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A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA)
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
Exportar Referência (IEEE)
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
Exportar BibTeX
@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"
}
Exportar RIS
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  -