Joel L. Horowitz Software
You may download GAUSS or MATLAB programs that implement estimators and tests described in the listed papers.
“Direct Semiparametric Estimation of a Single-Index Model with Discrete Covariates”
“A Smoothed Maximum Score Estimator for the Binary Response Model”
“A Generalized Moments Specification Test of the Proportional Hazards Model”
“Bootstrap Methods for Markov Processes”
“Nonparametric Estimation of an Additive Quantile Regression Model (This program is in R.)”
“Semiparametric Estimation of a Panel Data Proportional Hazard Model with Fixed Effects — Uncensored Model”
“Semiparametric Estimation of a Panel Data Proportional Hazard Model with Fixed Effects — Parametric Part of Censored Model”
“Semiparametric Estimation of a Panel Data Proportional Hazard Model with Fixed Effects — Censored Baseline Hazard”
“Testing a Parametric Model against a Nonparametric Alternative with Identification through Instrumental Variables”
“Nonparametric Estimation of an Additive Model”
“A Nonparametric Test of Exogeneity”