Tiemen Woutersen
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University of Arizona
/ Eller College of Management
Research profile
author of:
- Calculating confidence intervals for continuous and discontinuous functions of parameters (RePEc:azt:cemmap:23/13)
by Tiemen M. Woutersen & John Ham - A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model (RePEc:bpj:jecome:v:2:y:2013:i:1:p:1-23:n:3)
by Bijwaard Govert E. & Ridder Geert & Woutersen Tiemen - Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments (RePEc:cup:etheor:v:28:y:2012:i:01:p:42-86_00)
by Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen - Efficiency and converse reduction-consistency in collective choice (RePEc:ebl:ecbull:eb-07d70008)
by Arthur Robson & Tiemen Woutersen - The Singularity of the Information Matrix of the Mixed Proportional Hazard Model (RePEc:ecm:emetrp:v:71:y:2003:i:5:p:1579-1589)
by Geert Ridder & Tiemen M. Woutersen - Dynamic time series binary choice (RePEc:ecm:nasm04:365)
by Tiemen Woutersen & Robert M. de Jong - Instrumental variable estimation with heteroskedasticity and many instruments (RePEc:ecm:quante:v:3:y:2012:i:2:p:211-255)
by Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson - Estimators for Panel Duration Data with Endogenous Censoring and Endogenous Regressors (RePEc:ecm:wc2000:1581)
by Tiemen Woutersen - Identification in nonseparable models with measurement errors and endogeneity (RePEc:eee:ecolet:v:144:y:2016:i:c:p:33-36)
by Hu, Yingyao & Shiu, Ji-Liang & Woutersen, Tiemen - Estimating a semi-parametric duration model without specifying heterogeneity (RePEc:eee:econom:v:178:y:2014:i:p1:p:114-131)
by Hausman, Jerry A. & Woutersen, Tiemen - Testing overidentifying restrictions with many instruments and heteroskedasticity (RePEc:eee:econom:v:178:y:2014:i:p1:p:15-21)
by Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen - Increasing the power of specification tests (RePEc:eee:econom:v:211:y:2019:i:1:p:166-175)
by Woutersen, Tiemen & Hausman, Jerry A. - Jackknife estimation of a cluster-sample IV regression model with many weak instruments (RePEc:eee:econom:v:235:y:2023:i:2:p:1747-1769)
by Chao, John C. & Swanson, Norman R. & Woutersen, Tiemen - Bayesian Analysis Of Misspecified Models With Fixed Effects (RePEc:eme:aecozz:s0731-9053(03)17011-9)
by Tiemen Woutersen - Consistent Estimation and Orthogonality (RePEc:eme:aecozz:s0731-9053(2011)000027a009)
by Tiemen Woutersen - Combining Two Consistent Estimators (RePEc:eme:aecozz:s0731-9053(2012)0000029007)
by John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen - An Expository Note on the Existence of Moments of Fuller and HFUL Estimators (RePEc:eme:aecozz:s0731-9053(2012)0000029009)
by John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen - Estimating a semi-parametric duration model without specifying heterogeneity (RePEc:ifs:cemmap:11/05)
by Jerry Hausman & Tiemen M. Woutersen - Instrumental variable estimation with heteroskedasticity and many instruments (RePEc:ifs:cemmap:22/07)
by Jerry Hausman & Whitney K. Newey & Tiemen M. Woutersen & John Chao & Norman Swanson - Calculating confidence intervals for continuous and discontinuous functions of parameters (RePEc:ifs:cemmap:23/13)
by Tiemen M. Woutersen & John Ham - Increasing the power of specification tests (RePEc:ifs:cemmap:46/18)
by Tiemen M. Woutersen & Jerry Hausman - Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters (RePEc:iza:izadps:dp5816)
by Ham, John C. & Woutersen, Tiemen - Estimating a Semi-Parametric Duration Model without Specifying Heterogeneity (RePEc:jhu:papers:525)
by Tiemen Woutersen & Jerry Hausman - A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model (RePEc:nor:wpaper:2012035)
by Govert Bijwaard & Geert Ridder & Tiemen Woutersen - Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments (RePEc:rut:rutres:201110)
by Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen - Instrumental Variable Estimation with Heteroskedasticity and Many Instruments (RePEc:rut:rutres:201111)
by Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen - Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity (RePEc:rut:rutres:201118)
by Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen - Combining Two Consistent Estimators (RePEc:rut:rutres:201310)
by John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen - An Expository Note on the Existence of Moments of Fuller and HFUL Estimators (RePEc:rut:rutres:201311)
by John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen - Robustness against priors and mixing distributions (RePEc:sce:scecf1:168)
by Tiemen Woutersen - Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity (RePEc:taf:emetrv:v:33:y:2014:i:5-6:p:472-496)
by Jerry Hausman & Tiemen Woutersen - Robustness Against Incidental Parameters and Mixing Distributions (RePEc:uwo:uwowop:200110)
by Tiemen Woutersen - The Singularity of the Efficiency Bound of the Mixed Proportional Hazard Model (RePEc:uwo:uwowop:20019)
by Geert Ridder & Tiemen Woutersen - Adaptive Estimation of the Dynamic Linear Model with Fixed Effects (RePEc:uwo:uwowop:200210)
by Tiemen Woutersen & Marcel Voia - Minimal Asymptotic Distributions for Estimators of Panel Data Models (RePEc:uwo:uwowop:200212)
by Tiemen Woutersen - The Singularity of the Information Matrix of the Mixed Proportional Hazard Model (RePEc:uwo:uwowop:20026)
by Geert Ridder & Tiemen Woutersen - Robustness against Incidental Parameters (RePEc:uwo:uwowop:20028)
by Tiemen Woutersen - Identification and estimation of single‐index models with measurement error and endogeneity (RePEc:wly:emjrnl:v:18:y:2015:i:3:p:347-362)
by Yingyao Hu & Ji‐Liang Shiu & Tiemen Woutersen