Details about Joaquim J. S. Ramalho

Access statistics for papers by Joaquim J. S. Ramalho.

Last updated 2008-12-23. Update your information in the RePEc Author Service.

Short-id: pra147

Working Papers

2007

1. Is neglected heterogeneity really an issue in nonlinear models? A simulation exercise for binary and fractional data
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal)

2006

2. A two-part fractional regression model for the capital structure decisions of micro, small, medium and large firms
   Economics Working Papers, University of Évora, Department of Economics (Portugal) View citations
3. Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde
   Economics Working Papers, University of Évora, Department of Economics (Portugal)
   See Also Journal Article in Portuguese Economic Journal (2006)

2005

4. Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling
   Economics Working Papers, University of Évora, Department of Economics (Portugal) View citations
5. Bootstrap bias-adjusted GMM estimators
   Economics Working Papers, University of Évora, Department of Economics (Portugal) View citations
   See Also Journal Article in Economics Letters (2006)
6. Goodness of Fit Tests for Moment Condition Models
   Economics Working Papers, University of Évora, Department of Economics (Portugal) View citations
7. Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available
   Economics Working Papers, University of Évora, Department of Economics (Portugal)
   See Also Journal Article in Manchester School (2006)

2003

8. A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter
   Economics Working Papers, University of Évora, Department of Economics (Portugal)
   Also in
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2003) View citations
9. Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models
   Economics Working Papers, University of Évora, Department of Economics (Portugal) View citations
   See Also Journal Article in Empirical Economics (2005)
10. Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures and Instrumental Variables
    Economics Working Papers, University of Évora, Department of Economics (Portugal) View citations

Journal Articles

2007

1. On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probabilities are unknown
   Applied Economics Letters, 2007, 14, (3), 171-174

2006

2. Bootstrap bias-adjusted GMM estimators
   Economics Letters, 2006, 92, (1), 149-155
   See Also Working Paper (2005)
3. TWO-STEP EMPIRICAL LIKELIHOOD ESTIMATION UNDER STRATIFIED SAMPLING WHEN AGGREGATE INFORMATION IS AVAILABLE
   Manchester School, 2006, 74, (5), 577-592
   See Also Working Paper (2005)
4. Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde
   Portuguese Economic Journal, 2006, 5, (3), 225-241
   See Also Working Paper (2006)

2005

5. Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models
   Empirical Economics, 2005, 30, (3), 735-748
   See Also Working Paper (2003)
6. Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures
   Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (1), 1202-1202

2002

7. Generalized empirical likelihood non-nested tests
   Journal of Econometrics, 2002, 107, (1-2), 99-125 View citations