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Multiplicative-error models with sample selection
Jochmans, Koen - In: Journal of econometrics 184 (2015) 2, pp. 315-327
Persistent link: https://www.econbiz.de/10011339324
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The variance of a rank estimator of transformation models
Jochmans, Koen - In: Economics letters 117 (2012) 1, pp. 168-169
Persistent link: https://www.econbiz.de/10009697864
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Pairwise-comparison estimation with non-parametric controls
Jochmans, Koen - In: The econometrics journal 16 (2013) 3, pp. 340-372
Persistent link: https://www.econbiz.de/10010253635
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First-differencing in panel data models with incidental functions
Jochmans, Koen - In: The econometrics journal 17 (2014) 3, pp. 373-382
Persistent link: https://www.econbiz.de/10010498714
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Testing for correlation in error-component models
Jochmans, Koen - 2019
Persistent link: https://www.econbiz.de/10012692618
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Testing correlation in error-component models
Jochmans, Koen - 2019 - This version: September 4, 2019
Persistent link: https://www.econbiz.de/10012703301
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A portmanteau test for correlation in short panels
Jochmans, Koen - 2018
Persistent link: https://www.econbiz.de/10012672305
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Testing random assignment to peer groups
Jochmans, Koen - 2021 - This version: April 11, 2021
Persistent link: https://www.econbiz.de/10013201698
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Heteroskedasticity-robust inference in linear regression models with many covariates
Jochmans, Koen - 2020
Persistent link: https://www.econbiz.de/10013203213
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Testing random assignment to peer groups
Jochmans, Koen - 2021 - This version: November 10, 2021
Persistent link: https://www.econbiz.de/10012698500