Tiemen M. Woutersen
Selected Publications
This paper proposes a new discount rate that pension funds can use to discount their future […]
This paper shows how to increase the power of Hausmans (1978) specification test as well as […]
Applied researchers often need to estimate confidence intervals for functions of parameters, such as the effects […]
This paper gives a relatively simple, well behaved solution to the problem of many instruments in […]
Previous version
It is common practice in econometrics to correct for heteroskedasticity.This paper corrects instrumental variables estimators with […]
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This paper presents a new estimator for the mixed proportionalhazard model that allows for a nonparametric […]
Latest version
Estimation of heteroskedasticity and autocorrelation consistent covariance matrices (HACs) is a well established problem in time […]