Tiemen Woutersen

Courses

• ECON 515 Econometrics and Machine Learning
• ECON 522A Econometrics
• ECON 522B Econometrics
• ECON 696E Topics in Econometrics

Current Research

Tiemen Woutersen's research focuses on the estimation and testing of economic models. He is particularly interested in relaxing restrictions that are not implied by economic theory. For example, allowing the variation of the error term to vary across observations (“heteroscedasticity”) in models with endogeneity and many instruments. Other topics that he is working on include duration models, panel data models and identification of IO models.

Representative Publications

•  “Jackknife Estimation of a Cluster-Sample IV Regression Model with Many Weak Instruments,” (with John C. Chao and Norman R. Swanson), 2023, Journal of Econometrics, 235:1747-1769.
• "Increasing the Power of Specification Tests," (with Jerry Hausman), 2019, Journal of Econometrics, 211:166-175.
• "Estimating a Semi-Parametric Duration Model without Specifying Heterogeneity," (with Jerry Hausman), 2014, Journal of Econometrics.
• “Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity," (J.C. Chao, J.A. Hausman, W.K. Newey, N.R. Swanson, and T. Woutersen), 2014, Journal of Econometrics.
• "IV Estimation with Heteroscedasticity and Many Instruments,"(J.A. Hausman, W.K. Newey, T. Woutersen, J.C. Chao, and N.R. Swanson), 2012, Quantitative Economics, 3, 211-255.
• "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," (J. C. Chao, N.R. Swanson, J.A. Hausman, W.K. Newey, and T. Woutersen), 2012, Econometric Theory. 
• "Dynamic Time Series Binary Choice,"(with R. de Jong), 2011, Econometric Theory.
• "The Singularity of the Information Matrix of the Mixed Proportional Hazard Model," (with G. Ridder), 2003, Econometrica.

Other Selected Publications

• “Identification in Nonseparable Models with Measurement Error and Endogeneity,”  (with Y. Hu and J. Shiu), 2016, Economics Letters.
• "Identification and Estimation of Single Index Models with Measurement Error and Endogeneity," (Y. Hu, J. Shiu and T. Woutersen), 2015, The Econometrics Journal.
• “Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity,” (with J. A. Hausman), 2014, Econometric Reviews.
• "A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model," (with Govert Bijwaard and Geert Ridder), 2013, Journal of Econometric Methods.
• “An Expository Note on the Existence of Moments of Fuller and HFUL Estimators,” (J. C. Chao, J. A. Hausman, W. K. Newey, N. R. Swanson, and T. Woutersen), 2012, in Advances in Econometrics: Essays in Honor of Jerry Hausman, edited by Carter Hill, Emerald Group Publishing, UK.
• “Combining Two Consistent Estimators,” (with J. C. Chao, J. A. Hausman, W. K. Newey, N. R. Swanson and T. Woutersen), 2012, Advances in Econometrics: Essays in Honor of Jerry Hausman, edited by Carter Hill, Emerald Group Publishing, UK.
• “Consistent Estimation and Orthogonality,” 2011, in Advances in Econometrics: Missing Data Methods: Cross-Sectional Methods and Applications 27, Part A. Edited by T. B. Fomby and R. Hill, Emerald Group Publishing, UK.
• “Proportional Hazard Models,” (with J. A. Hausman), 2008, in The New Palgrave Dictionary of  Economics, Second Edition, edited by S. N. Durlauf and L. E. Blume, Palgrave  Macmillan.
• “Predetermined Variables,” 2007, in International Encyclopedia of the Social Sciences, Second Edition, edited by W. A. Darity Jr., Macmillan Reference USA.
• “Fixed and Random Effects in Nonlinear Panel Data Model: A Discussion of a Paper by Manuel Arellano and Jinyong Hahn,” 2007, in Advances in Economics and Econometrics, Theory and Applications: Ninth World Congress of the Econometric Society, vol. 3, edited by R. Blundell, W. K. Newey, and T. Persson. Cambridge, UK: Cambridge University Press.
• "The effect of food intake on longevity," (with A. J. Robson), 2007, Economics Bulletin 26, 1-11.
• “Bayesian Analysis of Misspecific Models with Fixed Effects" 2004, Advances in Econometrics: Maximum Likelihood Estimation of Misspecific Models: Twenty Years Late, (Edited by T. B. Fomby and R. Hill, Emerald Group Publishing, UK).
• "Avoidable mortality: The mediating role of communication in health IT,” (Joseph R.Buckman, Tiemen Woutersen, and Matthew J.Hashim), 2022, Decision Support Systems, 157.

Working Papers

• “Fool Me Twice? Data Breach Reductions through Stricter Sanctions,” (J. Buckman, M.Hashim, T. Woutersen, J. Bockstedt).
• "Teaching Nonparametric Identification," (with Kate Hauck), 2023.
   
• Explaining Ridge Regression and LASSO (with Kate Hauck), 2024.