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Ramalho, E. A. & Ramalho, J. J. S. (2017). Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses. Econometric Reviews. 36 (4), 397-420
E. A. Ramalho and J. J. Ramalho, "Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses", in Econometric Reviews, vol. 36, no. 4, pp. 397-420, 2017
@article{ramalho2017_1732201616657, author = "Ramalho, E. A. and Ramalho, J. J. S.", title = "Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses", journal = "Econometric Reviews", year = "2017", volume = "36", number = "4", doi = "10.1080/07474938.2014.976531", pages = "397-420", url = "http://www.tandfonline.com/doi/full/10.1080/07474938.2014.976531" }
TY - JOUR TI - Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses T2 - Econometric Reviews VL - 36 IS - 4 AU - Ramalho, E. A. AU - Ramalho, J. J. S. PY - 2017 SP - 397-420 SN - 0747-4938 DO - 10.1080/07474938.2014.976531 UR - http://www.tandfonline.com/doi/full/10.1080/07474938.2014.976531 AB - 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 for consistent estimation of the structural parameters; and (v) under the additional assumption that the dependence between observables and unobservables is restricted to the conditional mean, produce consistent estimators of partial effects conditional only on observables. ER -