Functional form issues in the regression analysis of financial leverage ratios

Small sample bias of alternative estimation methods for moment condition models : Monte Carlo evidence for covariance structures

Ramalho, Joaquim J. S., (2005)

Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models

Ramalho, Joaquim J. S., (2005)

A test statistic equation for optaining alternative Wald and score statistics in the generalized method of moments framework

Ramalho, Joaquim J. S., (2009)