Specification testing for transformation models with an application to generalized accelerated failure-time models
DOI10.1016/J.JECONOM.2014.09.008zbMATH Open1331.62247OpenAlexW2148511094MaRDI QIDQ473348FDOQ473348
Authors: Xun Lu, Liangjun Su, Arthur Lewbel 
Publication date: 24 November 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.09.008
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Cited In (11)
- Testing for monotonicity in unobservables under unconfoundedness
- Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
- Non-separable models with high-dimensional data
- Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- Specification testing in random coefficient models
- Nonparametric identification and estimation of transformation models
- Specification testing in nonparametric instrumental quantile regression
- Estimation for double-nonlinear cointegration
- A test of the selection on observables assumption using a discontinuously distributed covariate
- Specification testing in semi-parametric transformation models
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