Stéphane Bonhomme

Selected Publications

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
Identifying distributional characteristics in random coefficients panel data models

We study the identification of panel models with linear individual-specific coefficients when T is fixed. We […]

Manuel Arellano, Stéphane Bonhomme
31 July 2012 | Journal Article

Previous version

Identifying distributional characteristics in random coefficients panel data models
Manuel Arellano, Stéphane Bonhomme
3 August 2009 | CWP22/09
Generalized nonparametric deconvolution with an application to earnings dynamics

In this paper,we construct a nonparametric estimator of the distributions of latent factors in linear independent […]

Stéphane Bonhomme, Jean-Marc Robin
1 April 2010 | Journal Article

Previous version

Generalized nonparametric deconvolution with an application to earnings dynamics
Stéphane Bonhomme, Jean-Marc Robin
8 February 2008 | CWP03/08
Consistent noisy independent component analysis

We study linear factor models under the assumptions that factors are mutually independent and independent of […]

Stéphane Bonhomme, Jean-Marc Robin
1 April 2009 | Journal Article

Previous version

Consistent noisy independent component analysis
Stéphane Bonhomme, Jean-Marc Robin
8 February 2008 | CWP04/08
Robust priors in nonlinear panel data models

Many approaches to estimation of panel models are based on an average or integrated likelihood that […]

Manuel Arellano, Stéphane Bonhomme
1 March 2009 | Journal Article

Previous version

Robust priors in nonlinear panel data models
Manuel Arellano, Stéphane Bonhomme
21 March 2007 | CWP07/07
Assessing the equalizing force of mobility using short panels: France 1990-2000

In this paper, we document whether and how much the equalizing force of earnings mobility has […]

Stéphane Bonhomme, Jean-Marc Robin
1 January 2009 | Journal Article

Previous version

Assessing the equalizing force of mobility using short panels: France 1990-2000
Stéphane Bonhomme, Jean-Marc Robin
8 February 2008 | CWP02/08