The Main Determinants of Banking Crises in OECD Countries 3.33
Cristina Pereira Pedro, Joaquim Ramalho, Jacinto Vidigal da Silva
Weltwirtschaftliches Archiv/Review Of World Economics, vol. 154, 2018, p. 203-227.

Moment-Based Estimation of Nonlinear Regression Models with Boundary Outcomes and Endogeneity, with Applications to Nonnegative and Fractional Responses 10.0
Esmeralda Arranhado, Joaquim Ramalho
Econometric Reviews, vol. 36, 2017, p. 397-420.

Nonparametric Models of Financial Leverage Decisions 5.0
João Bastos, Joaquim Ramalho
Bulletin of Economic Research, vol. 68, 2016, p. 348-366.

Regression Analysis of Multivariate Fractional Data 10.0
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 3.33
Esmeralda Arranhado, Joaquim Ramalho, José Murteira
Manchester School, vol. 82, 2014, p. 488-507.

Functional Form Issues in the Regression Analysis of Financial Leverage Ratios 5.0
Joaquim Ramalho, Jacinto Vidigal da Silva
Empirical Economics, vol. 44, 2013, p. 799-831.

Mergers, Coordinated Effects and Efficiency in the Portuguese Non-life Insurance Industry 12.5
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 18.75
Esmeralda Arranhado, Joaquim Ramalho
Oxford Bulletin of Economics and Statistics, vol. 74, 2012, p. 107-130.

GEL Statistics under Weak Identification 16.67
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 3.33
Esmeralda Arranhado, Joaquim Ramalho, José Murteira
Journal of Economic Surveys, vol. 25, 2011, p. 19-68.

Fractional Regression Models for Second Stage DEA Efficiency Analyses 3.33
Esmeralda Arranhado, Joaquim Ramalho, Pedro Damião Henriques
Journal Of Productivity Analysis, vol. 34, 2010, p. 239-255.

Bias-Corrected Moment-Based Estimators for Parametric Models under Endogenous Stratified Sampling 10.0
Esmeralda Arranhado, Joaquim Ramalho
Econometric Reviews, vol. 25, 2006, p. 475-496.

Bootstrap Bias-Adjusted GMM Estimators 20.0
Joaquim Ramalho
Economics Letters, vol. 92, 2006, p. 149-155.

Two-Step Empirical Likelihood Estimation under Stratified Sampling When Aggregate Information Is Available 5.0
Esmeralda Arranhado, Joaquim Ramalho
Manchester School, vol. 74, 2006, p. 577-592.

Feasible Bias-Corrected OLS, Within-Groups, and First-Differences Estimators for Typical Micro and Macro AR(1) Panel Data Models 10.0
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 20.0
Joaquim Ramalho
Studies In Nonlinear Dynamics And Econometrics, vol. 9, 2005, p. 1-18.

Generalized Empirical Likelihood Non-nested Tests 25.0
Joaquim Ramalho, Richard Smith
Journal of Econometrics, vol. 107, 2002, p. 99-125.