Dr Firmin Doko Tchatoka

Dr Firmin Doko Tchatoka
 Position Senior Lecturer
 Org Unit School of Economics
 Email firmin.dokotchatoka@adelaide.edu.au
 Telephone +61 8 8313 1174
 Location Floor/Room 4 47 ,  Nexus 10 Tower ,   North Terrace
  • Biography/ Background

     Welcome to my webpage. I'm a Senior Lecturer at the School of Economics, The University of Adelaide. My research interests are in Econometric Theory, Applied Econometrics, Statistics, and Financial Econometrics. I'm currently working on various topics, including identification problems in structural models, school choice models, mortgage choice in the housing market, time series analysis, network econometrics, estimation of the value at risk (VaR), and applied environmental econometrics. You can find more information on me at:

     

    http://researchers.adelaide.edu.au/profile/firmin.dokotchatoka

     

  • 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

    • On Bootstrap Inconsistency and Bonferroni-Based Size-Correction for the Subset Anderson-Rubin Test, with W. Wang, R&R at Journal of Econometrics

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

    • 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


    • 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
    • On bootstrap validity for specification tests with weak instruments, 2015. The Econometrics Journal, 18(1), 137-146
    •  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
    •  Identification-robust inference for endogeneity parameters in linear structural models, 2014, with Jean-Marie Dufour. The Econometrics Journal, 17(1) 165-187
    •  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.
    •  On Durbin-Wu-Hausman tests for partial exogeneity with weak identification, 2013. International Journal of Statistics and Economics, 12 (3), 1-17
    •  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
    • On Bootstrap validity for the subset Anderson-Rubin test in linear IV regressions, 2015, with Wang Wenjie.
    •  Instrument endogeneity, weak identification, and inference in IV regressions, 2015.
    •  Testing for partial exogeneity with weak identification, 2013.
    • Specification tests with weak and invalid instruments, 2013.
    •  Exogeneity tests, non-Gaussian errors and incomplete reduced forms: finite-sample distributional theory, 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 HOUSING MARKET 

    •  Mortgage Choice Determinants: The Role of Risk and Bank Regulation, 2014, with Maria Yanotti, Mardi Dungey, and Graeme Wells.
    •  Building borrower typologies in the mortgage market: evidence from Australia, 2014, with Maria Yanotti, Mardi Dungey, and Graeme Wells.
    • Endogeneity in the Household Mortgage Choice, 2014, with Maria Yanotti, Mardi Dungey, and Graeme Wells

     

                  OTHERS

    • Maximum Entropy Evaluation of Asymptotic Hedging Error under Generalised Jump-Diffusion Model, 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.
    •  Non-fossil electricity production and CO_2 emissions per capita, 2013, with Yamazaki, S. and Tian, J.
    • Exogeneity, Weak Identification, and Instrument Selection  in Econometrics, 2010 (Ph.D Thesis).

     

    • Work in Progress

    • On subset inference with many weak instruments

    • Remittances, food security and food aids in Africa, with Thierry Yogo

    • Exogeneity tests and inference with possibly weak identification: A consistent sequential procedure, with Jean-Marie Dufour

     

     

     

  • Professional Associations

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

     

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Entry last updated: Thursday, 5 Oct 2017

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