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Details about Joaquim J. S. Ramalho

E-mail:
Homepage:http://home.iscte-iul.pt/~jjsro
Workplace:Departamento de Economia (Economics Department), Business School, ISCTE - Instituto Universitário de Lisboa (ISCTE-IUL) (Lisbon University Institute), (more information at EDIRC)
Unidade de Investigação em Desenvolvimento Empresarial (UNIDE) (Business Research Unit (BRU-IUL)), Business School, ISCTE - Instituto Universitário de Lisboa (ISCTE-IUL) (Lisbon University Institute), (more information at EDIRC)

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

Last updated 2017-08-29. Update your information in the RePEc Author Service.

Short-id: pra147


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Working Papers

2014

  1. Convenient links for the estimation of hedonic price indexes:the case of unique, infrequently traded assets
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) Downloads
    See also Journal Article in Statistica Neerlandica (2014)
  2. Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) Downloads View citations (2)
    See also Journal Article in Econometric Reviews (2017)

2013

  1. A generalized goodness-of-functional form test for binary and fractional regression models
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) Downloads View citations (2)
    See also Journal Article in Manchester School (2014)
  2. Heteroskedasticity Testing Through a Comparison of Wald Statistics
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) Downloads
    See also Journal Article in Portuguese Economic Journal (2013)
  3. Mergers, Coordinated Effects and Efficiency in the Portuguese Non-Life Insurance Industry
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) Downloads View citations (2)
    See also Journal Article in International Journal of Industrial Organization (2013)
  4. Regression Analysis of Multivariate Fractional Data
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) Downloads View citations (11)
    See also Journal Article in Econometric Reviews (2016)

2011

  1. Functional form issues in the regression analysis of financial leverage ratios
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) Downloads
    See also Journal Article in Empirical Economics (2013)
  2. Heteroskedasticity Testing Through Comparison of Wald-Type Statistics
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads

2010

  1. Alternative versions of the RESET test for binary response index models: a comparative study
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) Downloads View citations (2)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2012)
  2. Fractional regression models for second stage DEA efficiency analyses
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) Downloads View citations (32)
    See also Journal Article in Journal of Productivity Analysis (2010)
  3. 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 Downloads View citations (2)
    See also Journal Article in Bulletin of Economic Research (2016)

2009

  1. Alternative estimating and testing empirical strategies for fractional regression models
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) Downloads View citations (17)
    See also Journal Article in Journal of Economic Surveys (2011)
  2. 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) Downloads
    See also Journal Article in Computational Statistics & Data Analysis (2010)

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) View citations (1)

2006

  1. 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) Downloads View citations (21)
    See also Journal Article in Quantitative Finance (2009)
  2. Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde
    Economics Working Papers, University of Évora, Department of Economics (Portugal) Downloads View citations (1)
    See also Journal Article in Portuguese Economic Journal (2006)

2005

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

2003

  1. A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter
    Economics Working Papers, University of Évora, Department of Economics (Portugal) Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2003) Downloads View citations (6)
  2. 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) Downloads View citations (1)
    See also Journal Article in Empirical Economics (2005)
  3. 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) Downloads

Journal Articles

2017

  1. Combining micro and macro data in hedonic price indexes
    Statistical Methods & Applications, 2017, 26, (2), 317-332 Downloads
  2. Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses
    Econometric Reviews, 2017, 36, (4), 397-420 Downloads
    See also Working Paper (2014)

2016

  1. NONPARAMETRIC MODELS OF FINANCIAL LEVERAGE DECISIONS
    Bulletin of Economic Research, 2016, 68, (4), 348-366 Downloads
    See also Working Paper (2010)
  2. Regression Analysis of Multivariate Fractional Data
    Econometric Reviews, 2016, 35, (4), 515-552 Downloads View citations (1)
    See also Working Paper (2013)

2014

  1. A Generalized Goodness-of-functional Form Test for Binary and Fractional Regression Models
    Manchester School, 2014, 82, (4), 488-507 Downloads View citations (3)
    See also Working Paper (2013)
  2. Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets
    Statistica Neerlandica, 2014, 68, (2), 91-117 Downloads
    See also Working Paper (2014)

2013

  1. Functional form issues in the regression analysis of financial leverage ratios
    Empirical Economics, 2013, 44, (2), 799-831 Downloads
    See also Working Paper (2011)
  2. Heteroskedasticity testing through a comparison of Wald statistics
    Portuguese Economic Journal, 2013, 12, (2), 131-160 Downloads
    See also Working Paper (2013)
  3. Mergers, coordinated effects and efficiency in the Portuguese non-life insurance industry
    International Journal of Industrial Organization, 2013, 31, (5), 554-568 Downloads
    See also Working Paper (2013)

2012

  1. A supremum-type RESET test for binary choice models
    Economics Bulletin, 2012, 32, (1), 905-912 Downloads
  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 Downloads View citations (5)
    See also Working Paper (2010)
  3. GEL statistics under weak identification
    Journal of Econometrics, 2012, 170, (2), 331-349 Downloads View citations (1)

2011

  1. ALTERNATIVE ESTIMATING AND TESTING EMPIRICAL STRATEGIES FOR FRACTIONAL REGRESSION MODELS
    Journal of Economic Surveys, 2011, 25, (1), 19-68 View citations (80)
    See also Working Paper (2009)

2010

  1. Fractional regression models for second stage DEA efficiency analyses
    Journal of Productivity Analysis, 2010, 34, (3), 239-255 Downloads View citations (39)
    See also Working Paper (2010)
  2. 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 Downloads View citations (5)
    See also Working Paper (2009)

2009

  1. 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 Downloads
  2. 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 Downloads View citations (17)
    See also Working Paper (2006)

2007

  1. 2nd Annual Meeting of the Portuguese Economic Journal
    Economics Bulletin, 2007, 28, (45), A0 Downloads
  2. 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 Downloads

2006

  1. Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling
    Econometric Reviews, 2006, 25, (4), 475-496 Downloads View citations (4)
    See also Working Paper (2005)
  2. Bootstrap bias-adjusted GMM estimators
    Economics Letters, 2006, 92, (1), 149-155 Downloads View citations (2)
    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 Downloads View citations (2)
    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 Downloads View citations (1)
    See also Working Paper (2006)

2005

  1. 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 Downloads
    See also Working Paper (2003)
  2. 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), 1-20 Downloads View citations (5)

2002

  1. Generalized empirical likelihood non-nested tests
    Journal of Econometrics, 2002, 107, (1-2), 99-125 Downloads View citations (17)

Software Items

2014

  1. FRM: Stata module to estimate and test fractional regression models
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2017-10-15