Esmeralda A. Ramalho

Departamento de Economia, Universidade de Évora
and CEFAGE-UE


Universidade de Évora, Departamento de Economia, Largo dos Colegiais 2 - 7000-803 Évora - Portugal
Phone: +351 266740894 - Fax: +351 266740807 - e-mail: ela@uevora.pt


Education:
  
2002 Ph.D. (Economics) University of Bristol, UK
   1996 M.Sc. (Mathematics Applied to Economics and
            Business) ISEG, Portugal
   1994 B.A. (Economics) Universidade de Évora, Portugal
Research interests:
   Microeconometrics
   Models for limited dependent variables
  
Fractional regression (see may page on this subject)
   Stratified sampling, measurement errors and missing data
   Hedonic regression
Teaching fields:
   Econometrics
   Introductory Economics
Published papers
Working-papers
Seminars and conferences
Funded research projects
Consultation

 

Published papers

Ramalho, E.A. and Smith, R.J., "Discrete choice nonresponse", Review of Economic Studies, forthcoming.

Ramalho, E.A., Ramalho, J.J.S. and Murteira, J.M.R. (2012), "A supremum-type RESET test for binary choice models", Economics Bulletin, 32(1), 905-912.

Ramalho, E.A. and Ramalho, J.J.S. (2012),"Alternative versions of the RESET test for binary response index models: a comparative study", Oxford Bulletin of Economics and Statistics, 74(1), 107-130.

Ramalho, E.A., Ramalho, J.J.S. and Murteira, J.M.R. (2011), "Alternative estimating and testing empirical strategies for fractional regression models", Journal of Economic Surveys, 25(1), 19-68. 

Ramalho, E.A., Caleiro, A. and  Dionísio, A. (2011), "Explaining Consumer confidence in Portugal", Journal of Economic Psychology, 32, 25-32.

Ramalho, E.A., Ramalho, J.J.S. and Henriques, P.D. (2010), "Fractional regression models for second stage DEA efficiency analyses", Journal of Productivity Analysis, 34(3), 239-255.

Ramalho, E.A. (2010), "Covariate measurement error: bias correction under response-based sampling", Studies in Nonlinear Dynamics and Econometrics, 14(4), article 2.

Ramalho, E.A., Ramalho, J.J.S. (2010), "Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models", Computational Statistics and Data Analysis, 54(4), 987-1001.

Ramalho, E.A. (2007), "Binary models with misclassification in the variable of interest and nonignorable nonresponse", Economics Letters, 96(1), 70-76.

Ramalho, E.A. and Ramalho, J.J.S. (2007), "On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probabilities are unknown", Applied Economics Letters, 14(3), 171-174.

Ramalho, E.A. and Ramalho, J.J.S. (2006), "Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling", Econometric Reviews, 25(4), 475-496.

Ramalho, E.A. and Ramalho, J.J.S. (2006), "Two-step empirical likelihood estimation under stratified sampling when aggregate information is available", Manchester School, 74(5), 577-592.Ramalho, E.A. (2002), "Regression models for choice-based samples with misclassification in the response variable", Journal of Econometrics, 106(1), pp. 171-201.

 

Working-papers

Ramalho, E.A. and J.J.S. Ramalho, "Convenient links for the estimation of hedonic price indexes".

Ramalho, E.A., J.J.S. Ramalho, "Moment-based estimation of nonlinear regression models under unobserved heterogeneity".

Ramalho, E.A., J.J.S. Ramalho, "On the econometrics of hedonic housing price indexes: a survey".

Ramalho, E.A., J.J.S. Ramalho, J.M.R. Murteira, "A supremum-type RESET test for binary choice models".

Ramalho, E.A., J.J.S. Ramalho and J.M.R. Murteira, "A generalized goodness-of-functional form test for binary and fractional regression models".

Murteira, J.M.R., Ramalho, E.A. and Ramalho, J.J.S., "Heteroskedasticity testing through comparison of Wald-type statistics".

 

Presentations at seminars and conferences

Queen Mary University of London (2012, invited seminar), London, UK (2012); 5th CSDA International Conference on Computational and Financial Econometrics, London, UK (2011); 26th Annual Congress of the European Economic Association, Oslo, Norway (2011); 58th World Statistics Congress of the International Statistical Institute - House Price Indices Special Session, Dublin, Ireland (2011); Workshop on Residential Property Price Indices, Statistics Netherlands, The Hague, The Netherlands (2011); 4th CSDA International Conference on Computational and Financial Econometrics, University of London, UK (2010); 16th International Conference on Computing in Economics and Finance, City University London, UK (2010); 24th European Conference on Operational Research, Lisboa, Portugal; Fourth Annual Meeting of the Portuguese Economic Journal, Faro, Portugal (2010); CEMAPRE, ISEG, UTL, Lisboa, Portugal (2009, invited seminar); Second Annual Meeting of the Portuguese Economic Journal, Évora, Portugal (2008); ASSET Annual Meeting 2006, Lisboa, Portugal; 61th European Meeting of the Econometric Society, Vienna, Austria (2006); 50th Years of Econometrics, Econometric Institute, Rotterdam, The Netherlands (2006); XIII Congresso Anual da Sociedade Portuguesa de Estatística, Ericeira, Portugal (2005); 59th European Meeting of the Econometric Society, Madrid, Spain (2004); 7ª Conferência do CEMAPRE - Matemática Aplicada à Economia e à Gestão, Lisboa, Portugal (2003); ISEG/UTL, Lisboa, Portugal (2002, invited seminar); Winter European Meeting of the Econometric Society, Budapest, Hungary (2002); Econometric Institute, Rotterdam, The Netherlands (2002, invited seminar), 57th European Meeting of the Econometric Society, Venice, Italy (2002); 56th European Meeting of the Econometric Society, Lausanne, Switzerland (2001); York's Annual One-Day Meeting in Econometrics, York, United Kingdom (2001); 8th World Congress of the Econometric Society, Seattle, E.U.A. (2000); V Congresso Anual da Sociedade Portuguesa de Estatística, Curia, Portugal (1997); 5ª Conferência do CEMAPRE - Matemática Aplicada à Economia e à Gestão, Lisboa, Portugal (1997)

 

Funded research projects

PTDC/EGE-ECO/119148/2010: Theoretical developments in the regression analysis of fractional data and its applications to Finance

PTDC/ECO/64693/2006: Econometric Models for Fractional Response Variables with Applications to Corporate Financing Choices

 

Consultation

INE/EUROSTAT: Coordination and Support for the Owner-Occupied Housing Statistics Pilot Project (2010/2012)