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Koen Jochmans

Personal Details

First Name:Koen
Middle Name:
Last Name:Jochmans
Suffix:
RePEc Short-ID:pjo240
[This author has chosen not to make the email address public]

Affiliation

Faculty of Economics
University of Cambridge

Cambridge, United Kingdom
http://www.econ.cam.ac.uk/

:

Austin Robinson Building, Sidgwick Avenue, Cambridge CB3 9DD
RePEc:edi:fecamuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Mar 2018.
  2. Koen Jochmans & Taisuke Otsu, 2018. "Likelihood corrections for two-way models," STICERD - Econometrics Paper Series 598, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  3. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Sciences Po publications info:hdl:2441/lpag9391598, Sciences Po.
  4. Koen Jochmans & Martin Weidner, 2017. "Fixed-effect regressions on network data," CeMMAP working papers CWP26/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  5. Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," Sciences Po publications 2016-02, Sciences Po.
  6. Koen Jochmans, 2016. "Modified-likelihood estimation of the b-model," Sciences Po publications 2016-01, Sciences Po.
  7. Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers CWP32/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  8. Marc Henry & Koen Jochmans & Bernard Salanié, 2015. "Inference on Mixtures Under Tail Restrictions," Sciences Po Economics Discussion Papers 2014-01, Sciences Po Departement of Economics.
  9. Koen Jochmans & Thierry Magnac, 2015. "A note on sufficiency in binary panel models," Sciences Po Economics Discussion Papers 2015-10, Sciences Po Departement of Economics.
  10. Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," Sciences Po publications info:hdl:2441/323dml6suu9, Sciences Po.
  11. Koen Jochmans, 2015. "Two-way models for gravity," Sciences Po publications info:hdl:2441/75dbbb2hc59, Sciences Po.
  12. Koen Jochmans & Geert Dhaene, 2015. "Bias-corrected estimation of panel vector autoregressions," Sciences Po Economics Discussion Papers 2015-06, Sciences Po Departement of Economics.
  13. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric estimation of finite measures," CeMMAP working papers CWP11/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  14. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers CWP18/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  15. Jean-Marc Robin & Stéphane Bonhomme & Koen Jochmans, 2014. "Estimating Multivariate Latent-Structure Models," Sciences Po publications 2014-18, Sciences Po.
  16. Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Sciences Po Economics Discussion Papers 2014-05, Sciences Po Departement of Economics.
  17. Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," Sciences Po Economics Discussion Papers 2013-04, Sciences Po Departement of Economics.
  18. Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Sciences Po Economics Discussion Papers 2013-07, Sciences Po Departement of Economics.
  19. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," Sciences Po Economics Discussion Papers 2013-09, Sciences Po Departement of Economics.
  20. Koen Jochmans, 2011. "Identification in Bivariate binary-choice Models with elliptical innovations," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
  21. Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers hal-01073732, HAL.
  22. Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
  23. Koen Jochmans, 2011. "The variance of a rank estimator of transformation models," Sciences Po publications info:hdl:2441/7nu0cp0n9on, Sciences Po.
  24. Koen Jochmans, 2010. "First-differencing in panel data models with incidental functions," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
  25. DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," CORE Discussion Papers 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Koen Jochmans & Thierry Magnac, 2017. "A note on sufficiency in binary panel models," Econometrics Journal, Royal Economic Society, vol. 20(2), pages 259-269, June.
  2. Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Journal of Econometrics, Elsevier, vol. 201(2), pages 237-248.
  3. Jochmans, Koen & Henry, Marc & Salanié, Bernard, 2017. "Inference On Two-Component Mixtures Under Tail Restrictions," Econometric Theory, Cambridge University Press, vol. 33(03), pages 610-635, June.
  4. Koen Jochmans, 2017. "Two-Way Models for Gravity," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 478-485, July.
  5. Dhaene, Geert & Jochmans, Koen, 2016. "Bias-corrected estimation of panel vector autoregressions," Economics Letters, Elsevier, vol. 145(C), pages 98-103.
  6. Dhaene, Geert & Jochmans, Koen, 2016. "Likelihood Inference In An Autoregression With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 32(05), pages 1178-1215, October.
  7. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Non-parametric estimation of finite mixtures from repeated measurements," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 211-229, January.
  8. Jochmans, Koen, 2015. "Multiplicative-error models with sample selection," Journal of Econometrics, Elsevier, vol. 184(2), pages 315-327.
  9. Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," Review of Economic Studies, Oxford University Press, vol. 82(3), pages 991-1030.
  10. Koen Jochmans, 2014. "First‐differencing in panel data models with incidental functions," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 373-382, October.
  11. Koen Jochmans, 2013. "Pairwise‐comparison estimation with non‐parametric controls," Econometrics Journal, Royal Economic Society, vol. 16(3), pages 340-372, October.
  12. Jochmans, Koen, 2012. "The variance of a rank estimator of transformation models," Economics Letters, Elsevier, vol. 117(1), pages 168-169.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," Sciences Po publications 2016-02, Sciences Po.

    Cited by:

    1. Dzemski, Andreas, 2017. "An empirical model of dyadic link formation in a network with unobserved heterogeneity," Working Papers in Economics 698, University of Gothenburg, Department of Economics, revised Apr 2018.
    2. Bryan S. Graham, 2017. "An econometric model of network formation with degree heterogeneity," CeMMAP working papers CWP08/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers CWP32/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Ida Johnsson & Hyungsik Roger Moon, 2017. "Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach," Papers 1709.10024, arXiv.org.
    5. Wayne Yuan Gao, 2017. "Nonparametric Identification in Index Models of Link Formation," Papers 1710.11230, arXiv.org, revised Nov 2017.

  2. Koen Jochmans, 2016. "Modified-likelihood estimation of the b-model," Sciences Po publications 2016-01, Sciences Po.

    Cited by:

    1. Bryan S. Graham, 2017. "An econometric model of network formation with degree heterogeneity," CeMMAP working papers CWP08/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Ida Johnsson & Hyungsik Roger Moon, 2017. "Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach," Papers 1709.10024, arXiv.org.

  3. Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers CWP32/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Thibaut Lamadon & Elena Manresa & Stephane Bonhomme, 2016. "Discretizing Unobserved Heterogeneity," 2016 Meeting Papers 1536, Society for Economic Dynamics.

  4. Marc Henry & Koen Jochmans & Bernard Salanié, 2015. "Inference on Mixtures Under Tail Restrictions," Sciences Po Economics Discussion Papers 2014-01, Sciences Po Departement of Economics.

    Cited by:

    1. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Estimating Multivariate Latent-Structure Models," Sciences Po publications info:hdl:2441/etefo8s8r89, Sciences Po.
    2. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers CWP18/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  5. Koen Jochmans, 2015. "Two-way models for gravity," Sciences Po publications info:hdl:2441/75dbbb2hc59, Sciences Po.

    Cited by:

    1. Jules Hugot & Camilo Umana Dajud, 2016. "Trade costs and the Suez and Panama Canals," Working Papers 2016-29, CEPII research center.
    2. Choi Nakgyoon, 2018. "Economic Effects of Anti-Dumping Duties: Protectionist Measures or Trade Remedies?," Working Papers id:12447, eSocialSciences.
    3. Camilo Umana Dajud, 2016. "Do Visas Hinder International Trade in Goods?," Working Papers 2016-30, CEPII research center.

  6. Jean-Marc Robin & Stéphane Bonhomme & Koen Jochmans, 2014. "Estimating Multivariate Latent-Structure Models," Sciences Po publications 2014-18, Sciences Po.

    Cited by:

    1. Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Journal of Econometrics, Elsevier, vol. 201(2), pages 237-248.
    2. Hu, Yingyao, 2017. "The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics," Journal of Econometrics, Elsevier, vol. 200(2), pages 154-168.
    3. Chen, Xiaohong & Linton, Oliver & Yi, Yanping, 2017. "Semiparametric identification of the bid–ask spread in extended Roll models," Journal of Econometrics, Elsevier, vol. 200(2), pages 312-325.

  7. Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Sciences Po Economics Discussion Papers 2014-05, Sciences Po Departement of Economics.

    Cited by:

    1. Koen Jochmans, 2015. "Two-way models for gravity," Sciences Po publications 2015-09, Sciences Po.
    2. Chirok Han & Goeun Lee, 2017. "Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects," Discussion Paper Series 1707, Institute of Economic Research, Korea University.

  8. Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," Sciences Po Economics Discussion Papers 2013-04, Sciences Po Departement of Economics.

    Cited by:

    1. Koen Jochmans, 2011. "Identification in Bivariate binary-choice Models with elliptical innovations," Working Papers hal-01069483, HAL.
    2. Pierre-Andre Chiappori & Ivana Komunjer & Dennis Kristensen, 2011. "Nonparametric Identification and Estimation of Transformation Models," CAM Working Papers 2011-01, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
    3. Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Sciences Po Economics Discussion Papers 2014-05, Sciences Po Departement of Economics.

  9. Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Sciences Po Economics Discussion Papers 2013-07, Sciences Po Departement of Economics.

    Cited by:

    1. Chudik, Alexander & Pesaran, M. Hashem & Yang, Jui-Chung, 2016. "Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor," Globalization and Monetary Policy Institute Working Paper 281, Federal Reserve Bank of Dallas.
    2. Jose Diogo Barbosa & Marcelo Moreira, 2017. "Likelihood inference and the role of initial conditions for the dynamic panel data model," CeMMAP working papers CWP04/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," CORE Discussion Papers 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014. "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," Economic Growth Centre Working Paper Series 1415, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    5. Maurice J.G. Bun & Martin A. Carree & Artūras Juodis, 2017. "On Maximum Likelihood Estimation of Dynamic Panel Data Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 463-494, August.
    6. Guangjie Li, 2015. "Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects," Econometrics, MDPI, Open Access Journal, vol. 3(3), pages 1-31, July.
    7. Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," Sciences Po publications info:hdl:2441/323dml6suu9, Sciences Po.

  10. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," Sciences Po Economics Discussion Papers 2013-09, Sciences Po Departement of Economics.

    Cited by:

    1. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Estimating Multivariate Latent-Structure Models," Sciences Po publications info:hdl:2441/etefo8s8r89, Sciences Po.
    2. Marc Henry & Koen Jochmans & Bernard Salanié, 2015. "Inference on Mixtures Under Tail Restrictions," Sciences Po publications 2014-01, Sciences Po.
    3. Brodaty, Thomas & Gary-Bobo, Robert J. & Prieto, Ana, 2014. "Do risk aversion and wages explain educational choices?," Journal of Public Economics, Elsevier, vol. 117(C), pages 125-148.
    4. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers CWP18/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  11. Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers hal-01073732, HAL.

    Cited by:

    1. Magnac, Thierry & Pistolesi, Nicolas & Roux, Sébastien, 2013. "Post Schooling Human Capital Investments and the Life Cycle Variance of Earnings," IZA Discussion Papers 7407, Institute for the Study of Labor (IZA).
    2. Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers hal-01073732, HAL.
    3. Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
    4. Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Sciences Po publications 2013-07, Sciences Po.
    5. Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014. "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," Economic Growth Centre Working Paper Series 1415, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    6. Maurice J.G. Bun & Martin A. Carree & Artūras Juodis, 2017. "On Maximum Likelihood Estimation of Dynamic Panel Data Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 463-494, August.
    7. Maurice J.G. Bun & Sarafidis, V., 2013. "Dynamic Panel Data Models," UvA-Econometrics Working Papers 13-01, Universiteit van Amsterdam, Dept. of Econometrics.
    8. Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014. "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," UvA-Econometrics Working Papers 14-09, Universiteit van Amsterdam, Dept. of Econometrics.

  12. Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.

    Cited by:

    1. Koen Jochmans, 2015. "Two-way models for gravity," Sciences Po publications 2015-09, Sciences Po.
    2. Deb Partha & Trivedi Pravin K., 2013. "Finite Mixture for Panels with Fixed Effects," Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 35-51, July.

  13. Koen Jochmans, 2011. "The variance of a rank estimator of transformation models," Sciences Po publications info:hdl:2441/7nu0cp0n9on, Sciences Po.

    Cited by:

    1. Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers CWP31/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," Sciences Po publications 2013-04, Sciences Po.
    3. Arkadiusz Szyd?owski, 2017. "Testing a parametric transformation model versus a nonparametric alternative," Discussion Papers in Economics 17/15, Department of Economics, University of Leicester.

  14. DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," CORE Discussion Papers 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Nov 2015.
    2. Chudik, Alexander & Pesaran, M. Hashem & Yang, Jui-Chung, 2016. "Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor," Globalization and Monetary Policy Institute Working Paper 281, Federal Reserve Bank of Dallas.
    3. Vivian Norambuena, 2015. "Sovereign Debt Default: Are Countries Trapped by Their Own Default History?," Working Papers wp416, University of Chile, Department of Economics.
    4. Koen Jochmans, 2015. "Two-way models for gravity," Sciences Po publications 2015-09, Sciences Po.
    5. Alexander Chudik & M. Hashem Pesaran, 2013. "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors," CESifo Working Paper Series 4232, CESifo Group Munich.
    6. Dzemski, Andreas, 2017. "An empirical model of dyadic link formation in a network with unobserved heterogeneity," Working Papers in Economics 698, University of Gothenburg, Department of Economics, revised Apr 2018.
    7. Hospido, Laura, 2015. "Wage dynamics in the presence of unobserved individual and job heterogeneity," Labour Economics, Elsevier, vol. 33(C), pages 81-93.
    8. W. Robert Reed & Min Zhu, 2015. "On Estimating Long-Run Effects in Models with Lagged Dependent Variables," Working Papers in Economics 15/18, University of Canterbury, Department of Economics and Finance.
    9. Alexander Chudik & M. Hashem Pesaran, 2017. "A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels," CESifo Working Paper Series 6688, CESifo Group Munich.
    10. Fernández-Val, Iván & Vella, Francis, 2007. "Bias Corrections for Two-Step Fixed Effects Panel Data Estimators," IZA Discussion Papers 2690, Institute for the Study of Labor (IZA).
    11. Hyungsik Roger Moon & Martin Weidner, 2013. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers CWP63/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Sun, Yixiao & Kim, Min Seong, 2009. "k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models," University of California at San Diego, Economics Working Paper Series qt9gn6n5mr, Department of Economics, UC San Diego.
    13. Dubois, Pierre & Griffith, Rachel & O'Connell, Martin, 2017. "How well targeted are soda taxes?," CEPR Discussion Papers 12484, C.E.P.R. Discussion Papers.
    14. Mario Cruz-Gonzalez & Ivan Fernandez-Val & Martin Weidner, 2016. "probitfe and logitfe: Bias corrections for probit and logit models with two-way fixed effects," Papers 1610.07714, arXiv.org, revised Feb 2017.
    15. Ryo Okui & Takahide Yanagi, 2018. "Kernel Estimation for Panel Data with Heterogeneous Dynamics," Papers 1802.08825, arXiv.org, revised Mar 2018.
    16. Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
    17. Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
    18. Ryo Okui & Takahide Yanagi, 2014. "Panel Data Analysis with Heterogeneous Dynamics," KIER Working Papers 906, Kyoto University, Institute of Economic Research.
    19. Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Sciences Po publications 2013-07, Sciences Po.
    20. Okui Ryo, 2014. "Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects," Journal of Time Series Econometrics, De Gruyter, vol. 6(2), pages 1-53, July.
    21. Hyungsik Roger Moon & Martin Weidner, 2013. "Linear regression for panel with unknown number of factors as interactive fixed effects," CeMMAP working papers CWP49/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    22. Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Mar 2018.
    23. Fernández-Val, Iván & Savchenko, Yevgeniya & Vella, Francis, 2013. "Evaluating the Role of Individual Specific Heterogeneity in the Relationship Between Subjective Health Assessments and Income," IZA Discussion Papers 7651, Institute for the Study of Labor (IZA).
    24. Blazsek, Szabolcs & Escribano, Álvaro, 2012. "Patents, secret innovations and firm's rate of return : differential effects of the innovation leader," UC3M Working papers. Economics we1202, Universidad Carlos III de Madrid. Departamento de Economía.
    25. Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2014. "Nonlinear Panel Models with Interactive Effects," Papers 1412.5647, arXiv.org.
    26. Hospido, Laura, 2010. "Modelling Heterogeneity and Dynamics in the Volatility of Individual Wages," IZA Discussion Papers 4712, Institute for the Study of Labor (IZA).
    27. Li, Kunpeng, 2018. "Spatial panel data models with structural change," MPRA Paper 85388, University Library of Munich, Germany.
    28. Chudik, Alexander & Pesaran, M. Hashem, 2013. "Large panel data models with cross-sectional dependence: a survey," Globalization and Monetary Policy Institute Working Paper 153, Federal Reserve Bank of Dallas.
    29. Youssef, Ahmed & Abonazel, Mohamed R., 2015. "Alternative GMM Estimators for First-order Autoregressive Panel Model: An Improving Efficiency Approach," MPRA Paper 68674, University Library of Munich, Germany.
    30. Alessandra Casarico & Paola Profeta & Chiara Pronzato, 2012. "On the local labor market determinants of female university enrolment in European regions," Carlo Alberto Notebooks 278, Collegio Carlo Alberto.
    31. Phillips, Garry D.A. & Liu-Evans, Gareth, 2016. "Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 734-762.
    32. Kristensen, Dennis & Salanié, Bernard, 2017. "Higher-order properties of approximate estimators," Journal of Econometrics, Elsevier, vol. 198(2), pages 189-208.
    33. Dennis Kristensen & Bernard Salanié, 2010. "Higher Order Improvements for Approximate Estimators," CAM Working Papers 2010-04, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
    34. Arturas Juodis, 2015. "Iterative Bias Correction Procedures Revisited: A Small Scale Monte Carlo Study," UvA-Econometrics Working Papers 15-02, Universiteit van Amsterdam, Dept. of Econometrics.
    35. Ryo Okui, 2017. "Misspecification in Dynamic Panel Data Models and Model-Free Inferences," The Japanese Economic Review, Japanese Economic Association, vol. 68(3), pages 283-304, September.
    36. Chambers, MJ & Kyriacou, M, 2010. "Jackknife Bias Reduction in the Presence of a Unit Root," Economics Discussion Papers 2785, University of Essex, Department of Economics.
    37. Ryo Okui & Takahide Yanagi, 2018. "Panel Data Analysis with Heterogeneous Dynamics," Papers 1803.09452, arXiv.org.
    38. Van Gestel, R.; Müller, T.; Bosmans, J.;, 2017. "Learning from failure in healthcare: dynamic panel evidence of a physician shock effect," Health, Econometrics and Data Group (HEDG) Working Papers 17/24, HEDG, c/o Department of Economics, University of York.
    39. Ignace De Vos & Gerdie Everaert, 2016. "Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/920, Ghent University, Faculty of Economics and Business Administration.

Articles

  1. Koen Jochmans, 2017. "Two-Way Models for Gravity," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 478-485, July.
    See citations under working paper version above.
  2. Dhaene, Geert & Jochmans, Koen, 2016. "Likelihood Inference In An Autoregression With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 32(05), pages 1178-1215, October.
    See citations under working paper version above.
  3. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Non-parametric estimation of finite mixtures from repeated measurements," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 211-229, January.

    Cited by:

    1. Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Journal of Econometrics, Elsevier, vol. 201(2), pages 237-248.
    2. Hu, Yingyao, 2017. "The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics," Journal of Econometrics, Elsevier, vol. 200(2), pages 154-168.

  4. Jochmans, Koen, 2015. "Multiplicative-error models with sample selection," Journal of Econometrics, Elsevier, vol. 184(2), pages 315-327.
    See citations under working paper version above.
  5. Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," Review of Economic Studies, Oxford University Press, vol. 82(3), pages 991-1030.
    See citations under working paper version above.
  6. Koen Jochmans, 2013. "Pairwise‐comparison estimation with non‐parametric controls," Econometrics Journal, Royal Economic Society, vol. 16(3), pages 340-372, October. See citations under working paper version above.
  7. Jochmans, Koen, 2012. "The variance of a rank estimator of transformation models," Economics Letters, Elsevier, vol. 117(1), pages 168-169.
    See citations under working paper version above.

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 35 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (16) 2013-08-05 2014-02-15 2014-03-30 2014-04-11 2014-04-11 2014-04-18 2014-05-09 2015-01-19 2015-02-16 2015-07-11 2015-12-20 2016-03-10 2016-03-17 2017-05-14 2018-03-12 2018-04-09. Author is listed
  2. NEP-ETS: Econometric Time Series (6) 2014-04-11 2015-07-11 2015-08-25 2017-04-30 2017-04-30 2018-03-12. Author is listed
  3. NEP-GER: German Papers (4) 2014-04-11 2014-04-11 2014-04-11 2014-04-11
  4. NEP-NET: Network Economics (4) 2016-03-10 2017-05-14 2017-10-01 2018-01-22
  5. NEP-URE: Urban & Real Estate Economics (4) 2015-02-16 2015-02-22 2015-08-25 2015-12-20
  6. NEP-DCM: Discrete Choice Models (3) 2010-06-11 2015-12-20 2016-01-03
  7. NEP-INT: International Trade (3) 2015-02-16 2015-02-22 2015-12-20
  8. NEP-SOG: Sociology of Economics (1) 2014-02-15

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