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 8 8
A Neyman-Orthogonalization Approach to the Incidental Parameter Problem 0 0 11 11 0 0 27 27
A Note on Sufficiency in Binary Panel Models 0 0 0 0 0 0 1 1
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 0 1 2 44
A neyman-orthogonalization approach to the incidental parameter problem 0 0 0 0 0 0 1 1
A neyman-orthogonalization approach to the incidental parameter problem 0 0 0 0 1 1 1 1
A note on sufficiency in binary panel models 0 0 0 4 1 1 3 24
A note on sufficiency in binary panel models 0 0 0 9 0 0 0 15
A note on sufficiency in binary panel models 0 0 0 0 0 0 1 1
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 31
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 1 1 5 8
Bias-corrected estimation of panel vector autoregressions 0 0 0 62 0 0 1 74
Bias-corrected estimation of panel vector autoregressions 0 0 0 11 0 0 1 33
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 48 0 0 1 62
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 0 0 1 3
Bootstrap inference for fixed-effect models 0 0 0 0 1 1 4 10
Bootstrap inference for fixed-effect models 0 0 0 17 1 2 5 15
Bootstrap inference for fixed-effect models 0 0 0 2 1 1 1 9
Bootstrap inference for fixed-effect models 0 2 3 22 0 5 13 63
Estimating Multivariate Latent-Structure Models 0 0 0 0 1 1 2 3
Estimating Multivariate Latent-Structure Models 0 0 0 36 0 0 0 79
Estimating Multivariate Latent-Structure Models 0 0 0 16 0 0 1 67
Estimating Multivariate Latent-Structure Models 0 0 0 0 0 0 2 3
Estimating Multivariate Latent-Structure Models 0 0 0 2 0 0 0 21
Exponential regression models with two-way fixed effects: twexp and twgravity 0 0 1 35 1 3 5 128
First-differencing in panel data models with incidental functions 0 0 0 0 0 0 2 2
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
First-differencing in panel data models with incidental functions 0 0 0 6 0 0 3 68
Fixed-Effect Regressions on Network Data 0 0 0 43 1 1 2 106
Fixed-Effect Regressions on Network Data 0 0 0 60 1 2 4 165
Fixed-effect regressions on network data 0 0 0 0 0 0 2 3
Fixed-effect regressions on network data 0 0 0 19 0 1 2 54
Fixed-effect regressions on network data 0 0 0 12 2 2 2 40
Fixed-effect regressions on network data 0 0 0 6 2 2 3 19
Fixed-effect regressions on network data 0 0 0 27 0 0 3 44
Fixed-effect regressions on network data 0 0 1 1 0 0 5 6
Heteroskedasticity-Robust Inference in Linear Regression Models 0 0 1 45 0 1 3 56
Heteroskedasticity-Robust Inference in Linear Regression Models with Many Covariates 0 1 1 7 1 3 5 34
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 0 0 0 36
Identification in Bivariate binary-choice Models with elliptical innovations 0 0 0 0 0 0 0 12
Identification in Models for Matched Worker-Firm Data with Two-Sided Random Effects 3 6 6 6 2 8 8 8
Identification in Models for Matched Worker-Firm Data with Two-Sided Random Effects 0 0 0 0 0 1 1 1
Identification of mixtures of dynamic discrete choices 0 0 0 1 0 0 0 3
Inference On A Distribution From Noisy Draws 0 1 1 4 1 2 3 9
Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap 0 0 10 10 0 1 4 4
Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap 0 0 0 0 0 1 4 4
Inference in dynamic models for panel data using the moving block bootstrap 0 0 0 0 0 0 2 2
Inference on Mixtures Under Tail Restrictions 0 0 0 23 0 1 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 1 2 98
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 0 0 2 2
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 1 2 3 3
Inference on a Distribution from Noisy Draws 0 0 0 26 2 2 4 48
Inference on a distribution from noisy draws 0 0 0 0 0 0 1 2
Inference on a distribution from noisy draws 0 0 0 4 0 0 4 31
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 1 0 0 2 17
Inference on a distribution from noisy draws 0 0 0 6 0 0 1 29
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 1 1 12 1 3 3 11
Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations 0 1 2 31 3 4 8 49
Instrumental-Variable Estimation of Gravity Equations 0 1 5 131 3 7 18 409
Learning Markov Processes with Latent Variables 0 0 0 0 1 1 1 1
Learning Markov Processes with Latent Variables 0 0 0 16 0 2 3 11
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 0 0 1 66
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 0 0 0 0 2
Likelihood corrections for two-way models 0 0 1 7 0 1 2 15
Likelihood corrections for two-way models 0 0 0 71 0 0 1 117
Likelihood inference in an Autoregression with fixed effects 0 0 0 1 0 0 1 29
Likelihood inference in an Autoregression with fixed effects 0 0 0 27 0 0 1 123
Likelihood inference in an Autoregression with fixed effects 0 0 0 0 1 1 1 3
Many (Weak) Judges in Judge-Leniency Designs 0 0 1 13 0 2 8 22
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 1 8 0 0 1 5
Modified-likelihood estimation of the β-model 0 0 0 6 1 1 3 43
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 11 0 0 0 130
Multiplicative-error models with sample selection 0 0 0 25 0 0 1 59
Multiplicative-error models with sample selection 0 0 0 11 0 0 1 91
Multiplicative-error models with sample selection 0 0 0 0 1 1 2 3
Multiplicative-error models with sample selection 0 0 0 2 0 0 3 32
Multiplicative-error models with sample selection 0 0 0 0 0 0 1 10
Nonparametric Identification And Estimation of Stochastic Block Models From Many Small Networks” 0 0 0 15 0 0 2 11
Nonparametric Identification of Models for Dyadic Data 0 0 1 1 1 3 4 4
Nonparametric Identification of Models for Dyadic Data” 0 0 8 8 0 0 5 5
Nonparametric estimation of finite measures 0 0 0 0 0 0 1 1
Nonparametric estimation of finite measures 0 0 0 26 1 1 2 60
Nonparametric estimation of finite mixtures 0 0 0 3 0 0 0 39
Nonparametric estimation of finite mixtures 0 0 0 3 0 0 1 23
Nonparametric estimation of finite mixtures 0 0 0 37 0 0 0 100
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 2 2 2 2
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 5 5 1 1 7 7
Nonparametric spectral-based estimation of latent structures 0 0 0 0 0 0 2 2
Nonparametric spectral-based estimation of latent structures 0 0 0 27 0 0 1 52
Pairwise-comparison estimation with non-parametric controls 0 0 0 0 0 0 1 3
Pairwise-comparison estimation with non-parametric controls 0 0 0 2 0 0 0 26
Pairwise-comparison estimation with nonparametric controls 0 0 1 2 1 1 3 21
Pairwise-comparison estimation with nonparametric controls 0 0 0 0 2 2 4 4
Pairwise-comparison estimation with nonparametric controls 0 0 0 13 0 0 1 74
Peer Effects and Endogenous Social Interactions 0 0 1 13 1 1 2 21
Peer effects and endogenous social interactions 0 0 0 13 0 1 4 25
Peer effects and endogenous social interactions 0 0 0 23 1 2 4 8
Profile-Score Adjustments for Incidental-Parameter Problems 0 1 1 37 0 1 5 60
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 1 0 0 1 26
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 11 0 0 2 46
Profile-score adjustments for incidental-parameter problems 0 0 0 14 0 0 1 60
Profile-score adjustments for incidental-parameter problems 0 0 0 0 0 1 2 2
Semiparametric Analysis of Network Formation 0 0 0 23 2 2 2 51
Semiparametric Analysis of Network Formation 0 0 0 0 0 0 0 3
Semiparametric Analysis of Network Formation 0 0 0 22 0 0 0 64
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 1 5 0 0 3 58
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 1 30 0 0 1 173
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 67 0 0 2 203
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 0 0 4 8
Split-panel jackknife estimation of fixed-effect models 0 2 4 7 0 3 8 16
Split-panel jackknife estimation of fixed-effect models 0 0 0 81 1 1 8 293
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 0 0 6 22
Testing Correlation in Error-Component Models 0 0 0 14 0 0 0 22
Testing Random Assignment To Peer Groups 0 0 1 12 0 0 1 4
Testing Random Assignment To Peer Groups 0 0 0 6 0 1 1 15
Testing Random Assignment to Peer Groups 0 0 0 29 1 1 4 64
Testing for Correlation in Error-Component Models 0 0 0 11 1 1 1 41
The variance of a rank estimator of transformation models 0 0 0 0 0 0 1 28
The variance of a rank estimator of transformation models 0 0 0 0 0 0 2 3
The variance of a rank estimator of transformation models 0 0 0 0 0 0 2 2
The variance of a rank estimator of transformation models 0 0 0 2 0 0 4 28
Two-Way Models for Gravity 0 0 0 49 1 3 5 114
Two-Way Models for Gravity 0 0 0 0 0 1 4 7
Two-way models for gravity 0 0 0 0 1 1 4 4
Two-way models for gravity 0 0 0 111 1 2 5 203
Two-way models for gravity 0 0 0 10 0 1 4 55
twexp and twgravity: Estimating exponential regression models with two-way fixed effects 0 0 0 32 0 1 5 96
xtserialpm: A portmanteau test for serial correlation in a linear panel model 0 0 0 48 1 2 3 148
Total Working Papers 3 16 72 1,962 52 110 378 5,654
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 1 1 1 2 1 3 3 10
A note on sufficiency in binary panel models 0 0 0 3 0 0 3 21
A portmanteau test for serial correlation in a linear panel model 1 4 8 48 1 5 19 120
Bias in instrumental-variable estimators of fixed-effect models for count data 0 1 1 4 0 2 6 17
Bias-corrected estimation of panel vector autoregressions 0 0 1 16 0 2 4 66
Bootstrap Inference for Fixed‐Effect Models 0 2 3 3 1 4 8 8
First‐differencing in panel data models with incidental functions 0 0 0 1 0 0 2 33
Fitting exponential regression models with two-way fixed effects 0 0 0 12 0 0 0 50
Fixed‐Effect Regressions on Network Data 2 2 4 29 3 4 10 158
Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates 0 0 0 1 0 0 3 7
INFERENCE ON A DISTRIBUTION FROM NOISY DRAWS 0 0 1 1 1 1 4 4
INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS 0 0 0 0 0 0 1 24
Identification of mixtures of dynamic discrete choices 0 0 0 0 0 0 2 7
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations 0 1 4 10 0 3 9 34
LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS 0 0 0 10 0 0 0 37
Likelihood Corrections for Two-way Models 0 0 1 15 0 2 3 48
Modified-likelihood estimation of fixed-effect models for dyadic data 0 0 0 1 1 1 4 6
Multiplicative-error models with sample selection 0 0 0 9 0 1 2 57
Non-parametric estimation of finite mixtures from repeated measurements 0 0 0 3 0 0 0 20
Nonparametric estimation of non-exchangeable latent-variable models 0 0 0 11 2 4 4 67
Nonparametric identification and estimation of stochastic block models from many small networks 0 0 1 1 0 2 7 7
Pairwise‐comparison estimation with non‐parametric controls 0 0 0 6 0 0 2 45
Peer effects and endogenous social interactions 0 0 7 14 2 3 16 33
Semiparametric Analysis of Network Formation 0 0 1 13 3 3 7 55
Split-panel Jackknife Estimation of Fixed-effect Models 0 1 8 61 2 8 26 247
Testing for correlation in error‐component models 0 0 0 2 0 1 1 21
Testing random assignment to peer groups 0 0 0 3 1 2 6 16
The variance of a rank estimator of transformation models 0 0 0 14 0 0 3 64
Two-Way Models for Gravity 0 0 11 60 0 1 25 197
Total Journal Articles 4 12 52 353 18 52 180 1,479

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 9 21 98 3 17 51 334
RASSIGN: Stata module to perform regression-based test for random assignment to peer groups 0 0 17 72 2 7 52 323
TWEXP: Stata module to estimate exponential-regression models with two-way fixed effects 0 2 3 38 3 6 15 335
TWGRAVITY: Stata module to estimate exponential-regression models with two-way fixed effects from a cross-section of data on dyadic interactions 0 0 1 29 1 1 10 220
XTSERIALPM: Stata module to perform a portmanteau test for serial correlation in panel data 1 2 5 116 5 8 36 615
Total Software Items 2 13 47 353 14 39 164 1,827

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05