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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

Instrumental variables estimation in misspecified single equations

Skeels, Christopher L. - In: Econometric theory 11 (1995) 3, pp. 498-529

Persistent link: https://www.econbiz.de/10001186556

Some exact results for estimators of the coefficients on the exogenous variables in a single equation

Skeels, Christopher L. - In: Econometric theory 11 (1995) 3, pp. 484-497

Persistent link: https://www.econbiz.de/10001186557

A conditional canonical approach to simulation studies of IV estimators in simultaneous equations models

Skeels, Christopher L. - In: Journal of quantitative economics : official journal of … 6 (1990) 2, pp. 311-329

Persistent link: https://www.econbiz.de/10001100165

Semiparametric estimation of censored transformation models

Gørgens, Tue - 1998

Persistent link: https://www.econbiz.de/10001354259

Reservation wages and working hours for recently unemeployed US women

Gørgens, Tue - In: Labour economics : official journal of the European … 9 (2002) 1, pp. 93-123

Persistent link: https://www.econbiz.de/10001664792

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

A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models

Skeels, Christopher L.; Vella, Francis - In: Journal of econometrics 92 (1999) 2, pp. 275-294

Persistent link: https://www.econbiz.de/10001400170

Some consequences of model misspecification for t testing in a structural equation

Skeels, Christopher L.; Smith, Murray D. - 1993

Persistent link: https://www.econbiz.de/10000877089

The performance of conditional moment tests in tobit and probit models

Skeels, Chistopher L. - 1993

Persistent link: https://www.econbiz.de/10000877366

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