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"Testing" for mean and variance breaks with dependent data
Machado, José A. F. - 1992
Persistent link: https://www.econbiz.de/10000860178
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Box-cox quantile regression and the distribution of firm sizes
Machado, José A. F.; Mata, José - In: Journal of applied econometrics 15 (2000) 3, pp. 253-274
Persistent link: https://www.econbiz.de/10001504768
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GMM inference when the number of moment conditions is large
Koenker, Roger; Machado, José A. F. - In: Journal of econometrics 93 (1999) 2, pp. 327-344
Persistent link: https://www.econbiz.de/10001406661
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Glejser's test revisited
Machado, José A. F.; Silva, João Santos - In: Journal of econometrics 97 (2000) 1, pp. 189-202
Persistent link: https://www.econbiz.de/10001487332
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Model selection : consistency and robustness properties of the Schwarz information criterion for generalized M-estimation
Machado, José A. F. - 1989
Persistent link: https://www.econbiz.de/10000802173
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Likelihood ratio and goodness of fit processes for quantile regression
Koenker, Roger; Machado, José A. F. - 1998
Persistent link: https://www.econbiz.de/10000988604
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The Falstaff estimator
Koenker, Roger; Machado, José A. F. - 1996
Persistent link: https://www.econbiz.de/10000933189
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GMM inference when the number of moment conditions is large
Koenker, Roger; Machado, José A. F. - 1996
Persistent link: https://www.econbiz.de/10000933190
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The Falstaff estimator
Koenker, Roger - In: Economics letters 61 (1998) 1, pp. 23-28
Persistent link: https://www.econbiz.de/10001250910
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Structural VAR estimation with exogeneity restrictions
Dias, Francisco C. - In: Oxford bulletin of economics and statistics 58 (1996) 2, pp. 417-422
Persistent link: https://www.econbiz.de/10001201674