Welcome / People / Former members / Researchers / Ramalho, Joaquim José dos Santos
Joaquim José dos Santos Ramalho
Full Professor (ISCTE)

Coordinator of CEFAGE's Econometrics, Statistics and Operations Research group

Ph.D. in Economics (U. Bristol, 2002), M.Sc. in Mathematics Applied to Economics and Business (ISEG/UTL, 1996), B.A. in Economics (U. Évora, 1993).

Research interests:

Microeconometrics; Fractional Regression Models; Hedonic Housing Price Indexes; GMM and GEL Estimation and Inference; Applied Corporate Finance.

Personal web page: http://evunix.uevora.pt/~jsr/

Articles published in selected journals (indexed in CEFAGE ranking)

Murteira, J.M.R., J.J.S. Ramalho (2016), "Regression Analysis of Multivariate Fractional Data", Econometric Reviews, 35(4), 515-552.
Bastos, J., J.S. Ramalho (2016), "Nonparametric Models of Financial Leverage Decisions", Bulletin of Economic Research, 68(4), 348-366.
Ramalho, E.A., J.J.S. Ramalho, J.M.R. Murteira (2014), "A generalized goodness-of-functional form test for binary and fractional regression models", Manchester School, 82(4), 488-507.
Brito, D., P. Pereira, J.J.S. Ramalho (2013), "Mergers, coordinated effects and efficiency in the Portuguese non-life insurance industry", International Journal of Industrial Organization, 31(5), 554-568.
Murteira, J.M.R., E.A. Ramalho, J.J.S. Ramalho (2013), "Heteroskedasticity testing through comparison of Wald-type statistics", Portuguese Economic Journal, 12(2), 131-160.
Ramalho, J.J.S., J.V. Silva (2013), "Functional form issues in the regression analysis of financial leverage decisions", Empirical Economics, 44(2), 799-831.
Guggenberger, P., J.J.S. Ramalho, R.J. Smith (2012), "GEL statistics under weak identification", Journal of Econometrics, 170(2), 331-349.
Ramalho, E.A., J.J.S. Ramalho (2012), "Alternative versions of the RESET test for binary response index models: a comparative study", Oxford Bulletin of Economics and Statistics, 74(1), 107-130.
Ramalho, E.A., J.J.S. Ramalho, J.M.R. Murteira (2012), "A supremum-type RESET test for binary choice models", Economics Bulletin, 32(1), 905-912.
Ramalho, E.A., J.J.S. Ramalho, J.M.R. Murteira (2011), "Alternative estimating and testing empirical strategies for fractional regression models", Journal of Economic Surveys, 25(1), 19-68.
Ramalho, E.A., J.J.S. Ramalho, P.D. Henriques (2010), "Fractional regression models for second stage DEA efficiency analyses", Journal of Productivity Analysis, 34(3), 239-255.
Ramalho, J.J.S., J.V. Silva (2009), "A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms", Quantitative Finance, 9(5), 621-636.
Baptista, J.A.G., J.J.S. Ramalho, J.V. Silva (2006), "Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde", Portuguese Economic Journal, 5(3), 225-241.
Ramalho, E.A., J.J.S. Ramalho (2006), "Two-step empirical likelihood estimation under stratified sampling when aggregate information is available", Manchester School, 74(5), 577-592.
Ramalho, J.J.S. (2006), "Bootstrap bias-adjusted GMM estimators", Economics Letters, 92(1), 149-155.
Ramalho, E.A., J.J.S. Ramalho (2006), "Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling", Econometric Reviews, 25(4), 475-496.
Ramalho, J.J.S. (2005), "Small sample bias of alternative estimation methods for moment condition models: Monte Carlo evidence for covariance structures", Studies in Nonlinear Dynamics and Econometrics, 9(1), article 3.
Ramalho, J.J.S., R.J. Smith (2002), "Generalized empirical likelihood non-nested tests", Journal of Econometrics, 107(1/2), 99-125.

Articles published in ISI journals (not indexed in CEFAGE ranking)

Ramalho, E. J. Ramalho, R. Evangelista (forthcoming), "Combining micro and macro data in hedonic price indexes", Statistical Methods and Applications.
Ramalho, E.A., J.J.S. Ramalho (2014), "Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets", Statistica Neerlandica, 68(2), 91-117.
Ramalho, E.A., J.J.S. Ramalho (2010), "Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models", Computational Statistics and Data Analysis, 54(4), 987-1001.

Articles published in other peer-review journals

Pereira, C., J.S. Ramalho, J.V. Silva (2015), "Determinantes do Crédito Vencido nos Bancos de Capital Aberto da OCDE", Cadernos do Mercado de Valores Mobiliários, Comissão de Mercado de Valores Mobiliários (CMVM), 50, 35-55.

Book articles and chapters

Newey, W.K., J.J.S. Ramalho, R.J. Smith (2005), "Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters", in D.W.K. Andrews, J.H. Stock (eds.), Identification and Inference in Econometric Models: Essays in Honor of Thomas J.U. Rothenberg, New York: Cambridge University Press, 245-281 (ISBN: 0-521-84441-X).

Doctoral theses

Ramalho, J.J.S. (2002), Alternative Estimation Methods and Specification Tests for Moment Condition Models, Ph.D. thesis, University of Bristol, Reino Unido.

Master theses

Ramalho, J.J.S. (1996), "Modelos de Regressão para Dados de Contagem", M.Sc. thesis, ISEG/UTL, Portugal.

Projects funded by national science agencies

Fundação para a Ciência e a Tecnologia

01/11/2007-31/10/2010
28 000 €

Fundação para a Ciência e Tecnologia

01/01/2011-31/12/2013
27 600€

Industry contracts

Instituto Nacional de Estatística

07/2010-03/2012
24 150€

Portuguese Competition Authority

09/2007 - 01/2008
11760 €

Ph.D. thesis

Author: Cristina Pereira
Supervisor(s): Jacinto Vidigal da Silva, Joaquim J.S. Ramalho
Degree: Ph.D. (Management)
Institution: Universidade de Évora
Year: 2014
Author: Rui M.S. Rita
Supervisor(s): Jacinto Vidigal da Silva, Joaquim J.S. Ramalho
Degree: Ph.D. (Management)
Institution: Universidade de Évora
Year: 2011

M.Sc. thesis

Author: Duarte Serrano
Supervisor(s): Carlos Vieira, Joaquim J.S. Ramalho
Degree: M.Sc. (Management)
Institution: Universidade de Évora
Year: 2014
Author: Bruno Borges
Supervisor(s): Jorge Bravo, Joaquim J.S. Ramalho
Degree: M.Sc. (Management)
Institution: Universidade de Évora
Year: 2014
Author: Admilson Afonso
Supervisor(s): Joaquim J.S. Ramalho, Jacinto Vidigal da Silva
Degree: M.Sc. (Management)
Institution: Universidade de Évora
Year: 2012
Author: Ana Calé
Supervisor(s): João Pereira, Joaquim J.S. Ramalho
Degree: M.Sc. (Monetary and Financial Economics)
Institution: Universidade de Évora
Year: 2011
Author: Marisa L.C. Sabino
Supervisor(s): Jacinto Vidigal da Silva, Joaquim J.S. Ramalho
Degree: M.Sc. (Monetary and Financial Economics)
Institution: Universidade de Évora
Year: 2010
Author: Ana Cantarinha
Supervisor(s): Joaquim J.S. Ramalho
Degree: M.Sc. (Economics)
Institution: Universidade de Évora
Year: 2007