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
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Working Papers
2018
- 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
- 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)
- Calculating confidence intervals for continuous and discontinuous functions of parameters
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
Also in CeMMAP working papers, Institute for Fiscal Studies (2013)
- 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
- 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
- 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)
- Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters
IZA Discussion Papers, Institute of Labor Economics (IZA)
- 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 (87) (2012)
- 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 (35) (2014)
2005
- 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
- Dynamic time series binary choice
Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (4)
2002
- 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)
- Minimal Asymptotic Distributions for Estimators of Panel Data Models
University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics
- Robustness against Incidental Parameters
University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics View citations (61)
- 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
- 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)
- Robustness against priors and mixing distributions
Computing in Economics and Finance 2001, Society for Computational Economics
- 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
- 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
- Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Journal of Econometrics, 2023, 235, (2), 1747-1769 View citations (4)
2019
- 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
- Identification in nonseparable models with measurement errors and endogeneity
Economics Letters, 2016, 144, (C), 33-36 View citations (2)
2015
- Identification and estimation of single‐index models with measurement error and endogeneity
Econometrics Journal, 2015, 18, (3), 347-362 View citations (10)
2014
- 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)
- Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity
Econometric Reviews, 2014, 33, (5-6), 472-496 View citations (3)
- Testing overidentifying restrictions with many instruments and heteroskedasticity
Journal of Econometrics, 2014, 178, (P1), 15-21 View citations (35)
See also Working Paper Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity, Departmental Working Papers (2011) (2011)
2013
- 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
- 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)
- Instrumental variable estimation with heteroskedasticity and many instruments
Quantitative Economics, 2012, 3, (2), 211-255 View citations (87)
See also Working Paper Instrumental Variable Estimation with Heteroskedasticity and Many Instruments, Departmental Working Papers (2011) View citations (3) (2011)
2007
- Efficiency and converse reduction-consistency in collective choice
Economics Bulletin, 2007, 4, (28), 1-7
2003
- 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
- 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)
- 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
- Consistent Estimation and Orthogonality
A chapter in Missing Data Methods: Cross-sectional Methods and Applications, 2011, pp 155-178 View citations (1)
2003
- BAYESIAN ANALYSIS OF MISSPECIFIED MODELS WITH FIXED EFFECTS
A chapter in Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, 2003, pp 235-249
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