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-
- Associate Editor for Journal of Business & Economic Statistics, 2017-
Selected Publications
Published Papers
Jochmans, K. Semiparametric Analysis of Network Formation, (2017) Journal of Business and Economic Statistics, forthcomingBonhomme, S. and Jochmans, K. and Robin, J-M. Nonparametric Estimation of Non-Exchangeable Latent-Variable Models, (2017) Journal of Econometrics, forthcoming
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
Dhaene, G. and Jochmans, K. Split-panel Jackknife Estimation of Fixed-Effect Models, (2015) Review of Economic Studies
Cambridge Working Papers in Economics
Jochmans, K. Testing for Correlation in Error-Component Models, (2019) CWPE1910Jochmans, K. A Portmanteau Test for Correlation in Short Panels, (2018) CWPE1886
Jochmans, K., Otsu, T. Likelihood Corrections for Two-way Models, (2018) CWPE1887
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
