EconPapers    
Economics at your fingertips  
 

Details about Allan Würtz

Homepage:http://www.econ.au.dk/vip_htm/Awurtz/
Workplace:Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi (Department of Economics and Business), Aarhus Universitet (University of Aarhus), (more information at EDIRC)
Institut for Økonomi (Department of Economics and Business), Aarhus Universitet (University of Aarhus), (more information at EDIRC)

Access statistics for papers by Allan Würtz.

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

Short-id: pwr13


Jump to Journal Articles Edited books

Working Papers

2018

  1. Threshold regression with endogeneity for short panels
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics Downloads
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2018) Downloads

    See also Journal Article in Econometrics (2019)

2010

  1. Estimating the effect of a variable in a high-dimensional regression model
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
  2. Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University Downloads
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2009) Downloads

    See also Journal Article in Econometrics Journal (2012)

2009

  1. 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 Downloads View citations (1)

2006

  1. On determining the importance of a regressor with small and undersized samples
    Economics Working Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (4)

2005

  1. Growth, Income and Regulation: a Non-Linear Approach
    CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics Downloads View citations (2)
  2. The Ill-Posed Problem in Growth Empirics
    CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics Downloads

2003

  1. Self-Employment among Immigrants: A Last Resort?
    CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics Downloads View citations (8)
    Also in Economics Working Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (4)

2002

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

2001

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

1997

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

1996

  1. Power of Tests in Binary Response Models
    Econometrics, University Library of Munich, Germany Downloads
    Also in Working Papers, University of Iowa, Department of Economics (1996)

    See also Journal Article in Econometrica (1999)
  2. 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) Downloads View citations (3)

Undated

  1. How does Public Regulation affect Growth?
    Economics Working Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (10)

Journal Articles

2019

  1. Threshold Regression with Endogeneity for Short Panels
    Econometrics, 2019, 7, (2), 1-8 Downloads
    See also Working Paper (2018)

2012

  1. Estimating the effect of a variable in a high‐dimensional linear model
    Econometrics Journal, 2012, 15, (2), 325-357 View citations (3)
  2. Testing a parametric function against a non‐parametric alternative in IV and GMM settings
    Econometrics Journal, 2012, 15, (3), 462-489 Downloads
    See also Working Paper (2010)

2009

  1. Labor market transitions of immigrants with emphasis on marginalization and self-employment
    Journal of Population Economics, 2009, 22, (4), 881-908 Downloads View citations (6)

2007

  1. Public versus private production and economies of scale
    Public Choice, 2007, 130, (3), 311-328 Downloads View citations (4)

2003

  1. 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 Downloads

1999

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

Edited books

2006

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

2000

  1. Nonlinear Econometric Modeling in Time Series
    Cambridge Books, Cambridge University Press View citations (2)
 
Page updated 2020-10-28