Specification testing for transformation models with an application to generalized accelerated failure-time models

DOI10.1016/j.jeconom.2014.09.008zbMath1331.62247OpenAlexW2148511094MaRDI QIDQ473348

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

zbMATH Keywords

monotonicitytransformation modeladditivityunobserved heterogeneityspecification testcontrol variableendogenous variablehazard modelnonparametric nonseparable model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Reliability and life testing (62N05)

Related Items (10)

Testing for monotonicity in unobservables under unconfoundedness ⋮ Consistent model specification tests based on \(k\)-nearest-neighbor estimation method ⋮ SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION ⋮ Specification testing in random coefficient models ⋮ Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables ⋮ 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 ⋮ Non-separable models with high-dimensional data ⋮ Nonparametric identification and estimation of transformation models

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