Koen Jochmans | Preprints

 

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Curriculum vitae

Publications

Preprints

Stata implementations

ERC Starting Grant MiMo

ERC Consolidator Grant NETWORK

Some class notes

 

Many (weak) judges in judge-leniency designs.

Learning Markov processes with latent variables from longitudinal data. Under revision for Econometric Theory. (with Ayden Higgins)

Estimation and inference for stochastic block models. Resubmitted to Journal of Econometrics.

Joint approximate asymmetric diagonalization by non-orthogonal matrices. (with Ayden Higgins)

Profile-score adjustments for incidental-parameter problems. (with Geert Dhaene)

Identification in bivariate binary-choice models with elliptical innovations.