I just spent several hours of my life debugging this problem. I'm documenting it here for others.
Question:
I'm getting the following error when I try to click on an AjaxLink in Internet Explorer:
Wicket: ERROR: Wicket.Ajax.Call.failure: Error while parsing response: Object required 
It works fine in all other browsers; just IE is busted.
Check to make sure that your HTML is 100% syntactically correct. Ajax responses are returned to the browser inside a CDATA section, and if the payload is not well-formed, IE will sometimes choke.
In my case I neglected to close a <link> tag in the <head> section. Simply closing that link tag made all the difference.
Aside: if you ever come across a tough-to-solve problem in Wicket, it's a good idea to create a quickstart project that reproduces your issue. It can be a lot of work to boil things down, but in doing so you often find the source of the problem.
I want to note one more potential reason for the issue with Wicket's AJAX in IE. It might help someone, who encounters similar problem.
In my case I had the following error message in IE:
Wicket: ERROR: Wicket.Ajax.Call.failure: Error while parsing response: could not find root <ajax-response> element
The reason was an incorrect Content-Type of AJAX response. I used AbstractTransformerBehavior and there was a bug in Wicket 1.4.x so this behavior was rewriting response Content-Type with text/html. IE does not parse such response as XML.
 
         
                                         
                                         
                                         
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