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Research Interests


Econometric Theory, Microeconometrics

Biography


  • ERC Starting Grant: Inference in Microeconometric Models, 2017-2021
  • J.M. Keynes Fellowship, 2017-2021
  • Denis Sargan Prize, 2013
  • Associate Editor for Journal of Econometrics, 2017-2019
  • Associate Editor for Journal of Business & Economic Statistics, 2017-present
  • Associate Editor for Journal of Applied Econometrics, 2019-present

Selected Publications


Published Papers

Jochmans, K., and Weidner, M. Fixed-Effect Regressions on Network Data, (2019) Econometrica, forthcoming
Jochmans, K. Semiparametric Analysis of Network Formation, (2017) Journal of Business and Economic Statistics
Bonhomme, S. and Jochmans, K. and Robin, J-M. Nonparametric Estimation of Non-Exchangeable Latent-Variable Models, (2017) Journal of Econometrics
Jochmans, K. Two-Way Models for Gravity, (2017) Review of Economics and Statistics
Bonhomme, S. and Jochmans, K. and Robin, J-M. Non-parametric Estimation of Finite Mixtures from Repeated Measurements, (2016) Journal of the Royal Statistical Society - Series B
Bonhomme, S. and Jochmans, K. and Robin, J-M. Estimating Multivariate Latent-Structure Models, (2016) Annals of Statistics
Dhaene, G. and Jochmans, K. Likelihood Inference in an Autoregression with Fixed Effects, (2016) Econometric Theory
Jochmans, K., Henry, M. and Salanié, B. Inference on Two-Component Mixtures Under Tail Restrictions, (2016) Econometric Theory
Jochmans, K. Multiplicative-Error Models with Sample Selection, (2015) Journal of Econometrics

Cambridge Working Papers in Economics

Jochmans, K. Testing for Correlation in Error-Component Models, (2019) CWPE1910
Jochmans, K. and Weidner, M. Fixed-Effect Regressions on Network Data, (2019) CWPE1938
Jochmans, K. and Verardi, V. xtserialpm: A portmanteau test for serial correlation in a linear panel model, (2019) CWPE1944
Jochmans, K. and Verardi, V. twexp and twgravity: Estimating exponential regression models with two-way fixed effects, (2019) CWPE1945
Jochmans, K. and Weidner, M. Inference on a distribution from noisy draws, (2019) CWPE1946

Recent Activities


Research Assistant/Associate x2 (Fixed Term) - Publication Date: 2018-10-23


Teaching


MPhil R300 - Advanced Econometric Methods
PHD30 - Topics In Advanced Econometrics


PhD Students


Advisor

Shuyi Ge
PhD Title: Network Econometrics
Research:
Weiguang Liu
PhD Title: Non-parametric Econometrics and Empirical Finance
Research:
Darija Halatova
PhD Title: Essays in Experimental Economics
Research:

Dr Koen Jochmans












University Reader

Research Group:
Econometrics

Personal Site:
http://sites.google.com/site/jochmans...

Contact Details
Email: kj345@cam.ac.uk
Room: 24
College: Trinity Hall