MIS Speaker's Series: Tiemen Woutersen
Tiemen Woutersen, Eller Professor of Economics at the University of Arizona
Title: A Simple Way to Calculate Confidence Intervals for Partially Identified Parameters
Abstract: This note proposes a new way to calculate confidence intervals of partially identified parameters. It extends earlier work by letting the point identified case be a special case, by using the regular bootstrap to construct the confidence interval, and by allowing for an unknown correlation between the estimators of the upper and the lower bounds.
Bio: Tiemen Woutersen received his PhD from Brown University in 2000. He is an economist who improves estimation methods for empirical work. He was a visiting professor at MIT in 2003-2004 and in the fall of 2017. A recent publication is
“Increasing the Power of Specification Tests,” (T. Woutersen and J. A. Hausman), 2019, Journal of Econometrics, 211: 166-175.
1 p.m. to 2 p.m. Friday