EconPapers    
Economics at your fingertips  
 

Details about Koen Jochmans

Workplace:Faculty of Economics, University of Cambridge, (more information at EDIRC)

Access statistics for papers by Koen Jochmans.

Last updated 2020-07-01. Update your information in the RePEc Author Service.

Short-id: pjo240


Jump to Journal Articles Software Items

Working Papers

2020

  1. Heteroskedasticity-Robust Inference in Linear Regression Models with Many Covariates
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads
  2. Testing Random Assignment to Peer Groups
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads

2019

  1. Exponential regression models with two-way fixed effects: twexp and twgravity
    London Stata Conference 2019, Stata Users Group Downloads
  2. Fixed-Effect Regressions on Network Data
    Papers, arXiv.org Downloads View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) Downloads View citations (3)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) Downloads View citations (2)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (2)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) Downloads View citations (6)

    See also Journal Article in Econometrica (2019)
  3. Heteroskedasticity-Robust Inference in Linear Regression Models
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads
  4. Inference on a Distribution from Noisy Draws
    Papers, arXiv.org Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (4)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) Downloads
  5. Instrumental-Variable Estimation of Gravity Equations
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads
  6. Likelihood corrections for two-way models
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
    Also in STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2018) Downloads
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2018) Downloads

    See also Journal Article in Annals of Economics and Statistics (2019)
  7. Modified-Likelihood Estimation of Fixed-Effect Models for Dyadic Data
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (1)
  8. Profile-Score Adjustments for Incidental-Parameter Problems
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads
    Also in Sciences Po publications, Sciences Po (2015) Downloads
  9. Testing Correlation in Error-Component Models
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads
  10. Testing for Correlation in Error-Component Models
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads
  11. twexp and twgravity: Estimating exponential regression models with two-way fixed effects
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads
  12. xtserialpm: A portmanteau test for serial correlation in a linear panel model
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads

2018

  1. A Portmanteau Test for Correlation in Short Panels
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (1)

2017

  1. Nonparametric estimation of non-exchangeable latent-variable models
    Sciences Po publications, Sciences Po Downloads
    See also Journal Article in Journal of Econometrics (2017)

2016

  1. Bias-corrected estimation of panel vector autoregressions
    Sciences Po publications, Sciences Po Downloads
    Also in Sciences Po publications, Sciences Po (2015) Downloads
    Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics (2015) Downloads
    Working Papers, HAL (2015) Downloads

    See also Journal Article in Economics Letters (2016)
  2. Estimating Multivariate Latent-Structure Models
    Sciences Po publications, Sciences Po Downloads View citations (10)
    Also in Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics (2014) Downloads
    Sciences Po publications, Sciences Po (2014) Downloads
    Working Papers, HAL (2014) Downloads
  3. Likelihood Inference in an Autoregression with Fixed Effects
    Sciences Po publications, Sciences Po Downloads View citations (4)
    Also in Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics (2013) Downloads View citations (9)
    Working Papers, HAL (2013) Downloads View citations (4)
    Sciences Po publications, Sciences Po (2013) Downloads View citations (3)

    See also Journal Article in Econometric Theory (2016)
  4. Modified-likelihood estimation of the b-model
    Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics Downloads View citations (1)
    Also in Sciences Po publications, Sciences Po (2016) Downloads View citations (2)
  5. Semiparametric Analysis of Network Formation
    Sciences Po publications, Sciences Po Downloads View citations (3)
    Also in Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics (2016) Downloads View citations (5)

    See also Journal Article in Journal of Business & Economic Statistics (2018)

2015

  1. A note on sufficiency in binary panel models
    Working Papers, HAL Downloads
    Also in Sciences Po publications, Sciences Po (2015) Downloads
    Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics (2015) Downloads

    See also Journal Article in Econometrics Journal (2017)
  2. Inference on Mixtures Under Tail Restrictions
    Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics Downloads View citations (1)
    Also in Working Papers, HAL (2014) Downloads View citations (1)
    Sciences Po publications, Sciences Po (2015) Downloads View citations (2)
  3. Two-way models for gravity
    Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics Downloads View citations (1)
    Also in Sciences Po publications, Sciences Po (2015) Downloads View citations (1)
    Sciences Po publications, Sciences Po (2015) Downloads View citations (1)
    Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics (2015) Downloads View citations (3)
    Working Papers, HAL (2015) Downloads View citations (1)

    See also Journal Article in The Review of Economics and Statistics (2017)

2014

  1. Multiplicative-error models with sample selection
    Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics Downloads View citations (1)
    Also in Working Papers, HAL (2014) Downloads
    Sciences Po publications, Sciences Po (2014) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2015)
  2. Nonparametric estimation of finite measures
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
  3. Nonparametric spectral-based estimation of latent structures
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
  4. Split-Panel Jackknife Estimation of Fixed-Effect Models
    Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics Downloads View citations (4)
    Also in Working Papers, HAL (2014) Downloads View citations (2)
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2010) Downloads View citations (27)
    Sciences Po publications, Sciences Po (2014) Downloads View citations (3)
    Sciences Po publications, Sciences Po (2010) Downloads View citations (35)

    See also Journal Article in Review of Economic Studies (2015)

2013

  1. Nonparametric estimation of finite mixtures
    Sciences Po publications, Sciences Po Downloads View citations (5)
    Also in Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics (2013) Downloads View citations (8)
    Working Papers, HAL (2013) Downloads View citations (2)
  2. Pairwise-comparison estimation with nonparametric controls
    Working Papers, HAL Downloads View citations (1)
    Also in Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics (2013) Downloads View citations (2)
    Sciences Po publications, Sciences Po (2013) Downloads View citations (3)

    See also Journal Article in Econometrics Journal (2013)

2011

  1. An Adjusted profile likelihood for non-stationary panel data models with fixed effects
    Working Papers, HAL Downloads View citations (13)
  2. Identification in Bivariate binary-choice Models with elliptical innovations
    Sciences Po publications, Sciences Po Downloads
    Also in Working Papers, HAL (2011) Downloads
  3. Profile-score Adjustements for Nonlinearfixed-effect Models
    Working Papers, HAL Downloads
    Also in Sciences Po publications, Sciences Po (2011) Downloads View citations (4)
  4. The variance of a rank estimator of transformation models
    Sciences Po publications, Sciences Po Downloads
    Also in Working Papers, HAL (2011) Downloads View citations (1)

    See also Journal Article in Economics Letters (2012)

2010

  1. First-differencing in panel data models with incidental functions
    Sciences Po publications, Sciences Po Downloads
    Also in Working Papers, HAL (2010) Downloads

    See also Journal Article in Econometrics Journal (2014)

Journal Articles

2020

  1. A portmanteau test for serial correlation in a linear panel model
    Stata Journal, 2020, 20, (1), 149-161 Downloads
  2. Fitting exponential regression models with two-way fixed effects
    Stata Journal, 2020, 20, (2), 468-480 Downloads

2019

  1. Fixed‐Effect Regressions on Network Data
    Econometrica, 2019, 87, (5), 1543-1560 Downloads View citations (2)
    See also Working Paper (2019)
  2. Likelihood Corrections for Two-way Models
    Annals of Economics and Statistics, 2019, (134), 227-242 Downloads
    See also Working Paper (2019)

2018

  1. Semiparametric Analysis of Network Formation
    Journal of Business & Economic Statistics, 2018, 36, (4), 705-713 Downloads View citations (8)
    See also Working Paper (2016)

2017

  1. A note on sufficiency in binary panel models
    Econometrics Journal, 2017, 20, (2), 259-269 Downloads
    Also in Econometrics Journal, 2017, 20, (2), 259-269 (2017) Downloads

    See also Working Paper (2015)
  2. INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS
    Econometric Theory, 2017, 33, (3), 610-635 Downloads View citations (1)
  3. Nonparametric estimation of non-exchangeable latent-variable models
    Journal of Econometrics, 2017, 201, (2), 237-248 Downloads
    See also Working Paper (2017)
  4. Two-Way Models for Gravity
    The Review of Economics and Statistics, 2017, 99, (3), 478-485 Downloads View citations (11)
    See also Working Paper (2015)

2016

  1. Bias-corrected estimation of panel vector autoregressions
    Economics Letters, 2016, 145, (C), 98-103 Downloads
    See also Working Paper (2016)
  2. LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS
    Econometric Theory, 2016, 32, (5), 1178-1215 Downloads View citations (4)
    See also Working Paper (2016)
  3. Non-parametric estimation of finite mixtures from repeated measurements
    Journal of the Royal Statistical Society Series B, 2016, 78, (1), 211-229 Downloads View citations (8)

2015

  1. Multiplicative-error models with sample selection
    Journal of Econometrics, 2015, 184, (2), 315-327 Downloads View citations (2)
    See also Working Paper (2014)
  2. Split-panel Jackknife Estimation of Fixed-effect Models
    Review of Economic Studies, 2015, 82, (3), 991-1030 Downloads View citations (51)
    See also Working Paper (2014)

2014

  1. First‐differencing in panel data models with incidental functions
    Econometrics Journal, 2014, 17, (3), 373-382 Downloads
    See also Working Paper (2010)

2013

  1. Pairwise‐comparison estimation with non‐parametric controls
    Econometrics Journal, 2013, 16, (3), 340-372 Downloads View citations (1)
    See also Working Paper (2013)

2012

  1. The variance of a rank estimator of transformation models
    Economics Letters, 2012, 117, (1), 168-169 Downloads View citations (4)
    See also Working Paper (2011)

Software Items

2020

  1. RASSIGN: Stata module to perform regression-based test for random assignment to peer groups
    Statistical Software Components, Boston College Department of Economics Downloads

2019

  1. IVGRAVITY: Stata module containing method-of-moment IV estimators of exponential-regression models with two-way fixed effects from a cross-section of data on dyadic interactions and endogenous covariates
    Statistical Software Components, Boston College Department of Economics Downloads
  2. TWEXP: Stata module to estimate exponential-regression models with two-way fixed effects
    Statistical Software Components, Boston College Department of Economics Downloads
  3. TWGRAVITY: Stata module to estimate exponential-regression models with two-way fixed effects from a cross-section of data on dyadic interactions
    Statistical Software Components, Boston College Department of Economics Downloads
  4. XTSERIALPM: Stata module to perform a portmanteau test for serial correlation in panel data
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2020-08-10