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 1 2 9 9
A Neyman-Orthogonalization Approach to the Incidental Parameter Problem 0 0 11 11 1 1 28 28
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 1 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 2 2 3 3
A neyman-orthogonalization approach to the incidental parameter problem 0 0 0 0 1 2 2 2
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 4 0 2 4 25
A note on sufficiency in binary panel models 0 0 0 9 0 0 0 15
An Adjusted profile likelihood for non-stationary panel data models with fixed effects 0 0 0 15 0 0 1 58
An Adjusted profile likelihood for non-stationary panel data models with fixed effects 0 0 0 4 0 1 4 32
Bias In Instrumental-Variable Estimators Of Fixed-Effect Models For Count Data 0 0 0 15 0 0 1 12
Bias in instrumental-variable estimators of fixed-effect models for count data 0 0 0 1 0 1 5 8
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 3
Bias-corrected estimation of panel vector autoregressions 0 0 0 11 1 1 1 34
Bias-corrected estimation of panel vector autoregressions 0 0 0 62 3 5 5 79
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 0 0 0 0
Bootstrap inference for fixed-effect models 0 0 0 2 1 2 2 10
Bootstrap inference for fixed-effect models 0 0 0 0 1 2 4 11
Bootstrap inference for fixed-effect models 0 0 0 17 0 1 4 15
Bootstrap inference for fixed-effect models 1 1 4 23 3 4 15 67
Estimating Multivariate Latent-Structure Models 0 0 0 16 1 2 3 69
Estimating Multivariate Latent-Structure Models 0 0 0 2 0 0 0 21
Estimating Multivariate Latent-Structure Models 0 0 0 0 1 1 2 4
Estimating Multivariate Latent-Structure Models 0 0 0 0 0 1 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 5 129
First-differencing in panel data models with incidental functions 0 0 0 0 1 1 3 3
First-differencing in panel data models with incidental functions 0 0 0 6 0 0 3 68
First-differencing in panel data models with incidental functions 0 0 0 0 0 0 1 22
First-differencing in panel data models with incidental functions 0 0 0 0 0 0 3 12
Fixed-Effect Regressions on Network Data 0 0 0 60 3 4 6 168
Fixed-Effect Regressions on Network Data 0 0 0 43 1 2 3 107
Fixed-effect regressions on network data 0 0 0 27 0 0 3 44
Fixed-effect regressions on network data 0 0 0 12 1 3 3 41
Fixed-effect regressions on network data 0 0 0 0 0 0 1 3
Fixed-effect regressions on network data 0 0 0 1 0 0 2 6
Fixed-effect regressions on network data 0 0 0 19 1 1 3 55
Fixed-effect regressions on network data 0 0 0 6 1 3 4 20
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 1 1 2 8 1 2 5 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 0 1 1 1 13
Identification in Bivariate binary-choice Models with elliptical innovations 0 0 0 6 2 2 2 38
Identification in Models for Matched Worker-Firm Data with Two-Sided Random Effects 0 0 0 0 1 1 2 2
Identification in Models for Matched Worker-Firm Data with Two-Sided Random Effects 0 3 6 6 1 4 10 10
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 1 3 9
Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap 0 0 0 0 1 1 5 5
Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap 0 0 10 10 0 0 4 4
Inference in dynamic models for panel data using the moving block bootstrap 0 0 0 0 3 3 5 5
Inference on Mixtures Under Tail Restrictions 0 0 0 23 0 0 1 85
Inference on Mixtures Under Tail Restrictions 0 0 0 0 0 0 0 65
Inference on Mixtures Under Tail Restrictions 0 0 0 17 0 0 1 98
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 0 1 3 3
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 3 5 49
Inference on a distribution from noisy draws 0 0 0 1 1 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 2 0 0 2 23
Inference on a distribution from noisy draws 0 0 0 4 2 2 6 33
Inference on a distribution from noisy draws 0 0 0 6 1 1 2 30
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 12 0 2 4 12
Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations 0 0 1 31 1 4 6 50
Instrumental-Variable Estimation of Gravity Equations 0 0 5 131 1 4 18 410
Learning Markov Processes with Latent Variables 0 0 0 16 1 1 4 12
Learning Markov Processes with Latent Variables 0 0 0 0 1 2 2 2
Likelihood Corrections for Two-way Models 0 0 0 2 0 0 0 19
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 41 2 2 3 68
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 0 0 0 0 2
Likelihood corrections for two-way models 0 0 0 7 1 1 2 16
Likelihood corrections for two-way models 0 0 0 71 2 7 8 124
Likelihood inference in an Autoregression with fixed effects 0 0 0 27 1 3 3 126
Likelihood inference in an Autoregression with fixed effects 0 0 0 0 0 1 1 3
Likelihood inference in an Autoregression with fixed effects 0 0 0 1 1 1 2 30
Many (Weak) Judges in Judge-Leniency Designs 0 0 1 13 5 6 14 28
Modified-Likelihood Estimation of Fixed-Effect Models for Dyadic Data 0 0 0 42 0 0 0 41
Modified-likelihood estimation of fixed-effect models for dyadic data 0 0 0 8 2 2 2 7
Modified-likelihood estimation of the β-model 0 0 0 11 0 0 0 130
Modified-likelihood estimation of the β-model 0 0 0 2 0 0 1 6
Modified-likelihood estimation of the β-model 0 0 0 6 0 1 1 43
Multiplicative-error models with sample selection 0 0 0 25 0 0 1 59
Multiplicative-error models with sample selection 0 0 0 2 1 5 7 37
Multiplicative-error models with sample selection 0 0 0 11 1 1 1 92
Multiplicative-error models with sample selection 0 0 0 0 0 1 2 3
Multiplicative-error models with sample selection 0 0 0 0 0 0 0 10
Nonparametric Identification And Estimation of Stochastic Block Models From Many Small Networks” 0 0 0 15 1 2 2 13
Nonparametric Identification of Models for Dyadic Data 0 0 1 1 0 1 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 26 0 2 3 61
Nonparametric estimation of finite measures 0 0 0 0 0 0 1 1
Nonparametric estimation of finite mixtures 0 0 0 3 1 1 2 24
Nonparametric estimation of finite mixtures 0 0 0 37 1 1 1 101
Nonparametric estimation of finite mixtures 0 0 0 3 0 1 1 40
Nonparametric estimation of finite mixtures from repeated measurements 0 0 0 0 0 0 1 3
Nonparametric estimation of finite mixtures from repeated measurements 0 0 0 0 1 3 3 3
Nonparametric estimation of non-exchangeable latent-variable models 0 0 0 0 0 0 0 2
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 4 5 0 1 2 7
Nonparametric spectral-based estimation of latent structures 0 0 0 27 3 3 4 55
Nonparametric spectral-based estimation of latent structures 0 0 0 0 0 0 2 2
Pairwise-comparison estimation with non-parametric controls 0 0 0 0 2 2 2 5
Pairwise-comparison estimation with non-parametric controls 0 0 0 2 1 2 2 28
Pairwise-comparison estimation with nonparametric controls 0 0 0 0 0 2 4 4
Pairwise-comparison estimation with nonparametric controls 0 0 0 13 0 0 0 74
Pairwise-comparison estimation with nonparametric controls 0 0 1 2 1 2 3 22
Peer Effects and Endogenous Social Interactions 0 0 1 13 0 1 2 21
Peer effects and endogenous social interactions 0 0 0 13 0 0 3 25
Peer effects and endogenous social interactions 0 0 0 23 0 1 3 8
Profile-Score Adjustments for Incidental-Parameter Problems 0 0 1 37 0 0 4 60
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 1 1 1 2 27
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 11 1 1 3 47
Profile-score adjustments for incidental-parameter problems 0 0 0 0 1 1 3 3
Profile-score adjustments for incidental-parameter problems 0 0 0 14 1 1 2 61
Semiparametric Analysis of Network Formation 0 0 0 0 0 0 0 3
Semiparametric Analysis of Network Formation 0 0 0 22 2 2 2 66
Semiparametric Analysis of Network Formation 0 0 0 23 0 2 2 51
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 5 3 3 5 61
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 30 0 0 0 173
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 67 2 2 4 205
Split-panel jackknife estimation of fixed-effect models 0 1 4 8 5 8 13 24
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 1 1 3 23
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 0 2 5 10
Split-panel jackknife estimation of fixed-effect models 0 0 0 81 0 1 6 293
Testing Correlation in Error-Component Models 0 0 0 14 0 0 0 22
Testing Random Assignment To Peer Groups 0 0 1 12 2 2 3 6
Testing Random Assignment To Peer Groups 0 0 0 6 0 0 1 15
Testing Random Assignment to Peer Groups 0 0 0 29 2 3 5 66
Testing for Correlation in Error-Component Models 0 0 0 11 1 2 2 42
The variance of a rank estimator of transformation models 0 0 0 0 0 1 2 4
The variance of a rank estimator of transformation models 0 0 0 2 0 0 3 28
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 1 1 2 3
Two-Way Models for Gravity 0 0 0 49 3 5 8 118
Two-Way Models for Gravity 0 0 0 0 0 0 4 7
Two-way models for gravity 0 0 0 10 1 1 4 56
Two-way models for gravity 0 0 0 111 0 1 4 203
Two-way models for gravity 0 0 0 0 1 2 4 5
twexp and twgravity: Estimating exponential regression models with two-way fixed effects 0 0 0 32 1 1 4 97
xtserialpm: A portmanteau test for serial correlation in a linear panel model 0 0 0 48 1 2 4 149
Total Working Papers 2 6 58 1,965 101 185 438 5,787
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 1 1 2 2 3 5 12
A note on sufficiency in binary panel models 0 0 0 3 0 0 2 21
A portmanteau test for serial correlation in a linear panel model 0 1 8 48 1 3 21 122
Bias in instrumental-variable estimators of fixed-effect models for count data 0 0 1 4 0 0 6 17
Bias-corrected estimation of panel vector autoregressions 0 0 1 16 1 2 5 68
Bootstrap Inference for Fixed‐Effect Models 0 0 3 3 1 3 10 10
First‐differencing in panel data models with incidental functions 0 0 0 1 0 0 1 33
Fitting exponential regression models with two-way fixed effects 0 0 0 12 0 1 1 51
Fixed‐Effect Regressions on Network Data 2 4 6 31 5 8 14 163
Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates 2 3 3 4 3 5 8 12
INFERENCE ON A DISTRIBUTION FROM NOISY DRAWS 0 0 0 1 0 1 2 4
INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS 0 0 0 0 1 1 2 25
Identification of mixtures of dynamic discrete choices 0 0 0 0 2 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 2 3 9 37
LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS 0 0 0 10 3 3 3 40
Likelihood Corrections for Two-way Models 0 0 1 15 0 0 3 48
Modified-likelihood estimation of fixed-effect models for dyadic data 0 0 0 1 1 2 3 7
Multiplicative-error models with sample selection 0 0 0 9 0 0 1 57
Non-parametric estimation of finite mixtures from repeated measurements 1 1 1 4 1 2 2 22
Nonparametric estimation of non-exchangeable latent-variable models 0 0 0 11 1 3 5 68
Nonparametric identification and estimation of stochastic block models from many small networks 0 0 1 1 1 1 4 8
Pairwise‐comparison estimation with non‐parametric controls 0 0 0 6 2 3 4 48
Peer effects and endogenous social interactions 0 0 5 14 4 6 16 37
Semiparametric Analysis of Network Formation 0 0 1 13 0 3 7 55
Split-panel Jackknife Estimation of Fixed-effect Models 2 2 7 63 16 20 38 265
Testing for correlation in error‐component models 0 0 0 2 1 1 2 22
Testing random assignment to peer groups 0 0 0 3 1 4 8 19
The variance of a rank estimator of transformation models 0 0 0 14 0 0 1 64
Two-Way Models for Gravity 0 0 6 60 0 1 16 198
Total Journal Articles 7 12 48 361 49 81 202 1,542

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 19 99 3 10 49 341
RASSIGN: Stata module to perform regression-based test for random assignment to peer groups 4 5 17 77 11 19 56 340
TWEXP: Stata module to estimate exponential-regression models with two-way fixed effects 0 0 3 38 2 6 17 338
TWGRAVITY: Stata module to estimate exponential-regression models with two-way fixed effects from a cross-section of data on dyadic interactions 1 1 2 30 2 5 13 224
XTSERIALPM: Stata module to perform a portmanteau test for serial correlation in panel data 0 2 6 117 1 7 32 617
Total Software Items 6 10 47 361 19 47 167 1,860

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Statistics updated 2025-11-08