frmhet-package: Regression Analysis of Fractional Responses Under Unobserved...

Description Details Author(s) References

Description

Estimation and specification analysis of fractional regression models with neglected heterogeneity and/or endogenous covariates.

Details

Package: frm
Type: Package
Version: 1.1.3
Date: 2016-08-03
License: GPL-2

Author(s)

Joaquim J.S. Ramalho <jsr@uevora.pt>

References

Ramalho, E.A. and J.J.S. Ramalho (2016), "Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses", Econometric Reviews, forthcoming (DOI: 10.1080/07474938.2014.976531).


frmhet documentation built on May 2, 2019, 2:46 a.m.