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Tiemen Woutersen

Personal Details

First Name:Tiemen
Middle Name:
Last Name:Woutersen
Suffix:
RePEc Short-ID:pwo327
[This author has chosen not to make the email address public]
https://eller.arizona.edu/people/tiemen-woutersen

Affiliation

Eller College of Management
University of Arizona

Tucson, Arizona (United States)
http://eller.arizona.edu/
RePEc:edi:cmuazus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Tiemen M. Woutersen & Jerry Hausman, 2018. "Increasing the power of specification tests," CeMMAP working papers CWP46/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  2. Tiemen M. Woutersen & John Ham, 2013. "Calculating confidence intervals for continuous and discontinuous functions of parameters," CeMMAP working papers 23/13, Institute for Fiscal Studies.
  3. John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013. "An Expository Note on the Existence of Moments of Fuller and HFUL Estimators," Departmental Working Papers 201311, Rutgers University, Department of Economics.
  4. John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013. "Combining Two Consistent Estimators," Departmental Working Papers 201310, Rutgers University, Department of Economics.
  5. Govert Bijwaard & Geert Ridder & Tiemen Woutersen, 2012. "A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model," Norface Discussion Paper Series 2012035, Norface Research Programme on Migration, Department of Economics, University College London.
  6. Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Departmental Working Papers 201110, Rutgers University, Department of Economics.
  7. Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity," Departmental Working Papers 201118, Rutgers University, Department of Economics.
  8. Ham, John C. & Woutersen, Tiemen, 2011. "Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters," IZA Discussion Papers 5816, Institute of Labor Economics (IZA).
  9. Jerry Hausman & Whitney K. Newey & Tiemen M. Woutersen & John Chao & Norman Swanson, 2007. "Instrumental variable estimation with heteroskedasticity and many instruments," CeMMAP working papers CWP22/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  10. Jerry Hausman & Tiemen M. Woutersen, 2005. "Estimating a semi-parametric duration model without specifying heterogeneity," CeMMAP working papers CWP11/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  11. Tiemen Woutersen & Robert M. de Jong, 2004. "Dynamic time series binary choice," Econometric Society 2004 North American Summer Meetings 365, Econometric Society.
  12. Tiemen Woutersen & Marcel Voia, 2002. "Adaptive Estimation of the Dynamic Linear Model with Fixed Effects," University of Western Ontario, Departmental Research Report Series 200210, University of Western Ontario, Department of Economics.
  13. Geert Ridder & Tiemen Woutersen, 2002. "The Singularity of the Information Matrix of the Mixed Proportional Hazard Model," University of Western Ontario, Departmental Research Report Series 20026, University of Western Ontario, Department of Economics.
  14. Tiemen Woutersen, 2002. "Minimal Asymptotic Distributions for Estimators of Panel Data Models," University of Western Ontario, Departmental Research Report Series 200212, University of Western Ontario, Department of Economics.
  15. Tiemen Woutersen, 2002. "Robustness against Incidental Parameters," University of Western Ontario, Departmental Research Report Series 20028, University of Western Ontario, Department of Economics.
  16. Tiemen Woutersen, 2001. "Robustness against priors and mixing distributions," Computing in Economics and Finance 2001 168, Society for Computational Economics.
  17. Geert Ridder & Tiemen Woutersen, 2001. "The Singularity of the Efficiency Bound of the Mixed Proportional Hazard Model," University of Western Ontario, Departmental Research Report Series 20019, University of Western Ontario, Department of Economics.
  18. Tiemen Woutersen, 2001. "Robustness Against Incidental Parameters and Mixing Distributions," University of Western Ontario, Departmental Research Report Series 200110, University of Western Ontario, Department of Economics.
  19. Tiemen Woutersen, 2000. "Estimators for Panel Duration Data with Endogenous Censoring and Endogenous Regressors," Econometric Society World Congress 2000 Contributed Papers 1581, Econometric Society.

Articles

  1. Chao, John C. & Swanson, Norman R. & Woutersen, Tiemen, 2023. "Jackknife estimation of a cluster-sample IV regression model with many weak instruments," Journal of Econometrics, Elsevier, vol. 235(2), pages 1747-1769.
  2. Woutersen, Tiemen & Hausman, Jerry A., 2019. "Increasing the power of specification tests," Journal of Econometrics, Elsevier, vol. 211(1), pages 166-175.
  3. Hu, Yingyao & Shiu, Ji-Liang & Woutersen, Tiemen, 2016. "Identification in nonseparable models with measurement errors and endogeneity," Economics Letters, Elsevier, vol. 144(C), pages 33-36.
  4. Yingyao Hu & Ji‐Liang Shiu & Tiemen Woutersen, 2015. "Identification and estimation of single‐index models with measurement error and endogeneity," Econometrics Journal, Royal Economic Society, vol. 18(3), pages 347-362, October.
  5. Hausman, Jerry A. & Woutersen, Tiemen, 2014. "Estimating a semi-parametric duration model without specifying heterogeneity," Journal of Econometrics, Elsevier, vol. 178(P1), pages 114-131.
  6. Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen, 2014. "Testing overidentifying restrictions with many instruments and heteroskedasticity," Journal of Econometrics, Elsevier, vol. 178(P1), pages 15-21.
  7. Jerry Hausman & Tiemen Woutersen, 2014. "Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 472-496, August.
  8. Bijwaard Govert E. & Ridder Geert & Woutersen Tiemen, 2013. "A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model," Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 1-23, July.
  9. Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012. "Instrumental variable estimation with heteroskedasticity and many instruments," Quantitative Economics, Econometric Society, vol. 3(2), pages 211-255, July.
  10. Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012. "Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments," Econometric Theory, Cambridge University Press, vol. 28(1), pages 42-86, February.
  11. Arthur Robson & Tiemen Woutersen, 2007. "Efficiency and converse reduction-consistency in collective choice," Economics Bulletin, AccessEcon, vol. 4(28), pages 1-7.
  12. Geert Ridder & Tiemen M. Woutersen, 2003. "The Singularity of the Information Matrix of the Mixed Proportional Hazard Model," Econometrica, Econometric Society, vol. 71(5), pages 1579-1589, September.

Chapters

  1. John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen, 2012. "Combining Two Consistent Estimators," Advances in Econometrics, in: Essays in Honor of Jerry Hausman, pages 33-53, Emerald Group Publishing Limited.
  2. John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen, 2012. "An Expository Note on the Existence of Moments of Fuller and HFUL Estimators," Advances in Econometrics, in: Essays in Honor of Jerry Hausman, pages 87-106, Emerald Group Publishing Limited.
  3. Tiemen Woutersen, 2011. "Consistent Estimation and Orthogonality," Advances in Econometrics, in: Missing Data Methods: Cross-sectional Methods and Applications, pages 155-178, Emerald Group Publishing Limited.
  4. Tiemen Woutersen, 2003. "Bayesian Analysis Of Misspecified Models With Fixed Effects," Advances in Econometrics, in: Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, pages 235-249, Emerald Group Publishing Limited.

More information

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Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 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 (17) 2002-04-22 2002-04-22 2002-12-10 2002-12-10 2002-12-10 2004-10-30 2005-09-17 2005-12-20 2007-11-24 2011-07-13 2011-12-13 2011-12-13 2011-12-13 2012-12-10 2013-07-20 2013-07-20 2019-02-18. Author is listed
  2. NEP-DCM: Discrete Choice Models (1) 2004-10-30
  3. NEP-ETS: Econometric Time Series (1) 2004-10-30

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