Koen Jochmans

Koen Jochmans, “Nonparametric Identification And Estimation of Stochastic Block Models From Many Small Networks”, Journal of Econometrics, vol. 242, n. 2 (105805), June 2024.

Ayden Higgins, and Koen Jochmans, “Bootstrap inference for fixed-effect models”, Econometrica, vol. 92, n. 2, March 2024, pp. 411–427.

Koen Jochmans, and Martin Weidner, “Inference On A Distribution From Noisy Draws”, Econometric Theory, vol. 40, n. 1, February 2024, pp. 60–97.

Ayden Higgins, and Koen Jochmans, “Identification of Mixtures of Dynamic Discrete Choices”, Journal of Econometrics, vol. 237, n. 1, 105462, November 2023.

Koen Jochmans, “Peer Effects and Endogenous Social Interactions”, Journal of Econometrics, vol. 235, n. 2, August 2023, pp. 1203–1214.

Koen Jochmans, “Testing Random Assignment To Peer Groups”, Journal of Applied Econometrics, vol. 38, n. 3, May 2023, pp. 321–333.

Koen Jochmans, “Modified-likelihood estimation of fixed-effect model for dyadic data”, Journal of the Spanish Economic Association, vol. 14, 2023, pp. 417–433.

Koen Jochmans, and Vincenzo Verardi, “Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations”, Journal of Applied Econometrics, vol. 37, n. 6, July 2022, pp. 1121–1137.

Koen Jochmans, “Heteroskedasticity-robust inference in linear regression models with many covariates”, Journal of the American Statistical Association, vol. 117, n. 538, July 2022, pp. 887–896.

Koen Jochmans, “Bias In Instrumental-Variable Estimators Of Fixed-Effect Models For Count Data”, Economics Letters, vol. 212, n. 110318, March 2022.

Koen Jochmans, “Testing for correlation in error-component models”, Journal of Applied Econometrics, n. 35, December 2020, pp. 860–878.

Koen Jochmans, “A portmanteau test for correlation in short panels”, Econometric Theory, vol. 36, December 2020, pp. 1159–1166.

Koen Jochmans, and Vincenzo Verardi, “twexp and twgravity: Estimating exponential-regression models with two-way fixed effects”, The Stata Journal, vol. 20, June 2020, pp. 468–480.

Koen Jochmans, and Vincenzo Verardi, “xtserialpm: A portmanteau test for serial correlation in a linear panel model”, The Stata Journal, vol. 20, March 2020, pp. 149–161.

Koen Jochmans, and Martin Weidner, “Fixed-effect regressions on network data”, Econometrica, n. 87, September 2019, pp. 1543–1560.

Koen Jochmans, and Tai Otsu, “Likelihood corrections for two-way models”, Annals of Economics and Statistics, vol. 134, June 2019, pp. 227–242.

Koen Jochmans, “Semiparametric analysis of network formation”, Journal of Business and Economic Statistics, vol. 36, October 2018, pp. 705–713.

Stéphane Bonhomme, Koen Jochmans, and Jean-Marc Robin, “Nonparametric estimation of non-exchangeable latent-variable models”, Journal of Econometrics, vol. 201, December 2017, pp. 237–248.

Koen Jochmans, “Two-way models for gravity”, The Review of Economics and Statistics, vol. 99, July 2017, pp. 478–485.

Marc Henry, Koen Jochmans, and Bernard Salanié, “Inference on two-component mixtures under tail restrictions,”, Econometric Theory, June 2017, pp. 610–635.