Multivariate fractional regression estimation of econometric share models

DOI10.1515/jem-2012-0006zbMath1345.62096OpenAlexW2063408601WikidataQ90765469 ScholiaQ90765469MaRDI QIDQ312345

John Mullahy

Publication date: 15 September 2016

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc6075740

zbMATH Keywords

fractional regressionmultinominal modelshare equations

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) General nonlinear regression (62J02)

Related Items (7)

Generalized Bayes Quantification Learning under Dataset Shift ⋮ A transformation‐free linear regression for compositional outcomes and predictors ⋮ Flexible non-parametric regression models for compositional data ⋮ Semiparametric quasi maximum likelihood estimation of the fractional response model ⋮ Dif-in-dif estimators of multiplicative treatment effects ⋮ Revisiting regression adjustment in experiments with heterogeneous treatment effects ⋮ Regression Analysis of Multivariate Fractional Data

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