Details about Allan Würtz

Access statistics for papers by Allan Würtz.

Last updated 2019-05-27. Update your information in the RePEc Author Service.

Short-id: pwr13

Working Papers

2018

1. Threshold regression with endogeneity for short panels
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
   Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2018)
   See also Journal Article Threshold Regression with Endogeneity for Short Panels, Econometrics, MDPI (2019) View citations (1) (2019)

2010

2. Estimating the effect of a variable in a high-dimensional regression model
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University

2009

3. Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
4. Testing a parametric function against a nonparametric alternative in IV and GMM settings
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
   See also Journal Article Testing a parametric function against a non‐parametric alternative in IV and GMM settings, Econometrics Journal, Royal Economic Society (2012) (2012)

2006

5. On determining the importance of a regressor with small and undersized samples
   Economics Working Papers, Department of Economics and Business Economics, Aarhus University View citations (5)

2005

6. Growth, Income and Regulation: a Non-Linear Approach
   CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics View citations (3)
7. The Ill-Posed Problem in Growth Empirics
   CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics

2003

8. Self-Employment among Immigrants: A Last Resort?
   CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics View citations (10)
   Also in Economics Working Papers, Department of Economics and Business Economics, Aarhus University View citations (7)

2002

9. Testing the Semiparametric Box-Cox Model with Bootstrap
   CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics View citations (1)

2001

10. Semiparametric Estimation of the Box-Cox Model Preliminary and Incomplete
    Working Papers, University of Iowa, Department of Economics

1997

11. The Power of Hessian and Outer Product Based Wald and LM Tests
    Working Papers, University of Iowa, Department of Economics

1996

12. Power of Tests in Binary Response Models
    Econometrics, University Library of Munich, Germany
    Also in Working Papers, University of Iowa, Department of Economics (1996)
    See also Journal Article Power of Tests in Binary Response Models, Econometrica, Econometric Society (1999) View citations (3) (1999)
13. The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models
    Working Papers, University of Iowa, Department of Economics View citations (3)
    Also in Econometrics, University Library of Munich, Germany (1996) View citations (3)

Undated

14. How does Public Regulation affect Growth?
    Economics Working Papers, Department of Economics and Business Economics, Aarhus University View citations (12)

Journal Articles

2019

1. Threshold Regression with Endogeneity for Short Panels
   Econometrics, 2019, 7, (2), 1-8 View citations (1)
   See also Working Paper Threshold regression with endogeneity for short panels, CREATES Research Papers (2018) (2018)

2012

2. Estimating the effect of a variable in a high‐dimensional linear model
   Econometrics Journal, 2012, 15, (2), 325-357 View citations (4)
3. Testing a parametric function against a non‐parametric alternative in IV and GMM settings
   Econometrics Journal, 2012, 15, (3), 462-489
   See also Working Paper Testing a parametric function against a nonparametric alternative in IV and GMM settings, CREATES Research Papers (2009) (2009)

2009

4. Labor market transitions of immigrants with emphasis on marginalization and self-employment
   Journal of Population Economics, 2009, 22, (4), 881-908 View citations (15)

2007

5. Public versus private production and economies of scale
   Public Choice, 2007, 130, (3), 311-328 View citations (8)

2003

6. Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory,: Edited by W.A. Barnett, D.F. Hendry, S. Hylleberg, T. Terasvirta, D. Tjostheim, and A.W. Wurtz, Cambridge University Press, 2000. ISBN: 0-521- 59424-3, pp. 227, [UK pound]42.50, US$70 (hardback)
   International Journal of Forecasting, 2003, 19, (4), 756-758

1999

7. Power of Tests in Binary Response Models
   Econometrica, 1999, 67, (2), 413-422 View citations (3)
   See also Working Paper Power of Tests in Binary Response Models, Econometrics (1996) (1996)

Edited books

2006

1. Nonlinear Econometric Modeling in Time Series
   Cambridge Books, Cambridge University Press

2000

2. Nonlinear Econometric Modeling in Time Series
   Cambridge Books, Cambridge University Press View citations (7)