CONTACT
Faculty of Economics Sidgwick Avenue Cambridge CB3 9DD Email: kj345@cam.ac.uk Phone: +44 (0)1223 33 52 74

MISCELLANEOUS INFORMATION
I am a Reader in the Faculty of Economics and a Staff Fellow and Director of Studies for Part IIB at Trinity Hall. I serve as Associate Editor for Journal of Econometrics and Journal of Business & Economic Statistics. Curriculum vitae and a picture.
I will be advertising for two PostDoctoral positions here in Cambridge in the Fall. These positions are financed by ERC Starting Grant MiMo on panel data and network econometrics (some information on MiMo is here). Do feel free to write in case you would be interested in these openings.
I am looking to create Stata code for several estimators developed in the papers below. If you are a capable Stata programmer and interested in helping out please get in touch. Funding is available.
I teach the main econometrics course in the Faculty's MPhil in Economic Research (R300). Course information and material is posted on Moodle.
RESEARCH
PUBLICATIONS
Forthcoming in Journal of Business & Economic Statistics
Nonparametric estimation of nonexchangeable latentvariable models, w/ S. Bonhomme and J.M. Robin
Journal of Econometrics 201 (December 2017) 237248
Review of Economics and Statistics 99 (July 2017) 478485
A note on sufficiency in binary panel models, w/ T. Magnac
Econometrics Journal 20 (June 2017) 259269
Inference on twocomponent mixtures under tail restrictions, w/ M. Henry and B. Salanié [replication files, more simulations]
Econometric Theory 33 (June 2017) 610635
Likelihood inference in an autoregression with fixed effects, w/ G. Dhaene [supplement, replication files]
Econometric Theory 32 (October 2016) 11781215
Biascorrected estimation of panel vector autoregressions, w/ G. Dhaene
Economics Letters 145 (August 2016) 98103
Economics Letters 145 (August 2016) 98103
Estimating multivariate latentstructure models, w/ S. Bonhomme and J.M. Robin [supplement, replication files]
Annals of Statistics 44 (April 2016) pp. 540563
Nonparametric estimation of finite mixtures from repeated measurements, w/ S. Bonhomme and J.M. Robin [supplement, replication files]
Journal of the Royal Statistical Society  Series B 78 (January 2016) pp. 211229
Review of Economic Studies 82 (July 2015) pp. 9911030
Journal of Econometrics 184 (February 2015) pp. 315327
Econometrics Journal 17 (October 2014) pp. 373382
Econometrics Journal 16 (October 2013) pp. 340372 — Awarded the Denis Sargan Econometrics Prize
Economics Letters 117 (October 2012) pp. 168169
CIRCULATING WORKING PAPERS
Inference on a distribution from noisy draws, w/ M. Weidner [supplement]
Revision of CeMMAP Working Paper 14/18
Fixedeffect regressions on network data, w/ M. Weidner [supplement, first version (includes results on within/between decompositions)]
CeMMAP Working Paper 44/18 (replaces CWP32/16 and CWP26/17) — resubmitted
Sciences Po Discussion Paper 201601
Likelihood corrections for twoway models, w/ T. Otsu
STICERD Working Paper EM 598
MCMC inference for robust estimators, w/ J.M. Robin