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 […]
Previous version
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 […]
Previous version
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 […]
Previous version
Consistent noisy independent component analysis
We study linear factor models under the assumptions that factors are mutually independent and independent of […]
Previous version
Robust priors in nonlinear panel data models
Many approaches to estimation of panel models are based on an average or integrated likelihood that […]
Previous version
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 […]