Narrow search
Showing 1 - 10 of 19
Cover Image
"Testing" for mean and variance breaks with dependent data
Machado, José A. F. - 1992
Persistent link: https://www.econbiz.de/10000860178
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Likelihood ratio and goodness of fit processes for quantile regression
Koenker, Roger; Machado, José A. F. - 1998
Persistent link: https://www.econbiz.de/10000988604
Cover Image
GMM inference when the number of moment conditions is large
Koenker, Roger; Machado, José A. F. - 1996
Persistent link: https://www.econbiz.de/10000933190
Cover Image
The Falstaff estimator
Koenker, Roger - In: Economics letters 61 (1998) 1, pp. 23-28
Persistent link: https://www.econbiz.de/10001250910
Cover Image
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
Cover Image
Using the first principal component as a core inflation indicator
Machado, José A. F. (contributor) - 2001
Persistent link: https://www.econbiz.de/10001609758
Cover Image
Quantile regression analysis of transition data
Machado, José A. F.; Portugal, Pedro - 2002
Persistent link: https://www.econbiz.de/10001644163