Details about Joaquim J. S. Ramalho

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

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Short-id: pra147

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)
   See also Journal Article Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets, Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (2014) (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) View citations (3)
   See also Journal Article Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses, Econometric Reviews, Taylor & Francis Journals (2017) View citations (7) (2017)

2013

3. A generalized goodness-of-functional form test for binary and fractional regression models
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (3)
   See also Journal Article A Generalized Goodness-of-functional Form Test for Binary and Fractional Regression Models, Manchester School, University of Manchester (2014) View citations (11) (2014)
4. Heteroskedasticity Testing Through a Comparison of Wald Statistics
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal)
   See also Journal Article Heteroskedasticity testing through a comparison of Wald statistics, Portuguese Economic Journal, Springer (2013) (2013)
5. Mergers, Coordinated Effects and Efficiency in the Portuguese Non-Life Insurance Industry
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (5)
   See also Journal Article Mergers, coordinated effects and efficiency in the Portuguese non-life insurance industry, International Journal of Industrial Organization, Elsevier (2013) View citations (3) (2013)
6. Regression Analysis of Multivariate Fractional Data
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (15)
   See also Journal Article Regression Analysis of Multivariate Fractional Data, Econometric Reviews, Taylor & Francis Journals (2016) View citations (16) (2016)

2011

7. Functional form issues in the regression analysis of financial leverage ratios
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal)
   See also Journal Article Functional form issues in the regression analysis of financial leverage ratios, Empirical Economics, Springer (2013) View citations (7) (2013)
8. Heteroskedasticity Testing Through Comparison of Wald-Type Statistics
   GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra

2010

9. Alternative versions of the RESET test for binary response index models: a comparative study
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (2)
   See also Journal Article Alternative Versions of the RESET Test for Binary Response Index Models: A Comparative Study, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2012) View citations (9) (2012)
10. Fractional regression models for second stage DEA efficiency analyses
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (113)
    See also Journal Article Fractional regression models for second stage DEA efficiency analyses, Journal of Productivity Analysis, Springer (2010) View citations (116) (2010)
11. 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 View citations (2)
    See also Journal Article NONPARAMETRIC MODELS OF FINANCIAL LEVERAGE DECISIONS, Bulletin of Economic Research, Wiley Blackwell (2016) (2016)

2009

12. Alternative estimating and testing empirical strategies for fractional regression models
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (20)
    See also Journal Article ALTERNATIVE ESTIMATING AND TESTING EMPIRICAL STRATEGIES FOR FRACTIONAL REGRESSION MODELS, Journal of Economic Surveys, Wiley Blackwell (2011) View citations (191) (2011)
13. 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 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, Elsevier (2010) View citations (7) (2010)

2007

14. 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

15. 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 (28)
    See also Journal Article A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms, Quantitative Finance, Taylor & Francis Journals (2009) View citations (55) (2009)
16. 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 (4)
    See also Journal Article Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde, Portuguese Economic Journal, Springer (2006) View citations (4) (2006)

2005

17. 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 Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling, Econometric Reviews, Taylor & Francis Journals (2006) View citations (5) (2006)
18. Bootstrap bias-adjusted GMM estimators
    Economics Working Papers, University of Évora, Department of Economics (Portugal)
    See also Journal Article Bootstrap bias-adjusted GMM estimators, Economics Letters, Elsevier (2006) View citations (3) (2006)
19. Goodness of Fit Tests for Moment Condition Models
    Economics Working Papers, University of Évora, Department of Economics (Portugal) View citations (7)
20. 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 TWO‐STEP EMPIRICAL LIKELIHOOD ESTIMATION UNDER STRATIFIED SAMPLING WHEN AGGREGATE INFORMATION IS AVAILABLE*, Manchester School, University of Manchester (2006) View citations (2) (2006)

2003

21. 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)
22. 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 (1)
    See also Journal Article Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models, Empirical Economics, Springer (2005) View citations (3) (2005)
23. 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

2021

1. Does directed technological change favor energy? Firm-level evidence from Portugal
   Energy Economics, 2021, 98, (C) View citations (6)

2020

2. Directed technological change, energy and more: a modern story
   Environment and Development Economics, 2020, 25, (6), 611-633 View citations (4)
3. Self-employment and eudaimonic well-being: Energized by meaning, enabled by societal legitimacy
   Journal of Business Venturing, 2020, 35, (6) View citations (19)
4. The zero-leverage phenomenon: A bivariate probit with partial observability approach
   Research in International Business and Finance, 2020, 53, (C) View citations (5)

2018

5. Exponential Regression of Fractional-Response Fixed-Effects Models with an Application to Firm Capital Structure
   Journal of Econometric Methods, 2018, 7, (1), 18 View citations (5)
6. The main determinants of banking crises in OECD countries
   Review of World Economics (Weltwirtschaftliches Archiv), 2018, 154, (1), 203-227 View citations (10)

2017

7. Combining micro and macro data in hedonic price indexes
   Statistical Methods & Applications, 2017, 26, (2), 317-332 View citations (2)
8. Factors Driving the Population Growth and Decline of Portuguese Cities
   Growth and Change, 2017, 48, (4), 853-868 View citations (6)
9. 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 View citations (7)
   See also Working Paper Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses, CEFAGE-UE Working Papers (2014) View citations (3) (2014)

2016

10. NONPARAMETRIC MODELS OF FINANCIAL LEVERAGE DECISIONS
    Bulletin of Economic Research, 2016, 68, (4), 348-366
    See also Working Paper Nonparametric models of financial leverage decisions, CEMAPRE Working Papers (2010) View citations (2) (2010)
11. Regression Analysis of Multivariate Fractional Data
    Econometric Reviews, 2016, 35, (4), 515-552 View citations (16)
    See also Working Paper Regression Analysis of Multivariate Fractional Data, CEFAGE-UE Working Papers (2013) View citations (15) (2013)

2014

12. A Generalized Goodness-of-functional Form Test for Binary and Fractional Regression Models
    Manchester School, 2014, 82, (4), 488-507 View citations (11)
    See also Working Paper A generalized goodness-of-functional form test for binary and fractional regression models, CEFAGE-UE Working Papers (2013) View citations (3) (2013)
13. Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets
    Statistica Neerlandica, 2014, 68, (2), 91-117
    See also Working Paper Convenient links for the estimation of hedonic price indexes:the case of unique, infrequently traded assets, CEFAGE-UE Working Papers (2014) (2014)

2013

14. Functional form issues in the regression analysis of financial leverage ratios
    Empirical Economics, 2013, 44, (2), 799-831 View citations (7)
    See also Working Paper Functional form issues in the regression analysis of financial leverage ratios, CEFAGE-UE Working Papers (2011) (2011)
15. Heteroskedasticity testing through a comparison of Wald statistics
    Portuguese Economic Journal, 2013, 12, (2), 131-160
    See also Working Paper Heteroskedasticity Testing Through a Comparison of Wald Statistics, CEFAGE-UE Working Papers (2013) (2013)
16. Mergers, coordinated effects and efficiency in the Portuguese non-life insurance industry
    International Journal of Industrial Organization, 2013, 31, (5), 554-568 View citations (3)
    See also Working Paper Mergers, Coordinated Effects and Efficiency in the Portuguese Non-Life Insurance Industry, CEFAGE-UE Working Papers (2013) View citations (5) (2013)

2012

17. A supremum-type RESET test for binary choice models
    Economics Bulletin, 2012, 32, (1), 905-912 View citations (1)
18. 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 (9)
    See also Working Paper Alternative versions of the RESET test for binary response index models: a comparative study, CEFAGE-UE Working Papers (2010) View citations (2) (2010)
19. GEL statistics under weak identification
    Journal of Econometrics, 2012, 170, (2), 331-349 View citations (6)

2011

20. ALTERNATIVE ESTIMATING AND TESTING EMPIRICAL STRATEGIES FOR FRACTIONAL REGRESSION MODELS
    Journal of Economic Surveys, 2011, 25, (1), 19-68 View citations (191)
    See also Working Paper Alternative estimating and testing empirical strategies for fractional regression models, CEFAGE-UE Working Papers (2009) View citations (20) (2009)

2010

21. Fractional regression models for second stage DEA efficiency analyses
    Journal of Productivity Analysis, 2010, 34, (3), 239-255 View citations (116)
    See also Working Paper Fractional regression models for second stage DEA efficiency analyses, CEFAGE-UE Working Papers (2010) View citations (113) (2010)
22. 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 View citations (7)
    See also Working Paper 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 (2009) (2009)

2009

23. 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
24. 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 (55)
    See also Working Paper A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms, Economics Working Papers (2006) View citations (28) (2006)

2007

25. 2nd Annual Meeting of the Portuguese Economic Journal
    Economics Bulletin, 2007, 28, (45), A0
26. 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

27. Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling
    Econometric Reviews, 2006, 25, (4), 475-496 View citations (5)
    See also Working Paper Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling, Economics Working Papers (2005) (2005)
28. Bootstrap bias-adjusted GMM estimators
    Economics Letters, 2006, 92, (1), 149-155 View citations (3)
    See also Working Paper Bootstrap bias-adjusted GMM estimators, Economics Working Papers (2005) (2005)
29. TWO‐STEP EMPIRICAL LIKELIHOOD ESTIMATION UNDER STRATIFIED SAMPLING WHEN AGGREGATE INFORMATION IS AVAILABLE*
    Manchester School, 2006, 74, (5), 577-592 View citations (2)
    See also Working Paper Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available, Economics Working Papers (2005) (2005)
30. Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde
    Portuguese Economic Journal, 2006, 5, (3), 225-241 View citations (4)
    See also Working Paper Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde, Economics Working Papers (2006) View citations (4) (2006)

2005

31. 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 View citations (3)
    See also Working Paper Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models, Economics Working Papers (2003) View citations (1) (2003)
32. 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), 20 View citations (9)

2002

33. Generalized empirical likelihood non-nested tests
    Journal of Econometrics, 2002, 107, (1-2), 99-125 View citations (20)

Software Items

2014

1. FRM: Stata module to estimate and test fractional regression models
   Statistical Software Components, Boston College Department of Economics