Zobrazeno 1 - 10
of 40
pro vyhledávání: '"Tiemen Woutersen"'
Publikováno v:
Journal of Econometrics.
This paper proposes new jackknife IV estimators that are robust to the effects of many weak instruments and error heteroskedasticity in a cluster sample setting with cluster-specific effects and possibly many included exogenous regressors. The estima
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bd85ed9e2372de25062d36fc1f94ae96
https://doi.org/10.1016/j.jeconom.2022.12.011
https://doi.org/10.1016/j.jeconom.2022.12.011
Autor:
Tiemen Woutersen
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::59174167daa9197646d7fcdd804ff3c1
https://doi.org/10.2139/ssrn.4015065
https://doi.org/10.2139/ssrn.4015065
Autor:
Tiemen Woutersen, Jerry A. Hausman
Publikováno v:
Journal of Econometrics. 211:166-175
This paper shows how to increase the power of Hausman’s (1978) specification test as well as the difference test in a large class of models. The idea is to impose the restrictions of the null and the alternative hypotheses when estimating the covar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::69955c2dfb66baaec5fd309b75c19fe8
https://doi.org/10.1016/j.jeconom.2018.12.012
https://doi.org/10.1016/j.jeconom.2018.12.012
Publikováno v:
Decision Support Systems. 157:113764
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1fc8a6a8b00a887c73d6efc2f810c5ed
https://doi.org/10.1016/j.dss.2022.113764
https://doi.org/10.1016/j.dss.2022.113764
Autor:
Tiemen Woutersen, Miriam Arden
Publikováno v:
Journal of Risk and Financial Management, Vol 14, Iss 409, p 409 (2021)
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 premiu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::81eac65c6307bc7378fd770d6d8515f8
https://doi.org/10.3390/jrfm14090409
https://doi.org/10.3390/jrfm14090409
Publikováno v:
SSRN Electronic Journal.
The adoption of health IT transforms communication between care providers and patients. Unfortunately, research on the transformation of communication has produced conflicting results, creating tension regarding its efficacy among healthcare professi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::352a117b4c7e306440e42471385b4c50
https://doi.org/10.2139/ssrn.3406348
https://doi.org/10.2139/ssrn.3406348
Publikováno v:
Economics Letters. 144:33-36
Economic variables are often measured with errors and may be endogenous. This paper extends Chesher (2003) and gives new identification results for the ratio of partial effects in a class of nonseparable index models with measurement error and endoge
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0966c266695988ae4d7916be1ed6f3dc
https://doi.org/10.1016/j.econlet.2016.04.009
https://doi.org/10.1016/j.econlet.2016.04.009
Publikováno v:
SSRN Electronic Journal.
Data breach notification laws in the United States mandate firms to take remedial actions when consumer data is compromised. Interestingly, the policies contained within these laws vary by state and by year of law enactment. We investigate the effect
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8969e323da826177bf561b5a022cbfb0
https://doi.org/10.2139/ssrn.3258599
https://doi.org/10.2139/ssrn.3258599
Publikováno v:
The Econometrics Journal. 18:347-362
Economic variables are often measured with an error and may be endogenous. In this paper, we give new identification results for the ratio of partial effects in linear index models with measurement error and endogeneity. The identification restrictio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c1e4548753b4e469cb63e0c1b4667a89
https://doi.org/10.1111/ectj.12053
https://doi.org/10.1111/ectj.12053
Publikováno v:
Other univ. web domain
This paper gives a test of overidentifying restrictions that is robust to many instruments and heteroskedasticity. It is based on a jackknife version of the overidentifying test statistic. Correct asymptotic critical values are derived for this stati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e7447d33f429e309821b7919e6bf3bc4
https://doi.org/10.1016/j.jeconom.2013.08.003
https://doi.org/10.1016/j.jeconom.2013.08.003