Marc Henry, Koen Jochmans, and Bernard Salanié, “Inference on two-component mixtures under tail restrictions,”, Econometric Theory, June 2017, pp. 610–635.
G. Dhaene, and Koen Jochmans, “Likelihood inference in an autoregression with fixed effects,”, Econometric Theory, vol. 32, October 2016, pp. 1178–1215.
G. Dhaene, and Koen Jochmans, “Bias-corrected estimation of panel vector autoregressions”, Economics Letters, vol. 145, August 2016, pp. 98–103.
Stéphane Bonhomme, Koen Jochmans, and Jean-Marc Robin, “Estimating multivariate latent-structure models”, Annals of Statistics, April 2016, pp. 540–563.
Stéphane Bonhomme, Koen Jochmans, and Jean-Marc Robin, “Nonparametric estimation of finite mixtures from repeated measurements,”, Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol. 78, January 2016, pp. 211–229.
Koen Jochmans, and G. Dhaene, “Split-panel jackknife estimation of fixed-effect models”, The Review of Economic Studies, vol. 82, July 2015, pp. 991–1030.
Koen Jochmans, “Multiplicative-error models with sample selection”, Journal of Econometrics, vol. 17, February 2015, pp. 315–327.
Koen Jochmans, “First-differencing in panel data models with incidental functions”, The Econometrics Journal, October 2014, pp. 373–382.
Koen Jochmans, “Pairwise-comparison estimation with nonparametric controls”, The Econometrics Journal, vol. 16, October 2013, pp. 340–372.
Koen Jochmans, “The variance of a rank estimator of transformation models”, Economics Letters, October 2012, pp. 168–169.
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