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 2 8 16 16
A Neyman-Orthogonalization Approach to the Incidental Parameter Problem 0 0 8 11 2 4 18 31
A Note on Sufficiency in Binary Panel Models 0 0 0 0 1 1 1 2
A Note on Sufficiency in Binary Panel Models 0 0 0 0 0 0 2 2
A Portmanteau Test for Correlation in Short Panels 0 0 0 7 2 2 5 47
A neyman-orthogonalization approach to the incidental parameter problem 0 0 0 0 1 6 7 7
A neyman-orthogonalization approach to the incidental parameter problem 0 0 0 0 2 6 7 7
A note on sufficiency in binary panel models 0 0 0 0 0 0 0 1
A note on sufficiency in binary panel models 0 0 0 9 0 1 1 16
A note on sufficiency in binary panel models 0 0 0 4 0 0 3 25
An Adjusted profile likelihood for non-stationary panel data models with fixed effects 0 0 0 15 1 1 1 59
An Adjusted profile likelihood for non-stationary panel data models with fixed effects 0 0 0 4 1 2 6 34
Bias In Instrumental-Variable Estimators Of Fixed-Effect Models For Count Data 0 0 0 15 2 3 4 15
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 62 1 5 7 81
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 1 1 1 1
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 1 1 1 4
Bias-corrected estimation of panel vector autoregressions 0 0 0 11 3 6 6 39
Bootstrap inference for fixed-effect models 0 1 4 23 2 6 17 70
Bootstrap inference for fixed-effect models 0 0 0 0 0 4 6 14
Bootstrap inference for fixed-effect models 0 0 0 2 1 2 3 11
Bootstrap inference for fixed-effect models 0 0 0 17 1 1 5 16
Estimating Multivariate Latent-Structure Models 0 0 0 0 1 2 3 5
Estimating Multivariate Latent-Structure Models 0 0 0 16 0 3 5 71
Estimating Multivariate Latent-Structure Models 0 0 0 36 0 0 0 79
Estimating Multivariate Latent-Structure Models 0 0 0 2 2 2 2 23
Estimating Multivariate Latent-Structure Models 0 0 0 0 0 0 2 3
Exponential regression models with two-way fixed effects: twexp and twgravity 0 0 0 35 3 5 9 133
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 0 1 1 69
Fixed-Effect Regressions on Network Data 0 0 0 43 1 7 9 113
Fixed-Effect Regressions on Network Data 0 0 0 60 3 8 10 173
Fixed-effect regressions on network data 0 0 0 6 0 2 5 21
Fixed-effect regressions on network data 0 0 0 1 0 3 5 9
Fixed-effect regressions on network data 0 0 0 12 1 3 5 43
Fixed-effect regressions on network data 0 0 0 0 4 7 8 10
Fixed-effect regressions on network data 0 0 0 27 1 2 4 46
Fixed-effect regressions on network data 0 0 0 19 3 5 7 59
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 2 3 6 37
Identification Of Mixtures Of Dynamic Discrete Choices 0 0 0 27 2 2 2 20
Identification in Bivariate binary-choice Models with elliptical innovations 0 0 0 6 2 5 5 41
Identification in Bivariate binary-choice Models with elliptical innovations 0 0 0 0 0 2 2 14
Identification in Models for Matched Worker-Firm Data with Two-Sided Random Effects 0 0 0 0 0 2 3 3
Identification in Models for Matched Worker-Firm Data with Two-Sided Random Effects 0 0 6 6 2 3 12 12
Identification of mixtures of dynamic discrete choices 0 0 0 1 1 1 1 4
Inference On A Distribution From Noisy Draws 0 0 1 4 2 2 4 11
Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap 0 0 0 0 1 2 6 6
Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap 1 1 11 11 5 7 11 11
Inference in dynamic models for panel data using the moving block bootstrap 0 0 0 0 1 5 7 7
Inference on Mixtures Under Tail Restrictions 0 0 0 17 1 2 3 100
Inference on Mixtures Under Tail Restrictions 0 0 0 23 2 3 4 88
Inference on Mixtures Under Tail Restrictions 0 0 0 0 0 1 1 66
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 1 2 5 5
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 0 0 1 2
Inference on a Distribution from Noisy Draws 0 0 0 26 1 4 8 52
Inference on a distribution from noisy draws 0 0 0 6 0 2 3 31
Inference on a distribution from noisy draws 0 0 0 2 1 1 3 24
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 3 5 9 36
Inference on a distribution from noisy draws 0 0 0 1 2 3 4 20
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 1 2 7 51
Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations 0 0 1 12 1 2 6 14
Instrumental-Variable Estimation of Gravity Equations 0 0 4 131 4 6 20 415
Learning Markov Processes with Latent Variables 0 0 0 16 1 4 7 15
Learning Markov Processes with Latent Variables 0 0 0 0 1 2 3 3
Likelihood Corrections for Two-way Models 0 0 0 2 2 3 3 22
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 1 3 4 69
Likelihood corrections for two-way models 0 0 0 71 5 9 15 131
Likelihood corrections for two-way models 0 0 0 7 1 2 3 17
Likelihood inference in an Autoregression with fixed effects 0 0 0 1 0 2 3 31
Likelihood inference in an Autoregression with fixed effects 0 0 0 0 0 2 3 5
Likelihood inference in an Autoregression with fixed effects 0 0 0 27 1 2 4 127
Many (Weak) Judges in Judge-Leniency Designs 0 0 1 13 1 6 13 29
Modified-Likelihood Estimation of Fixed-Effect Models for Dyadic Data 0 0 0 42 2 3 3 44
Modified-likelihood estimation of fixed-effect models for dyadic data 0 0 0 8 1 4 4 9
Modified-likelihood estimation of the β-model 0 0 0 6 0 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 1 1 1 131
Multiplicative-error models with sample selection 0 0 0 2 3 8 13 44
Multiplicative-error models with sample selection 0 0 0 0 3 3 4 6
Multiplicative-error models with sample selection 0 0 0 11 5 7 7 98
Multiplicative-error models with sample selection 0 0 0 0 2 3 3 13
Multiplicative-error models with sample selection 0 0 0 25 1 2 2 61
Nonparametric Identification And Estimation of Stochastic Block Models From Many Small Networks” 0 0 0 15 4 5 6 17
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 4 4 5 9
Nonparametric estimation of finite measures 0 0 0 0 1 1 2 2
Nonparametric estimation of finite measures 0 0 0 26 2 3 5 64
Nonparametric estimation of finite mixtures 0 0 0 3 2 4 5 44
Nonparametric estimation of finite mixtures 0 0 0 37 1 3 3 103
Nonparametric estimation of finite mixtures 0 0 0 3 1 3 4 26
Nonparametric estimation of finite mixtures from repeated measurements 0 0 0 0 1 2 4 4
Nonparametric estimation of finite mixtures from repeated measurements 0 0 0 0 1 1 2 4
Nonparametric estimation of non-exchangeable latent-variable models 0 0 0 0 1 3 3 5
Nonparametric estimation of non-exchangeable latent-variable models 0 0 0 0 1 1 1 3
Nonparametric identification and estimation of stochastic block models from many small networks 0 0 0 5 2 3 4 10
Nonparametric spectral-based estimation of latent structures 0 0 0 0 0 1 3 3
Nonparametric spectral-based estimation of latent structures 0 0 0 27 0 4 5 56
Pairwise-comparison estimation with non-parametric controls 0 0 0 2 0 2 3 29
Pairwise-comparison estimation with non-parametric controls 0 0 0 0 1 3 3 6
Pairwise-comparison estimation with nonparametric controls 0 0 1 2 2 3 5 24
Pairwise-comparison estimation with nonparametric controls 0 0 0 0 0 0 3 4
Pairwise-comparison estimation with nonparametric controls 0 0 0 13 3 3 3 77
Peer Effects and Endogenous Social Interactions 0 0 1 13 1 2 4 23
Peer effects and endogenous social interactions 0 0 0 13 2 2 5 27
Peer effects and endogenous social interactions 0 0 0 23 0 0 3 8
Profile-Score Adjustments for Incidental-Parameter Problems 0 0 1 37 0 1 3 61
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 1 1 2 2 28
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 11 0 3 4 49
Profile-score adjustments for incidental-parameter problems 0 0 0 14 0 2 2 62
Profile-score adjustments for incidental-parameter problems 0 0 0 0 1 2 4 4
Semiparametric Analysis of Network Formation 0 0 0 23 1 1 3 52
Semiparametric Analysis of Network Formation 0 0 0 22 0 3 3 67
Semiparametric Analysis of Network Formation 0 0 0 0 1 2 2 5
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 5 0 4 5 62
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 67 2 5 6 208
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 30 0 2 2 175
Split-panel jackknife estimation of fixed-effect models 1 1 4 9 5 10 16 29
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 2 8 10 30
Split-panel jackknife estimation of fixed-effect models 0 0 0 81 2 2 4 295
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 0 2 6 12
Testing Correlation in Error-Component Models 0 0 0 14 3 3 3 25
Testing Random Assignment To Peer Groups 0 0 1 12 1 4 5 8
Testing Random Assignment To Peer Groups 0 0 0 6 2 6 7 21
Testing Random Assignment to Peer Groups 0 0 0 29 1 4 7 68
Testing for Correlation in Error-Component Models 0 0 0 11 2 3 4 44
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 0 2 4
The variance of a rank estimator of transformation models 0 0 0 2 2 3 3 31
The variance of a rank estimator of transformation models 0 0 0 0 0 2 2 4
Two-Way Models for Gravity 0 0 0 0 3 7 8 14
Two-Way Models for Gravity 0 0 0 49 3 9 13 124
Two-way models for gravity 0 0 0 111 1 1 4 204
Two-way models for gravity 1 1 1 1 3 6 8 10
Two-way models for gravity 0 0 0 10 1 7 9 62
twexp and twgravity: Estimating exponential regression models with two-way fixed effects 0 0 0 32 4 6 8 102
xtserialpm: A portmanteau test for serial correlation in a linear panel model 0 0 0 48 7 10 13 158
Total Working Papers 3 5 52 1,968 187 418 686 6,104
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 1 3 6 13
A note on sufficiency in binary panel models 0 0 0 3 1 1 1 22
A portmanteau test for serial correlation in a linear panel model 0 0 8 48 2 5 21 126
Bias in instrumental-variable estimators of fixed-effect models for count data 0 0 1 4 1 1 6 18
Bias-corrected estimation of panel vector autoregressions 0 0 1 16 2 4 8 71
Bootstrap Inference for Fixed‐Effect Models 1 1 4 4 2 10 19 19
First‐differencing in panel data models with incidental functions 0 0 0 1 0 1 2 34
Fitting exponential regression models with two-way fixed effects 0 0 0 12 0 0 1 51
Fixed‐Effect Regressions on Network Data 0 2 5 31 2 8 15 166
Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates 0 2 3 4 1 9 12 18
INFERENCE ON A DISTRIBUTION FROM NOISY DRAWS 0 0 0 1 1 3 4 7
INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS 0 0 0 0 1 4 4 28
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 1 7 13 42
LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS 0 0 0 10 1 5 5 42
Likelihood Corrections for Two-way Models 0 0 0 15 2 5 7 53
Modified-likelihood estimation of fixed-effect models for dyadic data 0 0 0 1 1 2 4 8
Multiplicative-error models with sample selection 0 0 0 9 4 6 7 63
Non-parametric estimation of finite mixtures from repeated measurements 0 1 1 4 1 2 3 23
Nonparametric estimation of non-exchangeable latent-variable models 0 0 0 11 1 2 6 69
Nonparametric identification and estimation of stochastic block models from many small networks 0 0 0 1 0 2 4 9
Pairwise‐comparison estimation with non‐parametric controls 0 0 0 6 1 3 5 49
Peer effects and endogenous social interactions 0 0 5 14 4 12 24 45
Semiparametric Analysis of Network Formation 0 1 2 14 3 6 13 61
Split-panel Jackknife Estimation of Fixed-effect Models 0 2 6 63 4 22 42 271
Testing for correlation in error‐component models 0 0 0 2 2 3 4 24
Testing random assignment to peer groups 0 0 0 3 4 7 14 25
The variance of a rank estimator of transformation models 0 0 0 14 1 1 2 65
Two-Way Models for Gravity 0 0 4 60 1 2 12 200
Total Journal Articles 1 9 44 363 45 138 267 1,631

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 0 2 16 100 3 12 51 350
RASSIGN: Stata module to perform regression-based test for random assignment to peer groups 0 4 14 77 3 17 52 346
TWEXP: Stata module to estimate exponential-regression models with two-way fixed effects 1 1 3 39 1 5 19 341
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 2 4 13 226
XTSERIALPM: Stata module to perform a portmanteau test for serial correlation in panel data 1 1 6 118 9 11 35 627
Total Software Items 2 9 41 364 18 49 170 1,890

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Statistics updated 2026-01-09