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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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2
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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3
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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4
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
Saved in:
5
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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6
Likelihood ratio and goodness of fit processes for quantile regression
Koenker, Roger
;
Machado, José A. F.
-
1998
Persistent link: https://www.econbiz.de/10000988604
Saved in:
7
The Falstaff estimator
Koenker, Roger
;
Machado, José A. F.
-
1996
Persistent link: https://www.econbiz.de/10000933189
Saved in:
8
GMM inference when the number of moment conditions is large
Koenker, Roger
;
Machado, José A. F.
-
1996
Persistent link: https://www.econbiz.de/10000933190
Saved in:
9
The Falstaff estimator
Koenker, Roger
- In:
Economics letters
61
(
1998
)
1
,
pp. 23-28
Persistent link: https://www.econbiz.de/10001250910
Saved in:
10
Competitividade e política cambial : uma análise empírica
Campos e Cunha, Luís
- In:
Economia : revista quadrimestral
16
(
1992
)
3
,
pp. 357-372
Persistent link: https://www.econbiz.de/10001159392
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