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This paper describes and applies econometric strategies for estimating regression models of economic share data outcomes where the shares may take boundary values with nontrivial probability. The main focus of the paper is on the conditional mean structures of such data. The paper proposes an extension of the fractional regression methodology in univariate cross-sectional and panel contexts. The paper discusses the stochastic aspects of share definition and measurement, and summarizes important features of the existing literature on econometric strategies for share model estimation.
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