Inference in Microeconometric Models

Instrumental-variable estimation of gravity equations

Author(s): Koen Jochmans Vincenzo Verardi
Published in: Cambridge Working Papers in Economics, Issue 1994, 2019
Publisher: Cambridge Faculty of Economics

Bootstrap inference for fixed-effect models

Author(s): Ayden Higgins and Koen Jochmans
Published in: TSE working paper, 2022
Publisher: TSE

Learning Markov Processes with Latent Variables From Longitudinal Data

Author(s): Koen Jochmans, Ayden Higgins
Published in: TSE Working paper, 2022
Publisher: TSE

Inference on a distribution from noisy draws

Author(s): Jochmans, Koen; Weidner, Martin
Published in: Cambridge Working Papers in Economics, Issue 1946, 2019
Publisher: Faculty of Economics
DOI: 10.17863/CAM.40110

Peer effects and endogenous social interactions

Author(s): Jochmans, Koen
Published in: Mimeo, Issue 1, 2020
Publisher: ArXiv

Identification Of Mixtures Of Dynamic Discrete Choices

Author(s): Ayden Higgins, Koen Jochmans
Published in: TSE working paper, 2021
Publisher: TSE

Bias in instrumental-variable estimators of fixed-effect models for count data

Author(s): Koen Jochmans
Published in: Economics Letters, Issue Volume 212, 2022, ISSN 0165-1765
Publisher: Elsevier BV
DOI: 10.1016/j.econlet.2022.110318

A note on sufficiency in binary panel models

Author(s): Koen Jochmans, Thierry Magnac
Published in: The Econometrics Journal, Issue 20/2, 2017, Page(s) 259-269, ISSN 1368-4221
Publisher: Blackwell Publishing Inc.
DOI: 10.1111/ectj.12091

Semiparametric Analysis of Network Formation

Author(s): Koen Jochmans
Published in: Journal of Business & Economic Statistics, Issue 36/4, 2017, Page(s) 705-713, ISSN 0735-0015
Publisher: American Statistical Association
DOI: 10.1080/07350015.2017.1286242

Nonparametric estimation of non-exchangeable latent-variable models

Author(s): Stéphane Bonhomme, Koen Jochmans, Jean-Marc Robin
Published in: Journal of Econometrics, Issue 201/2, 2017, Page(s) 237-248, ISSN 0304-4076
Publisher: Elsevier BV
DOI: 10.1016/j.jeconom.2017.08.006

TWEXP and TWGRAVITY: Fitting exponential-regression models with two-way fixed effects

Author(s): Koen Jochmans Vincenzo Verardi
Published in: Stata Journal, Issue 20, 2019, Page(s) 468-480, ISSN 1536-867X
Publisher: Stata Press
DOI: 10.17863/cam.40109

Testing for correlation in error-component models

Author(s): Koen Jochmans
Published in: Journal of Applied Econometrics (2020, in press), 2020, ISSN 0883-7252
Publisher: John Wiley & Sons Inc.
DOI: 10.17863/cam.37451

Fixed-effect regressions on network data

Author(s): Jochmans, Koen; Weidner, Martin
Published in: Econometrica, Issue 87, 2019, Page(s) 1543-1560, ISSN 0012-9682
Publisher: Blackwell Publishing Inc.
DOI: 10.17863/CAM.39733

Heteroskedasticity-robust inference in linear regression models

Author(s): Jochmans, Koen
Published in: Journal of the American Statistical Association (in press), 2020, ISSN 0162-1459
Publisher: American Statistical Association
DOI: 10.17863/cam.41227

A PORTMANTEAU TEST FOR CORRELATION IN SHORT PANELS

Author(s): Koen Jochmans
Published in: Econometric Theory, 2019, Page(s) 1-8, ISSN 0266-4666
Publisher: Cambridge University Press
DOI: 10.1017/s0266466619000203

XTSERIALPM: A portmanteau test for serial correlation in a linear panel model

Author(s): Koen Jochmans Vincenzo Verardi
Published in: Stata Journal, Issue 20, 2019, Page(s) 149-161, ISSN 1536-867X
Publisher: Stata Press
DOI: 10.17863/cam.40108

Testing random assignment to peer groups

Author(s): Koen Jochmans
Published in: Journal of applied econometrics, 2023, ISSN 1099-1255
Publisher: Journal of applied econometrics
DOI: 10.1002/jae.2953

Likelihood Corrections for Two-way Models

Author(s): Jochmans, Otsu
Published in: Annals of Economics and Statistics, Issue 134, 2019, Page(s) 227, ISSN 2115-4430
Publisher: GENES
DOI: 10.15609/annaeconstat2009.134.0227

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