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Export Reference (APA) 
Murteira, J. M. R. & Ramalho, J. J. S. (2016). Regression analysis of multivariate fractional data. Econometric Reviews. 35 (4), 515-552
Export Reference (IEEE) 
J. Murteira and J. J. Ramalho,  "Regression analysis of multivariate fractional data", in Econometric Reviews, vol. 35, no. 4, pp. 515-552, 2016
Export BibTeX 
@article{murteira2016_1765612978239,
	author = "Murteira, J. M. R. and Ramalho, J. J. S.",
	title = "Regression analysis of multivariate fractional data",
	journal = "Econometric Reviews",
	year = "2016",
	volume = "35",
	number = "4",
	doi = "10.1080/07474938.2013.806849",
	pages = "515-552",
	url = "http://www.tandfonline.com/doi/abs/10.1080/07474938.2013.806849"
}
Export RIS 
TY  - JOUR
TI  - Regression analysis of multivariate fractional data
T2  - Econometric Reviews
VL  - 35
IS  - 4
AU  - Murteira, J. M. R.
AU  - Ramalho, J. J. S.
PY  - 2016
SP  - 515-552
SN  - 0747-4938
DO  - 10.1080/07474938.2013.806849
UR  - http://www.tandfonline.com/doi/abs/10.1080/07474938.2013.806849
AB  - The present article discusses alternative regression models and estimation methods for dealing with multivariate fractional response variables. Both conditional mean models, estimable by quasi-maximum likelihood, and fully parametric models (Dirichlet and Dirichlet-multinomial), estimable by maximum likelihood, are considered. A new parameterization is proposed for the parametric models, which accommodates the most common specifications for the conditional mean (e.g., multinomial logit, nested logit, random parameters logit, dogit). The text also discusses at some length the specification analysis of fractional regression models, proposing several tests that can be performed through artificial regressions. Finally, an extensive Monte Carlo study evaluates the finite sample properties of most of the estimators and tests considered.
ER  -