Search Results - "Murteira, R"

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  1. 1

    Regression Analysis of Multivariate Fractional Data by Murteira, José M. R., Ramalho, Joaquim J. S.

    Published in Econometric reviews (20-04-2016)
    “…The present article discusses alternative regression models and estimation methods for dealing with multivariate fractional response variables. Both…”
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  2. 2

    Goodness-of-link tests for multivariate regression models by Murteira, José M. R.

    “…This note presents an approximation to multivariate regression models which is obtained from a first-order series expansion of the multivariate link function…”
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  3. 3

    A Generalized Goodness-of-functional Form Test for Binary and Fractional Regression Models by Ramalho, Esmeralda A., Ramalho, Joaquim J. S., Murteira, José M. R.

    Published in The Manchester school (01-07-2014)
    “…This paper proposes a new conditional mean test to assess the validity of binary and fractional parametric regression models. The new test checks the joint…”
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  4. 4

    Hurdle models of repayment behaviour in personal loan contracts by Murteira, José M. R., Augusto, Mário A. G.

    Published in Empirical economics (01-09-2017)
    “…This paper proposes a hurdle model of repayment behaviour in loans with fixed instalments. Using information on previous and current contracts, the approach…”
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  5. 5

    The cancer registry as an ally in monitoring treatment effectiveness by Costa, F.A., Ramos, C., Murteira, R., Almodovar, T., Passos-Coelho, J.L., Carvalho, M.I., Costa, L., Brito, M.J., Ramos, S., Ferreira, M., Miranda, A.C.

    Published in Pulmonology (01-01-2019)
    “…To evaluate if the cancer registry database can be used to monitor treatment effectiveness using nivolumab treatment of non-small cell lung cancer (NSCLC) as…”
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    Health care utilization and self-assessed health: specification of bivariate models using copulas by Murteira, José M. R., Lourenço, Óscar D.

    Published in Empirical economics (01-10-2011)
    “…The discernment of relevant factors driving health care utilization constitutes one important research topic in health economics. This issue is frequently…”
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  7. 7

    Heteroskedasticity testing through a comparison of Wald statistics by Murteira, José M. R., Ramalho, Esmeralda A., Ramalho, Joaquim J. S.

    Published in Portuguese economic journal (01-08-2013)
    “…This paper shows that a test for heteroskedasticity within the context of classical linear regression can be based on the difference between Wald statistics in…”
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    ALTERNATIVE ESTIMATING AND TESTING EMPIRICAL STRATEGIES FOR FRACTIONAL REGRESSION MODELS by Ramalho, Esmeralda A., Ramalho, Joaquim J.S., Murteira, José M.R.

    Published in Journal of economic surveys (01-02-2011)
    “…In many economic settings, the variable of interest is often a fraction or a proportion, being defined only on the unit interval. The bounded nature of such…”
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    Estimation of default probabilities using incomplete contracts data by Santos Silva, J.M.C., Murteira, J.M.R.

    Published in Journal of empirical finance (01-06-2009)
    “…This paper develops a count data model for credit scoring which allows the estimation of default probabilities using incomplete contracts data. The main…”
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