All Stories

  1. Factors for population growth and decline
  2. Exponential Regression of Fractional-Response Fixed-Effects Models with an Application to Firm Capital Structure
  3. NONPARAMETRIC MODELS OF FINANCIAL LEVERAGE DECISIONS
  4. Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses
  5. Regression Analysis of Multivariate Fractional Data
  6. Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets
  7. Mergers, coordinated effects and efficiency in the Portuguese non-life insurance industry
  8. A Generalized Goodness-of-functional Form Test for Binary and Fractional Regression Models
  9. Heteroskedasticity testing through a comparison of Wald statistics
  10. GEL statistics under weak identification
  11. Functional form issues in the regression analysis of financial leverage ratios
  12. Alternative Versions of the RESET Test for Binary Response Index Models: A Comparative Study*
  13. ALTERNATIVE ESTIMATING AND TESTING EMPIRICAL STRATEGIES FOR FRACTIONAL REGRESSION MODELS
  14. Fractional regression models for second stage DEA efficiency analyses
  15. Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models
  16. A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms
  17. A test statistic equation for obtaining alternative Wald and score statistics in the generalized method of moments framework
  18. On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probabilities are unknown
  19. Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling
  20. TWO-STEP EMPIRICAL LIKELIHOOD ESTIMATION UNDER STRATIFIED SAMPLING WHEN AGGREGATE INFORMATION IS AVAILABLE*
  21. Bootstrap bias-adjusted GMM estimators
  22. Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde
  23. Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models
  24. Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures
  25. Generalized empirical likelihood non-nested tests
  26. Asymptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameters