Limited Dependent Variables

Copula Estimation and Variable Selection with Multivariate Fractional Outcomes

This paper introduces a unified estimation methodology using copulas for multivariate fractional outcomes with a conditional mean …

Montoya-Blandón, S;

Semiparametric Quasi Maximum Likelihood Estimation of the Fractional Response Model

This paper proposes a new semiparametric estimator of models where the response random variable is a fraction. The estimator is …

Montoya-Blandón, S.; Jacho-Chávez, D. T;