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Dynamic time series binary choice

Jong, Robert M. de; Woutersen, Tiemen - In: Econometric theory 27 (2011) 4, pp. 673-702

Persistent link: https://www.econbiz.de/10009311780

Estimating the derivative function and counterfactuals in duration models with heterogeneity

Hausman, Jerry A.; Woutersen, Tiemen - In: Econometric reviews 33 (2014) 5/6, pp. 472-496

Persistent link: https://www.econbiz.de/10010360808

A simple GMM estimator for the semiparametric Mixed Proportional Hazard Model

Bijwaard, Govert; Ridder, Geert; Woutersen, Tiemen - In: Journal of econometric methods 2 (2013) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10009784221

Testing overidentifying restrictions with many instruments and heteroskedasticity

Chao, John C.; Hausman, Jerry A.; Newey, Whitney K.; … - In: Journal of econometrics 178 (2014) 1, pp. 15-21

Persistent link: https://www.econbiz.de/10010254992

Estimating a semi-parametric duration model without specifying heterogeneity

Hausman, Jerry A.; Woutersen, Tiemen - In: Journal of econometrics 178 (2014) 1, pp. 114-131

Persistent link: https://www.econbiz.de/10010255456

Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments

Chao, John C.; Swanson, Norman R.; Hausman, Jerry A.; … - In: Econometric theory 28 (2012) 1, pp. 42-86

Persistent link: https://www.econbiz.de/10009520974

Instrumental variable estimation with heteroskedasticity and many instruments

Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; … - In: Quantitative economics : QE ; journal of the … 3 (2012) 2, pp. 211-255

Persistent link: https://www.econbiz.de/10009611873

Identification and estimation of single-index models with measurement error and endogeneity

Hu, Yingyao; Shiu, Ji-Liang; Woutersen, Tiemen - In: The econometrics journal 18 (2015) 3, pp. 347-362

Persistent link: https://www.econbiz.de/10011473807

The singularity of the information matrix of the mixed proportional hazard model

Ridder, Geert; Woutersen, Tiemen - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 5, pp. 1579-1589

Persistent link: https://www.econbiz.de/10001794498

A balanced portfolio can have a higher geometric return than the risky asset

Arden, Miriam; Woutersen, Tiemen - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-5

In the U.S., the geometric return on stocks has been higher than the geometric return on bonds over long periods. We study whether balanced portfolios have a larger geometric return (and expected log return) than stock portfolios when the risk premium is low. We use a theoretical model and...

Persistent link: https://www.econbiz.de/10012628177