Search Results - "Ramalho, Joaquim J. S."

Fractional regression models for second stage DEA efficiency analyses by Ramalho, Esmeralda A., Ramalho, Joaquim J. S., Henriques, Pedro D.

“…Data envelopment analysis (DEA) is commonly used to measure the relative efficiency of decisionmaking units. Often, in a second stage, a regression model is…”
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Factors Driving the Population Growth and Decline of Portuguese Cities by Barreira, Ana Paula, S. Ramalho, Joaquim J., Panagopoulos, Thomas, Guimarães, Maria Helena

“…Despite the worldwide trend of urbanisation, data reveal that some cities are growing whereas others are losing inhabitants. To assess such dynamics in…”
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Regression Analysis of Multivariate Fractional Data by Murteira, José M. R., Ramalho, Joaquim J. S.

“…The present article discusses alternative regression models and estimation methods for dealing with multivariate fractional response variables. Both…”
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Functional form issues in the regression analysis of financial leverage ratios by Ramalho, Joaquim J. S., da Silva, J. Vidigal

“…Linear models are typically used in the regression analysis of capital structure choices. However, given the proportional and the bounded nature of leverage…”
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GEL statistics under weak identification by Guggenberger, Patrik, Ramalho, Joaquim J.S., Smith, Richard J.

“…The central concern of this paper is the provision in a time series moment condition framework of practical recommendations of confidence regions for…”
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Mergers, coordinated effects and efficiency in the Portuguese non-life insurance industry by Brito, Duarte, Pereira, Pedro, Ramalho, Joaquim J.S.

“…We evaluate the impact on market power and efficiency of a series of mergers on three Portuguese non-life insurance markets. We specify and estimate, with a…”
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Alternative Versions of the RESET Test for Binary Response Index Models: A Comparative Study by Ramalho, Esmeralda A., Ramalho, Joaquim J. S.

“…Binary response index models may be affected by several forms of misspecification, which range from pure functional form problems (e.g. incorrect specification…”
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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.

“…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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The impact of family ownership on capital structure of firms: Exploring the role of zero-leverage, size, location and the global financial crisis by Ramalho, Joaquim JS, Rita, Rui MS, da Silva, Jacinto Vidigal

“…In this article, we investigate the influence of family ownership on firm leverage across different subgroups of family and non-family firms. In addition, we…”
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Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses by Ramalho, Esmeralda A., Ramalho, Joaquim J. S.

“…In this article, we suggest simple moment-based estimators to deal with unobserved heterogeneity in a special class of nonlinear regression models that…”
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A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms by J.S. Ramalho, Joaquim, da Silva, Jacinto Vidigal

“…In this paper we examine the following two hypotheses, which traditional theories of capital structure are relatively silent about: (i) the determinants of…”
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Heteroskedasticity testing through a comparison of Wald statistics by Murteira, José M. R., Ramalho, Esmeralda A., Ramalho, Joaquim J. S.

“…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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Combining micro and macro data in hedonic price indexes by Ramalho, Esmeralda A., Ramalho, Joaquim J. S., Evangelista, Rui

“…This paper proposes arithmetic and geometric Paasche quality-adjusted price indexes that combine micro data from the base period with macro data on the…”
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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.

“…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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Self-employment and eudaimonic well-being: Energized by meaning, enabled by societal legitimacy by Stephan, Ute, Tavares, Susana M., Carvalho, Helena, Ramalho, Joaquim J.S., Santos, Susana C., van Veldhoven, Marc

“…This study investigates why and where self-employment is related to higher levels of eudaimonic well-being. We focus on meaningfulness as an important…”
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Can operational efficiency in the Portuguese electricity sector be improved? Yes, but by Hou, Zheng, Roseta-Palma, Catarina, Ramalho, Joaquim J.S.

“…Efficiency has long been an issue of concern in the electricity sector. Most existing studies relate technical efficiency in electricity generation to policy…”
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NONPARAMETRIC MODELS OF FINANCIAL LEVERAGE DECISIONS by Bastos, João A., Ramalho, Joaquim J. S.

“…ABSTRACT This paper applies nonparametric decision tree models to the analysis of financial leverage decisions. This approach presents three appealing…”
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Capital structure speed of adjustment heterogeneity across zero leverage and leveraged European firms by Morais, Flávio, Serrasqueiro, Zélia, Ramalho, Joaquim J.S.

“…This paper investigates whether leveraged and zero-leverage firms pursue or not a debt target level and, if so, how fast they adjust to that target. We also…”
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Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets by Ramalho, Esmeralda A., Ramalho, Joaquim J.S.

“…Hedonic methods are a prominent approach in the construction of quality-adjusted price indexes. This paper shows that the process of computing such indexes is…”
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The zero-leverage phenomenon: A bivariate probit with partial observability approach by Morais, Flávio, Serrasqueiro, Zélia, Ramalho, Joaquim J.S.

“…[Display omitted] The empirical literature on zero leverage investigates why some firms are debt-free using standard logit and probit specifications. However,…”
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