Inference in Microeconometric Models

Instrumental-variable estimation of gravity equations

Autores: Koen Jochmans Vincenzo Verardi
Publicado en: Cambridge Working Papers in Economics, Edición 1994, 2019
Editor: Cambridge Faculty of Economics

Bootstrap inference for fixed-effect models

Autores: Ayden Higgins and Koen Jochmans
Publicado en: TSE working paper, 2022
Editor: TSE

Learning Markov Processes with Latent Variables From Longitudinal Data

Autores: Koen Jochmans, Ayden Higgins
Publicado en: TSE Working paper, 2022
Editor: TSE

Inference on a distribution from noisy draws

Autores: Jochmans, Koen; Weidner, Martin
Publicado en: Cambridge Working Papers in Economics, Edición 1946, 2019
Editor: Faculty of Economics
DOI: 10.17863/CAM.40110

Peer effects and endogenous social interactions

Autores: Jochmans, Koen
Publicado en: Mimeo, Edición 1, 2020
Editor: ArXiv

Identification Of Mixtures Of Dynamic Discrete Choices

Autores: Ayden Higgins, Koen Jochmans
Publicado en: TSE working paper, 2021
Editor: TSE

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

Autores: Koen Jochmans
Publicado en: Economics Letters, Edición Volume 212, 2022, ISSN 0165-1765
Editor: Elsevier BV
DOI: 10.1016/j.econlet.2022.110318

A note on sufficiency in binary panel models

Autores: Koen Jochmans, Thierry Magnac
Publicado en: The Econometrics Journal, Edición 20/2, 2017, Página(s) 259-269, ISSN 1368-4221
Editor: Blackwell Publishing Inc.
DOI: 10.1111/ectj.12091

Semiparametric Analysis of Network Formation

Autores: Koen Jochmans
Publicado en: Journal of Business & Economic Statistics, Edición 36/4, 2017, Página(s) 705-713, ISSN 0735-0015
Editor: American Statistical Association
DOI: 10.1080/07350015.2017.1286242

Nonparametric estimation of non-exchangeable latent-variable models

Autores: Stéphane Bonhomme, Koen Jochmans, Jean-Marc Robin
Publicado en: Journal of Econometrics, Edición 201/2, 2017, Página(s) 237-248, ISSN 0304-4076
Editor: Elsevier BV
DOI: 10.1016/j.jeconom.2017.08.006

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

Autores: Koen Jochmans Vincenzo Verardi
Publicado en: Stata Journal, Edición 20, 2019, Página(s) 468-480, ISSN 1536-867X
Editor: Stata Press
DOI: 10.17863/cam.40109

Testing for correlation in error-component models

Autores: Koen Jochmans
Publicado en: Journal of Applied Econometrics (2020, in press), 2020, ISSN 0883-7252
Editor: John Wiley & Sons Inc.
DOI: 10.17863/cam.37451

Fixed-effect regressions on network data

Autores: Jochmans, Koen; Weidner, Martin
Publicado en: Econometrica, Edición 87, 2019, Página(s) 1543-1560, ISSN 0012-9682
Editor: Blackwell Publishing Inc.
DOI: 10.17863/CAM.39733

Heteroskedasticity-robust inference in linear regression models

Autores: Jochmans, Koen
Publicado en: Journal of the American Statistical Association (in press), 2020, ISSN 0162-1459
Editor: American Statistical Association
DOI: 10.17863/cam.41227

A PORTMANTEAU TEST FOR CORRELATION IN SHORT PANELS

Autores: Koen Jochmans
Publicado en: Econometric Theory, 2019, Página(s) 1-8, ISSN 0266-4666
Editor: Cambridge University Press
DOI: 10.1017/s0266466619000203

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

Autores: Koen Jochmans Vincenzo Verardi
Publicado en: Stata Journal, Edición 20, 2019, Página(s) 149-161, ISSN 1536-867X
Editor: Stata Press
DOI: 10.17863/cam.40108

Testing random assignment to peer groups

Autores: Koen Jochmans
Publicado en: Journal of applied econometrics, 2023, ISSN 1099-1255
Editor: Journal of applied econometrics
DOI: 10.1002/jae.2953

Likelihood Corrections for Two-way Models

Autores: Jochmans, Otsu
Publicado en: Annals of Economics and Statistics, Edición 134, 2019, Página(s) 227, ISSN 2115-4430
Editor: GENES
DOI: 10.15609/annaeconstat2009.134.0227

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