47 citations · 128 across the 19 of their papers we have counts for
19 papers
Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments
Eric Gautier, Christiern Rose
We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-n…
Nonparametric classes for identification in random coefficients models when regressors have limited variation
Christophe Gaillac, Eric Gautier
This paper studies point identification of the distribution of the coefficients in some random coefficients models with exogenous regressors when their support is a proper subset,…
Factor and factor loading augmented estimators for panel regression
Jad Beyhum, Eric Gautier
This paper considers linear panel data models where the dependence of the regressors and the unobservables is modelled through a factor structure. The asymptotic setting is such th…
Relaxing monotonicity in endogenous selection models and application to surveys
Eric Gautier
This paper considers endogenous selection models, in particular nonparametric ones. Estimating the unconditional law of the outcomes is possible when one uses instrumental variable…
Estimates for the SVD of the truncated Fourier transform on L2(exp(b||)) and stable analytic continuation
Christophe Gaillac, Eric Gautier
The Fourier transform truncated on [-c,c] is usually analyzed when acting on L^2(-1/b,1/b) and its right-singular vectors are the prolate spheroidal wave functions. This paper cons…
Adaptive estimation in the linear random coefficients model when regressors have limited variation
Christophe Gaillac, Eric Gautier
We consider a linear model where the coefficients - intercept and slopes - are random with a law in a nonparametric class and independent from the regressors. Identification often…