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...
On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probabilities are unknown (with Esmeralda A. Ramalho), Applied Economics Letters (2007)
The popular weighted maximum likelihood estimator for endogenous stratified samples requires knowledge on the population...
Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling (with Esmeralda A. Ramalho), Econometric Reviews (2006)
This paper provides an integrated approach for estimating parametric models from endogenous stratified samples. We...
Bootstrap bias-adjusted GMM estimators, Economics Letters (2006)
The ability of four alternative bootstrap methods to reduce the bias of GMM parameter estimates...
Two-step empirical likelihood estimation under stratified sampling when aggregate information is available (with Esmeralda A. Ramalho), Manchester School (2006)
Empirical likelihood is appropriate to estimate moment condition models when a random sample from the...
Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde (with Jose A.G. Baptista and Jacinto V. Silva), Portuguese Economic Journal (2006)
Two of the central challenges faced by Cape Verde at the present are the high...
Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models, Empirical Economics (2005)
In this paper we suggest several alternative ways of constructing feasible bias-corrected (FBC) pooled least...
Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures, Studies in Nonlinear Dynamics & Econometrics (2005)
It is now widely recognized that the most commonly used efficient two-step GMM estimator may...
Generalized empirical likelihood non-nested tests (with Richard J. Smith), Journal of Econometrics (2002)
This paper examines non-nested tests for competing moment condition models using a semi-parametric generalized empirical...
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)...