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Quantile regression analysis of transition data
Machado, José A. F.; Portugal, Pedro - 2002
Persistent link: https://www.econbiz.de/10001644163
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Robust model selection and M-estimation
Machado, José A. F. - In: Econometric theory 9 (1993) 3, pp. 478-493
Persistent link: https://www.econbiz.de/10001151123
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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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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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Goodness of fit and related inference processes for quantile regression
Koenker, Roger; Machado, José A. F. - 1999
Persistent link: https://www.econbiz.de/10001376751
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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
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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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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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Quantiles, corners, and the extensive margin of trade
Machado, José A. F.; Silva, João Santos; Wei, Kehai - In: European economic review : EER 89 (2016), pp. 73-84
Persistent link: https://www.econbiz.de/10011770898
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Identification with averaged data and implications for hedonic regression studies
Machado, José A. F.; Silva, João Santos - 2001
Persistent link: https://www.econbiz.de/10001631964