Joaquim J. S. Ramalho Ramalho

Selected Publications

Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters

This papers studies and compares the asymptotic bias of GMM and generalized empirical likelihood (GEL) estimators […]

Whitney K. Newey, Joaquim J. S. Ramalho Ramalho, Richard Smith
1 October 2005 | Journal Article

Previous version

Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
Whitney K. Newey, Joaquim J. S. Ramalho Ramalho, Richard Smith
1 December 2003 | CWP05/03
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters

This papers studies and compares the asymptotic bias of GMM and generalized empirical likelihood (GEL) estimators […]

Whitney K. Newey, Joaquim J. S. Ramalho Ramalho, Richard Smith
1 December 2003 | CWP05/03

Latest version

Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
Whitney K. Newey, Joaquim J. S. Ramalho Ramalho, Richard Smith
1 October 2005 | Journal Article