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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

Toulouse School of Economics (TSE)

Toulouse, France
http://www.tse-fr.eu/
RePEc:edi:tsetofr (more details at EDIRC)

Research output

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Jump to: Working papers Articles Software

Working papers

  1. Marc Henry & Koen Jochmans & Bernard Salani'e, 2021. "Inference on two component mixtures under tail restrictions," Papers 2102.06232, arXiv.org.
  2. Jochmans, K., 2020. "Testing Random Assignment to Peer Groups," Cambridge Working Papers in Economics 2024, Faculty of Economics, University of Cambridge.
  3. Koen Jochmans, 2020. "Peer effects and endogenous social interactions," Papers 2008.07886, arXiv.org.
  4. Jochmans, K., 2020. "Heteroskedasticity-Robust Inference in Linear Regression Models with Many Covariates," Cambridge Working Papers in Economics 2033, Faculty of Economics, University of Cambridge.
  5. Jochmans, K., 2019. "Heteroskedasticity-Robust Inference in Linear Regression Models," Cambridge Working Papers in Economics 1957, Faculty of Economics, University of Cambridge.
  6. Jochmans, K. & Verardi, V., 2019. "twexp and twgravity: Estimating exponential regression models with two-way fixed effects," Cambridge Working Papers in Economics 1945, Faculty of Economics, University of Cambridge.
  7. Koen Jochmans & Vincenzo Verardi, 2019. "Exponential regression models with two-way fixed effects: twexp and twgravity," London Stata Conference 2019 26, Stata Users Group.
  8. Jochmans, K. & Verardi, V., 2019. "Instrumental-Variable Estimation of Gravity Equations," Cambridge Working Papers in Economics 1994, Faculty of Economics, University of Cambridge.
  9. Jochmans, K. & Verardi, V., 2019. "xtserialpm: A portmanteau test for serial correlation in a linear panel model," Cambridge Working Papers in Economics 1944, Faculty of Economics, University of Cambridge.
  10. Jochmans, K., 2019. "Modified-Likelihood Estimation of Fixed-Effect Models for Dyadic Data," Cambridge Working Papers in Economics 1958, Faculty of Economics, University of Cambridge.
  11. Jochmans, K., 2019. "Testing for Correlation in Error-Component Models," Cambridge Working Papers in Economics 1910, Faculty of Economics, University of Cambridge.
  12. Jochmans, K., 2019. "Testing Correlation in Error-Component Models," Cambridge Working Papers in Economics 1993, Faculty of Economics, University of Cambridge.
  13. Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Sep 2019.
  14. Jochmans, K., 2018. "A Portmanteau Test for Correlation in Short Panels," Cambridge Working Papers in Economics 1886, Faculty of Economics, University of Cambridge.
  15. 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.
  16. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Post-Print hal-03264006, HAL.
  17. Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," Sciences Po publications 2016-02, Sciences Po.
  18. Koen Jochmans, 2016. "Modified-likelihood estimation of the b-model," Sciences Po publications 2016-01, Sciences Po.
  19. 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.
  20. 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.
  21. 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.
  22. Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," Sciences Po publications info:hdl:2441/323dml6suu9, Sciences Po.
  23. Koen Jochmans, 2015. "Two-way models for gravity," Sciences Po publications info:hdl:2441/75dbbb2hc59, Sciences Po.
  24. Koen Jochmans & Geert Dhaene, 2015. "Bias-corrected estimation of panel vector autoregressions," Sciences Po Economics Discussion Papers 2015-06, Sciences Po Departement of Economics.
  25. 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.
  26. 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.
  27. Jean-Marc Robin & Stéphane Bonhomme & Koen Jochmans, 2014. "Estimating Multivariate Latent-Structure Models," Sciences Po publications 2014-18, Sciences Po.
  28. Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Sciences Po Economics Discussion Papers 2014-05, Sciences Po Departement of Economics.
  29. Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," Sciences Po Economics Discussion Papers 2013-04, Sciences Po Departement of Economics.
  30. 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.
  31. 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.
  32. Koen Jochmans, 2011. "Identification in Bivariate binary-choice Models with elliptical innovations," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
  33. Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers hal-01073732, HAL.
  34. Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
  35. Koen Jochmans, 2011. "The variance of a rank estimator of transformation models," Sciences Po publications info:hdl:2441/7nu0cp0n9on, Sciences Po.
  36. Koen Jochmans, 2010. "First-differencing in panel data models with incidental functions," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
  37. DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Koen Jochmans & Vincenzo Verardi, 2020. "Fitting exponential regression models with two-way fixed effects," Stata Journal, StataCorp LP, vol. 20(2), pages 468-480, June.
  2. Jochmans, Koen, 2020. "A Portmanteau Test For Correlation In Short Panels," Econometric Theory, Cambridge University Press, vol. 36(6), pages 1159-1166, December.
  3. Koen Jochmans, 2020. "Testing for correlation in error‐component models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 860-878, November.
  4. Koen Jochmans & Vincenzo Verardi, 2020. "A portmanteau test for serial correlation in a linear panel model," Stata Journal, StataCorp LP, vol. 20(1), pages 149-161, March.
  5. Koen Jochmans & Martin Weidner, 2019. "Fixed‐Effect Regressions on Network Data," Econometrica, Econometric Society, vol. 87(5), pages 1543-1560, September.
  6. Koen Jochmans & Taisuke Otsu, 2019. "Likelihood Corrections for Two-way Models," Annals of Economics and Statistics, GENES, issue 134, pages 227-242.
  7. Koen Jochmans, 2018. "Semiparametric Analysis of Network Formation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 705-713, October.
  8. 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.
  9. 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.
  10. Jochmans, Koen & Henry, Marc & Salanié, Bernard, 2017. "Inference On Two-Component Mixtures Under Tail Restrictions," Econometric Theory, Cambridge University Press, vol. 33(3), pages 610-635, June.
  11. Koen Jochmans, 2017. "Two-Way Models for Gravity," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 478-485, July.
  12. Dhaene, Geert & Jochmans, Koen, 2016. "Bias-corrected estimation of panel vector autoregressions," Economics Letters, Elsevier, vol. 145(C), pages 98-103.
  13. Dhaene, Geert & Jochmans, Koen, 2016. "Likelihood Inference In An Autoregression With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1178-1215, October.
  14. 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.
  15. Jochmans, Koen, 2015. "Multiplicative-error models with sample selection," Journal of Econometrics, Elsevier, vol. 184(2), pages 315-327.
  16. 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.
  17. Koen Jochmans, 2014. "First‐differencing in panel data models with incidental functions," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 373-382, October.
  18. Koen Jochmans, 2013. "Pairwise‐comparison estimation with non‐parametric controls," Econometrics Journal, Royal Economic Society, vol. 16(3), pages 340-372, October.
  19. Jochmans, Koen, 2012. "The variance of a rank estimator of transformation models," Economics Letters, Elsevier, vol. 117(1), pages 168-169.

Software components

  1. Koen Jochmans & Vincenzo Verardi, 2020. "RASSIGN: Stata module to perform regression-based test for random assignment to peer groups," Statistical Software Components S458754, Boston College Department of Economics.
  2. Koen Jochmans & Vincenzo Verardi, 2019. "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 covaria," Statistical Software Components S458698, Boston College Department of Economics.
  3. Vincenzo Verardi & Koen Jochmans, 2019. "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 S458640, Boston College Department of Economics, revised 14 Oct 2019.
  4. Vincenzo Verardi & Koen Jochmans, 2019. "TWEXP: Stata module to estimate exponential-regression models with two-way fixed effects," Statistical Software Components S458641, Boston College Department of Economics, revised 23 Aug 2019.
  5. Koen Jochmans & Vincenzo Verardi, 2019. "XTSERIALPM: Stata module to perform a portmanteau test for serial correlation in panel data," Statistical Software Components S458642, Boston College Department of Economics.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  2. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors

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 46 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 (24) 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 2019-07-15 2019-07-15 2019-07-15 2019-11-18 2019-11-18 2020-06-29 2020-06-29 2021-02-22. Author is listed
  2. NEP-NET: Network Economics (9) 2016-03-10 2017-05-14 2017-10-01 2018-01-22 2019-04-08 2019-07-15 2020-01-20 2020-06-29 2020-09-14. Author is listed
  3. NEP-URE: Urban & Real Estate Economics (9) 2015-02-16 2015-02-22 2015-08-25 2015-12-20 2019-02-18 2019-04-08 2020-01-20 2020-06-29 2020-09-14. Author is listed
  4. NEP-ETS: Econometric Time Series (7) 2014-04-11 2015-07-11 2015-08-25 2017-04-30 2017-04-30 2018-03-12 2019-05-27. Author is listed
  5. NEP-INT: International Trade (5) 2015-02-16 2015-02-22 2015-12-20 2019-05-27 2019-11-18. Author is listed
  6. NEP-GER: German Papers (4) 2014-04-11 2014-04-11 2014-04-11 2014-04-11
  7. NEP-DCM: Discrete Choice Models (3) 2010-06-11 2015-12-20 2016-01-03
  8. NEP-ORE: Operations Research (2) 2018-07-30 2019-05-27
  9. NEP-ICT: Information & Communication Technologies (1) 2019-04-08
  10. NEP-SOC: Social Norms & Social Capital (1) 2020-09-14
  11. NEP-SOG: Sociology of Economics (1) 2014-02-15

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