IDEAS home Printed from https://ideas.repec.org/p/ags/aaea17/258209.html
   My bibliography  Save this paper

Aggregated Fractional Regression Estimation: Some Monte Carlo Evidence

Author

Listed:
  • Song, Jingyu
  • Delgado, Michael
  • Preckel, Paul

Abstract

No abstract is available for this item.

Suggested Citation

  • Song, Jingyu & Delgado, Michael & Preckel, Paul, 2017. "Aggregated Fractional Regression Estimation: Some Monte Carlo Evidence," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258209, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea17:258209
    DOI: 10.22004/ag.econ.258209
    as

    Download full text from publisher

    File URL: https://ageconsearch.umn.edu/record/258209/files/Abstracts_17_05_22_16_08_30_08__128_210_122_201_0.pdf
    Download Restriction: no
    File URL: https://libkey.io/10.22004/ag.econ.258209?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Theory," Econometrica, Econometric Society, vol. 52(3), pages 681-700, May.
    2. Nash, John C., 2014. "On Best Practice Optimization Methods in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 60(i02).
    3. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Applications to Poisson Models," Econometrica, Econometric Society, vol. 52(3), pages 701-720, May.
    4. Papke, Leslie E & Wooldridge, Jeffrey M, 1996. "Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(6), pages 619-632, Nov.-Dec..
    5. Nash, John C. & Varadhan, Ravi, 2011. "Unifying Optimization Algorithms to Aid Software System Users: optimx for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 43(i09).
    6. Dubin, Jeffrey A., 2007. "Valuing intangible assets with a nested logit market share model," Journal of Econometrics, Elsevier, vol. 139(2), pages 285-302, August.
    7. Maximilian Auffhammer & Solomon M. Hsiang & Wolfram Schlenker & Adam Sobel, 2013. "Using Weather Data and Climate Model Output in Economic Analyses of Climate Change," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, vol. 7(2), pages 181-198, July.
    8. Song, Jingyu & Delgado, Michael & Preckel, Paul & Villoria, Nelson, 2016. "Pixel Level Cropland Allocation and Marginal Impacts of Biophysical Factors," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235327, Agricultural and Applied Economics Association.
    9. Nathan P. Hendricks & Aaron Smith & Daniel A. Sumner, 2014. "Crop Supply Dynamics and the Illusion of Partial Adjustment," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 96(5), pages 1469-1491.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Song, Jingyu & Delgado, Michael & Preckel, Paul & Villoria, Nelson, 2016. "Pixel Level Cropland Allocation and Marginal Impacts of Biophysical Factors," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235327, Agricultural and Applied Economics Association.
    2. John Mullahy, 2010. "Multivariate Fractional Regression Estimation of Econometric Share Models," NBER Working Papers 16354, National Bureau of Economic Research, Inc.
    3. José M. R. Murteira & Joaquim J. S. Ramalho, 2016. "Regression Analysis of Multivariate Fractional Data," Econometric Reviews, Taylor & Francis Journals, vol. 35(4), pages 515-552, April.
    4. Giuliani, Elisa & Martinelli, Arianna & Rabellotti, Roberta, 2016. "Is Co-Invention Expediting Technological Catch Up? A Study of Collaboration between Emerging Country Firms and EU Inventors," World Development, Elsevier, vol. 77(C), pages 192-205.
    5. de Rassenfosse, Gaétan & Schoen, Anja & Wastyn, Annelies, 2014. "Selection bias in innovation studies: A simple test," Technological Forecasting and Social Change, Elsevier, vol. 81(C), pages 287-299.
    6. Christelis, Dimitris & Georgarakos, Dimitris & Jappelli, Tullio, 2015. "Wealth shocks, unemployment shocks and consumption in the wake of the Great Recession," Journal of Monetary Economics, Elsevier, vol. 72(C), pages 21-41.
    7. Simone Cecchini & Giovanni Savio & Varinia Tromben, 2022. "Mapping poverty rates in Chile with night lights and fractional multinomial models," Regional Science Policy & Practice, Wiley Blackwell, vol. 14(4), pages 850-876, August.
    8. Montoya-Blandón, Santiago & Jacho-Chávez, David T., 2020. "Semiparametric quasi maximum likelihood estimation of the fractional response model," Economics Letters, Elsevier, vol. 186(C).
    9. Santos Silva, J.M.C. & Tenreyro, Silvana & Wei, Kehai, 2014. "Estimating the extensive margin of trade," Journal of International Economics, Elsevier, vol. 93(1), pages 67-75.
    10. Morton, Rebecca B. & Muller, Daniel & Page, Lionel & Torgler, Benno, 2015. "Exit polls, turnout, and bandwagon voting: Evidence from a natural experiment," European Economic Review, Elsevier, vol. 77(C), pages 65-81.
    11. Vânia G. Silva & Esmeralda A. Ramalho & Carlos R. Vieira, 2017. "The Use of Cheques in the European Union: A Cross-Country Analysis," Open Economies Review, Springer, vol. 28(3), pages 581-602, July.
    12. Frame, W. Scott & Lazaryan, Nika & McLemore, Ping & Mihov, Atanas, 2024. "Operational loss recoveries and the macroeconomic environment: Evidence from the U.S. banking sector," Journal of Banking & Finance, Elsevier, vol. 165(C).
    13. Joaquim J.S. Ramalho & Jacinto Vidigal da Silva, 2009. "A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms," Quantitative Finance, Taylor & Francis Journals, vol. 9(5), pages 621-636.
    14. Reboul, E. & Guérin, I. & Nordman, C.J., 2021. "The gender of debt and credit: Insights from rural Tamil Nadu," World Development, Elsevier, vol. 142(C).
    15. Wooldridge, Jeffrey M., 2020. "On the consistency of the logistic quasi-MLE under conditional symmetry," Economics Letters, Elsevier, vol. 194(C).
    16. Paulo Bastos & Manuel Cabral, 2007. "The Dynamics of International Trade Patterns," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 143(3), pages 391-415, October.
    17. Jacob Fiksel & Scott Zeger & Abhirup Datta, 2022. "A transformation‐free linear regression for compositional outcomes and predictors," Biometrics, The International Biometric Society, vol. 78(3), pages 974-987, September.
    18. Callado Muñoz, Francisco Jose & González Chapela, Jorge & Utrero González, Natalia, 2014. "Analysis of deviance in household financial portfolio choice: evidence from Spain," MPRA Paper 57497, University Library of Munich, Germany.
    19. Ji, Xinde & Cobourn, Kelly M., 2017. "Water Availability, Land Allocation, and the Role of Irrigation Districts under Prior Appropriation Doctrine," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258377, Agricultural and Applied Economics Association.
    20. Schwiebert, Jörg & Wagner, Joachim, 2015. "A Generalized Two-Part Model for Fractional Response Variables with Excess Zeros," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113059, Verein für Socialpolitik / German Economic Association.

    More about this item

    Keywords

    Research Methods/Statistical Methods; Resource/Energy Economics and Policy; Land Economics/Use;
    All these keywords.

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:aaea17:258209. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/aaeaaea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.