Econometrics and empirical economics

Christophe Gaillac, and Eric Gautier, “Non Parametric Classes for Identification in Random Coefficients Models when Regressors have Limited Variation”, TSE Working Paper, n. 21-1218, May 2021.

Jad Beyhum, and Eric Gautier, “Factor and factor loading augmented estimators for panel regression”, TSE Working Paper, n. 21-1219, May 2021.

Christophe Alain Bruneel-Zupanc, “Discrete-Continuous Dynamic Choice Models: Identification and Conditional Choice Probability Estimation”, TSE Working Paper, n. 21-1185, February 2021.

Christophe Alain Bruneel-Zupanc, “Imperfect Information, Learning and Housing Market Dynamics”, TSE Working Paper, n. 21-1186, February 2021.

Eliana Barrenho, Eric Gautier, Marisa Miraldo, Carol Propper, and Christiern Rose, “Innovation Diffusion and Physician Networks: Keyhole Surgery for Cancer in the English NHS”, CEPR Discussion Paper, n. 15515, December 2020.

Jad Beyhum, Jean-Pierre Florens, and Ingrid Van Keilegom, “Nonparametric Instrumental Regression with Right Censored Duration Outcomes”, TSE Working Paper, n. 20-1164, November 2020.

Andreea Enache, and Jean-Pierre Florens, “Quantile Analysis of "Hazard-Rate" Game Models”, TSE Working Paper, n. 20-1117, June 2020.

Jihyun Kim, Joon Park, and Bin Wang, “Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments”, TSE Working Paper, n. 20-1096, May 2020.

Jihyun Kim, and Nour Meddahi, “Volatility Regressions with Fat Tails”, TSE Working Paper, n. 20-1097, May 2020.

Christian Bontemps, and Raquel Menezes Bezerra Sampaio, “Entry games for the airline industry”, TSE Working Paper, n. 20-1108, May 2020.