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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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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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Quantile regression analysis of transition data
Machado, José A. F.; Portugal, Pedro - 2002
Persistent link: https://www.econbiz.de/10001644163
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Using the first principal component as a core inflation indicator
Machado, José A. F. (contributor) - 2001
Persistent link: https://www.econbiz.de/10001609758
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Modelling taylor rule uncertainty : an application to the euro area
Martins, Fernando; Machado, José A. F.; Esteves, Paulo … - In: Economic modelling 21 (2004) 3, pp. 561-572
Persistent link: https://www.econbiz.de/10002028621
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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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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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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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Likelihood ratio and goodness of fit processes for quantile regression
Koenker, Roger; Machado, José A. F. - 1998
Persistent link: https://www.econbiz.de/10000988604