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Koen Jochmans

Global rank #1493 98%

Institution: Toulouse School of Economics (TSE)

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2012

Most Recent: 2024

RePEc ID: pjo240 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 1.01 5.03 6.03 0.00 21.11
Last 10 Years 2.01 9.72 11.73 0.00 40.72
All Time 3.02 11.73 11.73 0.00 49.77

Publication Statistics

Raw Publications 21
Coauthorship-Adjusted Count 31.64

Publications (21)

Year Article Journal Tier Authors
2024 INFERENCE ON A DISTRIBUTION FROM NOISY DRAWS Econometric Theory B 2
2024 Nonparametric identification and estimation of stochastic block models from many small networks Journal of Econometrics A 1
2024 Bootstrap Inference for Fixed‐Effect Models Econometrica S 2
2023 Peer effects and endogenous social interactions Journal of Econometrics A 1
2023 Identification of mixtures of dynamic discrete choices Journal of Econometrics A 2
2023 Testing random assignment to peer groups Journal of Applied Econometrics B 1
2022 Bias in instrumental-variable estimators of fixed-effect models for count data Economics Letters C 1
2022 Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates Journal of the American Statistical Association B 1
2022 Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations Journal of Applied Econometrics B 2
2020 A PORTMANTEAU TEST FOR CORRELATION IN SHORT PANELS Econometric Theory B 1
2020 Testing for correlation in error‐component models Journal of Applied Econometrics B 1
2019 Fixed‐Effect Regressions on Network Data Econometrica S 2
2018 Semiparametric Analysis of Network Formation Journal of Business & Economic Statistics A 1
2017 Nonparametric estimation of non-exchangeable latent-variable models Journal of Econometrics A 3
2017 INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS Econometric Theory B 3
2017 Two-Way Models for Gravity Review of Economics and Statistics A 1
2016 Bias-corrected estimation of panel vector autoregressions Economics Letters C 2
2016 LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS Econometric Theory B 2
2015 Split-panel Jackknife Estimation of Fixed-effect Models Review of Economic Studies S 2
2015 Multiplicative-error models with sample selection Journal of Econometrics A 1
2012 The variance of a rank estimator of transformation models Economics Letters C 1