Joaquim J. S. Ramalho

Available identifiers

Publication	Date of Publication	Type
Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets	2025-01-22	Paper
Regression Analysis of Multivariate Fractional Data	2022-06-07	Paper
Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses	2022-06-07	Paper
Exponential regression of fractional-response fixed-effects models with an application to firm capital structure	2019-07-18	Paper
NONPARAMETRIC MODELS OF FINANCIAL LEVERAGE DECISIONS	2017-09-29	Paper
Combining micro and macro data in hedonic price indexes	2017-09-19	Paper
GEL statistics under weak identification	2017-05-12	Paper
Bootstrap bias-adjusted GMM estimators	2013-01-08	Paper
Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models	2010-04-06	Paper
https://portal.mardi4nfdi.de/entity/Q5309195	2007-10-09	Paper
Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling	2007-03-21	Paper
Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures	2006-01-27	Paper
Generalized empirical likelihood non-nested tests	2003-02-17	Paper

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