1 citations · 1 across the 2 of their papers we have counts for
4 papers
Bootstrap inference for fixed-effect models
Ayden Higgins, Koen Jochmans
The maximum-likelihood estimator of nonlinear panel data models with fixed effects is consistent but asymptotically-biased under rectangular-array asymptotics. The literature has t…
Inference on two component mixtures under tail restrictions
Marc Henry, Koen Jochmans, Bernard Salanié
Many econometric models can be analyzed as finite mixtures. We focus on two-component mixtures and we show that they are nonparametrically point identified by a combination of an e…
Peer effects and endogenous social interactions
Koen Jochmans
We introduce an approach to deal with self-selection of peers in the linear-in-means model. Contrary to the existing proposals we do not require to specify a model for how the sele…
Heteroskedasticity-robust inference in linear regression models with many covariates
Koen Jochmans
We consider inference in linear regression models that is robust to heteroskedasticity and the presence of many control variables. When the number of control variables increases at…