Access Statistics for Koen Jochmans

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Neyman-Orthogonalization Approach to The Incidental Parameter Problem 0 0 2 2 5 6 14 14
A Neyman-Orthogonalization Approach to the Incidental Parameter Problem 0 0 11 11 1 2 29 29
A Note on Sufficiency in Binary Panel Models 0 0 0 0 0 0 2 2
A Note on Sufficiency in Binary Panel Models 0 0 0 0 0 0 0 1
A Portmanteau Test for Correlation in Short Panels 0 0 0 7 0 1 3 45
A neyman-orthogonalization approach to the incidental parameter problem 0 0 0 0 3 4 5 5
A neyman-orthogonalization approach to the incidental parameter problem 0 0 0 0 3 5 6 6
A note on sufficiency in binary panel models 0 0 0 4 0 1 3 25
A note on sufficiency in binary panel models 0 0 0 9 1 1 1 16
A note on sufficiency in binary panel models 0 0 0 0 0 0 0 1
An Adjusted profile likelihood for non-stationary panel data models with fixed effects 0 0 0 4 1 2 5 33
An Adjusted profile likelihood for non-stationary panel data models with fixed effects 0 0 0 15 0 0 0 58
Bias In Instrumental-Variable Estimators Of Fixed-Effect Models For Count Data 0 0 0 15 1 1 2 13
Bias in instrumental-variable estimators of fixed-effect models for count data 0 0 0 1 0 0 4 8
Bias-corrected estimation of panel vector autoregressions 0 0 0 11 2 3 3 36
Bias-corrected estimation of panel vector autoregressions 0 0 0 62 1 6 6 80
Bias-corrected estimation of panel vector autoregressions 0 0 0 48 0 0 0 62
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 0 0 0 0
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 0 0 0 3
Bootstrap inference for fixed-effect models 0 1 4 23 1 5 15 68
Bootstrap inference for fixed-effect models 0 0 0 17 0 0 4 15
Bootstrap inference for fixed-effect models 0 0 0 2 0 1 2 10
Bootstrap inference for fixed-effect models 0 0 0 0 3 4 6 14
Estimating Multivariate Latent-Structure Models 0 0 0 0 0 1 2 4
Estimating Multivariate Latent-Structure Models 0 0 0 16 2 4 5 71
Estimating Multivariate Latent-Structure Models 0 0 0 2 0 0 0 21
Estimating Multivariate Latent-Structure Models 0 0 0 0 0 0 2 3
Estimating Multivariate Latent-Structure Models 0 0 0 36 0 0 0 79
Exponential regression models with two-way fixed effects: twexp and twgravity 0 0 0 35 1 2 6 130
First-differencing in panel data models with incidental functions 0 0 0 0 0 0 2 12
First-differencing in panel data models with incidental functions 0 0 0 0 0 1 2 3
First-differencing in panel data models with incidental functions 0 0 0 0 0 0 0 22
First-differencing in panel data models with incidental functions 0 0 0 6 1 1 3 69
Fixed-Effect Regressions on Network Data 0 0 0 43 5 6 8 112
Fixed-Effect Regressions on Network Data 0 0 0 60 2 5 7 170
Fixed-effect regressions on network data 0 0 0 12 1 2 4 42
Fixed-effect regressions on network data 0 0 0 1 3 3 5 9
Fixed-effect regressions on network data 0 0 0 27 1 1 3 45
Fixed-effect regressions on network data 0 0 0 6 1 2 5 21
Fixed-effect regressions on network data 0 0 0 0 3 3 4 6
Fixed-effect regressions on network data 0 0 0 19 1 2 4 56
Heteroskedasticity-Robust Inference in Linear Regression Models 0 0 1 45 0 0 3 56
Heteroskedasticity-Robust Inference in Linear Regression Models with Many Covariates 0 1 2 8 0 1 4 35
Identification Of Mixtures Of Dynamic Discrete Choices 0 0 0 27 0 0 0 18
Identification in Bivariate binary-choice Models with elliptical innovations 0 0 0 6 1 3 3 39
Identification in Bivariate binary-choice Models with elliptical innovations 0 0 0 0 1 2 2 14
Identification in Models for Matched Worker-Firm Data with Two-Sided Random Effects 0 0 6 6 0 2 10 10
Identification in Models for Matched Worker-Firm Data with Two-Sided Random Effects 0 0 0 0 1 2 3 3
Identification of mixtures of dynamic discrete choices 0 0 0 1 0 0 0 3
Inference On A Distribution From Noisy Draws 0 0 1 4 0 0 3 9
Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap 0 0 0 0 0 1 5 5
Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap 0 0 10 10 2 2 6 6
Inference in dynamic models for panel data using the moving block bootstrap 0 0 0 0 1 4 6 6
Inference on Mixtures Under Tail Restrictions 0 0 0 23 1 1 2 86
Inference on Mixtures Under Tail Restrictions 0 0 0 17 1 1 2 99
Inference on Mixtures Under Tail Restrictions 0 0 0 0 1 1 1 66
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 0 0 1 2
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 1 1 4 4
Inference on a Distribution from Noisy Draws 0 0 0 26 2 3 7 51
Inference on a distribution from noisy draws 0 0 0 1 0 1 3 18
Inference on a distribution from noisy draws 0 0 0 0 0 0 0 2
Inference on a distribution from noisy draws 0 0 0 4 0 2 6 33
Inference on a distribution from noisy draws 0 0 0 2 0 0 2 23
Inference on a distribution from noisy draws 0 0 0 6 1 2 3 31
Inference on two component mixtures under tail restrictions 0 0 0 12 0 0 0 9
Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations 0 0 1 31 0 1 6 50
Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations 0 0 1 12 1 2 5 13
Instrumental-Variable Estimation of Gravity Equations 0 0 4 131 1 2 18 411
Learning Markov Processes with Latent Variables 0 0 0 0 0 1 2 2
Learning Markov Processes with Latent Variables 0 0 0 16 2 3 6 14
Likelihood Corrections for Two-way Models 0 0 0 2 1 1 1 20
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 0 0 0 0 2
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 41 0 2 3 68
Likelihood corrections for two-way models 0 0 0 71 2 9 10 126
Likelihood corrections for two-way models 0 0 0 7 0 1 2 16
Likelihood inference in an Autoregression with fixed effects 0 0 0 27 0 3 3 126
Likelihood inference in an Autoregression with fixed effects 0 0 0 0 2 2 3 5
Likelihood inference in an Autoregression with fixed effects 0 0 0 1 1 2 3 31
Many (Weak) Judges in Judge-Leniency Designs 0 0 1 13 0 6 12 28
Modified-Likelihood Estimation of Fixed-Effect Models for Dyadic Data 0 0 0 42 1 1 1 42
Modified-likelihood estimation of fixed-effect models for dyadic data 0 0 0 8 1 3 3 8
Modified-likelihood estimation of the β-model 0 0 0 6 1 1 2 44
Modified-likelihood estimation of the β-model 0 0 0 2 0 0 0 6
Modified-likelihood estimation of the β-model 0 0 0 11 0 0 0 130
Multiplicative-error models with sample selection 0 0 0 0 0 0 1 3
Multiplicative-error models with sample selection 0 0 0 2 4 9 10 41
Multiplicative-error models with sample selection 0 0 0 11 1 2 2 93
Multiplicative-error models with sample selection 0 0 0 25 1 1 1 60
Multiplicative-error models with sample selection 0 0 0 0 1 1 1 11
Nonparametric Identification And Estimation of Stochastic Block Models From Many Small Networks” 0 0 0 15 0 2 2 13
Nonparametric Identification of Models for Dyadic Data 0 0 1 1 0 0 4 4
Nonparametric Identification of Models for Dyadic Data” 0 0 0 8 0 0 1 5
Nonparametric estimation of finite measures 0 0 0 0 0 0 1 1
Nonparametric estimation of finite measures 0 0 0 26 1 2 4 62
Nonparametric estimation of finite mixtures 0 0 0 37 1 2 2 102
Nonparametric estimation of finite mixtures 0 0 0 3 2 3 3 42
Nonparametric estimation of finite mixtures 0 0 0 3 1 2 3 25
Nonparametric estimation of finite mixtures from repeated measurements 0 0 0 0 0 1 3 3
Nonparametric estimation of finite mixtures from repeated measurements 0 0 0 0 0 0 1 3
Nonparametric estimation of non-exchangeable latent-variable models 0 0 0 0 2 2 2 4
Nonparametric estimation of non-exchangeable latent-variable models 0 0 0 0 0 0 1 2
Nonparametric identification and estimation of stochastic block models from many small networks 0 0 0 5 1 1 2 8
Nonparametric spectral-based estimation of latent structures 0 0 0 0 1 1 3 3
Nonparametric spectral-based estimation of latent structures 0 0 0 27 1 4 5 56
Pairwise-comparison estimation with non-parametric controls 0 0 0 0 0 2 2 5
Pairwise-comparison estimation with non-parametric controls 0 0 0 2 1 3 3 29
Pairwise-comparison estimation with nonparametric controls 0 0 0 0 0 0 4 4
Pairwise-comparison estimation with nonparametric controls 0 0 1 2 0 1 3 22
Pairwise-comparison estimation with nonparametric controls 0 0 0 13 0 0 0 74
Peer Effects and Endogenous Social Interactions 0 0 1 13 1 1 3 22
Peer effects and endogenous social interactions 0 0 0 23 0 0 3 8
Peer effects and endogenous social interactions 0 0 0 13 0 0 3 25
Profile-Score Adjustments for Incidental-Parameter Problems 0 0 1 37 1 1 3 61
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 11 2 3 4 49
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 1 0 1 1 27
Profile-score adjustments for incidental-parameter problems 0 0 0 14 1 2 2 62
Profile-score adjustments for incidental-parameter problems 0 0 0 0 0 1 3 3
Semiparametric Analysis of Network Formation 0 0 0 23 0 0 2 51
Semiparametric Analysis of Network Formation 0 0 0 0 1 1 1 4
Semiparametric Analysis of Network Formation 0 0 0 22 1 3 3 67
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 5 1 4 6 62
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 67 1 3 4 206
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 30 2 2 2 175
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 5 6 8 28
Split-panel jackknife estimation of fixed-effect models 0 1 4 8 0 8 12 24
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 2 4 6 12
Split-panel jackknife estimation of fixed-effect models 0 0 0 81 0 0 6 293
Testing Correlation in Error-Component Models 0 0 0 14 0 0 0 22
Testing Random Assignment To Peer Groups 0 0 0 6 4 4 5 19
Testing Random Assignment To Peer Groups 0 0 1 12 1 3 4 7
Testing Random Assignment to Peer Groups 0 0 0 29 1 3 6 67
Testing for Correlation in Error-Component Models 0 0 0 11 0 1 2 42
The variance of a rank estimator of transformation models 0 0 0 2 1 1 4 29
The variance of a rank estimator of transformation models 0 0 0 0 1 2 3 4
The variance of a rank estimator of transformation models 0 0 0 0 0 0 0 28
The variance of a rank estimator of transformation models 0 0 0 0 0 1 2 4
Two-Way Models for Gravity 0 0 0 49 3 7 10 121
Two-Way Models for Gravity 0 0 0 0 4 4 7 11
Two-way models for gravity 0 0 0 0 2 3 5 7
Two-way models for gravity 0 0 0 111 0 0 3 203
Two-way models for gravity 0 0 0 10 5 6 8 61
twexp and twgravity: Estimating exponential regression models with two-way fixed effects 0 0 0 32 1 2 4 98
xtserialpm: A portmanteau test for serial correlation in a linear panel model 0 0 0 48 2 3 6 151
Total Working Papers 0 3 53 1,965 130 263 533 5,917
18 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A PORTMANTEAU TEST FOR CORRELATION IN SHORT PANELS 0 0 1 2 0 2 5 12
A note on sufficiency in binary panel models 0 0 0 3 0 0 1 21
A portmanteau test for serial correlation in a linear panel model 0 0 8 48 2 4 21 124
Bias in instrumental-variable estimators of fixed-effect models for count data 0 0 1 4 0 0 5 17
Bias-corrected estimation of panel vector autoregressions 0 0 1 16 1 3 6 69
Bootstrap Inference for Fixed‐Effect Models 0 0 3 3 7 9 17 17
First‐differencing in panel data models with incidental functions 0 0 0 1 1 1 2 34
Fitting exponential regression models with two-way fixed effects 0 0 0 12 0 1 1 51
Fixed‐Effect Regressions on Network Data 0 2 5 31 1 6 14 164
Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates 0 3 3 4 5 10 12 17
INFERENCE ON A DISTRIBUTION FROM NOISY DRAWS 0 0 0 1 2 2 3 6
INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS 0 0 0 0 2 3 4 27
Identification of mixtures of dynamic discrete choices 0 0 0 0 0 2 3 9
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations 0 0 3 10 4 7 12 41
LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS 0 0 0 10 1 4 4 41
Likelihood Corrections for Two-way Models 0 0 0 15 3 3 5 51
Modified-likelihood estimation of fixed-effect models for dyadic data 0 0 0 1 0 1 3 7
Multiplicative-error models with sample selection 0 0 0 9 2 2 3 59
Non-parametric estimation of finite mixtures from repeated measurements 0 1 1 4 0 2 2 22
Nonparametric estimation of non-exchangeable latent-variable models 0 0 0 11 0 1 5 68
Nonparametric identification and estimation of stochastic block models from many small networks 0 0 1 1 1 2 5 9
Pairwise‐comparison estimation with non‐parametric controls 0 0 0 6 0 3 4 48
Peer effects and endogenous social interactions 0 0 5 14 4 8 20 41
Semiparametric Analysis of Network Formation 1 1 2 14 3 3 10 58
Split-panel Jackknife Estimation of Fixed-effect Models 0 2 7 63 2 20 40 267
Testing for correlation in error‐component models 0 0 0 2 0 1 2 22
Testing random assignment to peer groups 0 0 0 3 2 5 10 21
The variance of a rank estimator of transformation models 0 0 0 14 0 0 1 64
Two-Way Models for Gravity 0 0 5 60 1 2 13 199
Total Journal Articles 1 9 46 362 44 107 233 1,586

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
IVGRAVITY: Stata module containing method-of-moment IV estimators of exponential-regression models with two-way fixed effects from a cross-section of data on dyadic interactions and endogenous covariates 1 2 17 100 6 13 50 347
RASSIGN: Stata module to perform regression-based test for random assignment to peer groups 0 5 16 77 3 20 53 343
TWEXP: Stata module to estimate exponential-regression models with two-way fixed effects 0 0 3 38 2 5 19 340
TWGRAVITY: Stata module to estimate exponential-regression models with two-way fixed effects from a cross-section of data on dyadic interactions 0 1 2 30 0 4 13 224
XTSERIALPM: Stata module to perform a portmanteau test for serial correlation in panel data 0 1 6 117 1 3 30 618
Total Software Items 1 9 44 362 12 45 165 1,872

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Statistics updated 2025-12-06