Professor Firmin Doko Tchatoka
Professor
School of Economics and Public Policy
Faculty of Arts, Business, Law and Economics
Eligible to supervise Masters and PhD - email supervisor to discuss availability.
Professor Doko Tchatoka is a prominent figure in the fields of econometrics and statistics, specializing in various subdisciplines such as identification and causal inference, model selection, optimal inference in moment condition models, bootstrap methods, causal machine learning inference, and program evaluation. Additionally, he possesses expertise in forecasting and financial econometrics. His career has seen significant contributions and influential research. Before joining the University of Adelaide, he held roles as an Assistant Professor at the University of Sherbrooke (Canada) and engaged in post-doctoral positions at McGill University (Canada) and the University of Tasmania.
Professor Doko Tchatoka’s research has received widespread recognition, both nationally and globally. He has excelled in research publications and secured substantial grant funding, totalling over $2 million in the past five years. In the past five years, he has authored numerous peer-reviewed articles, with many publications in top-tier journals. He holds prestigious committee positions, such as being a member of the Econometric Society's Standing Committee for the Africa region and the Council of the Australia and New Zealand Econometric Study Group (ANZESG).
Professor Doko Tchatoka’s leadership is evident through collaborative projects, including ARC grant-funded projects, and appointments as a visiting scholar at esteemed institutions worldwide. He has been invited as a guest lecturer for the Econometric Society's Summer School and as a keynote speaker at various institutions globally. His influence extends beyond academia, as demonstrated by his recent national and international Fellowships and facilitation of specialized training workshops for South Australian government ministries.
Professor Doko Tchatoka’s leadership extends to his roles as Associate Dean of Research Performance and Associate Head of Research at The University of Adelaide. He has mentored numerous academic staffs, post-doctoral fellows, and higher degree by research (HDR) students, supervising over 35 theses to completion and organising workshops featuring globally recognised econometricians as keynote speakers.
He has been recently selected as a Guest Editor of the Economic Record for its Special Issue of the 2024 Australian Conference of Economists, showcasing his national and international recognition in the field.
- My Research
- Career
- Publications
- Grants and Funding
- Teaching
- Supervision
- Professional Activities
- Contact
Research interest
Econometrics Theory and Applications, Statistics, Financial Econometrics, Networks Econometrics and Big Data
My recent research updates can be found here: Firmin Doko Tchatoka (google.com)
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Appointments
Date Position Institution name 2022 - ongoing Professor The University of Adelaide 2020 - 2021 Associate Professor University of Adelaide 2014 - 2019 Senior Lecturer University of Adelaide 2010 - 2014 Post-Doctoral Fellow University of Tasmania 2010 - 2011 Post-Doctoral Fellow McGill University 2009 - 2010 Assistant Professor Université de Sherbrooke -
Awards and Achievements
Date Type Title Institution Name Country Amount 2016 Research Award Executive Dean Awards for Excellence in Research The University of Adelaide Australia AU 2000 2015 Research Award Executive Dean's Commendations for Excellence in Research The University of Adelaide Australia - 2013 Fellowship Visiting Scholar Fellowship McGill University Canada CAN 15,000 2012 Fellowship Visiting Follewship McGill University Canada CAN 5,000 2011 Research Award Reserve Bank of New Zealand and New Zealand Econometric Study Group joint Awards New Zealand Econometric Study Group New Zealand NZD 500 -
Language Competencies
Language Competency English Can read, write, speak, understand spoken and peer review French Can read, write, speak, understand spoken and peer review -
Education
Date Institution name Country Title 2010 Université de Montreal Canada PhD 2004 Université de Cocody Côte d'Ivoire MA Statistics 2000 Université Nationale du Bénin Benin BA Statistics-Maths -
Research Interests
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Journals
Year Citation 2024 Doko Tchatoka, F., & Haque, Q. (2024). Revisiting the macroeconomic effects of monetary policy shocks*. Economic Record, 100(329), 234-259.
2024 Dovonon, P., Atchadé, Y. F., & Doko Tchatoka, F. (2024). Efficiency bounds for moment condition models with mixed identification strength. Journal of Econometrics, 105723.
2024 Doko Tchatoka, F., & Dufour, J. M. (2024). Exogeneity tests and weak identification in IV regressions: Asymptotic theory and point estimation. Journal of Econometrics, 105821.
2023 Doko Tchatoka, F., & Wang, W. (2023). Size-Corrected Wild Bootstrap Tests after Pretesting for Exogeneity with Heteroskedastic or Clustered Data. 2023 Dovonon, P., Doko Tchatoka, F., & Aguessy, M. (2023). Relevant Moment Selection Under Mixed Identification Strength. Econometric Theory, 40(5), 1-62.
Scopus12023 Doko Tchatoka, F., & Haque, Q. (2023). On bootstrapping tests of equal forecast accuracy for nested models. Journal of Forecasting, 42(7), 1844-1864.
Scopus12023 Puga, G., Anderson, K., & Tchatoka, F. D. (2023). The impact of climate change on grape yields: Evidence from Australia. Oeno One, 57(2), 219-230.
Scopus22023 Xu, Y., Wheeler, S. A., & Doko Tchatoka, F. (2023). Evaluating policy changes on council waste generation and diversion: Evidence from South Australia. Australian Journal of Agricultural and Resource Economics, 67(4), 541-557.
Scopus12022 Ampofo, A., Cheng, T. C., & Doko Tchatoka, F. (2022). Oil extraction and spillover effects into local labour market: Evidence from Ghana. Energy Economics, 106, 1-14.
Scopus2 WoS12022 Tian, J., Doko Tchatoka, F., & Goodwin, T. (2022). Are internally consistent forecasts rational?. Journal of Forecasting, 41(7), 1338-1355.
Scopus12022 Puga, G., Anderson, K., Jones, G., Doko Tchatoka, F., & Umberger, W. (2022). A climatic classification of the world's wine regions. OENO ONE, 56(2), 165-177.
Scopus13 WoS62022 Puga, G., Anderson, K., & Doko Tchatoka, F. (2022). Impact of growing season temperature on grape prices in Australia. Australian Journal of Grape and Wine Research, 28(4), 651-657.
Scopus3 WoS12021 Doko Tchatoka, F., & Varvaris, V. (2021). Neighbourhood, school zoning and the housing market: Evidence from New South Wales. Journal of Housing Economics, 54, 21 pages.
Scopus42021 Doko Tchatoka, F., Puellbeck, J., & Masson, V. (2021). Stock returns in the time of COVID-19 pandemic. Applied Economics, 54(9), 1071-1092.
Scopus7 WoS52021 Fard, F. A., Tchatoka, F. D., & Sriananthakumar, S. (2021). Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model. Journal of Risk and Financial Management, 14(3), 1-19.
2020 Doko Tchatoka, F., & Wang, W. (2020). Uniform Inference after Pretesting for Exogeneity. 2020 Doko Tchatoka, F., & Dufour, J. -M. (2020). Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory. Journal of Econometrics, 218(2), 390-418.
Scopus42019 Doko Tchatoka, F. S., Masson, V., & Braslavskiy, E. (2019). The Importance of Punishment Substitutability in Criminometric Studies. Bulletin of Economic Research, 71(3), 0307-3378.
Scopus12019 Doko Tchatoka, F. S. (2019). Near exogeneity, weak identification and specification testing: Some asymptotic results. Communications in Statistics - Theory and Methods, 48(13), 3191-3207.
2019 Masson, V. A., Doko Tchatoka, F., & Parry, S. (2019). Linkages between oil price shocks and stock returns revisited. Energy Economics, 82, 42-61.
Scopus452019 Ampofo, A., & Doko Tchatoka, F. (2019). REDUCING PUBLIC-PRIVATE SECTOR PAY DIFFERENTIALS: THE SINGLE SPINE PAY POLICY AS A NATURAL EXPERIMENT IN GHANA. Economic Inquiry, 57(1), 283-315.
Scopus5 WoS32018 Dungey, M., Doko Tchatoka, F., & Yanotti, M. (2018). Using multiple correspondence analysis for finance: A tool for assessing financial inclusion. International Review of Financial Analysis, 59, 212-222.
Scopus242018 Doko Tchatoka, F., & Wang, W. (2018). On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity. Journal of Econometrics, 207(1), 188-211.
Scopus42018 Dungey, M., Doko Tchatoka, F., & Yanotti, M. (2018). Endogeneity in household mortgage choice. Economic Modelling, 73, 30-44.
Scopus42018 Dungey, M., Doko Tchatoka, F., & Yanotti, M. (2018). Endogeneity in household mortgage choice. Economic Modelling, 73, 30-44.
Scopus42017 Doko Tchatoka, F., Groshenny, N., Haque, Q., & Weder, M. (2017). Monetary policy and indeterminacy after the 2001 slump. Journal of Economic Dynamics and Control, 82, 83-95.
Scopus7 WoS42015 Dungey, M., Doko Tchatoka, F. S., Wells, G., & Yanotti, M. (2015). Mortgage choice determinants: the role of risk and bank regulation. Economic Record, 91(295), 417-437.
Scopus62015 Doko Tchatoka, F. (2015). On bootstrap validity for specification tests with weak instruments. The Econometrics Journal, 18(1), 137-146.
Scopus72015 Doko Tchatoka, F. (2015). Subset hypotheses testing and instrument exclusion in the linear IV regression. Econometric Theory, 31(6), 1192-1228.
Scopus12014 Yamazaki, S., Tian, J., & Doko Tchatoka, F. (2014). Are per capita CO₂ emissions increasing among OECD countries? A test of trends and breaks. Applied Economics Letters, 21(8), 569-572.
Scopus112014 Doko Tchatoka, F., & Dufour, J. (2014). Identification-robust inference for endogeneity parameters in linear structural models. Econometrics Journal, 17(1), 165-187.
Scopus122013 Doko Tchatoka, F. (2013). On the validity of Durbin-Wu-Hausman tests for partial exogeneity with weak identification. International Journal of Statistics and Economics, 12(3), 1-17. 2008 Doko Tchatoka, F., & Dufour, Jean-Marie. (2008). Instrument endogeneity and identification-robust tests: some analytical results. Journal of Statistical Planning and Inference, 138(9), 2649-2661.
- Doko Tchatoka, F., Haque, Q., & Terrell, M. (n.d.). Monetary Policy Shocks and Exchange Rate Dynamics in Small Open Economies. - Fernando, L., Doko Tchatoka, F., & McWhinnie, S. F. (n.d.). The Effectiveness of the Un-Redd Programme as a Guardian Oftropical Forests in Developing Countries. -
Book Chapters
Year Citation 2021 Doko Tchatoka, F., & Vo, H. T. (2021). Empowering the powerless: Financial inclusion in developing Africa and Asia. In T. Cavoli, & R. Shrestha (Eds.), Financial Inclusion in Asia and Beyond
Measurement, Development Gaps, and Economic Consequences (pp. 41 pages). UK: Taylor & Francis Group.
DOI2021 Doko Tchatoka, F., & Vo, H. T. (2021). Empowering the powerless: Financial inclusion in developing Africa and Asia. In T. Cavoli, & R. Shrestha (Eds.), Financial Inclusion in Asia and Beyond
Measurement, Development Gaps, and Economic Consequences (pp. 41 pages). UK: Taylor & Francis Group.
DOI -
Original Creative Works
Year Citation 2010 Authors: Doko Tchatoka FS. Title: Exogeneity, Weak Identification, and Instrument Selection in Econometrics. Description: N/A. Extent: 236 pages. -
Working Paper
Year Citation 2022 Doko Tchatoka, F., Haque, Q., & Terrell, M. (2022). Monetary policy shocks and exchange rate dynamics in small open economies. 2021 Doko Tchatoka, F., & Haque, Q. (2021). Revisiting the macroeconomic effects of monetary policy shocks*. Centre for Applied Macroeconomic Analysis, Australian National University. 2020 Doko Tchatoka, F., & Haque, Q. (2020). On bootstrapping tests of equal forecast accuracy for nested models. Centre for Applied Macroeconomic Analysis, Australian National University. 2019 Ambaw, D. T., Doko Tchatoka, F., Edjigu, H., & Sim, N. (2019). Barriers to the Diffusion of Technology Across Countries: Assessing the Impact of Genetic Distance on Firm Productivity. 2017 Doko Tchatoka, F., Garrard, R., & Masson, V. (2017). Testing for stochastic dominance in social networks. University of Adelaide, School of Economics. 2016 Doko Tchatoka, F. I. R. M. I. N., Groshenny, N. I. C. O. L. A. S., Haque, Q. G., & Weder, M. A. R. K. (2016). Monetary policy and indeterminacy after the 2001 slump. School of Economics, University of Adelaide. 2016 Doko Tchatoka, F., Groshenny, N., Haque, Q. G., & Weder, M. (2016). Monetary policy and indeterminacy after the 2001 slump. Centre for Applied Macroeconomic Analysis. 2016 Doko Tchatoka, F. S., & Dufour, J. -M. (2016). Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory. 2015 Doko Tchatoka, F., Dungey, M., & Yanotti, M. B. (2015). Endogeneity in the Household Mortgage Choice. 2015 Doko Tchatoka, F. S., & Wang Wenjie. (2015). On Bootstrap validity for the subset Anderson-Rubin test in linear IV regressions. 2015 Doko Tchatoka, F. S. (2015). Instrument endogeneity, weak identification, and inference in IV regressions. 2014 Doko Tchatoka, F. S. (2014). Testing for partial exogeneity with weak identification. 2014 Doko Tchatoka, F. S., Dungey, M., & Yanotti, M. B. (2014). Building borrower typologies in the mortgage market: evidence from Australia. 2013 Doko Tchatoka, F. S., & Yogo, T. (2013). The Role of Informal Contacts as a Route out of Unemployment in Low-income Countries: Evidence from Cameroon. 2013 Doko Tchatoka, F. S., Yamazaki, S., & Tian, J. (2013). Non-fossil electricity production and CO_2 emissions per capita. 2013 Doko Tchatoka, F. S. (2013). Specification tests with weak and invalid instruments. 2011 Doko Tchatoka, F. S., & Dufour, J. -M. (2011). Exogeneity tests, non-Gaussian errors and incomplete reduced forms: finite-sample distributional theory. 2011 Doko Tchatoka, F. S., & Dufour, J. -M. (2011). Exogeneity tests and estimation in IV regressions. 2010 Doko Tchatoka, F. S., & Dufour, J. -M. (2010). Wald-type tests for error-regressors covariances, partial exogeneity tests and partial IV estimation.
Grants
ARC-grant funded projects:
[1] Selection of mixed strength moment restrictions and optimal inference (DP20; 2020-2022; $240,000), with Prosper Dovonon (Concordia University)
Summary: This project aims to develop model selection procedures in moment condition models that yields the best model for optimal inference even if the available moment restrictions have mixed identification strength. Expected outcomes include: efficiency bounds for parameters identified by moment condition models of mixed identification strength; and new entropy-based relevant moment selection criteria. Success in this undertaking will dramatically enlarge the pool of empirical work involving moment condition models.
[2] Identification power and instrument strength for causal effect in discrete outcome models (DP21; 2021-2023; $354,000), with Donald Poskitt (Monash University), Xueyan Zhao (Monash University), Eric Renault (University of Warwick) and Franck Windmeijer (University of Oxford)
Summary: This project aims to develop new econometric and statistical techniques to quantify causal effects in treatment models with discrete outcomes. Expected outcomes include a much-needed weak instrument test, a measure for identification strength in partial identification setting, and an instrument-covariate selection procedure for high dimensional discrete models based identification power. The benefits include advanced knowledge in econometrics and statistics, and enhanced tools for program evaluation and policy assessment in empirical causal analysis using observational data. The project falls into the category of smarter information use and is relevant to any national priority areas where policy interventions require assessment.
Other Grants:
[3] Developing improved estimators for the stochastic frontier model (Ratio Research Institute Fellowship, $110,000), with Prof Magnus Soederberg (University of Southern Denmark, Denmark) and Prof Zangin Zeebari (Jönköping University, Sweden)
Summary: The project aims to develop improved estimators for the stochastic frontier model (used, for example, by regulators to determine relative efficiency of local monopolies). The project will involve both theoretical and applied work, including an application of the methodology proposed with Australian and international energy data.
2018 - Program Renewal Faculty Grant, Faculty of the Profession, UoA (AUD 20,034; Co-CI)
- McGill University visiting scholar grant, Canada (CAD 15,000)
- Laboratoire d'Economie d’Orleans visiting Fellowship grant, l'Universite d'Orleans, France
2017 - Momentum Fund (AUD 5320), The University of Adelaide
2015 - Executive Dean's Award for Excellence in Research, UoA (AUD 2,000)
- Momentum Fund (AUD 6650), UoA
2013 - McGill University visiting scholar grant, Canada (CAD 20,000)
2011 - Faculty of Business research grant, University of Tasmania (AUD 10,118.35)
Awards - 2019: Executive Dean's Award `Excellence in Research Leadership, UoA
- 2018: Executive Dean's Award `Best Mid-Career Researcher for Excellence in Research, UoA
- 2015: Executive Dean's Award for Excellence in Research, UoA
- 2014: Executive Dean's Commendation for Excellence in Research, UoA
- 2011: RBNZ and New Zealand Econometric Study Group joint Award
Fellowship
2018 - McGill University visiting Fellowship, Canada
- Laboratoire d'Economie d’Orleans visiting Fellowship, Universite d'Orleans, France
2013 - McGill University visiting Fellowship, Canada
- Econometrics IV (Honours, Masters and PhDs);
- Advanced Time Series Econometrics IV (Honours, Masters and PhDs)
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Current Higher Degree by Research Supervision (University of Adelaide)
Date Role Research Topic Program Degree Type Student Load Student Name 2024 Co-Supervisor Essays on the Effect of Energy and Environmental Policies in Large Emerging Economies Doctor of Philosophy Doctorate Full Time Mr Muhammad Hasanujzaman 2024 Co-Supervisor The impact of consumer search behaviour on Australian retail natural gas and electricity prices and the environment Doctor of Philosophy Doctorate Full Time Miss Xiyu Ni 2024 Principal Supervisor Essays on Inference and Forecasting with Mixed-frequency Data using Machine Learning Methods Doctor of Philosophy Doctorate Full Time Miss Ruixin Qin 2023 Principal Supervisor Essays on Causal Inference, Machine Leaning, and Social Networks Doctor of Philosophy Doctorate Full Time Mr Yuguo Ma 2023 Principal Supervisor Essays on High Dimensional Causal Inference and Covariate Selection Doctor of Philosophy Doctorate Full Time Ms Bahare Dadgar 2022 Co-Supervisor Assessing Energy Poverty in a Changing Climate Doctor of Philosophy Doctorate Full Time Mr Mohammad Razib Hossain 2022 Principal Supervisor Essays in Bayesian Panel Vector Autoregressions with Application to Machine Learning Methods Doctor of Philosophy Doctorate Full Time Miss Zhiruo Zhang 2021 Principal Supervisor Forecast Reconciliation for Discrete Time Series Doctor of Philosophy Doctorate Full Time Mr Abbas Hakeem -
Past Higher Degree by Research Supervision (University of Adelaide)
Date Role Research Topic Program Degree Type Student Load Student Name 2021 - 2023 Principal Supervisor News Market and Polarization Master of Philosophy Master Full Time Mr Gurmukh Singh 2020 - 2023 Principal Supervisor Essays in Wine Economics Doctor of Philosophy Doctorate Full Time Mr German Puga 2019 - 2021 Principal Supervisor Political Participation in Developing Africa Master of Philosophy Master Full Time Miss Julia Puellbeck 2019 - 2022 Principal Supervisor Essays on Financial Inclusion and Firm Performance: Evidence from Developing Africa and Asia Doctor of Philosophy Doctorate Full Time Mrs Ha Trang Vo 2019 - 2023 Co-Supervisor Essays on Monetary Policy Doctor of Philosophy Doctorate Full Time Mr Khuderchuluun Batsukh 2018 - 2021 Principal Supervisor Essays on the Macroeconomic Impact of Monetary Policy, Fiscal Policy and Financial Development: An Empirical Investigation Doctor of Philosophy Doctorate Full Time Ms Ayasha Akter 2017 - 2021 Principal Supervisor ESSAYS ON THE TWIN DEVELOPMENT CRISES OF PUBLIC DEBT AND CLIMATE DISTRESS: EVIDENCE FROM DEVELOPING ECONOMIES Doctor of Philosophy Doctorate Full Time Mrs Warnakulasooriya Lakmini Priyanthi Fernando 2017 - 2019 Co-Supervisor Linkages between Oil Price Shocks and Stock Returns Revisited Master of Philosophy Master Full Time Mr Sean David Parry 2017 - 2018 Principal Supervisor Identification and Estimation of Marginal Treatment Effect through Social Networks Master of Philosophy Master Full Time Mr Timothy David Hersey 2017 - 2020 Co-Supervisor Dutch Disease in Australia: A Structural VAR Model Master of Philosophy Master Full Time Ms Farhana Abedin 2016 - 2019 Co-Supervisor Essays on Political Economy and Economic Development Doctor of Philosophy Doctorate Full Time Dr Dessie Tarko Ambaw 2016 - 2019 Principal Supervisor Identifying Oil Extraction Effects in Developing Countries: Evidence from Ghana Doctor of Philosophy Doctorate Full Time Mr Akwasi Ampofo 2016 - 2019 Principal Supervisor Standardised Test Scores and Educational Achievement in Australia Doctor of Philosophy Doctorate Full Time Miss Sarah Brittany Lehmann Cornell-Farrow 2016 - 2019 Co-Supervisor Essays on International Trade and Firm Performance Doctor of Philosophy Doctorate Full Time Mr Habtamu Tesfaye Edjigu 2015 - 2018 Co-Supervisor Bayesian Estimation of Monetary DSGE Models and Testing for Indeterminacy Doctor of Philosophy Doctorate Full Time Mr Qazi G.M. Ziaul Haque 2015 - 2017 Co-Supervisor Essays in Econometrics with Applications to Social Networks Doctor of Philosophy Doctorate Full Time Robert Christopher Garrard 2014 - 2018 Co-Supervisor Agriculture, Income and Conflicts Doctor of Philosophy Doctorate Full Time Mr Weidong Liang 2014 - 2016 Co-Supervisor Trade and Economic Development: Evidence from Less Developed Countries Doctor of Philosophy Doctorate Full Time Dr Ngoc Thien Anh Pham
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Committee Memberships
Date Role Committee Institution Country 2016 - ongoing Member Course Work Program Committee School of Economics, University of Adelaide Australia 2015 - 2015 Member Research Committee School of Economics, University of Adelaide Australia -
Memberships
Date Role Membership Country 2016 - ongoing Member Royal Economic Society - 2011 - ongoing Member American Statistical Association - 2008 - ongoing Member Econometric Society - 2008 - ongoing Member Canadian Economic Association - -
Offices Held
Date Office Name Institution Country 2016 - ongoing Honours Program Coordinator School of Economics, University of Adelaide Australia 2015 - 2015 Seminar Coordinator School of Economics, University of Adelaide Australia
Connect With Me
External Profiles
