  • 17 Article
  • 1 Conference contribution
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Article
2019

Quantiles via moments

Machado, J. A. F. & Santos Silva, J. M. C., 1 Nov 2019, In : Journal of Econometrics. 213, 1, p. 145-173

Research output: Contribution to journalArticle

9 Citations (Scopus)
2013

The reservation wage unemployment duration nexus

Addison, J. T., Machado, J. A. F. & Portugal, P., 1 Dec 2013, In : Oxford Bulletin of Economics and Statistics. 75, 6, p. 980-987 8 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)
2006

A note on identification with averaged data

Machado, J. A. F. & Silva, J. M. C. S., 1 Jun 2006, In : Econometric Theory. 22, 3, p. 537-541 5 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)
2005

Counterfactual decomposition of changes in wage distributions using quantile regression

Machado, J. A. F. & Mata, J., May 2005, In : Journal Of Applied Econometrics. 20, 4, p. 445-465 21 p.

Research output: Contribution to journalArticle

507 Citations (Scopus)

Quantiles for counts

Machado, J. A. F. & Santos Silva, J. M. C., 1 Dec 2005, In : Journal of the American Statistical Association. 100, 472, p. 1226-1237 12 p.

Research output: Contribution to journalArticle

148 Citations (Scopus)
2004

Modelling Taylor rule uncertainty: an application to the euro area

Martins, F., Machado, J. A. F. & Esteves, P. S., 1 May 2004, In : Economic Modelling. 21, 3, p. 561-572 12 p.

Research output: Contribution to journalArticle

2001

Earning functions in Portugal 1982-1994: evidence from quantile regressions

Machado, J. A. F. & Mata, J., Mar 2001, In : Empirical Economics. 26, 1, p. 115-134 20 p.

Research output: Contribution to journalArticle

73 Citations (Scopus)
2000

Box-cox quantile regression and the distribution of firm sizes

Machado, J. A. F. & Mata, J., May 2000, In : Journal Of Applied Econometrics. 15, 3, p. 253-274 22 p.

Research output: Contribution to journalArticle

39 Citations (Scopus)

Glejser’s test revisited

Machado, J. A. F. & Santos Silva, J. M. C., 1 Jan 2000, In : Journal of Econometrics. 97, 1, p. 189-202 14 p., 2126.

Research output: Contribution to journalArticle

24 Citations (Scopus)
1999

GMM inference when the number of moment conditions is large

Koenker, R. & Machado, J. A. F., 1 Jan 1999, In : Journal of Econometrics. 93, 2, p. 327-344 18 p.

Research output: Contribution to journalArticle

43 Citations (Scopus)

Goodness of fit and related inference processes for quantile regression

Koenker, R. & Machado, J. A. F., 1 Dec 1999, In : Journal of the American Statistical Association. 94, 448, p. 1296-1310 15 p.

Research output: Contribution to journalArticle

584 Citations (Scopus)
1998

The Falstaff estimator

Koenker, R. & Machado, J. A. F., 1 Oct 1998, In : Economics Letters. 61, 1, p. 23-28 6 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
1996

Firm start-up size: a conditional quantile approach

Mata, J. & Machado, J. A. F., 1 Jan 1996, In : European Economic Review. 40, 6, p. 1305-1323 19 p.

Research output: Contribution to journalArticle

82 Citations (Scopus)

Structural VAR estimation with exogeneity restrictions

Dias, F. C., Machado, J. A. F. & Pinheiro, M. R., 1 May 1996, In : Oxford Bulletin of Economics and Statistics. 58, 1, p. 417-422 3 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)
1994

Momentary lapses: moment expansions and the robustness of minimum distance estimation

Koenker, R., Machado, J. A. F., Skeels, C. L. & Welsh, A. H., 1 Jan 1994, In : Econometric Theory. 10, 1, p. 172-197 26 p.

Research output: Contribution to journalArticle

14 Citations (Scopus)
1993

Amemiya's form of the weighted least squares estimator

Koenker, R., Machado, J. A. F., Skeels, C. L. & Welsh, A. H., 1 Jan 1993, In : Australian Journal of Statistics. 35, 2, p. 155-174 20 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)

Robust model selection and M-estimation

Machado, J. A. F., 1 Jan 1993, In : Econometric Theory. 9, 3, p. 478-493 16 p.

Research output: Contribution to journalArticle

76 Citations (Scopus)