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 0 77 2 3 5 131
A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter 0 1 1 122 1 3 12 374
A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms 0 0 1 246 0 1 18 655
Alternative estimating and testing empirical strategies for fractional regression models 0 2 6 243 4 8 30 541
Alternative versions of the RESET test for binary response index models: a comparative study 0 0 0 32 2 5 11 131
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 0 0 0 181 3 3 12 483
Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling 0 0 0 65 1 3 6 193
Bootstrap bias-adjusted GMM estimators 0 0 0 120 1 2 6 363
Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets 0 0 0 74 4 7 12 94
Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models 0 0 0 116 0 0 6 547
Fractional regression models for second stage DEA efficiency analyses 1 2 2 190 5 6 13 514
Functional form issues in the regression analysis of financial leverage ratios 0 0 0 42 1 2 5 341
Goodness of Fit Tests for Moment Condition Models 0 0 0 148 1 3 14 497
Heteroskedasticity Testing Through Comparison of Wald-Type Statistics 0 0 0 89 3 4 30 284
Heteroskedasticity Testing Through a Comparison of Wald Statistics 1 1 3 55 5 7 23 246
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 6 185
Is neglected heterogeneity really an issue in nonlinear models? A simulation exercise for binary and fractional data 0 0 0 80 0 0 2 122
Mergers, Coordinated Effects and Efficiency in the Portuguese Non-Life Insurance Industry 0 0 0 63 1 1 7 175
Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses 0 0 0 66 1 3 10 103
Nonparametric models of financial leverage decisions 0 0 0 98 2 3 11 277
Regression Analysis of Multivariate Fractional Data 0 0 0 95 3 4 12 249
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 1 7 328
Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available 0 0 2 69 3 4 9 341
Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde 1 1 1 185 3 5 16 584
Total Working Papers 3 7 16 2,566 47 79 283 7,758

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 1 1 1 19
A Generalized Goodness-of-functional Form Test for Binary and Fractional Regression Models 0 0 1 12 4 4 11 74
A supremum-type RESET test for binary choice models 0 1 2 36 6 9 14 170
A test statistic equation for obtaining alternative Wald and score statistics in the generalized method of moments framework 0 0 0 14 2 3 5 184
A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms 1 3 5 111 3 17 34 369
ALTERNATIVE ESTIMATING AND TESTING EMPIRICAL STRATEGIES FOR FRACTIONAL REGRESSION MODELS 0 0 0 0 4 9 30 519
Alternative Versions of the RESET Test for Binary Response Index Models: A Comparative Study 0 0 0 17 0 0 14 89
Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling 0 0 0 20 0 1 10 117
Bootstrap bias-adjusted GMM estimators 0 0 0 21 4 4 7 83
Combining micro and macro data in hedonic price indexes 0 0 0 5 1 3 14 48
Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets 0 0 0 4 1 6 14 46
Directed technological change, energy and more: a modern story 0 0 0 7 1 3 10 37
Does directed technological change favor energy? Firm-level evidence from Portugal 0 0 0 9 1 2 11 55
Exponential Regression of Fractional-Response Fixed-Effects Models with an Application to Firm Capital Structure 1 1 4 234 3 8 32 608
Factors Driving the Population Growth and Decline of Portuguese Cities 0 0 0 7 1 2 9 37
Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models 0 0 0 37 2 4 7 193
Fractional regression models for second stage DEA efficiency analyses 2 4 13 88 15 27 78 377
Functional form issues in the regression analysis of financial leverage ratios 0 0 0 22 4 4 13 156
GEL statistics under weak identification 0 0 0 24 1 7 19 141
Generalized empirical likelihood non-nested tests 0 0 0 84 0 3 11 193
Heteroskedasticity testing through a comparison of Wald statistics 0 0 0 8 3 8 14 99
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 6 7 9 83
Mergers, coordinated effects and efficiency in the Portuguese non-life insurance industry 0 0 1 27 4 5 11 160
Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses 0 0 3 19 0 1 13 69
NONPARAMETRIC MODELS OF FINANCIAL LEVERAGE DECISIONS 0 0 0 6 0 0 7 38
On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probabilities are unknown 0 0 0 68 3 4 10 248
Regression Analysis of Multivariate Fractional Data 0 1 6 43 2 9 33 169
Self-employment and eudaimonic well-being: Energized by meaning, enabled by societal legitimacy 0 0 0 10 7 9 21 50
Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures 0 0 1 51 4 5 16 226
TWO‐STEP EMPIRICAL LIKELIHOOD ESTIMATION UNDER STRATIFIED SAMPLING WHEN AGGREGATE INFORMATION IS AVAILABLE* 0 0 0 20 2 4 6 116
The main determinants of banking crises in OECD countries 0 0 3 48 2 5 24 171
The zero-leverage phenomenon: A bivariate probit with partial observability approach 0 0 1 18 1 4 18 83
Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde 0 0 0 41 4 8 10 310
Total Journal Articles 4 10 40 1,130 92 186 536 5,337

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 8 582 4 12 57 2,732
Total Software Items 0 2 8 582 4 12 57 2,732

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06