Research projects

Project CEMAPRE internal

TitleMicroeconometric models for limited or discrete dependent variables
ParticipantsEsmeralda Arranhado (Principal Investigator)
SummaryThis project continues the lines of research defined in the CEMAPRE project of the previous year.
The research focus on microeconometric models for discrete or limited dependent variables (binary,
fractional, positive, or mixed nature). The main aim is addressing issues such as nonrandom sampling
or measurement error in the dependent variable.

Some applied work will be developed. On the one hand, in the area of International Economics, the
impact of some activities of Agência para o Investimento e Comércio Externo de Portugal (AICEP) on
the Portuguese firms exports will be investigated in two papers. One quantifies the effects of
financial support or information support using the staggering dif-dif technique. Other will employ
quantile regression. On the other hand, in the area of hedonic modelling of property prices, the aim
is using conformal prediction to predict rents of commercial property in Lisbon and Madrid.