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
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
Nonparametric spectral-based estimation of latent structures

We present a constructive identification proof of p-linear decompositions of q-way arrays. The analysis is based […]

Stéphane Bonhomme, Koen Jochmans, Jean-Marc Robin
1 April 2014 | CWP18/14
Nonparametric estimation of finite measures

The aim of this paper is to provide simple nonparametric methods to estimate finite mixture models […]

Stéphane Bonhomme, Koen Jochmans, Jean-Marc Robin
14 March 2014 | CWP11/14
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
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
3 August 2009 | CWP22/09

Latest version

Identifying distributional characteristics in random coefficients panel data models
Manuel Arellano, Stéphane Bonhomme
31 July 2012 | Journal Article
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