Browsing All of EconStor by Author Woutersen, Tiemen


Showing results 1 to 19 of 19
Year of PublicationTitleAuthor(s)
2001 The singularity of the efficiency bound of the mixed proportional hazard modelRidder, Geert; Woutersen, Tiemen
2001 Robustness against incidental parameters and mixing distributionsWoutersen, Tiemen
2002 Adaptive estimation of the dynamic linear model with fixed effectsWoutersen, Tiemen; Voia, Marcel
2002 Minimal asymptotic distributions for estimators of panel data modelsWoutersen, Tiemen
2002 The singularity of the information matrix of the mixed proportional hazard modelRidder, Geert; Woutersen, Tiemen
2002 Robustness against incidental parametersWoutersen, Tiemen
2007 Dynamic time series binary choicede Jong, Robert M.; Woutersen, Tiemen
2010 Instrumental variable estimation with heteroskedasticity and many instrumentsHausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; Chao, John; Swanson, Norman
2010 Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instrumentsChao, John C.; Swanson, Norman R.; Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen
2011 Calculating confidence intervals for continuous and discontinuous functions of estimated parametersHam, John C.; Woutersen, Tiemen
2011 Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instrumentsChao, John C.; Swanson, Norman R.; Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen
2011 Instrumental variable estimation with heteroskedasticity and many instrumentsHausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; Chao, John; Swanson, Norman
2011 Testing overidentifying restrictions with many instruments and heteroskedasticityChao, John C.; Hausman, Jerry A.; Newey, Whitney K.; Swanson, Norman R.; Woutersen, Tiemen
2012 Combining two consistent estimatorsChao, John; Hausman, Jerry; Newey, Whitney; Swanson, Norman; Woutersen, Tiemen
2012 Instrumental variable estimation with heteroskedasticity and many instrumentsHausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; Chao, John C.; Swanson, Norman R.
2013 An expository note on the existence of moments of Fuller and HFUL estimatorsChao, John; Hausman, Jerry; Newey, Whitney; Swanson, Norman; Woutersen, Tiemen
2013 Calculating confidence intervals for continuous and discontinuous functions of parametersWoutersen, Tiemen; Ham, John C.
2018 Increasing the power of specification testsWoutersen, Tiemen; Hausman, Jerry A.
2021 A balanced portfolio can have a higher geometric return than the risky assetArden, Miriam; Woutersen, Tiemen