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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
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., Verardi, V. Instrumental-Variable Estimation of Gravity Equations, (2019) CWPE1994
Jochmans, K. Testing Correlation in Error-Component Models, (2019) CWPE1993
Dhaene, G., Jochmans, K. Profile-Score Adjustments for Incidental-Parameter Problems, (2019) CWPE1959
Jochmans, K. Modified-Likelihood Estimation of Fixed-Effect Models for Dyadic Data, (2019) CWPE1958
Jochmans, K. Heteroskedasticity-Robust Inference in Linear Regression Models, (2019) CWPE1957

Research Grants


Inference in Microeconometric Models (MiMo) (European Reserach Council (ERC), Starting Grant)

Teaching


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


PhD Students


Advisor

Shuyi Ge
PhD Title: Financial networks and risk spillovers
Research: Financial econometrics, networks, systemic risk, applied econometrics
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