3 papers
econ.EM2026
Distributional Instruments: Identification and Estimation with Quantile Least Squares
Rowan Cherodian, Guy Tchuente
We study instrumental-variable designs where policy reforms strongly shift the distribution of an endogenous variable but only weakly move its mean. We formalize this by introducin…
econ.EM2024
Moran's I 2-Stage Lasso: for Models with Spatial Correlation and Endogenous Variables
Sylvain Barde, Rowan Cherodian, Guy Tchuente
We propose a novel estimation procedure for models with endogenous variables in the presence of spatial correlation based on Eigenvector Spatial Filtering. The procedure, called Mo…
econ.EM2023★ 1 cited
Moran's I Lasso for models with spatially correlated data
Sylvain Barde, Rowan Cherodian, Guy Tchuente
This paper proposes a Lasso-based estimator which uses information embedded in the Moran statistic to develop a selection procedure called Moran's I Lasso (Mi-Lasso) to solve the E…