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Joaquim José dos Santos Ramalho

AuthID: R-000-7JJ

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Confirmed Publications: 20

11

TITLE: A test statistic equation for obtaining alternative Wald and score statistics in the generalized method of moments framework Full Text
AUTHORS: Joaquim J S Ramalho ;
PUBLISHED: 2009, SOURCE: APPLIED ECONOMICS LETTERS, VOLUME: 16, ISSUE: 5

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12

TITLE: A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms Full Text
AUTHORS: Joaquim J S Ramalho ; Jacinto Vidigal da Silva ;
PUBLISHED: 2009, SOURCE: QUANTITATIVE FINANCE, VOLUME: 9, ISSUE: 5

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13

TITLE: On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probabilities are unknown Full Text
AUTHORS: Esmeralda A Ramalho ; Joaquim J S Ramalho ;
PUBLISHED: 2007, SOURCE: APPLIED ECONOMICS LETTERS, VOLUME: 14, ISSUE: 3

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14

TITLE: Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling Full Text
AUTHORS: Esmeralda A Ramalho ; Joaquim J S Ramalho ;
PUBLISHED: 2006, SOURCE: ECONOMETRIC REVIEWS, VOLUME: 25, ISSUE: 4

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15

TITLE: Bootstrap bias-adjusted GMM estimators Full Text
AUTHORS: Joaquim J S Ramalho ;
PUBLISHED: 2006, SOURCE: ECONOMICS LETTERS, VOLUME: 92, ISSUE: 1

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16

TITLE: Two-step empirical likelihood estimation under stratified sampling when aggregate information is available Full Text
AUTHORS: Esmeralda A Ramalho ; Joaquim J S Ramalho ;
PUBLISHED: 2006, SOURCE: MANCHESTER SCHOOL, VOLUME: 74, ISSUE: 5

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17

TITLE: Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde
AUTHORS: Baptista, JAG; Ramalho, JJS ; da Silva, JV ;
PUBLISHED: 2006, SOURCE: PORTUGUESE ECONOMIC JOURNAL, VOLUME: 5, ISSUE: 3

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18

TITLE: Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models Full Text
AUTHORS: Ramalho, JJS ;
PUBLISHED: 2005, SOURCE: EMPIRICAL ECONOMICS, VOLUME: 30, ISSUE: 3

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19

TITLE: Small sample bias of alternative estimation methods for moment condition models: Monte Carlo evidence for covariance structures Full Text
AUTHORS: Ramalho, J ;
PUBLISHED: 2005, SOURCE: STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, VOLUME: 9, ISSUE: 1

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20

TITLE: Generalized empirical likelihood non-nested tests Full Text
AUTHORS: Ramalho, JJS ; Smith, RJ;
PUBLISHED: 2002, SOURCE: JOURNAL OF ECONOMETRICS, VOLUME: 107, ISSUE: 1-2

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