Details about Joaquim J. S. Ramalho

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

Last updated 2012-04-03. Update your information in the RePEc Author Service.

Short-id: pra147

Working Papers

2011

1. Functional form issues in the regression analysis of financial leverage ratios
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal)
2. Heteroskedasticity Testing Through Comparison of Wald-Type Statistics
   GEMF Working Papers, GEMF - Faculdade de Economia, Universidade de Coimbra

2010

3. Alternative versions of the RESET test for binary response index models: a comparative study
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal)
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2012)
4. Fractional regression models for second stage DEA efficiency analyses
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (2)
   See also Journal Article in Journal of Productivity Analysis (2010)
5. Nonparametric models of financial leverage decisions
   CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon

2009

6. Alternative estimating and testing empirical strategies for fractional regression models
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (1)
   See also Journal Article in Journal of Economic Surveys (2011)
7. Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal)
   See also Journal Article in Computational Statistics & Data Analysis (2010)

2007

8. 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) View citations (1)

2006

9. A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms
   Economics Working Papers, University of Évora, Department of Economics (Portugal) View citations (4)
   See also Journal Article in Quantitative Finance (2009)
10. Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde
    Economics Working Papers, University of Évora, Department of Economics (Portugal) View citations (1)
    See also Journal Article in Portuguese Economic Journal (2006)

2005

11. Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling
    Economics Working Papers, University of Évora, Department of Economics (Portugal)
    See also Journal Article in Econometric Reviews (2006)
12. Bootstrap bias-adjusted GMM estimators
    Economics Working Papers, University of Évora, Department of Economics (Portugal)
    See also Journal Article in Economics Letters (2006)
13. Goodness of Fit Tests for Moment Condition Models
    Economics Working Papers, University of Évora, Department of Economics (Portugal) View citations (2)
14. 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

15. 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 (6)
16. 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)
    See also Journal Article in Empirical Economics (2005)
17. 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)

Journal Articles

2012

1. A supremum-type RESET test for binary choice models
   Economics Bulletin, 2012, 32, (1), 905-912
2. Alternative Versions of the RESET Test for Binary Response Index Models: A Comparative Study
   Oxford Bulletin of Economics and Statistics, 2012, 74, (1), 107-130 View citations (1)
   See also Working Paper (2010)

2011

3. ALTERNATIVE ESTIMATING AND TESTING EMPIRICAL STRATEGIES FOR FRACTIONAL REGRESSION MODELS
   Journal of Economic Surveys, 2011, 25, (1), 19-68 View citations (2)
   See also Working Paper (2009)

2010

4. Fractional regression models for second stage DEA efficiency analyses
   Journal of Productivity Analysis, 2010, 34, (3), 239-255 View citations (3)
   See also Working Paper (2010)
5. Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models
   Computational Statistics & Data Analysis, 2010, 54, (4), 987-1001
   See also Working Paper (2009)

2009

6. A test statistic equation for obtaining alternative Wald and score statistics in the generalized method of moments framework
   Applied Economics Letters, 2009, 16, (5), 489-494
7. A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms
   Quantitative Finance, 2009, 9, (5), 621-636 View citations (1)
   See also Working Paper (2006)

2007

8. 2nd Annual Meeting of the Portuguese Economic Journal
   Economics Bulletin, 2007, 28, (45), A0
9. 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

10. Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling
    Econometric Reviews, 2006, 25, (4), 475-496 View citations (1)
    See also Working Paper (2005)
11. Bootstrap bias-adjusted GMM estimators
    Economics Letters, 2006, 92, (1), 149-155
    See also Working Paper (2005)
12. 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)
13. Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde
    Portuguese Economic Journal, 2006, 5, (3), 225-241 View citations (1)
    See also Working Paper (2006)

2005

14. 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)
15. 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), 3 View citations (1)

2002

16. Generalized empirical likelihood non-nested tests
    Journal of Econometrics, 2002, 107, (1-2), 99-125 View citations (6)