Econometrics and empirical economics

Nonparametric estimations, regressions, efficiency, risk modeling, policy evaluations

The EEE group gathers TSE researchers working in theoretical econometrics and applied economics. Research topics span various areas, from applied microeconomics (education, labor, industrial organization) to financial econometrics, inverse problems, bootstrap methods and partial identification.

Activities of the group

During term the group organizes several activities. A weekly seminar takes place on Tuesdays from 3.30pm to 4.50pm. On Tuesdays from 9.30am to 10.30am an econometric workshop alternates weekly with a reading group. There is also the Yinghua He applied micro workshop over lunchtime (12.30pm to 13.30pm) biweekly on Mondays.

Watch an example of research led within this group

List of members of the group

Guillem Foucault I llopart

TSE PhD Student

Supervisors: Olivier De Groote

Details

Zixuan Fu

TSE PhD Student

Details

Christophe Gaillac

TSE Associate Faculty

Associate professor at the University of Geneva (IEE/GSEM)

Details

Eric Gautier

TSE Research Faculty

Professor, TSE

Details

Ana Gazmuri

TSE Associate Faculty

Assistant-Professor, Universidad Diego Portales

Details

Christian Gouriéroux

TSE Associate Faculty

Professor of Economics, University of Toronto

Details

Cristina Gualdani

TSE Associate Faculty

Assistant professor, Queen Mary University of London

Details

Charu Gupta

Post-Docs, Engineers and Assistants

Research Fellow, TSE

Details

Koen Jochmans

TSE Research Faculty

Professor of Economics, TSE

Details

Vishal Kamat

TSE Associate Faculty

Senior Lecturer, School of Economics and Finance, Queen Mary University of London

Details

Jihyun Kim

TSE Associate Faculty

Assistant professor, SungKyunKwan University

Details

Young Kim

TSE PhD Student

Supervisors: Jean-Pierre Florens & Nour Meddahi

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List of WP and articles of the group

Identification in Models for Matched Panel Data with Two-Sided Random Effects

Koen Jochmans

TSE Working Paper, vol. 25-1649, ,
Details
Download the publication pdf | 496.84 KB

Encompassing Tests for Nonparametric Regressions

Elia Lapenta, and Pascal Lavergne

Econometric Theory, vol. 41, n° 3, , pp. 709-738
Details

Affine Feedforward Stochastic (AFS) Neural Network

Christian Gouriéroux, and Alain Monfort

TSE Working Paper, vol. 25-1666,
Details
Download the publication pdf | 658.19 KB

Reconciling Engineers and Economists: the Case of a Cost Function for the Distribution of Gas

Jean-Pierre Florens, Frédérique Fève, and Léopold Simar

TSE Working Paper, vol. 25-1640,
Details
Download the publication pdf | 1.28 MB

One-step smoothing splines instrumental regression

Jad Beyhum, Elia Lapenta, and Pascal Lavergne

The Econometrics Journal, vol. 28, n° 2, , pp. 176–197
Details

Functional ecological inference

Christian Bontemps, Jean-Pierre Florens, and Nour Meddahi

Journal of Econometrics, vol. 248,
Details

Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap

Ayden Higgins, and Koen Jochmans

TSE Working Paper, vol. 25-1620,
Details
Download the publication pdf | 444.88 KB

Is Justice Really Blind? And Is It Also Deaf?

Daniel L. Chen, Manoj Kumar, Vishal Motwani, and Philip Yeres

Computational Analysis of Law,
Details
Download the publication pdf | 2.02 MB

A Neyman-Orthogonalization Approach to The Incidental Parameter Problem in Likelihood Models

Stéphane Bonhomme, Koen Jochmans, and Martin Weidner

TSE Working Paper, vol. 25-1614, ,
Details
Download the publication pdf | 839.28 KB

Linear Regressions with Combined Data

Xavier D'Haultfoeuille, Christophe Gaillac, and Arnaud Maurel

TSE Working Paper, vol. 24-1602,
Details
Download the publication pdf | 1.12 MB

Housing Search and Liquidity in Spatial Equilibrium

Tuuli Vanhapelto, and Thierry Magnac

TSE Working Paper, vol. 24-1596, ,
Details
Download the publication pdf | 1.05 MB

UK Postal Parcel Traffic Price Elasticities: Intensive and Extensive Margins and Selection Bias. In Service Challenges, Business Opportunities, and Regulatory Responses in the Postal Sector

Frédérique Fève, Thierry Magnac, Jonathan Pope, and Soterios Soteri

In Service Challenges, Business Opportunities, and Regulatory Responses in the Postal Sector, , pp. 113-127
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List of Seminars of the group

Unconfoundedness as an Information Constraint

  • Seminar

  • Econometrics and Empirical Economics Seminar

  • Date 3 November 2026

  • Place Auditorium 4

  • Speaker or organiser Christoph Breunig (University of Bonn, Germany)

Détails

Past

Co-integration and control: assessing the impact of events using time series data

  • Seminar

  • Econometrics and Empirical Economics Seminar

  • Date 13 October 2026

  • Place Auditorium 4

  • Speaker or organiser Andrew Harvey (Cambridge University)

Détails

Past

Do firm effects add up?

  • Seminar

  • Econometrics and Empirical Economics Seminar

  • Date 29 September 2026

  • Place Auditorium 4

  • Speaker or organiser Thibaut Lamadon (University of Chicago)

Détails

Past

The Consumption Value of College

  • Seminar

  • Econometrics and Empirical Economics Seminar

  • Date 22 September 2026

  • Place Auditorium 4

  • Speaker or organiser Yifan Gong (University of Nebraska-Lincoln)

Détails

Past

The Cost of Conformity: Household Specialization and Gender Identity Norms

  • Seminar

  • Econometrics and Empirical Economics Seminar

  • Date 15 September 2026

  • Place Auditorium 4

  • Speaker or organiser Thomas Jorgensen (University of Copenhagen)

Détails

Past

Parents'Earnings and the Returns to Universal Pre-Kindergarten

  • Seminar

  • Econometrics and Empirical Economics Seminar

  • Date 26 May 2026

  • Place Auditorium 4

  • Speaker or organiser Seth Zimmerman

Détails

Past

You’ve Got to Be Efficient :Ambiguity, Misspecification and Variational Preferences

  • Seminar

  • Econometrics and Empirical Economics Seminar

  • Date 19 May 2026

  • Place Auditorium 4

  • Speaker or organiser Karun Adusumilli

Détails

Past

From Unstructured Data to Demand Counterfactuals: Theory and Practice

  • Seminar

  • Econometrics and Empirical Economics Seminar

  • Date 12 May 2026

  • Place Auditorium 4

  • Speaker or organiser Timothy Christensen

Détails

Past

Selective Immigration Policies and the U.S. Labor Market

  • Seminar

  • Econometrics and Empirical Economics Seminar

  • Date 5 May 2026

  • Place Auditorium 4

  • Speaker or organiser Joan Llull

Détails

Past

Average Treatment Effects for Dissociated Exchangeable Random Arrays

  • Seminar

  • Econometrics and Empirical Economics Seminar

  • Date 14 April 2026

  • Place Auditorium 4

  • Speaker or organiser Michael Jansson

Détails

Past

What does outcome similarity capture? Identification and inference in pairwise regressions of peer effects.

  • Seminar

  • Econometrics and Empirical Economics Seminar

  • Date 31 March 2026

  • Place Auditorium 4

  • Speaker or organiser Yann Bramoullé

Détails

Past

Estimation in linear models with clustered data

  • Seminar

  • Econometrics and Empirical Economics Seminar

  • Date 24 March 2026

  • Place Auditorium 4

  • Speaker or organiser Anna Mikusheva

Détails

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Contact

Koen Jochmans

Group leader

Christian Bontemps

Group secretary

Conferences and workshops

Econometrics Conference

  • Conference

  • Date From 17 to 18 September 2027

  • Place Auditorium Jean-Jacques Laffont

Détails

Financial Econometrics Conference

  • Conference

  • Date From 14 to 15 May 2027

  • Place Auditorium Jean-Jacques Laffont

Détails

Past

Structural Econometrics and Models of Strategic Interactions Conference

  • Conference

  • Date From 28 to 29 May 2026

  • Place Auditorium 3 JJ Laffont

Détails