Stéphane Bonhomme

Selected Publications

Posterior average effects

Economists are often interested in estimating averages with respect to distributions of unobservables. Examples are moments […]

Stéphane Bonhomme, Martin Weidner
9 October 2020 | CWP49/20

Previous version

Posterior average effects
Stéphane Bonhomme, Martin Weidner
13 September 2019 | CWP43/19
Minimizing Sensitivity to Model Misspecification

We propose a framework for estimation and inference when the model may be misspecified. We rely […]

Stéphane Bonhomme, Martin Weidner
9 July 2020 | CWP37/20

Previous version

Minimizing sensitivity to model misspecification
Stéphane Bonhomme, Martin Weidner
9 October 2018 | CWP59/18
Recovering Latent Variables by Matching

We propose an optimal-transport-based matching method to nonparametrically estimate linear models with independent latent variables. The […]

Manuel Arellano, Stéphane Bonhomme
7 January 2020 | CWP2/20
Posterior average effects

Economists are often interested in estimating averages with respect to distributions of unobservables. Examples are moments […]

Stéphane Bonhomme, Martin Weidner
13 September 2019 | CWP43/19
Minimizing sensitivity to model misspecification

We propose a framework for estimation and inference about the parameters of an economic model and […]

Stéphane Bonhomme, Martin Weidner
9 October 2018 | CWP59/18

Latest version

Minimizing Sensitivity to Model Misspecification
Stéphane Bonhomme, Martin Weidner
9 July 2020 | CWP37/20
Nonlinear panel data methods for dynamic heterogeneous agent models

Recent developments in nonlinear panel data analysis allow identifying and estimating general dynamic systems. In this […]

Manuel Arellano, Stéphane Bonhomme
1 November 2016 | CWP51/16
Nonlinear panel data estimation via quantile regressions

We introduce a class of quantile regression estimators for short panels. Our framework covers static and […]

Manuel Arellano, Stéphane Bonhomme
29 June 2016 | Journal Article

Previous version

Nonlinear panel data estimation via quantile regressions
Manuel Arellano, Stéphane Bonhomme
15 July 2015 | CWP40/15
Quantile selection models: with an application to understanding changes in wage inequality

We propose a method to correct for sample selection in quantile regression models. Selection is modelled […]

Manuel Arellano, Stéphane Bonhomme
21 December 2015 | CWP75/15
Earnings and consumption dynamics: a nonlinear panel data framework

We develop a new quantile-based panel data framework to study the nature of income persistence and […]

Manuel Arellano, Richard Blundell, Stéphane Bonhomme
7 September 2015 | CWP53/15
Nonlinear panel data estimation via quantile regressions

We introduce a class of quantile regression estimators for short panels. Our framework covers static and […]

Manuel Arellano, Stéphane Bonhomme
15 July 2015 | CWP40/15

Latest version

Nonlinear panel data estimation via quantile regressions
Manuel Arellano, Stéphane Bonhomme
29 June 2016 | Journal Article