Details about Koen Jochmans

Access statistics for papers by Koen Jochmans.

Last updated 2024-11-06. Update your information in the RePEc Author Service.

Short-id: pjo240

Working Papers

2025

1. A Neyman-Orthogonalization Approach to The Incidental Parameter Problem
   TSE Working Papers, Toulouse School of Economics (TSE)
   Also in Papers, arXiv.org (2025)
   CeMMAP working papers, Institute for Fiscal Studies (2025)
   IFS Working Papers, Institute for Fiscal Studies (2025)
2. Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap
   Working Papers, HAL
   Also in Papers, arXiv.org (2025)
   TSE Working Papers, Toulouse School of Economics (TSE) (2025)
3. Learning Markov Processes with Latent Variables
   Working Papers, HAL
   Also in TSE Working Papers, Toulouse School of Economics (TSE) (2022)

2024

4. Bootstrap inference for fixed-effect models
   Post-Print, HAL View citations (2)
   Also in French Stata Users' Group Meetings 2023, Stata Users Group (2023)
   Papers, arXiv.org (2022) View citations (3)
   TSE Working Papers, Toulouse School of Economics (TSE) (2023) View citations (1)
   See also Journal Article Bootstrap Inference for Fixed‐Effect Models, Econometrica, Econometric Society (2024) (2024)
5. Modified-likelihood estimation of fixed-effect models for dyadic data
   TSE Working Papers, Toulouse School of Economics (TSE)
   Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) View citations (1)
   See also Journal Article Modified-likelihood estimation of fixed-effect models for dyadic data, SERIEs: Journal of the Spanish Economic Association, Springer (2023) (2023)
6. Nonparametric Identification And Estimation of Stochastic Block Models From Many Small Networks”
   TSE Working Papers, Toulouse School of Economics (TSE)
   Also in Post-Print, HAL (2024)
   See also Journal Article Nonparametric identification and estimation of stochastic block models from many small networks, Journal of Econometrics, Elsevier (2024) View citations (1) (2024)
7. Nonparametric Identification of Models for Dyadic Data”
   TSE Working Papers, Toulouse School of Economics (TSE)

2023

8. Identification Of Mixtures Of Dynamic Discrete Choices
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (4)
   Also in Post-Print, HAL (2023) View citations (1)
   See also Journal Article Identification of mixtures of dynamic discrete choices, Journal of Econometrics, Elsevier (2023) View citations (3) (2023)
9. Many (Weak) Judges in Judge-Leniency Designs
   TSE Working Papers, Toulouse School of Economics (TSE)
10. Peer effects and endogenous social interactions
    Post-Print, HAL View citations (7)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2022) View citations (1)
    Papers, arXiv.org (2020) View citations (2)
    See also Journal Article Peer effects and endogenous social interactions, Journal of Econometrics, Elsevier (2023) View citations (3) (2023)
11. Testing Random Assignment To Peer Groups
    Post-Print, HAL View citations (7)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2020)
    TSE Working Papers, Toulouse School of Economics (TSE) (2021)
    See also Journal Article Testing random assignment to peer groups, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023) View citations (7) (2023)

2022

12. Bias in instrumental-variable estimators of fixed-effect models for count data
    Post-Print, HAL
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2021) View citations (2)
    See also Journal Article Bias in instrumental-variable estimators of fixed-effect models for count data, Economics Letters, Elsevier (2022) (2022)
13. Inference on a distribution from noisy draws
    Post-Print, HAL
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (4)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2021)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (7)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) View citations (1)
    TSE Working Papers, Toulouse School of Economics (TSE) (2021)
    Papers, arXiv.org (2021)
    See also Journal Article INFERENCE ON A DISTRIBUTION FROM NOISY DRAWS, Econometric Theory, Cambridge University Press (2024) (2024)
14. Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations
    Post-Print, HAL View citations (1)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2021)
    See also Journal Article Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022) View citations (1) (2022)

2021

15. Inference on two component mixtures under tail restrictions
    Papers, arXiv.org
    Also in Post-Print, HAL (2017) View citations (1)
    SciencePo Working papers Main, HAL (2017) View citations (1)
    See also Journal Article INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS, Econometric Theory, Cambridge University Press (2017) View citations (4) (2017)

2020

16. Heteroskedasticity-Robust Inference in Linear Regression Models with Many Covariates
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (3)
    See also Journal Article Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates, Journal of the American Statistical Association, Taylor & Francis Journals (2022) View citations (5) (2022)

2019

17. Exponential regression models with two-way fixed effects: twexp and twgravity
    London Stata Conference 2019, Stata Users Group
18. Fixed-Effect Regressions on Network Data
    Papers, arXiv.org View citations (27)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (2)
    CeMMAP working papers, Institute for Fiscal Studies (2017)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (27)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (2)
    CeMMAP working papers, Institute for Fiscal Studies (2016)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (4)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) View citations (34)
    See also Journal Article Fixed‐Effect Regressions on Network Data, Econometrica, Econometric Society (2019) View citations (20) (2019)
19. Heteroskedasticity-Robust Inference in Linear Regression Models
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (1)
20. Instrumental-Variable Estimation of Gravity Equations
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
21. Likelihood corrections for two-way models
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (2)
    Also in STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2018)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2018)
    See also Journal Article Likelihood Corrections for Two-way Models, Annals of Economics and Statistics, GENES (2019) View citations (2) (2019)
22. Profile-Score Adjustments for Incidental-Parameter Problems
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
    Also in Working Papers, HAL (2015) View citations (1)
    SciencePo Working papers Main, HAL (2015)
23. Testing Correlation in Error-Component Models
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
24. Testing for Correlation in Error-Component Models
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
    See also Journal Article Testing for correlation in error‐component models, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020) View citations (1) (2020)
25. twexp and twgravity: Estimating exponential regression models with two-way fixed effects
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
26. xtserialpm: A portmanteau test for serial correlation in a linear panel model
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge

2018

27. A Portmanteau Test for Correlation in Short Panels
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (2)
    See also Journal Article A PORTMANTEAU TEST FOR CORRELATION IN SHORT PANELS, Econometric Theory, Cambridge University Press (2020) View citations (1) (2020)

2017

28. A Note on Sufficiency in Binary Panel Models
    SciencePo Working papers Main, HAL
    Also in Post-Print, HAL (2017)
    SciencePo Working papers Main, HAL (2015)
    Working Papers, HAL (2015)
    SciencePo Working papers, HAL (2015)
    See also Journal Article A note on sufficiency in binary panel models, Econometrics Journal, Royal Economic Society (2017) (2017)
29. Nonparametric estimation of non-exchangeable latent-variable models
    SciencePo Working papers Main, HAL View citations (4)
    Also in Post-Print, HAL (2017) View citations (6)
    See also Journal Article Nonparametric estimation of non-exchangeable latent-variable models, Journal of Econometrics, Elsevier (2017) View citations (6) (2017)
30. Two-Way Models for Gravity
    Post-Print, HAL View citations (4)
    Also in SciencePo Working papers Main, HAL (2015)
    Working Papers, HAL (2015) View citations (4)
    SciencePo Working papers, HAL (2015)
    SciencePo Working papers Main, HAL (2017) View citations (1)
    See also Journal Article Two-Way Models for Gravity, The Review of Economics and Statistics, MIT Press (2017) View citations (32) (2017)

2016

31. Bias-corrected estimation of panel vector autoregressions
    Post-Print, HAL View citations (3)
    Also in SciencePo Working papers Main, HAL (2016) View citations (2)
    SciencePo Working papers, HAL (2015)
    SciencePo Working papers Main, HAL (2015)
    Working Papers, HAL (2015)
    See also Journal Article Bias-corrected estimation of panel vector autoregressions, Economics Letters, Elsevier (2016) View citations (3) (2016)
32. Estimating Multivariate Latent-Structure Models
    Post-Print, HAL View citations (7)
    Also in Working Papers, HAL (2014) View citations (1)
    SciencePo Working papers Main, HAL (2016) View citations (3)
    SciencePo Working papers Main, HAL (2014)
    SciencePo Working papers, HAL (2014)
33. Likelihood Inference in an Autoregression with Fixed Effects
    Post-Print, HAL View citations (13)
    Also in SciencePo Working papers Main, HAL (2013)
    SciencePo Working papers, HAL (2013) View citations (1)
    Working Papers, HAL (2013) View citations (8)
    SciencePo Working papers Main, HAL (2016) View citations (1)
    See also Journal Article LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS, Econometric Theory, Cambridge University Press (2016) View citations (24) (2016)
34. Modified-likelihood estimation of the β-model
    Working Papers, HAL
    Also in SciencePo Working papers, HAL (2016)
    SciencePo Working papers Main, HAL (2016)
35. Semiparametric Analysis of Network Formation
    SciencePo Working papers, HAL View citations (1)
    Also in SciencePo Working papers Main, HAL (2016) View citations (1)
    Working Papers, HAL (2016) View citations (1)
    See also Journal Article Semiparametric Analysis of Network Formation, Journal of Business & Economic Statistics, Taylor & Francis Journals (2018) View citations (40) (2018)

2015

36. Multiplicative-error models with sample selection
    Post-Print, HAL View citations (5)
    Also in Working Papers, HAL (2014)
    SciencePo Working papers Main, HAL (2014)
    SciencePo Working papers Main, HAL (2015)
    SciencePo Working papers, HAL (2014)
    See also Journal Article Multiplicative-error models with sample selection, Journal of Econometrics, Elsevier (2015) View citations (5) (2015)
37. Nonparametric estimation of finite mixtures from repeated measurements
    Post-Print, HAL View citations (2)
    Also in SciencePo Working papers Main, HAL (2015)
    See also Journal Article Non-parametric estimation of finite mixtures from repeated measurements, Journal of the Royal Statistical Society Series B, Royal Statistical Society (2016) View citations (14) (2016)
38. Split-panel jackknife estimation of fixed-effect models
    SciencePo Working papers Main, HAL View citations (58)
    Also in Post-Print, HAL (2015) View citations (164)
    SciencePo Working papers Main, HAL (2014) View citations (1)
    Working Papers, HAL (2010) View citations (7)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2010) View citations (36)
    Working Papers, HAL (2014) View citations (5)
    SciencePo Working papers, HAL (2014) View citations (1)
    See also Journal Article Split-panel Jackknife Estimation of Fixed-effect Models, The Review of Economic Studies, Review of Economic Studies Ltd (2015) View citations (184) (2015)

2014

39. First-differencing in panel data models with incidental functions
    Post-Print, HAL
    Also in Working Papers, HAL (2010)
    SciencePo Working papers Main, HAL (2010)
    SciencePo Working papers Main, HAL (2014)
    See also Journal Article First‐differencing in panel data models with incidental functions, Econometrics Journal, Royal Economic Society (2014) (2014)
40. Inference on Mixtures Under Tail Restrictions
    Working Papers, HAL View citations (6)
    Also in SciencePo Working papers, HAL (2014) View citations (1)
    SciencePo Working papers Main, HAL (2014) View citations (1)
41. Nonparametric estimation of finite measures
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)
42. Nonparametric spectral-based estimation of latent structures
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)

2013

43. Nonparametric estimation of finite mixtures
    SciencePo Working papers Main, HAL View citations (2)
    Also in SciencePo Working papers, HAL (2013) View citations (2)
    Working Papers, HAL (2013) View citations (8)
44. Pairwise-comparison estimation with non-parametric controls
    SciencePo Working papers Main, HAL
    Also in Working Papers, HAL (2013) View citations (4)
    SciencePo Working papers Main, HAL (2013)
    SciencePo Working papers, HAL (2013)
    Post-Print, HAL (2013) View citations (2)
    See also Journal Article Pairwise‐comparison estimation with non‐parametric controls, Econometrics Journal, Royal Economic Society (2013) View citations (1) (2013)

2012

45. The variance of a rank estimator of transformation models
    Post-Print, HAL View citations (7)
    Also in SciencePo Working papers Main, HAL (2012) View citations (2)
    Working Papers, HAL (2011) View citations (1)
    SciencePo Working papers Main, HAL (2011)
    See also Journal Article The variance of a rank estimator of transformation models, Economics Letters, Elsevier (2012) View citations (7) (2012)

2011

46. An Adjusted profile likelihood for non-stationary panel data models with fixed effects
    SciencePo Working papers Main, HAL
    Also in Working Papers, HAL (2011) View citations (13)
47. Identification in Bivariate binary-choice Models with elliptical innovations
    Working Papers, HAL
    Also in SciencePo Working papers Main, HAL (2011)
48. Profile-score Adjustements for Nonlinearfixed-effect Models
    Working Papers, HAL
    Also in SciencePo Working papers Main, HAL (2011)

Journal Articles

2024

1. Bootstrap Inference for Fixed‐Effect Models
   Econometrica, 2024, 92, (2), 411-427
   See also Working Paper Bootstrap inference for fixed-effect models, Post-Print (2024) View citations (2) (2024)
2. INFERENCE ON A DISTRIBUTION FROM NOISY DRAWS
   Econometric Theory, 2024, 40, (1), 60-97
   See also Working Paper Inference on a distribution from noisy draws, Post-Print (2022) (2022)
3. Nonparametric identification and estimation of stochastic block models from many small networks
   Journal of Econometrics, 2024, 242, (2) View citations (1)
   See also Working Paper Nonparametric Identification And Estimation of Stochastic Block Models From Many Small Networks”, TSE Working Papers (2024) (2024)

2023

4. Identification of mixtures of dynamic discrete choices
   Journal of Econometrics, 2023, 237, (1) View citations (3)
   See also Working Paper Identification Of Mixtures Of Dynamic Discrete Choices, TSE Working Papers (2023) View citations (4) (2023)
5. Modified-likelihood estimation of fixed-effect models for dyadic data
   SERIEs: Journal of the Spanish Economic Association, 2023, 14, (3), 417-433
   See also Working Paper Modified-likelihood estimation of fixed-effect models for dyadic data, TSE Working Papers (2024) (2024)
6. Peer effects and endogenous social interactions
   Journal of Econometrics, 2023, 235, (2), 1203-1214 View citations (3)
   See also Working Paper Peer effects and endogenous social interactions, Post-Print (2023) View citations (7) (2023)
7. Testing random assignment to peer groups
   Journal of Applied Econometrics, 2023, 38, (3), 321-333 View citations (7)
   See also Working Paper Testing Random Assignment To Peer Groups, Post-Print (2023) View citations (7) (2023)

2022

8. Bias in instrumental-variable estimators of fixed-effect models for count data
   Economics Letters, 2022, 212, (C)
   See also Working Paper Bias in instrumental-variable estimators of fixed-effect models for count data, Post-Print (2022) (2022)
9. Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates
   Journal of the American Statistical Association, 2022, 117, (538), 887-896 View citations (5)
   See also Working Paper Heteroskedasticity-Robust Inference in Linear Regression Models with Many Covariates, Cambridge Working Papers in Economics (2020) View citations (3) (2020)
10. Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations
    Journal of Applied Econometrics, 2022, 37, (6), 1121-1137 View citations (1)
    See also Working Paper Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations, Post-Print (2022) View citations (1) (2022)

2020

11. A PORTMANTEAU TEST FOR CORRELATION IN SHORT PANELS
    Econometric Theory, 2020, 36, (6), 1159-1166 View citations (1)
    See also Working Paper A Portmanteau Test for Correlation in Short Panels, Cambridge Working Papers in Economics (2018) View citations (2) (2018)
12. A portmanteau test for serial correlation in a linear panel model
    Stata Journal, 2020, 20, (1), 149-161 View citations (3)
13. Fitting exponential regression models with two-way fixed effects
    Stata Journal, 2020, 20, (2), 468-480 View citations (2)
14. Testing for correlation in error‐component models
    Journal of Applied Econometrics, 2020, 35, (7), 860-878 View citations (1)
    See also Working Paper Testing for Correlation in Error-Component Models, Cambridge Working Papers in Economics (2019) (2019)

2019

15. Fixed‐Effect Regressions on Network Data
    Econometrica, 2019, 87, (5), 1543-1560 View citations (20)
    See also Working Paper Fixed-Effect Regressions on Network Data, Papers (2019) View citations (27) (2019)
16. Likelihood Corrections for Two-way Models
    Annals of Economics and Statistics, 2019, (134), 227-242 View citations (2)
    See also Working Paper Likelihood corrections for two-way models, LSE Research Online Documents on Economics (2019) View citations (2) (2019)

2018

17. Semiparametric Analysis of Network Formation
    Journal of Business & Economic Statistics, 2018, 36, (4), 705-713 View citations (40)
    See also Working Paper Semiparametric Analysis of Network Formation, SciencePo Working papers (2016) View citations (1) (2016)

2017

18. A note on sufficiency in binary panel models
    Econometrics Journal, 2017, 20, (2), 259-269
    See also Working Paper A Note on Sufficiency in Binary Panel Models, SciencePo Working papers Main (2017) (2017)
19. INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS
    Econometric Theory, 2017, 33, (3), 610-635 View citations (4)
    See also Working Paper Inference on two component mixtures under tail restrictions, Papers (2021) (2021)
20. Nonparametric estimation of non-exchangeable latent-variable models
    Journal of Econometrics, 2017, 201, (2), 237-248 View citations (6)
    See also Working Paper Nonparametric estimation of non-exchangeable latent-variable models, SciencePo Working papers Main (2017) View citations (4) (2017)
21. Two-Way Models for Gravity
    The Review of Economics and Statistics, 2017, 99, (3), 478-485 View citations (32)
    See also Working Paper Two-Way Models for Gravity, Post-Print (2017) View citations (4) (2017)

2016

22. Bias-corrected estimation of panel vector autoregressions
    Economics Letters, 2016, 145, (C), 98-103 View citations (3)
    See also Working Paper Bias-corrected estimation of panel vector autoregressions, Post-Print (2016) View citations (3) (2016)
23. LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS
    Econometric Theory, 2016, 32, (5), 1178-1215 View citations (24)
    See also Working Paper Likelihood Inference in an Autoregression with Fixed Effects, Post-Print (2016) View citations (13) (2016)
24. Non-parametric estimation of finite mixtures from repeated measurements
    Journal of the Royal Statistical Society Series B, 2016, 78, (1), 211-229 View citations (14)
    See also Working Paper Nonparametric estimation of finite mixtures from repeated measurements, Post-Print (2015) View citations (2) (2015)

2015

25. Multiplicative-error models with sample selection
    Journal of Econometrics, 2015, 184, (2), 315-327 View citations (5)
    See also Working Paper Multiplicative-error models with sample selection, Post-Print (2015) View citations (5) (2015)
26. Split-panel Jackknife Estimation of Fixed-effect Models
    The Review of Economic Studies, 2015, 82, (3), 991-1030 View citations (184)
    See also Working Paper Split-panel jackknife estimation of fixed-effect models, SciencePo Working papers Main (2015) View citations (58) (2015)

2014

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

2013

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

2012

29. The variance of a rank estimator of transformation models
    Economics Letters, 2012, 117, (1), 168-169 View citations (7)
    See also Working Paper The variance of a rank estimator of transformation models, Post-Print (2012) View citations (7) (2012)

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

2019

2. 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
3. TWEXP: Stata module to estimate exponential-regression models with two-way fixed effects
   Statistical Software Components, Boston College Department of Economics
4. 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
5. XTSERIALPM: Stata module to perform a portmanteau test for serial correlation in panel data
   Statistical Software Components, Boston College Department of Economics