activity
20102023
most citedVector quantile regression beyond correct specification

2 citations · 4 across the 6 of their papers we have counts for

collaborators

6 papers

econ.GN20232 cited

Existence of a Competitive Equilibrium with Substitutes, with Applications to Matching and Discrete Choice Models

Liang Chen, Eugene Choo, Alfred Galichon +1

We propose new results for the existence and uniqueness of a general nonparametric and nonseparable competitive equilibrium with substitutes. These results ensure the invertibility…

econ.EM2023

A Note on the Estimation of Job Amenities and Labor Productivity

Arnaud Dupuy, Alfred Galichon

This paper introduces a maximum likelihood estimator of the value of job amenities and labor productivity in a single matching market based on the observation of equilibrium matche…

econ.TH2022

Monotone Comparative Statics for Equilibrium Problems

Alfred Galichon, Larry Samuelson, Lucas Vernet

We introduce a notion of substitutability for correspondences and establish a monotone comparative static result, unifying results such as the inverse isotonicity of M-matrices, Be…

stat.ME2016

Estimating matching affinity matrix under low-rank constraints

Arnaud Dupuy, Alfred Galichon, Yifei Sun

In this paper, we address the problem of estimating transport surplus (a.k.a. matching affinity) in high dimensional optimal transport problems. Classical optimal transport theory…

math.OC20162 cited

Vector quantile regression beyond correct specification

Guillaume Carlier, Victor Chernozhukov, Alfred Galichon

This paper studies vector quantile regression (VQR), which is a way to model the dependence of a random vector of interest with respect to a vector of explanatory variables so to c…

math.AP2010

Exponential convergence for a convexifying equation and a non-autonomous gradient flow for global minimization

Guillaume Carlier, Alfred Galichon

We consider an evolution equation similar to that introduced by Vese and whose solution converges in large time to the convex envelope of the initial datum. We give a stochastic co…