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 generalized goodness-of-functional form test for binary and fractional regression models 0 0 1 77 0 0 1 126
A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter 0 0 0 121 1 5 5 367
A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms 0 0 0 245 6 9 13 648
Alternative estimating and testing empirical strategies for fractional regression models 1 1 4 241 6 9 21 526
Alternative versions of the RESET test for binary response index models: a comparative study 0 0 0 32 0 2 4 123
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 0 0 0 181 1 2 4 474
Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling 0 0 0 65 1 1 1 188
Bootstrap bias-adjusted GMM estimators 0 0 0 120 2 3 3 360
Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets 0 0 0 74 1 2 2 84
Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models 0 0 0 116 1 3 6 545
Fractional regression models for second stage DEA efficiency analyses 0 0 3 188 1 2 9 506
Functional form issues in the regression analysis of financial leverage ratios 0 0 0 42 1 2 4 339
Goodness of Fit Tests for Moment Condition Models 0 0 0 148 0 4 8 490
Heteroskedasticity Testing Through Comparison of Wald-Type Statistics 0 0 0 89 9 10 22 274
Heteroskedasticity Testing Through a Comparison of Wald Statistics 0 0 3 54 6 6 19 236
Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models 0 0 0 57 0 1 1 180
Is neglected heterogeneity really an issue in nonlinear models? A simulation exercise for binary and fractional data 0 0 0 80 0 1 1 121
Mergers, Coordinated Effects and Efficiency in the Portuguese Non-Life Insurance Industry 0 0 0 63 2 3 5 173
Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses 0 0 0 66 0 1 2 95
Nonparametric models of financial leverage decisions 0 0 1 98 2 3 4 269
Regression Analysis of Multivariate Fractional Data 0 0 0 95 5 6 7 243
Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures and Instrumental Variables 0 0 0 53 1 4 4 325
Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available 0 1 3 69 1 2 4 335
Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde 0 0 0 184 4 8 9 577
Total Working Papers 1 2 15 2,558 51 89 159 7,604


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
2nd Annual Meeting of the Portuguese Economic Journal 0 0 0 2 0 0 2 18
A Generalized Goodness-of-functional Form Test for Binary and Fractional Regression Models 0 1 1 12 2 4 5 68
A supremum-type RESET test for binary choice models 0 1 1 35 1 2 3 159
A test statistic equation for obtaining alternative Wald and score statistics in the generalized method of moments framework 0 0 0 14 0 0 0 179
A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms 1 2 3 108 2 8 16 349
ALTERNATIVE ESTIMATING AND TESTING EMPIRICAL STRATEGIES FOR FRACTIONAL REGRESSION MODELS 0 0 0 0 3 9 20 507
Alternative Versions of the RESET Test for Binary Response Index Models: A Comparative Study 0 0 0 17 3 5 6 81
Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling 0 0 0 20 3 4 5 111
Bootstrap bias-adjusted GMM estimators 0 0 0 21 2 2 2 78
Combining micro and macro data in hedonic price indexes 0 0 0 5 1 4 8 41
Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets 0 0 0 4 1 1 3 34
Directed technological change, energy and more: a modern story 0 0 0 7 1 3 6 32
Does directed technological change favor energy? Firm-level evidence from Portugal 0 0 0 9 1 5 7 50
Exponential Regression of Fractional-Response Fixed-Effects Models with an Application to Firm Capital Structure 2 2 4 233 8 13 27 596
Factors Driving the Population Growth and Decline of Portuguese Cities 0 0 0 7 1 2 5 31
Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models 0 0 0 37 0 0 0 186
Fractional regression models for second stage DEA efficiency analyses 1 4 8 82 13 25 50 341
Functional form issues in the regression analysis of financial leverage ratios 0 0 0 22 0 4 7 150
GEL statistics under weak identification 0 0 1 24 3 9 12 133
Generalized empirical likelihood non-nested tests 0 0 0 84 2 4 6 188
Heteroskedasticity testing through a comparison of Wald statistics 0 0 0 8 0 1 6 88
Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models 0 0 0 17 0 2 2 76
Mergers, coordinated effects and efficiency in the Portuguese non-life insurance industry 0 1 1 27 1 3 3 152
Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses 2 2 3 19 3 5 10 66
NONPARAMETRIC MODELS OF FINANCIAL LEVERAGE DECISIONS 0 0 0 6 2 3 3 34
On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probabilities are unknown 0 0 0 68 0 1 2 239
Regression Analysis of Multivariate Fractional Data 1 4 6 42 5 12 21 154
Self-employment and eudaimonic well-being: Energized by meaning, enabled by societal legitimacy 0 0 0 10 2 7 10 38
Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures 0 0 1 51 1 4 5 215
TWO‐STEP EMPIRICAL LIKELIHOOD ESTIMATION UNDER STRATIFIED SAMPLING WHEN AGGREGATE INFORMATION IS AVAILABLE* 0 0 0 20 0 1 2 111
The main determinants of banking crises in OECD countries 1 1 5 48 3 5 19 161
The zero-leverage phenomenon: A bivariate probit with partial observability approach 0 0 1 18 1 3 9 73
Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde 0 0 0 41 0 0 3 300
Total Journal Articles 8 18 35 1,118 65 151 285 5,039


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
FRM: Stata module to estimate and test fractional regression models 0 2 8 578 2 10 56 2,714
Total Software Items 0 2 8 578 2 10 56 2,714


Statistics updated 2026-01-09