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MULTIVARIATE FRACTIONAL REGRESSION ESTIMATION OF ECONOMETRIC SHARE MODELS

This paper describes and applies econometric strategies for estimating regression models of economic share data outcomes where the shares may take boundary values (zero and one) with nontrivial probability. The main focus of the paper is on the conditional mean structures of such data. The paper pro...

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Bibliografische gegevens
Gepubliceerd in:J Econom Method
Hoofdauteur: Mullahy, John
Formaat: Artigo
Taal:Inglês
Gepubliceerd in: 2014
Onderwerpen:
Online toegang:https://ncbi.nlm.nih.gov/pmc/articles/PMC6075740/
https://ncbi.nlm.nih.gov/pubmed/30079291
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1515/jem-2012-0006
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