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frmhet-package

Regression Analysis of Fractional Responses Under Unobserved Heterogeneity


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

Regression Analysis of Fractional Responses Under Unobserved Heterogeneity

v1.1.3
GPL-2
Authors
Joaquim J.S. Ramalho
Initial release
2016-08-03

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