Stéphane Bonhomme

Selected Publications

Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence

In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics […]

Manuel Arellano, Richard Blundell, Stéphane Bonhomme, Jack Light
14 April 2023 | CWP07/23
Identification in a binary choice panel data model with a predetermined covariate

We study identification in a binary choice panel data model with a single predetermined binary covariate […]

Stéphane Bonhomme, Kevin Dano, Bryan S. Graham
18 January 2023 | CWP01/23
Posterior average effects

Economists are often interested in estimating averages with respect to distributions of unobservables, such as moments […]

Stéphane Bonhomme, Martin Weidner
10 September 2021 | CWP36/21

Previous version

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