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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

Semiparametric estimation of single-index hazard functions without proportional hazards

Gørgens, Tue - In: The econometrics journal 9 (2006) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10003320189

Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable

Gørgens, Tue; Horowitz, Joel - In: Journal of econometrics 90 (1999) 2, pp. 155-191

Persistent link: https://www.econbiz.de/10001382109

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

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

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

Semiparametric estimation of single-index transition intensities

Gørgens, Tue - 1999

Persistent link: https://www.econbiz.de/10001431536

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