Details about Tiemen Woutersen

Access statistics for papers by Tiemen Woutersen.

Last updated 2023-06-10. Update your information in the RePEc Author Service.

Short-id: pwo327

Working Papers

2018

1. Increasing the power of specification tests
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
   See also Journal Article Increasing the power of specification tests, Journal of Econometrics, Elsevier (2019) View citations (2) (2019)

2013

2. An Expository Note on the Existence of Moments of Fuller and HFUL Estimators
   Departmental Working Papers, Rutgers University, Department of Economics
   See also Chapter An Expository Note on the Existence of Moments of Fuller and HFUL Estimators, Advances in Econometrics, Emerald Group Publishing Limited (2012) (2012)
3. Calculating confidence intervals for continuous and discontinuous functions of parameters
   CeMMAP working papers, Institute for Fiscal Studies
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (3)
4. Combining Two Consistent Estimators
   Departmental Working Papers, Rutgers University, Department of Economics
   See also Chapter Combining Two Consistent Estimators, Advances in Econometrics, Emerald Group Publishing Limited (2012) (2012)

2012

5. 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)
   See also Journal Article A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model, Journal of Econometric Methods, De Gruyter (2013) View citations (4) (2013)

2011

6. Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments
   Departmental Working Papers, Rutgers University, Department of Economics View citations (4)
   See also Journal Article ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS, Econometric Theory, Cambridge University Press (2012) View citations (76) (2012)
7. Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters
   IZA Discussion Papers, Institute of Labor Economics (IZA)
8. Instrumental Variable Estimation with Heteroskedasticity and Many Instruments
   Departmental Working Papers, Rutgers University, Department of Economics View citations (3)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (47)
   See also Journal Article Instrumental variable estimation with heteroskedasticity and many instruments, Quantitative Economics, Econometric Society (2012) View citations (89) (2012)
9. Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity
   Departmental Working Papers, Rutgers University, Department of Economics
   See also Journal Article Testing overidentifying restrictions with many instruments and heteroskedasticity, Journal of Econometrics, Elsevier (2014) View citations (36) (2014)

2005

10. 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)
    See also Journal Article Estimating a semi-parametric duration model without specifying heterogeneity, Journal of Econometrics, Elsevier (2014) View citations (9) (2014)

2004

11. Dynamic time series binary choice
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (4)

2002

12. 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)
13. Minimal Asymptotic Distributions for Estimators of Panel Data Models
    University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics
14. Robustness against Incidental Parameters
    University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics View citations (61)
15. 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 The Singularity of the Information Matrix of the Mixed Proportional Hazard Model, Econometrica, Econometric Society (2003) View citations (23) (2003)

2001

16. 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)
17. Robustness against priors and mixing distributions
    Computing in Economics and Finance 2001, Society for Computational Economics
18. 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

19. Estimators for Panel Duration Data with Endogenous Censoring and Endogenous Regressors
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (11)

Journal Articles

2023

1. Jackknife estimation of a cluster-sample IV regression model with many weak instruments
   Journal of Econometrics, 2023, 235, (2), 1747-1769 View citations (5)

2019

2. Increasing the power of specification tests
   Journal of Econometrics, 2019, 211, (1), 166-175 View citations (2)
   See also Working Paper Increasing the power of specification tests, CeMMAP working papers (2018) View citations (1) (2018)

2016

3. Identification in nonseparable models with measurement errors and endogeneity
   Economics Letters, 2016, 144, (C), 33-36 View citations (2)

2015

4. Identification and estimation of single‐index models with measurement error and endogeneity
   Econometrics Journal, 2015, 18, (3), 347-362 View citations (10)

2014

5. Estimating a semi-parametric duration model without specifying heterogeneity
   Journal of Econometrics, 2014, 178, (P1), 114-131 View citations (9)
   See also Working Paper Estimating a Semi-Parametric Duration Model without Specifying Heterogeneity, Economics Working Paper Archive (2005) View citations (2) (2005)
6. Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity
   Econometric Reviews, 2014, 33, (5-6), 472-496 View citations (3)
7. Testing overidentifying restrictions with many instruments and heteroskedasticity
   Journal of Econometrics, 2014, 178, (P1), 15-21 View citations (36)
   See also Working Paper Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity, Departmental Working Papers (2011) (2011)

2013

8. A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model
   Journal of Econometric Methods, 2013, 2, (1), 1-23 View citations (4)
   See also Working Paper A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model, Norface Discussion Paper Series (2012) View citations (2) (2012)

2012

9. ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
   Econometric Theory, 2012, 28, (1), 42-86 View citations (76)
   See also Working Paper Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments, Departmental Working Papers (2011) View citations (4) (2011)
10. Instrumental variable estimation with heteroskedasticity and many instruments
    Quantitative Economics, 2012, 3, (2), 211-255 View citations (89)
    See also Working Paper Instrumental Variable Estimation with Heteroskedasticity and Many Instruments, Departmental Working Papers (2011) View citations (3) (2011)

2007

11. Efficiency and converse reduction-consistency in collective choice
    Economics Bulletin, 2007, 4, (28), 1-7

2003

12. 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 The Singularity of the Information Matrix of the Mixed Proportional Hazard Model, University of Western Ontario, Departmental Research Report Series (2002) (2002)

Chapters

2012

1. An Expository Note on the Existence of Moments of Fuller and HFUL Estimators
   A chapter in Essays in Honor of Jerry Hausman, 2012, pp 87-106
   See also Working Paper An Expository Note on the Existence of Moments of Fuller and HFUL Estimators, Rutgers University, Department of Economics (2013) (2013)
2. Combining Two Consistent Estimators
   A chapter in Essays in Honor of Jerry Hausman, 2012, pp 33-53
   See also Working Paper Combining Two Consistent Estimators, Rutgers University, Department of Economics (2013) (2013)

2011

3. Consistent Estimation and Orthogonality
   A chapter in Missing Data Methods: Cross-sectional Methods and Applications, 2011, pp 155-178 View citations (1)

2003

4. BAYESIAN ANALYSIS OF MISSPECIFIED MODELS WITH FIXED EFFECTS
   A chapter in Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, 2003, pp 235-249