I am currently Assistant Professor at the Universidade de Evora (Dep. Economics) and the Director of CEFAGE-UE (Center for Advanced Studies in Management and Economics). I received my PhD from the Department of Economics at University of Bristol, 2002. My primary research interests include models, methods and tests for microeconometric models, and also GMM and empirical likelihood estimation and inference. The results of my research have been published in the Journal of Econometrics, Econometric Reviews, Economics Letters, Journal of Productivity Analysis, Empirical Economics, Journal of Economic Surveys, Quantitative Finance and Manchester School, among other journals.
Articles
Alternative estimating and testing empirical strategies for fractional regression models (with Esmeralda A. Ramalho and José M.R. Murteira), Journal of Economic Surveys (2011)
In many economic settings, the variable of interest is often a fraction or a proportion,...
Fractional regression models for second stage DEA efficiency analyses, Journal of Productivity Analysis (2010)
Data envelopment analysis (DEA) is commonly used to measure the relative efficiency of decision-making units....
Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models (with Esmeralda A. Ramalho), Computational Statistics and Data Analysis (2010)
Theoretical and simulation analysis is performed to examine whether unobserved heterogeneity independent of the included...
A test statistic equation for obtaining alternative Wald and score statistics in the generalized method of moments framework, Applied Economics Letters (2009)
In this article we derive a test statistic generating equation (TSGE) from which several statistics...
A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms (with Jacinto V. Silva), Quantitative Finance (2009)
In this paper we examine the following two hypotheses, which traditional theories of capital structure...
Contributions to Books
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters (with Whitney K. Newey and Richard J. Smith), Identification and Inference in Econometric Models: Essays in Honor of Thomas J.U. Rothenberg (2005)
This papers studies and compares the asymptotic bias of GMM and generalized empirical likelihood (GEL)...