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

Anne Vanhems

TSE Associate Faculty

Professor of Statistics, Toulouse Business School

Details

List of WP and articles of the group

Peer Effects and Endogenous Social Interactions

Journal of Econometrics, vol. 235, n° 2, August 2023, pp. 1203-1214

One-step nonparametric instrumental regression using smoothing splines

Jad Beyhum, Elia Lapenta, and Pascal Lavergne

TSE Working Paper, vol. 23-1467, August 2023

Identification-Robust Nonparametric Inference in a Linear IV Model

Bertille Antoine, and Pascal Lavergne

Journal of Econometrics, vol. 234, n° 1, July 2023, pp. 1-24

Partial Identification in Matching Models for the Marriage Market

Cristina Gualdani, and Shruti Sinha

Journal of Political Economy, vol. 131, n° 5, May 2023

Testing Random Assignment To Peer Groups

Journal of Applied Econometrics, vol. 38, n° 3, May 2023, pp. 321-333

Modified-likelihood estimation of fixed-effect models for dyadic data

TSE Working Paper, vol. 24-1502, May 2023

Price Competition and Endogenous Product Choice in Networks: Evidence from the US Airline Industry

Christian Bontemps, Cristina Gualdani, and Kevin Remmy

TSE Working Paper, vol. 23-1415, March 2023, révision July 2025

Modified-likelihood estimation of fixed-effect model for dyadic data

Journal of the Spanish Economic Association, vol. 14, January 2023, pp. 417-433

Optimal Intertemporal Curative Drug Expenses: The Case of Hepatitis C in France

Pierre Dubois, and Thierry Magnac

TSE Working Paper, vol. 23-1402, January 2023

UK Parcel Market Trends in the Pre- and Post-COVID Environment: An Initial Assessment

Catherine Cazals, Thierry Magnac, Jonathan Pope, and Soterios Soteri

In Postal Strategies: Logistics, Access, and the Environment, January 2023, pp. 313–326

Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors

Jad Beyhum, and Eric Gautier

Journal of Business and Economic Statistics, vol. 41, n° 1, January 2023, pp. 270-281

Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments

Eric Gautier, and Christiern Rose

arXiv, vol. 2211.02249, November 2022

List of Seminars of the group

Past

Women’s Labor Subsidy: Evidence from Chile

Date 27 May 2025
Place Auditorium 4
Speaker or organiser Valentina Paredes

Détails

Past

Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data

Date 20 May 2025
Place Auditorium 4
Speaker or organiser Whitney K. Newey

Détails

Past

Sharp and Robust Estimation of Partially Identified Discrete Response Models

Date 13 May 2025
Place Auditorium 4
Speaker or organiser Tatiana Komarova

Détails

Past

Differentiated Products with Endogenous Choice Sets

Date 6 May 2025
Place Auditorium 4
Speaker or organiser Quang Vuong

Détails

Past

Using Machine Learning to compute constrained Pareto optimal carbon tax rules in a stochastic OLG model

Date 29 April 2025
Place Auditorium 4
Speaker or organiser Simon Scheidegger

Détails

Past

Robust Estimation in Conditional Moment Models with Time-Varying Parameters

Date 8 April 2025
Place Auditorium 4
Speaker or organiser Bertille Antoine

Détails

Past

The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data∗

Date 1 April 2025
Place Auditorium 4
Speaker or organiser Lance Lochner

Détails

Past

Friendship Networks and Social Diversity at School: Evidence from a Desegregation Program

Date 25 March 2025
Place Auditorium 4
Speaker or organiser Julien Grenet

Détails

Past

On the use of flexible rolling-window estimation and forecasting with evidence from the great recession to the COVID-19 pandemic.

Date 18 March 2025
Place Auditorium 4
Speaker or organiser Mariia Artemova

Détails

Past

Estimation and Inference in Boundary Discontinuity Designs

Date 11 March 2025
Place Auditorium 4
Speaker or organiser Matias Cattaneo

Détails

Past

On the Identification of Models of Uncertainty, Learning, and Human Capital Acquisition with Sorting

Date 4 March 2025
Place Auditorium 4
Speaker or organiser Cristina Gualdani

Détails

Past

Production function estimation using subjective expectations data

Date 10 December 2024
Place Auditorium 4
Speaker or organiser Aureo de Paula

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