47 citations · 128 across the 19 of their papers we have counts for
8 papers · 1 filter
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…
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…
Pivotal estimation in high-dimensional regression via linear programming
Eric Gautier, Alexandre Tsybakov
We propose a new method of estimation in high-dimensional linear regression model. It allows for very weak distributional assumptions including heteroscedasticity, and does not req…
A triangular treatment effect model with random coefficients in the selection equation
Eric Gautier, Stefan Hoderlein
This paper considers treatment effects under endogeneity with complex heterogeneity in the selection equation. We model the outcome of an endogenous treatment as a triangular syste…