Title:

Alternative Estimating and Testing Empirical Strategies for Fractional Regression Models

Authors:

Esmeralda Arranhado (U Évora)
Joaquim Ramalho (U Évora)
José Murteira (U Coimbra, CEMAPRE - ISEG, UTL)

Journal:

Journal of Economic Surveys

Year:

2011

Volume:

25

Pages:

19-68

JEL codes:

C20 - General
C51 - Model Construction and Estimation
C58 - Financial Econometrics
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure
L25 - Firm Performance: Size, Diversification and Scope, Age, Profit, and Sales