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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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Publicado en:J Econom Method
Autor principal: Mullahy, John
Formato: Artigo
Lenguaje:Inglês
Publicado: 2014
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Acceso en línea: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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