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Efficient estimation of non-linear dynamic panel data models with application to smooth transition models
Gørgens, Tue; Skeels, Christopher L.; Würtz, Allan H. - 2009
Persistent link: https://www.econbiz.de/10003892563
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Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings
Gørgens, Tue; Wurtz, Allan - 2009
This paper develops a specification test for functional form for models identified by moment restrictions, including IV and GMM settings. The general framework is one where the moment restrictions are specified as functions of data, a finite-dimensional parameter vector, and a nonparametric real...
Persistent link: https://www.econbiz.de/10014200774
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Testing a parametric function against nonparametric alternative in IV and GMM settings
Gørgens, Tue; Würtz, Allan H. - 2009
Persistent link: https://www.econbiz.de/10003903437
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Testing a parametric function against a non-parametric alternative in IV and GMM settings
Gørgens, Tue; Würtz, Allan H. - In: The econometrics journal 15 (2012) 3, pp. 462-489
Persistent link: https://www.econbiz.de/10009710133
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Testing a parametric function against a nonparametric alternative in IV and GMM settings
Gørgens, Tue; Würtz, Allan H. - 2010
This paper develops a specification test for functional form for models identified by moment restrictions, including IV and GMM settings. The general framework is one where the moment restrictions are specified as functions of data, a finite-dimensional parameter vector, and a nonparametric real...
Persistent link: https://www.econbiz.de/10008858255
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Moment restrictions and identification in linear dynamic panel data models
Gørgens, Tue; Han, Chirok; Xue, Sen - 2016
Persistent link: https://www.econbiz.de/10011499868
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Asymptotic distributions of the quadratic GMM estimator in linear dynamic panel data models
Gørgens, Tue; Han, Chirok; Xue, Sen - 2016
Persistent link: https://www.econbiz.de/10011500026
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Threshold regression with endogeneity for short panels
Gørgens, Tue; Würtz, Allan H. - 2018
Persistent link: https://www.econbiz.de/10012319729
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On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
Gørgens, Tue; Han, Chirok; Xue, Sen - In: Economics letters 197 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012511062
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Moment restrictions and identification in linear dynamic panel data models
Gørgens, Tue; Han, Chirok; Xue, Sen - In: Annals of economics and statistics 134 (2019), pp. 149-176
Persistent link: https://www.econbiz.de/10012305981