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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. & Coelho, L. M. S. (2018). Exponential regression of fractional-response fixed-effects models with an application to firm capital structure. Journal of Econometric Methods. 7 (1)
Exportar Referência (IEEE) 
E. A. Ramalho et al.,  "Exponential regression of fractional-response fixed-effects models with an application to firm capital structure", in Journal of Econometric Methods, vol. 7, no. 1, 2018
Exportar BibTeX 
@article{ramalho2018_1714761006233,
	author = "Ramalho, E. A. and Ramalho, J. J. S. and Coelho, L. M. S.",
	title = "Exponential regression of fractional-response fixed-effects models with an application to firm capital structure",
	journal = "Journal of Econometric Methods",
	year = "2018",
	volume = "7",
	number = "1",
	doi = "10.1515/jem-2015-0019",
	url = "https://www.degruyter.com/view/j/jem"
}
Exportar RIS 
TY  - JOUR
TI  - Exponential regression of fractional-response fixed-effects models with an application to firm capital structure
T2  - Journal of Econometric Methods
VL  - 7
IS  - 1
AU  - Ramalho, E. A.
AU  - Ramalho, J. J. S.
AU  - Coelho, L. M. S.
PY  - 2018
SN  - 2156-6674
DO  - 10.1515/jem-2015-0019
UR  - https://www.degruyter.com/view/j/jem
AB  - New fixed-effects estimators are proposed for logit and complementary loglog fractional regression models. The standard specifications of these models are transformed into a form of exponential regression with multiplicative individual effects and time-variant heterogeneity, from which four alternative estimators that do not require assumptions on the distribution of the unobservables are proposed. All new estimators are robust to both time-variant and time-invariant heterogeneity and can accomodate fractional responses with observations at the boundary value of zero. Additionally, some of these estimators can be applied to dynamic panel data models and can accommodate endogenous explanatory variables without requiring the specification of a reduced form model. A Monte Carlo study and an application to firm capital structure choices illustrate the usefulness of the suggested estimators.
ER  -