Tiemen Woutersen

Contact Information

• 520.621.4281 office
• 520.621.8450 fax
• woutersen@email.arizona.edu
• McClelland Hall 401AA

Curriculum Vitae

• View or download CV

SSRN Author Page

• View page and papers

Associate Professor of Economics

• Ph.D. Brown University, 2000

Current Courses

• ECON 522A Econometrics
• ECON 522B, Econometrics
• ECON 696E, Topics in Econometrics

Research Interests

• Econometrics
• Duration Models
• Panel Data Models
• Identification of IO Models
  

Current Research

Professor 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

• "Estimating a Semi-Parametric Duration Model without Specifying Heterogeneity," (with Jerry Hausman), Forthcoming, 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), Forthcoming, Journal of Econometrics.
• "The Singularity of the Information Matrix of the Mixed Proportional Hazard Model," (with G. Ridder), 2003, Econometrica.
• "Dynamic Time Series Binary Choice,"(with R. de Jong), 2011, Econometric Theory.
• "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.

Other Selected Publications

• "A Simple GMM Estimator for the Semiparametric Mixed Proportional
  Hazard Model," (with Govert Bijwaard and Geert Ridder), forthcoming, Journal of Econometric Methods.
• “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).
• “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.
• “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.
• “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.
• “Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity,” (with J. A. Hausman), forthcoming 2012, Econometric Reviews.
• “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.