Autor

Nome:
Joaquim Ramalho
Habilitações:
Doutoramento: U Bristol, Economics, 2002
Mestrado: ISEG, Mathematics Applied to Economics and Business, 1996
Licenciatura: U Evora, Economics, 1993
e-mail:
Joaquim.Jose.Ramalho@iscte.pt
URL:
http://home.iscte-iul.pt/~jjsro
Centro FCT:
Centro de Estudos e Formação Avançada em Gestão e Economia da Universidade de Évora (CEFAGE-UE) (2015)
Instituição REBIDES:
Universidade de Évora - Escola de Ciências Sociais (2015)
Ideas:
http://ideas.repec.org/e/pra147.html
Researcher id:
http://www.researcherid.com/rid/B-5949-2009
Artigos 20:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

Nonparametric Models of Financial Leverage Decisions 9.6
João Bastos, Joaquim Ramalho
Bulletin Of Economic Research, vol. 68, 2016, p. 348-366.

Regression Analysis of Multivariate Fractional Data 15.03
José Murteira, Joaquim Ramalho
Econometric Reviews, vol. 35, 2016, p. 515-552.

A Generalized Goodness-of-Functional Form Test for Binary and Fractional Regression Models 7.63
Esmeralda Ramalho, Joaquim Ramalho, José Murteira
Manchester School, vol. 82, 2014, p. 488-507.

Functional Form Issues in the Regression Analysis of Financial Leverage Ratios 9.58
Joaquim Ramalho, Jacinto Vidigal da Silva
Empirical Economics, vol. 44, 2013, p. 799-831.

Heteroskedasticity Testing through a Comparison of Wald Statistics 1.28
José Murteira, Esmeralda Ramalho, Joaquim Ramalho
Portuguese Economic Journal, vol. 12, 2013, p. 131-160.

Mergers, Coordinated Effects and Efficiency in the Portuguese Non-life Insurance Industry 12.35
Duarte Brito, Pedro Pereira, Joaquim Ramalho
International Journal of Industrial Organization, vol. 31, 2013, p. 554-568.

Alternative Versions of the RESET Test for Binary Response Index Models: A Comparative Study 18.69
Esmeralda Ramalho, Joaquim Ramalho
Oxford Bulletin of Economics and Statistics, vol. 74, 2012, p. 107-130.

GEL Statistics under Weak Identification 18.67
Joaquim Ramalho, Patrik Guggenberger, Richard J. Smith
Journal of Econometrics, vol. 170, 2012, p. 331-349.

Alternative Estimating and Testing Empirical Strategies for Fractional Regression Models 9.23
Esmeralda Ramalho, Joaquim Ramalho, José Murteira
Journal of Economic Surveys, vol. 25, 2011, p. 19-68.

Fractional Regression Models for Second Stage DEA Efficiency Analyses 8.88
Esmeralda Ramalho, Joaquim Ramalho, Pedro Damião Henriques
Journal Of Productivity Analysis, vol. 34, 2010, p. 239-255.

A Test Statistic Equation for Obtaining Alternative Wald and Score Statistics in the Generalized Method of Moments Framework 12.14
Joaquim Ramalho
Applied Economics Letters, vol. 16, 2009, p. 489-494.

A Two-Part Fractional Regression Model for the Financial Leverage Decisions of Micro, Small, Medium and Large Firms 11.16
Joaquim Ramalho, Jacinto Vidigal da Silva
Quantitative Finance, vol. 9, 2009, p. 621-636.

On the Weighted Maximum Likelihood Estimator for Endogenous Stratified Samples When the Population Strata Probabilities Are Unknown 6.07
Esmeralda Ramalho, Joaquim Ramalho
Applied Economics Letters, vol. 14, 2007, p. 171-174.

Bias-Corrected Moment-Based Estimators for Parametric Models under Endogenous Stratified Sampling 15.03
Esmeralda Ramalho, Joaquim Ramalho
Econometric Reviews, vol. 25, 2006, p. 475-496.

Bootstrap Bias-Adjusted GMM Estimators 32.81
Joaquim Ramalho
Economics Letters, vol. 92, 2006, p. 149-155.

Two-Step Empirical Likelihood Estimation under Stratified Sampling When Aggregate Information Is Available 11.44
Esmeralda Ramalho, Joaquim Ramalho
Manchester School, vol. 74, 2006, p. 577-592.

Understanding the Microenterprise Sector to Design a Tailor-Made Microfinance Policy for Cape Verde 1.28
Jose Baptista, Joaquim Ramalho, Jacinto Vidigal da Silva
Portuguese Economic Journal, vol. 5, 2006, p. 225-241.

Feasible Bias-Corrected OLS, Within-Groups, and First-Differences Estimators for Typical Micro and Macro AR(1) Panel Data Models 19.16
Joaquim Ramalho
Empirical Economics, vol. 30, 2005, p. 735-748.

Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures 13.13
Joaquim Ramalho
Studies In Nonlinear Dynamics And Econometrics, vol. 9, 2005, p. 1-18.

Generalized Empirical Likelihood Non-nested Tests 28.01
Joaquim Ramalho, Richard Smith
Journal of Econometrics, vol. 107, 2002, p. 99-125.

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