Associate Professor Firmin Doko Tchatoka

Associate Professor Firmin Doko Tchatoka
 Position Associate Professor
 Org Unit School of Economics
 Telephone +61 8 8313 1174
 Location Floor/Room 4 46 ,  Nexus 10 Tower ,   North Terrace
  • Biography/ Background

    I am Associate Professor at the School of Economics, The University of Adelaide. My research interests are in Econometric Theory, Applied Econometrics, and Statistics. I'm currently working on various topics, including identification problems in structural models, model selection and optimal inference in moment condition models, treatment effect models,  time series forecasting, network econometrics, and financial inclusion. You can find more information on my work here:



  • Qualifications

    • Ph.D. Economics, 2010, Université de Montréal 

    • M.A. Statistics, 2004, ENSEA-Abidjan, Université de Cocody, Côte d'Ivoire

    • B.A. Statistics and Mathematics, 2000, Université Nationale du Bénin, Bénin

    - Ph.D Thesis: Exogeneity, Weak Identification, and Instrument Selection  in Econometrics

    - Advisor:  Jean-Marie Dufour

  • Awards & Achievements

    • 2015: Executive Dean's Awards for Excellence in Research, The University of Adelaide
    • 2014: Dean's Commendations for Excellence in Research, The University of Adelaide
    • 2013: Visiting Scholar grant (CAD 15, 000), McGill University, Canada
    • 2012: Visiting Scholar grant (CAD 5, 000), CIRANO and  McGill University, Canada
    • 2011: - Reserve Bank of New Zealand and New Zealand Econometric Study Group joint Awards (NZD 500)

                    - Faculty of Business research grant (AUD 10,118.35), University of Tasmania

    • Others: FQRSC Fellowship, William Dow Chair in Economics Research Fellowship, Canadian Research Chair in Econometrics Scholarship, Research Fellowship of the Banque Laurentienne (Canada), European Development Fund (EDF).
  • Teaching Interests

  • Research Interests

    • Weak instruments issues: estimation and testing
    • Invariant tests and invariance in models
    • Time series analysis methods in econometrics
    • Simulations methods: Exact Monte Carlos and Bootstrap methods
    • Estimation of the Value at risk (VaR)
    • Financial market contagions and networks
    • Housing markets
  • Publications

    • Articles and Revisions

    • [15]  Exogeneity tests, incomplete models, weak identification  and non-Gaussian distributions: Invariance and finite-sample distributional theory, 2018, with J.-M., Dufour, Forthcoming at Journal of Econometrics

    • [14]  On Bootstrap Inconsistency and Bonferroni-Based Size-Correction for the Subset Anderson-Rubin Test, 2018, with W. Wang, Journal of Econometrics , 207(1), 188-211

    • [13] Using Multiple Correspondence Analysis for finance: A tool for assessing financial inclusion, 2018, with  M., Yanotti and M. Dungey,  International Review of Financial Analysis, 59, 212-222

    • [12]  Reducing public-private sector pay  differentials: The single spine pay policy as a natural experiment in Ghana, 2018,  with  A., Ampofo, Forthcoming at  Economic Inquiry

    • [11]  Near Exogeneity, weak identification, and specification testing: Some Asymptotic Results, 2018, Forthcoming at Communication in Statistics, Theory and Methods

    • [10] Linkages between oil price shocks and stock returns revisited, 2018, with  S., Parry and V. Masson,  Forthcoming at Energy Economics

    • [9]  Endogeneity in housing Mortgage choice, 2018, with  M., Yanotti and M. Dungey, Economic Modelling, 73, 30-44

    • [8]  Monetary Policy and Indeterminacy after the 2001 Slump, with Nicolas Groshenny, Qazi Haque, and Mark Weder, 2017. Journal of Economic Dynamics and Control, 82, 1339-1351

    • [7]  Mortgage Choice Determinants: The Role of Risk and Bank Regulation, 2015. The Economic Record 91 (295), 417-437, with Yanotti  M., Dungey  M., and Wells G
    • [6]  On bootstrap validity for specification tests with weak instruments, 2015. The Econometrics Journal, 18(1), 137-146
    • [5]  Subset hypotheses testing and instrument exclusion in the linear IV regression, 2015.  Econometric Theory, volume 31, issue 06, 1192-1228. This paper won the 2011 Reserve Bank of New Zealand and NZESG joint Awards in Econometrics
    • [4]  Identification-robust inference for endogeneity parameters in linear structural models, 2014, with Jean-Marie Dufour. The Econometrics Journal, 17(1) 165-187
    • [3]  Are per capita carbon dioxide emissions increasing among OECD countries? A test of trend and breaks, 2014, with Yamazaki, S. and Tian, J. Applied Economics Letter, 21(8), 569-572.
    • [2]  On Durbin-Wu-Hausman tests for partial exogeneity with weak identification, 2013. International Journal of Statistics and Economics, 12 (3), 1-17
    • [1]  Instrument endogeneity and identification-robust tests: Some analytical results, 2008, with Jean-Marie Dufour. Journal of Statistical Planning and Inference 138 (2008) 2649 - 2661
    • Working papers

             ON WEAK IVs ISSUES
    • A rotation approach to subset  inference in weakly identified linear structural models, 2018.
    • Indentification-robust inference with near exogenous instruments, 2018, with  W. Wang.
    • Model selection with possibly weak instruments, 2018, with P. Dovonon and M. Aguessy .
    • Revisiting empirical studies on the liquidity effect: An identification-robust approach, 2018, with L. Slinger and V. Masson.
    •  Instrument endogeneity, weak identification, and inference in IV regressions, 2015.
    •  Testing for partial exogeneity with weak identification, 2013.
    • Exogeneity tests and inference with possibly weak identification: A consistent sequential procedure, 2011, with Jean-Marie Dufour 
    • Exogeneity tests and estimation in IV regressions, 2011, with Jean-Marie Dufour.
    • Wald-type tests for error-regressors covariances, partial exogeneity tests and partial IV estimation, 2010, with Jean-Marie Dufour.

               ON NETWORKS

    • Identification and estimation of marginal returns to education through social networks, 2018, with Tim Hersey and V. Masson.
    •  Testing for stochastic dominance in networks, 2017,  with R. Garrard  and V. Masson.

                ON HOUSING MARKET 

    •  Building borrower typologies in the mortgage market: evidence from Australia, 2014, with Maria Yanotti, Mardi Dungey, and Graeme Wells.



    • Maximum Entropy Evaluation of Asymptotic Hedging Error under Generalised Jump-Diffusion Model, 2017, with Farzad Alavi Fard and Sivagowry Sriananthakumar
    •  The Role of Informal Contacts as a Route out of Unemployment in Low-income Countries: Evidence from Cameroon, 2013, with Thierry Yogo.
    • Exogeneity, Weak Identification, and Instrument Selection  in Econometrics, 2010 (Ph.D Thesis).




  • Professional Associations

    • Canadian Economic Association
    • Société Canadienne de Science Économique
    • American Economic Association and Econometric Society
    •  American Statistical Association


The information in this directory is provided to support the academic, administrative and business activities of the University of Adelaide. To facilitate these activities, entries in the University Phone Directory are not limited to University employees. The use of information provided here for any other purpose, including the sending of unsolicited commercial material via email or any other electronic format, is strictly prohibited. The University reserves the right to recover all costs incurred in the event of breach of this policy.

Entry last updated: Monday, 24 Feb 2020

To link to this page, please use the following URL: