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Joaquim J.S. RamalhoDepartamento
de Economia, Universidade
de Évora |
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Joaquim J.S. RamalhoDepartamento
de Economia, Universidade
de Évora |
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| Education: 2002 Ph.D. (Economics) University of Bristol, UK 1996 M.Sc. (Mathematics Applied to Economics and Business) ISEG/UTL, Portugal 1993 B.A. (Economics) Universidade de Évora, Portugal
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Research
interests: GMM and GEL estimation and inference Bootstrap methods Microeconometrics Fractional regression models Non-nested hypothesis tests |
| Curriculum
vitae: Published Papers Working-Papers Research projects Seminars and conferences Refereeing |
My
research on: Ideas: http://ideas.repec.org/e/pra147.html ResearcherID: http://www.researcherid.com/rid/B-5949-2009 Selected Works: http://works.bepress.com/jjs_ramalho My
page on facebook:
Other information:
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Research
center:
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| 2010 |
Ramalho,
E.A., J.J.S. Ramalho and J.M.R. Murteira, "Alternative estimating and testing empirical
strategies for fractional regression models", Journal of
Economic Surveys, forthcoming. Ramalho,
E.A. and J.J.S. Ramalho, "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. |
| 2009 |
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. 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. |
| 2007 |
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. |
| 2006 |
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. 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. 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. Ramalho, J.J.S. (2006), "Bootstrap
bias-adjusted GMM estimators",
Economics
Letters, 92(1), 149-155. |
| 2005 |
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. 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: 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. |
| 2002 |
Ramalho, J.J.S. and R.J.
Smith (2002), "Generalized
empirical likelihood non-nested tests",
Journal
of Econometrics, 107(1/2), 99-125. |
| 1997 | 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. |
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Guggenberger, P., J.J.S. Ramalho and R.J. Smith, "GEL Pearson-type tests under weak identification". Murteira, J.M.R., E.A. Ramalho, J.J.S. Ramalho, "Heteroskedasticity testing through comparison of Wald-type statistics". Murteira, J.M.R., E.A. Ramalho, J.J.S. Ramalho, "A new class of conditional mean tests for binary and fractional regression models". Ramalho, E.A. and J.J.S. Ramalho, "Alternative versions of the RESET test for binary response index models: a comparative study". Ramalho, E.A., J.J.S. Ramalho and P.D. Henriques, "Fractional regression models for second-stage DEA efficiency analyses". Ramalho, J.J.S., R. Rita and J.V. Silva, "Functional form issues in the regression analysis of corporate capital structure". Ramalho,
J.J.S. and R.J.
Smith, "Goodness
of fit tests for moment condition models". |
| PTDC/ECO/64693/2006 | Econometric models for fractional response variables with applications to corporate financing choices |
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Presentations at seminars and conferences 64th
European Meeting of the Econometric
Society, Barcelona Graduate School of Economics, Spain (2009). |
