2017

Jochmans, Koen and Magnac, Thierry (2017) A Note on Sufficiency in Binary Panel Data Models. The Econometrics Journal, vol. 20 (n° 2). pp. 259-269.

2021

Jochmans, Koen and Weidner, Martin (2021) Inference On A Distribution From Noisy Draws. TSE Working Paper, n. 21-1275, Toulouse, France

Jochmans, Koen (2021) Testing Random Assignment To Peer Groups. TSE Working Paper, n. 21-1270, Toulouse

Jochmans, Koen (2021) Bias In Instrumental-Variable Estimators Of Fixed-Effect Models For Count Data. TSE Working Paper, n. 21-1276, Toulouse, France

2022

Higgins, Ayden and Jochmans, Koen (2022) Learning Markov Processes with Latent Variables. TSE Working Paper, n. 22-1366, Toulouse

Jochmans, Koen and Verardi, Vincenzo (2022) Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations. Journal of Applied Econometrics, vol.37 (n°6). pp. 1121-1137.

Jochmans, Koen (2022) Peer Effects and Endogenous Social Interactions. TSE Working Paper, n. 22-1348, Toulouse, France

Jochmans, Koen and Higgins, Ayden (2022) Bootstrap inference for fixed-effect models. TSE Working Paper, n. 22-1328, Toulouse

2023

Higgins, Ayden and Jochmans, Koen (2023) Identification of mixtures of dynamic discrete choices. Journal of Econometrics, vol. 237 (n° 1).

Jochmans, Koen (2023) Many (Weak) Judges in Judge-Leniency Designs. TSE Working Paper, n. 23-1481, Toulouse

Jochmans, Koen (2023) Peer effects and endogenous social interactions. Journal of Econometrics, vol. 235 (n° 2). pp. 1203-1214.

Jochmans, Koen (2023) Testing random assignment to peer groups. Journal of Applied Econometrics, vol. 38 (n° 3). pp. 321-333.

Jochmans, Koen (2023) Modified-likelihood estimation of fixed-effect model for dyadic data. Journal of the Spanish Economic Association, vol.14. pp. 417-433.

2024

Higgins, Ayden and Jochmans, Koen (2024) Learning Markov Processes with Latent Variables. Econometric Theory. (In Press)

Jochmans, Koen (2024) Nonparametric identification and estimation of stochastic block models from many small networks. Journal of Econometrics, vol.242 (n°2).

Higgins, Ayden and Jochmans, Koen (2024) Bootstrap inference for fixed-effect models. Econometrica, Vol. 92 (N° 2). pp. 411-427.

Jochmans, Koen and Weidner, Martin (2024) Inference on a distribution from noisy draws. Econometric Theory, vol. 40 (n° 1). pp. 60-97.

Jochmans, Koen (2024) Nonparametric Identification And Estimation of Stochastic Block Models From Many Small Networks”. TSE Working Paper, n. 24-1514, Toulouse

2025

Higgins, Ayden and Jochmans, Koen (2025) Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap. TSE Working Paper, n. 25-1620, Toulouse

Bonhomme, Stéphane, Jochmans, Koen and Weidner, Martin (2025) A Neyman-Orthogonalization Approach to The Incidental Parameter Problem. TSE Working Paper, n. 25-1614, Toulouse