Ramalho, Joaquim José dos Santos / Investigadores / Ex-membros / Pessoas / Bem-vindo

Pessoas

Bem-vindo / Pessoas / Ex-membros / Investigadores / Ramalho, Joaquim José dos Santos

Joaquim José dos Santos Ramalho

Professor Catedrático (ISCTE)

Coordenador do grupo de investigação em Econometrics, Statistics and Operations Research

Doutorado em Economia (U. Bristol, 2002), Mestre em Matemática Aplicada à Economia e à Gestão (ISEG/UTL, 1996), Licenciado em Economia (U. Évora, 1993).

Áreas de investigação:

Microeconometria; Modelos de Regressão para Dados Fraccionários; Métodos Hedónicos para Índices de Preços; Estimação GMM e GEL; Finanças Empresariais Aplicadas.

E-Mail: joaquim.jose.ramalho@iscte.pt

Página pessoal: http://evunix.uevora.pt/~jsr/

Ideas: http://ideas.repec.org/e/pra147.html

Researcher ID: http://www.researcherid.com/rid/B-5949-2009

Artigos publicados em revistas científicas seleccionadas (indexadas no ranking do CEFAGE)

Ramalho, E.A., J.J.S. Ramalho (2017), "Moment-based estimation of nonlinear regression models with boundary outcomes and heterogeneity, with applications to non-negative and fractional responses", Econometric Reviews, 36(4), 397-420.

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.

Ramalho, J.J.S. (2009), "A test statistic equation for obtaining alternative Wald and score statistics in the generalized method of moments framework", Applied Economics Letters, 16(5), 489-494.

Ramalho, E.A., J.J.S. Ramalho (2007), "On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probabilities are unknown", Applied Economics Letters, 14(3), 171-174.

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. (2005), "Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models", Empirical Economics, 30(3), 735-748.

Ramalho, J.J.S., R.J. Smith (2002), "Generalized empirical likelihood non-nested tests", Journal of Econometrics, 107(1/2), 99-125.

Artigos publicados em revistas científicas indexadas na base ISI (não indexadas no ranking do CEFAGE)

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.

Artigos publicados noutras revistas científicas

Ramalho, E., J. Ramalho, L.M.S. Coelho (forthcoming), "Exponential regression of fractional-response fixed-effects models with an application to firm capital structure", Journal of Econometric Methods.

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.

Ramalho, J.J.S. (1997), "Testes de especificação para modelos de regressão para dados de contagem. Estudo de simulação sobre a aplicação de testes de hipóteses não encaixadas", Economia, 21, 67-91.

Artigos e capítulos em livros

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).