Publicação
Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses
| dc.contributor.author | Ramalho, Esmeralda A. | |
| dc.contributor.author | Ramalho, Joaquim J. S. | |
| dc.date.accessioned | 2023-11-06T11:19:53Z | |
| dc.date.available | 2023-11-06T11:19:53Z | |
| dc.date.issued | 2017 | |
| dc.description.abstract | In this article, we suggest simple moment-based estimators to deal with unobserved heterogeneity in a special class of nonlinear regression models that includes as main particular cases exponential models for nonnegative responses and logit and complementary loglog models for fractional responses. The proposed estimators: (i) treat observed and omitted covariates in a similar manner; (ii) can deal with boundary outcomes; (iii) accommodate endogenous explanatory variables without requiring knowledge on the reduced form model, although such information may be easily incorporated in the estimation process; (iv) do not require distributional assumptions on the unobservables, a conditional mean assumption being enough forconsistentestimationofthestructuralparameters;and(v)undertheadditionalassumption that the dependence between observables and unobservables is restricted to the conditional mean, produce consistent estimators of partial effects conditional only on observables. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | Ramalho, Esmeralda A. and Joaquim J. S. Ramalho .(2017). “Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses”. Econometric Reviews, Vol. 36, No. 4: 397–420. (Search PDF in 2023) | pt_PT |
| dc.identifier.doi | doi.org/10.1080/07474938.2014.976531 | pt_PT |
| dc.identifier.eissn | 1532-4168 | |
| dc.identifier.uri | http://hdl.handle.net/10400.5/29303 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | Taylor & Francis | pt_PT |
| dc.subject | Boundary Outcomes | pt_PT |
| dc.subject | Endogeneity | pt_PT |
| dc.subject | Exponential Regression | pt_PT |
| dc.subject | Fractional Regression | pt_PT |
| dc.subject | Transformation Regression Models | pt_PT |
| dc.subject | Unobserved Heterogeneity | pt_PT |
| dc.title | Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses | pt_PT |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | article | pt_PT |