Firmin Doko Tchatoka

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.


I am Professor at the School of Economics and Public Policy, The University of Adelaide. My research interests are in Econometric (Theory and Applied), Statistics and Financial Econometrics. I am 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, identification of macroeconomic shocks, and the housing market. I have published a wide range of articles on these topics, and I am the leading investigator of two Australian Research Council (ARC) grant projects; the first on ``Selection of mixed strength moment restrictions and optimal inference" (DP20; 2020-2022) with Prof. Prosper Dovonon (Concordia University, Canada) and the second on ``Identification power and instrument strength for causal effect in discrete outcome models'' (DP21; 2021-2023) with Profs 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

 

  • 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

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

 

 

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

    Date Role Research Topic Program Degree Type Student Load Student Name
    2022 Principal Supervisor New Multivariate Model for Analyzing the Time-varying Effect on Australian Macroeconomics Doctor of Philosophy Doctorate Full Time Miss Zhiruo Zhang
    2022 Co-Supervisor Circular Economy or Carbon Tax: Which is More Effective and Realistic in Reducing CO2 Emission in the Era of 4.0? Doctor of Philosophy Doctorate Full Time Mr Mohammad Razib Hossain
    2021 Principal Supervisor Forecast Reconciliation for Discrete Time Series Doctor of Philosophy Doctorate Full Time Mr Abbas Hakeem
    2021 Principal Supervisor Essays in Information Economics Master of Philosophy Master Full Time Mr Gurmukh Singh
    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 Principal Supervisor Essays in Wine Economics Doctor of Philosophy Doctorate Full Time Mr German Puga
    2019 Co-Supervisor Essays on Monetary Policy Doctor of Philosophy Doctorate Full Time Mr Khuderchuluun Batsukh
  • 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
    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
    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
  • 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

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