Inference in Microeconometric Models

Project Information

MiMo

Grant agreement ID: 715787

DOI

10.3030/715787

Project closed

EC signature date 25 October 2016

Start date 1 January 2017

End date 31 December 2022

Funded under

• EXCELLENT SCIENCE - European Research Council (ERC)

Total cost

€ 1 294 739,00

EU contribution

€ 1 294 739,00

Coordinated by

FONDATION JEAN JACQUES LAFFONT,TOULOUSE SCIENCES ECONOMIQUES
France

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

Publications

Other (6)

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

Peer reviewed articles (11)

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

Non-peer reviewed articles (1)

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