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

Pascal Lavergne

TSE Research Faculty

Full Professor, TSE

Details

Julian Leiser

TSE PhD Student

Details

Hyunkyeong Lim

Post-Docs, Engineers and Assistants

Research Fellow, TSE

Details

Thierry Magnac

TSE Research Faculty

Scientific Director and Dean of Research, TSE

Details

Arnaud Maurel

Visitor

Professor of Economics, Duke University

Details

Nour Meddahi

TSE Research Faculty

Professor, TSE

Details

Juan Pal

TSE PhD Student

Supervisors: Ana Gazmuri & Matteo Bobba

Details

Sijia Pan

TSE PhD Student

Supervisor: Fabrice Collard

Details

François Poinas

TSE Research Faculty

Assistant Professor and Dean of Education, TSE

Details

Luka Prlic

TSE PhD Student

Details

Pedro Rojas Milla

TSE PhD Student

Details

Erwann Sbaï

TSE Affiliated Faculty

Lecturer

Details

List of WP and articles of the group

Nonparametric Identification of Models for Dyadic Data

Paul Diegert, and Koen Jochmans

TSE Working Paper, vol. 24-1574, July 2024

Nonparametric Identification And Estimation of Stochastic Block Models From Many Small Networks

Journal of Econometrics, vol. 242, n° 2 (105805), June 2024

The Effects of LCCs Subsidies on the Tourism Industry

Christian Bontemps, Gianmaria Martini, and Flavio Porta

TSE Working Paper, vol. 24-1540, May 2024

Bootstrap inference for fixed-effect models

Ayden Higgins, and Koen Jochmans

Econometrica, vol. 92, n° 2, March 2024, pp. 411-427

Inference On A Distribution From Noisy Draws

Koen Jochmans, and Martin Weidner

Econometric Theory, vol. 40, n° 1, February 2024, pp. 60-97

Nonparametric Identification And Estimation of Stochastic Block Models From Many Small Networks”

TSE Working Paper, vol. 24-1514, January 2024

Capital humain et recherche d'emploi: un mariage heureux - Human Capital and Search Models: A Happy Match

Revue Économique, vol. 75, n° 1, January 2024, pp. 11-29

Reducing transaction taxes on housing in highly regulated economies”

Christian Bontemps, Frédéric Cherbonnier, and Thierry Magnac

TSE Working Paper, vol. 23-1486, November 2023

Identification of Mixtures of Dynamic Discrete Choices

Ayden Higgins, and Koen Jochmans

Journal of Econometrics, vol. 237, n° 1, 105462, November 2023

The (Option-)Value of Overstaying

Romuald Méango, and François Poinas

TSE Working Paper, vol. 23-1478, October 2023

Many (Weak) Judges in Judge-Leniency Designs

TSE Working Paper, vol. 23-1481, October 2023

Capital humain et recherche d'emploi: un mariage heureux - Human Capital and Search Models: A Happy Match

TSE Working Paper, vol. 23-1489, September 2023

List of Seminars of the group

Past

Endogeneity in Large Panel Models: Identification without (External) IV

Date 17 March 2026
Place Auditorium 4
Speaker or organiser Andrei Zeleneev

Détails

Past

Realized Variance Disagreement

Date 10 March 2026
Place Auditorium 4
Speaker or organiser Viktor Todorov

Détails

Past

Fitting Dynamically Misspecified Models: An Optimal Transportation Approach

Date 17 December 2025
Place Auditorium 4
Speaker or organiser Jean-Jacques Forneron

Détails

Past

Dynamic Panel Multinomial Logit Models

Date 16 December 2025
Place Auditorium 4
Speaker or organiser Kevin Dano

Détails

Past

Micro Responses to Macro Shocks

Date 9 December 2025
Place Auditorium 4
Speaker or organiser Victor Sancibrian

Détails

Past

Inference Based on the Continuously Updating Estimator and the CLR Test

Date 2 December 2025
Place Auditorium 4
Speaker or organiser Marcelo Moreira

Détails

Past

Stimulus effects of common fiscal policies

Date 18 November 2025
Place Auditorium 4
Speaker or organiser Jeppe Druedahl

Détails

Past

Trading-off Bias and Variance When the Size of the Treatment Effect is Bounded

Date 4 November 2025
Place Auditorium 4
Speaker or organiser Clément De Chaisemartin

Détails

Past

How to Weight in Moments Matching: A New Approach and Applications to Earnings Dynamics

Date 14 October 2025
Place Auditorium 4
Speaker or organiser Andrew Shephard

Détails

Past

Testing for Identification in Potentially Misspecified Linear GMM

Date 30 September 2025
Place Auditorium 4
Speaker or organiser Frank Kleibergen

Détails

Past

Identification and Estimation of Average Causal Effects in Fixed Effects Logit Models

Date 23 September 2025
Place Auditorium 4
Speaker or organiser Laurent Davezies

Détails

Past

Pitfalls of First-Stage Diagnostics and Valid Inference in IV Regression with Heavy Tailed Variables

Date 16 September 2025
Place Auditorium 4
Speaker or organiser Jihyun Kim

Détails

Contact

Koen Jochmans

Group leader

Christian Bontemps

Group secretary

Conferences and workshops

Econometrics Conference

Date From 17 to 18 September 2027
Place Auditorium Jean-Jacques Laffont

Détails

Financial Econometrics Conference

Date From 14 to 15 May 2027
Place Auditorium Jean-Jacques Laffont

Détails

Past

Structural Econometrics and Models of Strategic Interactions Conference

Date From 28 to 29 May 2026
Place Auditorium 3 JJ Laffont

Détails