Martin Mugnier

collaborators

3 papers

econ.EM2026

Asymptotic Properties of Empirical Quantile-Based Estimators

Julien Chhor, Xavier D'HaultfÅuille, JÃ©rÃ©my L'Hour +1

We consider inference for parameters of the form $I^¸_{0} = E [F_{Y}^{- 1} \circ F_{Z} (X)]$ for some variables $X$ , $Y$ and $Z$ . Such parameters appear, in particular, in the ``changes-in-ch…

econ.EM2025

Inference after discretizing time-varying unobserved heterogeneity

Jad Beyhum, Martin Mugnier

Approximating time-varying unobserved heterogeneity by discrete types has become increasingly popular in economics. Yet, provably valid post-clustering inference for target paramet…

econ.EM2025

A Simple and Computationally Trivial Estimator for Grouped Fixed Effects Models

Martin Mugnier

This paper introduces a new fixed effects estimator for linear panel data models with clustered time patterns of unobserved heterogeneity. The method avoids non-convex and combinat…