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Allan H. Würtz

Personal Details

First Name:Allan
Middle Name:H.
Last Name:Würtz
Suffix:
RePEc Short-ID:pwr13
[This author has chosen not to make the email address public]
http://www.econ.au.dk/vip_htm/Awurtz/

Affiliation

(50%) Center for Research in Econometric Analysis of Time Series (CREATES)
Institut for Økonomi
Aarhus Universitet

Aarhus, Denmark
http://www.creates.au.dk/

:

Building 1322, DK-8000 Aarhus C
RePEc:edi:creaudk (more details at EDIRC)

(50%) Institut for Økonomi
Aarhus Universitet

Aarhus, Denmark
http://www.au.dk/om/organisation/institutter/departmentofeconomicsandbusiness/

:


RePEc:edi:ifoaudk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Peter Sandholt Jensen & Allan H. Würtz, 2010. "Estimating the effect of a variable in a high-dimensional regression model," CREATES Research Papers 2010-73, Department of Economics and Business Economics, Aarhus University.
  2. Gørgens, Tue & Würtz, Allan, 2010. "Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings," CEI Working Paper Series 2010-9, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  3. Tue Gørgens & Christopher L. Skeels & Allan H. Würtz, 2009. "Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models," CREATES Research Papers 2009-51, Department of Economics and Business Economics, Aarhus University.
  4. Peter Sandholt Jensen & Allan H. Würtz, 2006. "On determining the importance of a regressor with small and undersized samples," Economics Working Papers 2006-08, Department of Economics and Business Economics, Aarhus University.
  5. Peter Sandholt Jensen & Allan H. Würtz, 2005. "The Ill-Posed Problem in Growth Empirics," CAM Working Papers 2005-11, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  6. Tue Gørgens & Martin Paldam & Allan H. Würtz, 2005. "Growth, Income and Regulation: a Non-Linear Approach," CAM Working Papers 2005-12, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  7. Kræn Blume Jensen & Mette Ejrnæs & Helena Skyt Nielsen & Allan Würtz, 2003. "Self-Employment among Immigrants: A Last Resort?," CAM Working Papers 2003-08, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  8. N.E. Savin & Allan H. Würtz, 2002. "Testing the Semiparametric Box-Cox Model with Bootstrap," CAM Working Papers 2002-08, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  9. Savin, N.E. & Wurtz, Allan H., 2001. "Semiparametric Estimation of the Box-Cox Model Preliminary and Incomplete," Working Papers 2001-01, University of Iowa, Department of Economics.
  10. Parks, R.W. & Savin, N.E. & Wurtz, A.H., 1997. "The Power of Hessian and Outer Product Based Wald and LM Tests," Working Papers 97-02, University of Iowa, Department of Economics.
  11. N.E. Savin & Allan Wurtz, 1996. "The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models," Econometrics 9606002, EconWPA.
  12. N.E. Savin & Allan Wurtz, 1996. "Power of Tests in Binary Response Models," Econometrics 9606001, EconWPA, revised 05 Jul 1996.
  13. Goergens, Tue & Paldam, Martin & Würtz, Allan, "undated". "How does Public Regulation affect Growth?," Economics Working Papers 2003-14, Department of Economics and Business Economics, Aarhus University.

Articles

  1. Tue Gørgens & Allan Würtz, 2012. "Testing a parametric function against a non‐parametric alternative in IV and GMM settings," Econometrics Journal, Royal Economic Society, vol. 15(3), pages 462-489, October.
  2. Peter S. Jensen & Allan H. Würtz, 2012. "Estimating the effect of a variable in a high‐dimensional linear model," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 325-357, June.
  3. Kræn Blume & Mette Ejrnæs & Helena Nielsen & Allan Würtz, 2009. "Labor market transitions of immigrants with emphasis on marginalization and self-employment," Journal of Population Economics, Springer;European Society for Population Economics, vol. 22(4), pages 881-908, October.
  4. Henrik Christoffersen & Martin Paldam & Allan Würtz, 2007. "Public versus private production and economies of scale," Public Choice, Springer, vol. 130(3), pages 311-328, March.
  5. Oller, Lars-Erik, 2003. "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, ," International Journal of Forecasting, Elsevier, vol. 19(4), pages 756-758.
  6. N. E. Savin & A. H. Wurtz, 1999. "Power of Tests in Binary Response Models," Econometrica, Econometric Society, vol. 67(2), pages 413-422, March.

Books

  1. Barnett,William A. & Hendry,David F. & Hylleberg,Svend & Teräsvirta,Timo & Tjøstheim,Dag & Würtz, (ed.), 2006. "Nonlinear Econometric Modeling in Time Series," Cambridge Books, Cambridge University Press, number 9780521028684.
  2. Barnett,William A. & Hendry,David F. & Hylleberg,Svend & Teräsvirta,Timo & Tjøstheim,Dag & Würtz, (ed.), 2000. "Nonlinear Econometric Modeling in Time Series," Cambridge Books, Cambridge University Press, number 9780521594240.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Tue Gørgens & Christopher L. Skeels & Allan H. Würtz, 2009. "Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models," CREATES Research Papers 2009-51, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Ibrahim Ahamada & Dramane Coulibaly, 2011. "How does financial development influence the impact of remittances on growth volatility?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629898, HAL.

  2. Peter Sandholt Jensen & Allan H. Würtz, 2006. "On determining the importance of a regressor with small and undersized samples," Economics Working Papers 2006-08, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Capolupo, Rosa, 2009. "The New Growth Theories and Their Empirics after Twenty Years," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 3, pages 1-72.
    2. Stanislav Anatolyev, 2009. "Inference in Regression Models with Many Regressors," Working Papers w0125, Center for Economic and Financial Research (CEFIR).
    3. Peter Jensen, 2010. "Testing the null of a low dimensional growth model," Empirical Economics, Springer, vol. 38(1), pages 193-215, February.

  3. Tue Gørgens & Martin Paldam & Allan H. Würtz, 2005. "Growth, Income and Regulation: a Non-Linear Approach," CAM Working Papers 2005-12, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.

    Cited by:

    1. Luis Costa & Miguel St. Aubyn, 2012. "The Macroeconomic Effects of Legal- Simplification Programmes," Working Papers Department of Economics 2012/12, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.

  4. Kræn Blume Jensen & Mette Ejrnæs & Helena Skyt Nielsen & Allan Würtz, 2003. "Self-Employment among Immigrants: A Last Resort?," CAM Working Papers 2003-08, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.

    Cited by:

    1. Andersson Joona, Pernilla & Wadensjö, Eskil, 2004. "Other Forms of Employment: Temporary Employment Agencies and Self-Employment," IZA Discussion Papers 1166, Institute for the Study of Labor (IZA).
    2. Andersson Joona, Pernilla & Wadensjö, Eskil, 2004. "Self-Employed Immigrants in Denmark and Sweden: A Way to Economic Self-Reliance?," IZA Discussion Papers 1130, Institute for the Study of Labor (IZA).
    3. Amelie Constant & Klaus F. Zimmermann, 2004. "Self-Employment Dynamics across the Business Cycle: Migrants versus Natives," Discussion Papers of DIW Berlin 455, DIW Berlin, German Institute for Economic Research.
    4. Blume, Kræn & Verner, Mette, 2006. "Welfare Dependency among Danish Immigrants," Working Papers 06-6, University of Aarhus, Aarhus School of Business, Department of Economics.
    5. Millán, José María & Congregado, Emilio & Román, Concepción, 2014. "Persistence in entrepreneurship and its implications for the European entrepreneurial promotion policy," Journal of Policy Modeling, Elsevier, vol. 36(1), pages 83-106.
    6. José Millán & Emilio Congregado & Concepción Román, 2012. "Determinants of self-employment survival in Europe," Small Business Economics, Springer, vol. 38(2), pages 231-258, February.
    7. Biffl, Gudrun, 2006. "Towards a common migration policy : potential impact on the EU economy," Zeitschrift für ArbeitsmarktForschung - Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 39(1), pages 7-23.

  5. N.E. Savin & Allan H. Würtz, 2002. "Testing the Semiparametric Box-Cox Model with Bootstrap," CAM Working Papers 2002-08, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.

    Cited by:

    1. Komunjer, Ivana, 2008. "Global Identification of the Semiparametric Box-Cox Model," University of California at San Diego, Economics Working Paper Series qt97s197d4, Department of Economics, UC San Diego.

  6. N.E. Savin & Allan Wurtz, 1996. "The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models," Econometrics 9606002, EconWPA.

    Cited by:

    1. Dufour, J.M. & Torres, O., 2000. "Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes," Cahiers de recherche 2000-12, Centre interuniversitaire de recherche en économie quantitative, CIREQ.

  7. N.E. Savin & Allan Wurtz, 1996. "Power of Tests in Binary Response Models," Econometrics 9606001, EconWPA, revised 05 Jul 1996.

    Cited by:

    1. Bolduc, Denis & Khalaf, Lynda & Yélou, Clément, 2010. "Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models," Journal of Econometrics, Elsevier, vol. 157(2), pages 317-327, August.
    2. Frischknecht, Bart D. & Eckert, Christine & Geweke, John & Louviere, Jordan J., 2014. "A simple method for estimating preference parameters for individuals," International Journal of Research in Marketing, Elsevier, vol. 31(1), pages 35-48.
    3. Jouneau-Sion, Frederic & Torres, Olivier, 2006. "MMC techniques for limited dependent variables models: Implementation by the branch-and-bound algorithm," Journal of Econometrics, Elsevier, vol. 133(2), pages 479-512, August.

  8. Goergens, Tue & Paldam, Martin & Würtz, Allan, "undated". "How does Public Regulation affect Growth?," Economics Working Papers 2003-14, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Mario Andrés Pinzón, 2016. "Prácticas para mejorar la regulación en Colombia," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 18(35), pages 207-228, July-Dece.
    2. Henrik Christoffersen & Martin Paldam, 2004. "Privatization in Denmark, 1980-2002," CESifo Working Paper Series 1127, CESifo Group Munich.
    3. Elena Podrecca, 2013. "Riforme del mercato dei prodotti e crescita della produttività. Teoria ed evidenza empirica," ECONOMIA E SOCIETÀ REGIONALE, FrancoAngeli Editore, vol. 2013(2), pages 10-41.
    4. Jensen, Peter Sandholt & Paldam, Martin, "undated". "Can the new aid-growth models be replicated," Economics Working Papers 2003-17, Department of Economics and Business Economics, Aarhus University.
    5. Anabel Zárate-Marco & Jaime Vallés-Giménez, 2012. "The cost of regulation in a decentralized context: the case of the Spanish regions," European Journal of Law and Economics, Springer, vol. 33(1), pages 185-203, February.
    6. Monika Marcinkowska, 2013. "Regulation and self-regulation in banking: in search of optimum," Bank i Kredyt, Narodowy Bank Polski, vol. 44(2), pages 119-158.

Articles

  1. Peter S. Jensen & Allan H. Würtz, 2012. "Estimating the effect of a variable in a high‐dimensional linear model," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 325-357, June.

    Cited by:

    1. Rockey, James & Temple, Jonathan, 2015. "Growth Econometrics for Agnostics and True Believers," CEPR Discussion Papers 10590, C.E.P.R. Discussion Papers.

  2. Kræn Blume & Mette Ejrnæs & Helena Nielsen & Allan Würtz, 2009. "Labor market transitions of immigrants with emphasis on marginalization and self-employment," Journal of Population Economics, Springer;European Society for Population Economics, vol. 22(4), pages 881-908, October.

    Cited by:

    1. Simoes, Nadia & Moreira, Sandrina B. & Crespo, Nuno, 2013. "Individual Determinants of Self-Employment Entry – What Do We Really Know?," MPRA Paper 48403, University Library of Munich, Germany.
    2. Eliasson, Tove, 2014. "Immigrant entrepreneurship and the origin of bankers," Working Paper Series 2014:19, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    3. Agne Lauzadyte, 2007. "A Statistical Programme Assignment Model," Economics Working Papers 2007-18, Department of Economics and Business Economics, Aarhus University.
    4. Román, Concepción & Congregado, Emilio & Millán, José María, 2013. "Start-up incentives: Entrepreneurship policy or active labour market programme?," Journal of Business Venturing, Elsevier, vol. 28(1), pages 151-175.

  3. Henrik Christoffersen & Martin Paldam & Allan Würtz, 2007. "Public versus private production and economies of scale," Public Choice, Springer, vol. 130(3), pages 311-328, March.

    Cited by:

    1. Strömbäck, Elon, 2015. "Policy by Public Procurement: Opportunities and Pitfalls," Umeå Economic Studies 915, Umeå University, Department of Economics.
    2. Henrik Christoffersen & Martin Paldam, 2004. "Privatization in Denmark, 1980-2002," CESifo Working Paper Series 1127, CESifo Group Munich.
    3. Andersson, Fredrik & Jordahl, Henrik, 2011. "Outsourcing Public Services: Ownership, Competition, Quality and Contracting," Working Papers 2011:20, Lund University, Department of Economics.

  4. N. E. Savin & A. H. Wurtz, 1999. "Power of Tests in Binary Response Models," Econometrica, Econometric Society, vol. 67(2), pages 413-422, March.
    See citations under working paper version above.

Books

  1. Barnett,William A. & Hendry,David F. & Hylleberg,Svend & Teräsvirta,Timo & Tjøstheim,Dag & Würtz, (ed.), 2000. "Nonlinear Econometric Modeling in Time Series," Cambridge Books, Cambridge University Press, number 9780521594240.

    Cited by:

    1. Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
    2. Michael P. Clements & David F. Hendry, 2005. "Guest Editors' Introduction: Information in Economic Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 713-753, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (5) 2001-02-08 2006-07-21 2009-11-07 2009-12-05 2010-12-04. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2009-11-07
  3. NEP-REG: Regulation (1) 2005-09-11

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