Tiemen M. Woutersen
Selected Publications
Increasing the power of specification tests
This paper shows how to increase the power of Hausmans (1978) specification test as well as […]
Calculating confidence intervals for continuous and discontinuous functions of parameters
Applied researchers often need to estimate confidence intervals for functions of parameters, such as the effects […]
Instrumental variable estimation with heteroskedasticity and many instruments
This paper gives a relatively simple, well behaved solution to the problem of many instruments in […]
Previous version
Instrumental variable estimation with heteroskedasticity and many instruments
It is common practice in econometrics to correct for heteroskedasticity.This paper corrects instrumental variables estimators with […]
Latest version
Estimating a semi-parametric duration model without specifyingheterogeneity
This paper presents a new estimator for the mixed proportionalhazard model that allows for a nonparametric […]
Latest version
Estimating a semi-parametric duration model without specifying heterogeneity
Estimation of heteroskedasticity and autocorrelation consistent covariance matrices (HACs) is a well established problem in time […]