|
14.
|
Ramalho,
E.A., J.J.S. Ramalho and P.D. Henriques (2010), "Fractional
regression models for second stage DEA efficiency analyses",
Journal of Productivity
Analysis, 34(3), 239-255.
|
|
|
12.
|
Ramalho, J.J.S. and J.V.
Silva (2009), "A two-part fractional regression model for the financial leverage decisions of micro,
small, medium and large firms", Quantitative
Finance, 9(5), 621-636.
|
|
|
11.
|
Ramalho, J.J.S. (2009), "A test statistic equation for obtaining alternative Wald and score statistics in the generalized method of moments
framework",
Applied
Economics Letters,
16(5), 489-494.
|
|
|
10.
|
Ramalho,
E.A. and J.J.S.
Ramalho (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.
|
|
|
9.
|
Ramalho,
E.A. and J.J.S. Ramalho (2006),
"Bias-corrected
moment-based estimators for parametric models under endogenous
stratified sampling",
Econometric
Reviews,
25(4), 475-496.
|
|
|
8.
|
Baptista, J.A.G.,
J.J.S. Ramalho and J.V.
Silva (2006), "Understanding
the microenterprise sector to design a tailor-made microfinance policy
for Cape Verde",
Portuguese
Economic Journal, 5(3), 225-241.
|
|
|
7.
|
Ramalho, E.A. and
J.J.S. Ramalho (2006),
"Two-step
empirical likelihood estimation under stratified sampling when aggregate
information is available",
Manchester
School, 74(5), 577-592.
|
|
|
6.
|
Ramalho, J.J.S. (2006), "Bootstrap
bias-adjusted GMM estimators",
Economics
Letters, 92(1), 149-155.
|
|
|
5.
|
Ramalho, J.J.S. (2005), "Feasible
bias-corrected OLS, within-groups, and first-differences estimators for
typical micro and macro AR(1) panel data models",
Empirical
Economics, 30(3), 735-748.
|
|
|
4.
|
Newey, W.K., J.J.S. Ramalho and
R.J.
Smith (2005), "Asymptotic
bias for GMM and GEL estimators with estimated nuisance parameters",
Identification
and Inference in Econometric Models: Essays in Honor of Thomas J.U.
Rothenberg, D.W.K. Andrews and J.H. Stock (eds.), Cambridge
University Press, pp. 245-281.
(working-paper version: )
|
---
|
|
3.
|
Ramalho, J.J.S. (2005), "Small
sample bias of alternative estimation methods for moment condition
models: Monte Carlo evidence for covariance structures",
Studies in
Nonlinear Dynamics and Econometrics, 9(1), article 3.
|
|
|
2.
|
Ramalho, J.J.S. and R.J.
Smith (2002), "Generalized
empirical likelihood non-nested tests",
Journal
of Econometrics, 107(1/2), 99-125.
|
|
|
1.
|
Ramalho, J.J.S. (1997), "Testes
de especificação para modelos de regressão para dados de contagem.
Estudo de simulação sobre a aplicação de testes de hipóteses não
encaixadas",
Economia, XXI, 67-91.
|
---
|
