Details about Tiemen Woutersen

Access statistics for papers by Tiemen Woutersen.

Last updated 2009-04-14. Update your information in the RePEc Author Service.

Short-id: pwo126

Working Papers

2012

1. A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model
   Norface Discussion Paper Series, Norface Research Programme on Migration, Department of Economics, University College London View citations (2)

2007

2. Dynamic time series binary choice
   Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (30)
   Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations (4)
3. Instrumental variable estimation with heteroskedasticity and many instruments
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (47)

2005

4. Estimating a Semi-Parametric Duration Model without Specifying Heterogeneity
   Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (2)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2005) View citations (3)

2002

5. Adaptive Estimation of the Dynamic Linear Model with Fixed Effects
   University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics View citations (3)
6. Minimal Asymptotic Distributions for Estimators of Panel Data Models
   University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics
7. Robustness against Incidental Parameters
   University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics View citations (48)
8. The Singularity of the Information Matrix of the Mixed Proportional Hazard Model
   University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics
   See also Journal Article in Econometrica (2003)

2001

9. Robustness Against Incidental Parameters and Mixing Distributions
   University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics View citations (4)
10. Robustness against priors and mixing distributions
    Computing in Economics and Finance 2001, Society for Computational Economics
11. The Singularity of the Efficiency Bound of the Mixed Proportional Hazard Model
    University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics View citations (6)

2000

12. Estimators for Panel Duration Data with Endogenous Censoring and Endogenous Regressors
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (10)

Journal Articles

2003

1. The Singularity of the Information Matrix of the Mixed Proportional Hazard Model
   Econometrica, 2003, 71, (5), 1579-1589 View citations (23)
   See also Working Paper (2002)

Software Items

2022

1. HFUL_HLIM: Stata module for heteroskedasticity-robust version of the Fuller estimator and jackknife version of the limited-information maximum likelihood estimator
   Statistical Software Components, Boston College Department of Economics