Firmin Doko Tchatoka

Associate Professor Firmin Doko Tchatoka

Associate Professor

School of Economics and Public Policy

Faculty of the Professions

Eligible to supervise Masters and PhD - email supervisor to discuss availability.


I am Associate Professor at the School of Economics, The University of Adelaide. My research interests are in Econometric (Theory and Applied) and Statistics and Financial Econometrics. I'm currently working on various topics, including identification problems in structural models, model selection and optimal inference in GMM setting, Bootstrap and Monte Carlos methods, treatment effect and network econometrics, Forecasting and housing market. I have published a wide range of articles on these topics, and I'm currently the leading investigator of two Australian Research Council (ARC) grant project- one on ``Selection of mixed strength moment restrictions and optimal inference" (DP20; 2020-2022) with Prosper Dovonon (Concordia University, Canada) and a second on ``Identification power and instrument strength for causal effect in discrete outcome models'' (DP21; 2021-2023) with Donald Poskitt (Monash University), Xueyan Zhao (Monash University), Eric Renault (University of Warwick, UK) and Franck Windmeijer (University of Oxford, UK).

Research interest 

Econometrics Theory and Applications, Statistics, Financial Econometrics, Networks Econometrics and Big Data

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  • Appointments

    Date Position Institution name
    2020 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
    Université de Montreal Canada PhD
    Université de Cocody Côte d'Ivoire MA Statistics
    Université Nationale du Bénin Benin BA Statistics-Maths
  • Research Interests

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  • Journals

    Year Citation
    2021 Tchatoka, F. D., & Vo, H. T. (2021). Empowering the powerless: Financial inclusion in developing Africa and Asia. Unknown Journal, 156-196.
    2021 Tchatoka, F. D., & Vo, H. T. (2021). Empowering the powerless: Financial inclusion in developing Africa and Asia. Unknown Journal, 156-196.
    2021 Doko Tchatoka, F., Alavi Fard, F., & Sriananthakuma, S. (2021). Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model. JRFM, 14(3), 1-19.
    DOI
    2021 Doko Tchatoka, F., & Haque, Q. (2021). Revisiting the macroeconomic effects of monetary policy shocks. CAMA Working Paper, (61).
    2021 Doko Tchatoka, F., & Varvaris, V. (2021). Neighbourhood, school zoning and the housing market: Evidence from New South Wales. Journal of Housing Economics, 101790.
    DOI
    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.
    DOI Scopus1
    2020 Doko Tchatoka, F., & Wang, W. (2020). Uniform Inference after Pretesting for Exogeneity.
    2019 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.
    DOI Scopus1
    2019 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.
    DOI
    2019 Masson, V., Doko Tchatoka, F., & Parry, S. (2019). Linkages between oil price shocks and stock returns revisited. Energy Economics, 82, 42-61.
    DOI Scopus14
    2019 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.
    DOI Scopus2 WoS2
    2018 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.
    DOI Scopus7
    2018 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.
    DOI Scopus3
    2018 Dungey, M., Doko Tchatoka, F., & Yanotti, M. (2018). Endogeneity in household mortgage choice. Economic Modelling, 73, 30-44.
    DOI Scopus3
    2018 Dungey, M., Doko Tchatoka, F., & Yanotti, M. (2018). Endogeneity in household mortgage choice. Economic Modelling, 73, 30-44.
    DOI Scopus3
    2017 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.
    DOI Scopus4 WoS4
    2015 Dungey, M., Doko Tchatoka, F., Wells, G., & Yanotti, M. (2015). Mortgage choice determinants: the role of risk and bank regulation. Economic Record, 91(295), 417-437.
    DOI Scopus5
    2015 Doko Tchatoka, F. (2015). On bootstrap validity for specification tests with weak instruments. The Econometrics Journal, 18(1), 137-146.
    DOI Scopus5
    2015 Doko Tchatoka, F. (2015). Subset hypotheses testing and instrument exclusion in the linear IV regression. Econometric Theory, 31(6), 1192-1228.
    DOI Scopus1
    2014 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.
    DOI Scopus10
    2014 Doko Tchatoka, F., & Dufour, J. (2014). Identification-robust inference for endogeneity parameters in linear structural models. Econometrics Journal, 17(1), 165-187.
    DOI Scopus9
    2013 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.
    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
    2020 Doko Tchatoka, F., & Haque, Q. (2020). On Bootstrapping Tests of Equal Forecast Accuracy for Nested Models.
    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      

2020-2022 - ARC Discovery Project  ($240,000): Selection of mixed strength moment restrictions and optimal inference

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

 

 

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  • Current Higher Degree by Research Supervision (University of Adelaide)

    Date Role Research Topic Program Degree Type Student Load Student Name
    2021 Principal Supervisor Accounting for Growth Differences across Developing Nations Based on Provincial Level Competitions Master of Philosophy Master Full Time Mr Gurmukh Singh
    2021 Co-Supervisor Forecast Reconciliation for Discrete Time Series Doctor of Philosophy Doctorate Full Time Mr Abbas Hakeem
    2020 Co-Supervisor Using Micro-Level Data to Measure Incumbency Advantage in Australian Federal Elections: Evidence from a Regression Discontinuity Design. Master of Philosophy Master Full Time Mr Thomas Edward Probst
    2020 Co-Supervisor Essays in Wine Economics Doctor of Philosophy Doctorate Full Time Mr German Francisco Puga
    2019 Principal Supervisor Assessing Financial Inclusion in Developing Africa and Asia Doctor of Philosophy Doctorate Full Time Mrs Ha Trang Vo
    2019 Co-Supervisor Essays on Monetary Policy Doctor of Philosophy Doctorate Full Time Mr Khuderchuluun Batsukh
    2018 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
  • Past Higher Degree by Research Supervision (University of Adelaide)

    Date Role Research Topic Program Degree Type Student Load Student Name
    2019 - 2021 Principal Supervisor Political Participation in Developing Africa Master of Philosophy Master Full Time Miss Julia Puellbeck
    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
  • Position: Associate Professor
  • Phone: 83131174
  • Email: firmin.dokotchatoka@adelaide.edu.au
  • Fax: 8223 1460
  • Campus: North Terrace
  • Building: Nexus 10, floor 4
  • Room: 4 46
  • Org Unit: Economics

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