Empirical likelihood (EL) is appropriate to estimate moment condition models when a random sample from the target population is available. However, many economic surveys are subject to some form of stratification, in which case direct application of EL will produce inconsistent estimators. In...

In this paper we suggest simple moment-based estimators to deal with unobserved heterogeneity in a special class of nonlinear regression models that includes as main particular cases exponential models for nonnegative responses and logit and complementary loglog models for fractional responses....

type="main" <p>This paper proposes a new conditional mean test to assess the validity of binary and fractional parametric regression models. The new test checks the joint significance of two simple functions of the fitted index and is based on a very flexible parametric generalization of the...</p>

type="main" <p>Hedonic methods are a prominent approach in the construction of quality-adjusted price indexes. This paper shows that the process of computing such indexes is substantially simplified if arithmetic (geometric) price indexes are computed based on exponential (log-linear) hedonic...</p>

This paper was replaced by CEFAGE-UE Working Paper 2009/10.

Theoretical and simulation analysis is performed to examine whether unobserved heterogeneity independent of the included regressors is really an issue in logit, probit and loglog models with both binary and fractional data. It is found that unobserved heterogeneity has the following effects....

Empirical likelihood is appropriate to estimate moment condition models when a random sample from the target population is available. However, many economic surveys are subject to some form of stratification, in which case direct application of empirical likelihood will produce inconsistent...