NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Multivariate Fractional Regression Estimation of Econometric Share Models

John Mullahy

NBER Working Paper No. 16354
Issued in September 2010

---- Acknowledgements -----

I am indebted to participants at presentations of various aspects of this work at Catholic University of Rome, Michigan State University, the University of Arizona, the University of Coimbra, University College Dublin, and UW-Madison, as well as to Marguerite Burns, Ben Craig, Alberto Holly, Steve Koch, José Murteira, Stephanie Robert, Nilay Shah, João Santos Silva, and Dave Vanness for their thoughtful comments, suggestions, and discussions. In addition, Badi Baltagi and Jeff Wooldridge provided some helpful guidance with the literature. All these colleagues, of course, are absolved from any blame for the paper's shortcomings. Partial financial support from the Robert Wood Johnson Foundation Health & Society Scholars Program is acknowledged. Some of this work was completed as a visiting scholar at the UCD Geary Institute, which provided brilliant hospitality. The views expressed herein are those of the author and do not necessarily reflect the views of the National Bureau of Economic Research.

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