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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, 2017-2019
  • 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. Heteroskedasticity-Robust Inference in Linear Regression Models with Many Covariates, (2020) CWPE2033
Jochmans, K. Testing Random Assignment to Peer Groups, (2020) CWPE2024
Jochmans, K., Verardi, V. Instrumental-Variable Estimation of Gravity Equations, (2019) CWPE1994
Jochmans, K. Testing for Correlation in Error-Component Models, (2019) CWPE1993
Dhaene, G., Jochmans, K. Profile-Score Adjustments for Incidental-Parameter Problems, (2019) CWPE1959

Recent Activities

Econometric Methods for Modern Data Structures
This is an European Research Council (ERC) event co-sponsored by Cambridge-INET and Centre for Microdata Methods and Practice (Cemmap). The event is taking place at Trinity Hall Cambridge.
Event Date - Thursday 28th May 2020

Research Grants

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


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

PhD Students


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
Darija Halatova
PhD Title: Essays in Experimental Economics

Dr Koen Jochmans

University Reader

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Contact Details
Room: 24
College: Trinity Hall