Access Statistics for Joaquim J. S. Ramalho

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter 2 9 29 88 3 16 50 220
A two-part fractional regression model for the capital structure decisions of micro, small, medium and large firms 3 5 22 108 4 11 46 242
Alternative estimating and testing empirical strategies for fractional regression models 5 10 26 26 9 18 38 38
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 1 16 50 119 5 29 101 278
Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling 0 0 2 61 0 1 13 128
Bootstrap bias-adjusted GMM estimators 0 2 15 90 2 4 31 253
Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models 0 0 16 79 8 13 62 347
Goodness of Fit Tests for Moment Condition Models 0 1 8 106 0 2 22 306
Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models 0 3 16 16 3 10 23 23
Is neglected heterogeneity really an issue in nonlinear models? A simulation exercise for binary and fractional data 1 1 10 72 0 0 20 87
Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures and Instrumental Variables 1 1 4 42 1 2 15 249
Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available 0 0 1 63 0 0 8 253
Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde 3 3 18 125 7 12 49 331
Total Working Papers 16 51 217 995 42 118 478 2,755

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A test statistic equation for obtaining alternative Wald and score statistics in the generalized method of moments framework 0 2 4 4 7 33 120 120
A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms 1 5 5 5 4 12 18 18
Bootstrap bias-adjusted GMM estimators 0 0 1 12 1 1 4 39
Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models 1 1 6 25 1 1 17 112
Generalized empirical likelihood non-nested tests 1 2 7 69 1 2 12 127
On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probabilities are unknown 0 5 24 52 4 15 67 150
Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures 0 1 5 36 0 2 17 131
Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures 0 0 0 0 0 0 0 0
TWO-STEP EMPIRICAL LIKELIHOOD ESTIMATION UNDER STRATIFIED SAMPLING WHEN AGGREGATE INFORMATION IS AVAILABLE 0 0 3 11 0 0 6 52
Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde 0 0 3 17 1 3 24 92
Total Journal Articles 3 16 58 231 19 69 285 841

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Statistics updated 2009-12-07