Limited Dependent Variables

Bayesian Inference of Network Formation Models with Payoff Externalities
This paper provides a novel approach to identification and estimation of a network formation model using observed network data, where …
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Nonlinear Panel Data Methods for Multivariate Fractional Outcomes
This paper expands the applied researcher’s toolkit for dealing with nonlinear panel data models with unobserved heterogeneity …
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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 …
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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 …
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