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Stéphane Bonhomme

Stéphane Bonhomme
Professor of Economics

Selected publications

  

All available outputs

Nonlinear Persistence and Partial Insurance: Income Dynamics and Consumption Insurance in the PSID, January 2018, (with Manuel Arellano Richard Blundell ), Presentations
Earnings and consumption dynamics: a nonlinear panel data framework, May 2017, (with Manuel Arellano Richard Blundell ), Econometrica, Vol. 85, Issue 3, pp. 693-734, Wiley, Journal Article
Previous version:
Manuel Arellano, Richard Blundell and Stéphane Bonhomme September 2015, Earnings and consumption dynamics: a nonlinear panel data framework, cemmap Working Paper , CWP53/15
Discretizing unobserved heterogeneity, March 2017, (with Thibaut Lamadon , Elena Manresa), Working Paper, W17/03, The IFS
Nonlinear panel data methods for dynamic heterogeneous agent models, November 2016, (with Manuel Arellano ), Working Paper, CWP51/16, The IFS
Nonlinear panel data estimation via quantile regressions, June 2016, (with Manuel Arellano ), Econometrics Journal, Wiley Online Library, Journal Article
Previous version:
Manuel Arellano and Stéphane Bonhomme July 2015, Nonlinear panel data estimation via quantile regressions, cemmap Working Paper , CWP40/15
Quantile selection models: with an application to understanding changes in wage inequality, December 2015, (with Manuel Arellano ), Working Paper, CWP75/15, cemmap
Earnings and consumption dynamics: a nonlinear panel data framework, September 2015, (with Manuel Arellano Richard Blundell ), Working Paper, W15/24, Institute for Fiscal Studies
Earnings and consumption dynamics: a nonlinear panel data framework, September 2015, (with Manuel Arellano Richard Blundell ), Working Paper, CWP53/15, Institute for Fiscal Studies
Now published:
Manuel Arellano, Richard Blundell and Stéphane Bonhomme May 2017, Earnings and consumption dynamics: a nonlinear panel data framework, Journal Article Econometrica
Nonlinear panel data estimation via quantile regressions, July 2015, (with Manuel Arellano ), Working Paper, CWP40/15, Institute for Fiscal Studies
Now published:
Manuel Arellano and Stéphane Bonhomme June 2016, Nonlinear panel data estimation via quantile regressions, Journal Article Econometrics Journal
Nonparametric spectral-based estimation of latent structures, April 2014, (with Koen Jochmans , Jean-Marc Robin), Working Paper, CWP18/14, Institute for Fiscal Studies
Nonparametric estimation of finite measures, March 2014, (with Koen Jochmans , Jean-Marc Robin), Working Paper, CWP11/14, Institute for Fiscal Studies
Identifying distributional characteristics in random coefficients panel data models, July 2012, (with Manuel Arellano ), The Review of Economic Studies, Vol. 79, No. 3, pp. 987--1020, Oxford University Press, Journal Article
Previous version:
Manuel Arellano and Stéphane Bonhomme August 2009, Identifying distributional characteristics in random coefficients panel data models, cemmap Working Paper , CWP22/09
Generalized nonparametric deconvolution with an application to earnings dynamics, April 2010, (with Jean-Marc Robin), Review of Economic Studies, Vol. 77, Issue 2, pp. 491-533, Oxford Journals, Journal Article
Previous version:
Stéphane Bonhomme and Jean-Marc Robin February 2008, Generalized nonparametric deconvolution with an application to earnings dynamics, cemmap Working Paper , CWP03/08
Identifying distributional characteristics in random coefficients panel data models, August 2009, (with Manuel Arellano ), Working Paper, CWP22/09
Now published:
Consistent noisy independent component analysis, April 2009, (with Jean-Marc Robin), Journal of Econometrics, Vol. 149, No. 1, pp. 12-25, Elsevier, Journal Article
Previous version:
Stéphane Bonhomme and Jean-Marc Robin February 2008, Consistent noisy independent component analysis, cemmap Working Paper , CWP04/08
Robust priors in nonlinear panel data models, March 2009, (with Manuel Arellano ), Econometrica, Vol. 77, No. 2, pp. 489-536, Wiley, Journal Article
Previous version:
Manuel Arellano and Stéphane Bonhomme March 2007, Robust priors in nonlinear panel data models, cemmap Working Paper , CWP07/07
Assessing the equalizing force of mobility using short panels: France 1990-2000, January 2009, (with Jean-Marc Robin), Review of Economic Studies, Vol. 76, No. 1, pp. 63-92, Oxford Journals, Journal Article
Previous version:
Stéphane Bonhomme and Jean-Marc Robin February 2008, Assessing the equalizing force of mobility using short panels: France 1990-2000, cemmap Working Paper , CWP02/08
Generalized nonparametric deconvolution with an application to earnings dynamics, February 2008, (with Jean-Marc Robin), Working Paper, CWP03/08
Now published:
Assessing the equalizing force of mobility using short panels: France 1990-2000, February 2008, (with Jean-Marc Robin), Working Paper, CWP02/08
Now published:
Stéphane Bonhomme and Jean-Marc Robin January 2009, Assessing the equalizing force of mobility using short panels: France 1990-2000, Journal Article Review of Economic Studies
Consistent noisy independent component analysis, February 2008, (with Jean-Marc Robin), Working Paper, CWP04/08
Now published:
Stéphane Bonhomme and Jean-Marc Robin April 2009, Consistent noisy independent component analysis, Journal Article Journal of Econometrics
Robust priors in nonlinear panel data models, March 2007, (with Manuel Arellano ), Working Paper, CWP07/07
Now published:
Manuel Arellano and Stéphane Bonhomme March 2009, Robust priors in nonlinear panel data models, Journal Article Econometrica

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