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 WP and articles of the group

Application Costs and Congestion in Matching Markets

Yinghua He, and Thierry Magnac

The Economic Journal, vol. 132, n° 648, November 2022, pp. 2918–2950

Learning Markov Processes with Latent Variables

Ayden Higgins, and Koen Jochmans

TSE Working Paper, vol. 22-1366, September 2022, révision December 2024

Peer Effects and Endogenous Social Interactions

TSE Working Paper, vol. 22-1348, July 2022

Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations

Koen Jochmans, and Vincenzo Verardi

Journal of Applied Econometrics, vol. 37, n° 6, July 2022, pp. 1121-1137

Heteroskedasticity-robust inference in linear regression models with many covariates

Journal of the American Statistical Association, vol. 117, n° 538, July 2022, pp. 887-896

Encompassing Tests for Nonparametric Regressions

Elia Lapenta, and Pascal Lavergne

TSE Working Paper, vol. 22-1332, May 2022

Ex-post Evaluation of the American Airlines-US Airways merger: a structural approach

Christian Bontemps, Kevin Remmy, and Jiangyu Wei

Journal of Transport Economics and Policy, vol. 56, n° 2, April 2022, pp. 129-155

Bootstrap inference for fixed-effect models

Koen Jochmans, and Ayden Higgins

TSE Working Paper, vol. 22-1328, April 2022, révision December 2023

Bias In Instrumental-Variable Estimators Of Fixed-Effect Models For Count Data

Economics Letters, vol. 212, n° 110318, March 2022

Has the Covid pandemic accelerated the rate of decline in business letters? Some early and preliminary analysis and thoughts

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

In The Economics of the Postal and Delivery Sector: Business Strategies for an Essential Service, March 2022, pp. 221-237

Labor Market Search, Informality and Schooling Investments

Matteo Bobba, Luca Flabbi, and Santiago Levy

International Economic Review, vol. 63, n° 1, February 2022, pp. 211-259

Lifecycle Wages and Human Capital Investments: Selection and Missing Data

Laurent Gobillon, Thierry Magnac, and Sébastien Roux

TSE Working Paper, vol. 22-1299, February 2022

List of Seminars of the group

Past

An exact t-Test

Date 10 December 2024
Place Auditorium 4
Speaker or organiser Guillaume Pouliot

Détails

Past

To be announced

Date 3 December 2024
Place Auditorium 4
Speaker or organiser Josh Kinsler

Détails

Past

Detecting Giver and Receiver Spillover Group in Large Vector Autoregressions.

Date 26 November 2024
Place Auditorium 4
Speaker or organiser Gudmundur Stefan Gudmundsson

Détails

Past

Training Specificity and Occupational Mobility: Evidence from German Apprenticeships

Date 19 November 2024
Place Auditorium 4
Speaker or organiser Dita Eckardt

Détails

Past

The Minimum Wage Effects on Earnings and Sorting

Date 12 November 2024
Place Auditorium 4
Speaker or organiser Suphanit Piyapromdee

Détails

Past

Functional Partial Least-Squares: Optimal Rates and Adaptation

Date 5 November 2024
Place Auditorium 4
Speaker or organiser Marine Carrasco

Détails

Past

To be announced

Date 15 October 2024
Place Auditorium 4
Speaker or organiser Camille Terrier

Détails

Past

Universal Inference for Incomplete Models

Date 8 October 2024
Place Auditorium 3
Speaker or organiser Hiroaki Kaido

Détails

Past

Identification with possibly invalid IVs

Date 24 September 2024
Place Auditorium 4
Speaker or organiser Jad Beyhum

Détails

Past

Haggle or Hammer? Dual-Mechanism Housing Search

Date 10 September 2024
Place Auditorium 4
Speaker or organiser Aaron Barkley

Détails

Past

Contracting over Rebates: Formulary Design and Pharmaceutical Spending

Date 28 May 2024
Place Auditorium 4
Speaker or organiser Robin Lee

Détails

Past

Affirmative Action in Centralized College Admissions Systems

Date 21 May 2024
Place Auditorium 4
Speaker or organiser Sebastian Otero

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