Citations of
Joaquim Ramalho

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Working papers

1. Joaquim J.S. Ramalho & Jacinto Vidigal da Silva, 2006. "A two-part fractional regression model for the capital structure decisions of micro, small, medium and large firms," Economics Working Papers 9_2006, University of Évora, Department of Economics (Portugal). [Downloadable!]

   Cited by:

   1. Harald Oberhofer, 2009. "Firm growth, European industry dynamics and domestic business cycles," Working Papers 2009-18, Faculty of Economics and Statistics, University of Innsbruck. [Downloadable!]
   2. Cardoso, Ana Rute & Fontainha, Elsa & Monfardini, Chiara, 2008. "Children and Parents Time Use: Empirical Evidence on Investment in Human Capital in France, Italy and Germany," IZA Discussion Papers 3815, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
      • Ana Rute Cardoso & Elsa Fontainha & Chiara Monfardini, 2008. "Children and parents time use: Empirical evidence on investment in human capital in France, Italy and Germany," CHILD Working Papers wp17_08, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY. [Downloadable!]
   3. Harald Oberhofer & Michael Pfaffermayr, . "Fractional Response Models - A Replication Exercise of Papke and Wooldridge (1996)," Working Papers 2009-02, Faculty of Economics and Statistics, University of Innsbruck. [Downloadable!]

2. Joaquim J.S. Ramalho & Richard J. Smith, 2005. "Goodness of Fit Tests for Moment Condition Models," Economics Working Papers 5_2005, University of Évora, Department of Economics (Portugal). [Downloadable!]

   Cited by:

   1. Paulo Parente & Richard Smith, 2008. "GEL methods for non-smooth moment indicators," CeMMAP working papers CWP19/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

3. Joaquim J.S. Ramalho & Esmeralda Ramalho, 2005. "Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling," Economics Working Papers 11_2005, University of Évora, Department of Economics (Portugal). [Downloadable!]

   Cited by:

   1. Artem Prokhorov & Peter Schmidt, 2008. "GMM Redundancy Results for General Missing Data Problems," Working Papers 08003, Concordia University, Department of Economics. [Downloadable!]
      Other versions:
      • Prokhorov, Artem & Schmidt, Peter, 2009. "GMM redundancy results for general missing data problems," Journal of Econometrics, Elsevier, vol. 151(1), pages 47-55, July. [Downloadable!] (restricted)

4. Joaquim J.S. Ramalho, 2005. "Bootstrap bias-adjusted GMM estimators," Economics Working Papers 10_2005, University of Évora, Department of Economics (Portugal). [Downloadable!]
   Published as:
   • Ramalho, Joaquim J.S., 2006. "Bootstrap bias-adjusted GMM estimators," Economics Letters, Elsevier, vol. 92(1), pages 149-155, July. [Downloadable!] (restricted)

   Cited by:

   1. Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Papers 08-18, Bank of Canada. [Downloadable!]
      Other versions:
      • Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Papers 1156, Queen's University, Department of Economics. [Downloadable!]

5. Joaquim Ramalho, 2003. "Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures and Instrumental Variables," Economics Working Papers 9_2003, University of Évora, Department of Economics (Portugal). [Downloadable!]

   Cited by:

   1. Magnac, Thierry & Roux, Sébastien, 2007. "Dynamique des salaires dans une cohorte," IDEI Working Papers 436, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]

6. Whitney K. Newey & Joaquim J.S. Ramalho & Richard J. Smith, 2003. "A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter," Economics Working Papers 5_2003, University of Évora, Department of Economics (Portugal). [Downloadable!]
   Other versions:
   • Whitney K. Newey & Joaquim J. S. Ramalho & Richard Smith, 2003. "Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters," CeMMAP working papers CWP05/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

   Cited by:

   1. Whitney Newey & Richard Smith, 2003. "Higher order properties of GMM and generalised empirical likelihood estimators," CeMMAP working papers CWP04/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
      • Whitney K. Newey & Richard J. Smith, 2004. "Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators," Econometrica, Econometric Society, vol. 72(1), pages 219-255, 01. [Downloadable!] (restricted)
   2. Jeffrey M. Wooldridge, 2004. "Estimating average partial effects under conditional moment independence assumptions," CeMMAP working papers CWP03/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
   3. Paulo Parente & Richard Smith, 2008. "GEL methods for non-smooth moment indicators," CeMMAP working papers CWP19/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
   4. Richard Smith, 2005. "Efficient information theoretic inference for conditional moment restrictions," CeMMAP working papers CWP14/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
      • Smith, Richard J., 2007. "Efficient information theoretic inference for conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 138(2), pages 430-460, June. [Downloadable!] (restricted)
   5. Richard Smith, 2005. "Local GEL methods for conditional moment restrictions," CeMMAP working papers CWP15/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

7. Joaquim Ramalho, 2003. "Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models," Economics Working Papers 10_2003, University of Évora, Department of Economics (Portugal). [Downloadable!]
   Published as:
   • Joaquim Ramalho, 2005. "Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models," Empirical Economics, Springer, vol. 30(3), pages 735-748, October. [Downloadable!] (restricted)

   Cited by:

   1. Kazuhiko Hayakawa, 2007. "Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity," Hi-Stat Discussion Paper Series d07-212, Institute of Economic Research, Hitotsubashi University. [Downloadable!]

1. Joaquim J.S. Ramalho & Jacinto Vidigal da Silva, 2009. "A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms," Quantitative Finance, Taylor and Francis Journals, vol. 9(5), pages 621-636. [Downloadable!] (restricted)

   Cited by:

   1. Harald Oberhofer, 2009. "Firm growth, European industry dynamics and domestic business cycles," Working Papers 2009-18, Faculty of Economics and Statistics, University of Innsbruck. [Downloadable!]

2. Ramalho, Joaquim J.S., 2006. "Bootstrap bias-adjusted GMM estimators," Economics Letters, Elsevier, vol. 92(1), pages 149-155, July. [Downloadable!] (restricted)
   Other versions:
   • Joaquim J.S. Ramalho, 2005. "Bootstrap bias-adjusted GMM estimators," Economics Working Papers 10_2005, University of Évora, Department of Economics (Portugal). [Downloadable!]

   See citations under working paper version above.

3. Joaquim Ramalho, 2005. "Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models," Empirical Economics, Springer, vol. 30(3), pages 735-748, October. [Downloadable!] (restricted)
   Other versions:
   • Joaquim Ramalho, 2003. "Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models," Economics Working Papers 10_2003, University of Évora, Department of Economics (Portugal). [Downloadable!]

   See citations under working paper version above.

4. Ramalho, Joaquim J. S. & Smith, Richard J., 2002. "Generalized empirical likelihood non-nested tests," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 99-125, March. [Downloadable!] (restricted)

   Cited by:

   1. Vadim Marmer & Taisuke Otsu, 2009. "Optimal Comparison of Misspecified Moment Restriction Models," Cowles Foundation Discussion Papers 1724, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
      • Marmer, Vadim & Otsu, Taisuke, 2008. "Optimal Comparison of Misspecified Moment Restriction Models," Micro Theory Working Papers vadim_marmer-2008-13, Microeconomics.ca Website, revised 21 Aug 2009. [Downloadable!]
   2. Alastair R. Hall & Denis Pelletier, 2007. "Non-Nested Testing in Models Estimated via Generalized Method of Moments," Working Paper Series 011, North Carolina State University, Department of Economics, revised Mar 2007. [Downloadable!]
   3. Taisuke Otsu & Yoon-Jae Whang, 2005. "Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood," Cowles Foundation Discussion Papers 1533, Cowles Foundation, Yale University. [Downloadable!]
   4. Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008. "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," Cowles Foundation Discussion Papers 1660, Cowles Foundation, Yale University. [Downloadable!]

This page was last updated on 2009-11-19.