G. Dhaene, and Koen Jochmans, “Likelihood inference in an autoregression with fixed effects,”, Econometric Theory, vol. 32, October 2016, pp. 1178–1215.
G. Dhaene, and Koen Jochmans, “Bias-corrected estimation of panel vector autoregressions”, Economics Letters, vol. 145, August 2016, pp. 98–103.
Stéphane Bonhomme, Koen Jochmans, and Jean-Marc Robin, “Estimating multivariate latent-structure models”, Annals of Statistics, April 2016, pp. 540–563.
Stéphane Bonhomme, Koen Jochmans, and Jean-Marc Robin, “Nonparametric estimation of finite mixtures from repeated measurements,”, Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol. 78, January 2016, pp. 211–229.
Koen Jochmans, and G. Dhaene, “Split-panel jackknife estimation of fixed-effect models”, The Review of Economic Studies, vol. 82, July 2015, pp. 991–1030.
Koen Jochmans, “Multiplicative-error models with sample selection”, Journal of Econometrics, vol. 17, February 2015, pp. 315–327.
Koen Jochmans, “First-differencing in panel data models with incidental functions”, The Econometrics Journal, October 2014, pp. 373–382.
Koen Jochmans, “Pairwise-comparison estimation with nonparametric controls”, The Econometrics Journal, vol. 16, October 2013, pp. 340–372.
Koen Jochmans, “The variance of a rank estimator of transformation models”, Economics Letters, October 2012, pp. 168–169.
Contact
E-mail : see the e-mail
Tel : +(0)5 61 12 88 78
Office : T.528
Assistant
Christelle Fauchié
E-mail : see the e-mail
Tel : +33 (0)5 61 12 85 97
Office : T.617