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Research Interests

Econometric Theory, Microeconometrics


  • 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, forthcoming
Bonhomme, 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) CWPE1910
Jochmans, 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


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

PhD Students


Weiguang Liu
PhD Title: Non-parametric Econometrics and Empirical Finance

Dr Koen Jochmans

University Reader

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Contact Details
Room: 24
College: Trinity Hall