Publications

Discussion Papers

• Inequality decomposition with machine learning, with B. Picard

• Extended Scale-free Networks, with A. Charpentier (pdf)

Books & Handbook Chapters

• Inequality Measurement: Methods and Data, with F.A. Cowell. Handbook of Labor, Human Resources and Population Economics, 2022, pp.1-46 (pdf, doi)

• Econometrics and Income Inequality, with M. Biewen (eds), 2018, Econometrics MDPI (pdf, doi)

• Statistical methods for distributional analysis, with F. A. Cowell. Handbook of Income Distribution, A.B. Atkinson and F. Bourguignon (eds), 2015, vol 2A, ch.6, 359-465. (pdf, doi)

• Non-Parametric Econometrics, Oxford University Press, 2011, with I. Ahamada. (link, data : files.zip)

• Econométrie Non-Paramétrique, Economica, 2008, with I. Ahamada. (link, données : files.zip)

Articles

• Interpretable Machine Learning using partial linear models, with S. Hué, S. Laurent and G. Hacheme, Oxford Bulletin of Economics and Statistics, 2024, 86(3), 519-540 (doi, pdf, appendix)

• Identification-robust methods for comparing inequality with an application to regional disparities, with J.-M. Dufour, L. Khalaf and A. Zalghout, Journal of Economic Inequality, forthcoming (doi, pdf)

• Inequality measurement and the rich: Why inequality increased more than we thought, with F. A. Cowell, Review of Income and Wealth, forthcoming (doi, pdf)

• Oaxaca-Blinder decomposition of changes in means and inequality: A simultaneous approach, with A. Charpentier, Economics Bulletin, forthcoming (pdf)

• Directional tests and confidence bounds on economic inequality, with J.-M. Dufour, L. Khalaf and A. Zalghout, Econometrics and Statistics, forthcoming (doi)

• Optimal transport for counterfactual estimation: A method for causal inference, with A. Charpentier and E. Gallic, in  Optimal Transport Statistics for Economics and Related Topics, N. Ngoc Thach, V. Kreinovich, D.T. Ha, N.D. Trung  (eds), 2024, vol 483, Springer (doi, pdf, code) 

• Underreporting of top incomes and inequality: A comparison of correction methods using simulations and linked survey and tax data, with N. Lustig and A. Vigorito, Review of Income and Wealth, 2023, 69(4), 1033-1059 (doi, pdf)

• Pareto models for top incomes and wealth, with A. Charpentier, Journal of Economic Inequality, 2022, 20(1), 1-25 (pdf, doi, R package)

• Maximum inequality: The case of categorical data, with F. A. Cowell, Research on Economic Inequality, 2021, vol 29 (pdf, doi)

• Pareto Models for Risk Management, with A. Charpentier, in Recent Econometric Techniques for Macroeconomic and Financial Data, G. Dufrénot, T. Matsuki (eds), 2020, (pdf, link)

• Permutation tests for comparing inequality measures, with J.-M. Dufour and L. Khalaf, Journal of Business & Economic Statistics, 2019, 37(3), 457-470 (pdf, doi)

• Econometrics and Machine Learning, with A. Charpentier and A. Ly, Economics and Statistics, 2018, 505, 147-169 (in english, in french, original french version pdf, doi)

• Testing for misspecification in the short-run component of GARCH-type models, with T. Chuffart and A. Péguin-Feissolle, Studies in Nonlinear Dynamics & Econometrics, 2018, 22 (5) (pdf, doi)

• Confidence sets for inequality measures: Fieller-type methods, with J.-M. Dufour, L. Khalaf and A. Zalghout, Productivity and Inequality, W. Greene, L. Khalaf, P. Makdissi, R. Sickles, M. Veall, M.-C. Voia (eds), 2018, 143-155 (pdf, doi)

• Measuring Mobility, with F. A. Cowell, Quantitative Economics, 2018, 9(2), 865-901 (pdf, doi, code+data, media)

• Inequality with ordinal data, with F. A. Cowell, Economica, 2017, 334(84), 290-321 (pdf, doi - code)

• Log-transform kernel density estimation of income distribution, with A. Charpentier, L'Actualité Economique, 2015, 91(1-2) (pdf, doi)

• Goodness of Fit: an axiomatic approach, with F. A. Cowell and R. Davidson, Journal of Business & Economic Statistics, 2015, 33(1), 54-67. (pdf, doi)

• Political vs. economic institutions in the growth process, with C. García-Peñalosa and M. Konte, Journal of Comparative Economics, 2014, 42(1), 212-229. (pdf, doi)

• Reference distributions and inequality measurement, with F. A. Cowell and S. Bandyopadhyay, Journal of Economic Inequality, 2013, 11(4), 421-437. (pdf, doi)

• On the origin of the WTA-WTP divergence in public good valuation, with G. Hollard and J. F. Shogren, Theory and Decision, 2013, 74(3), 431-437. (pdf, doi)

• The wild bootstrap, tamed at last, with R. Davidson, Journal of Econometrics, 2008, 146(1), 162-169. (pdf, doi)

• Individual sensitivity to framing effects, with G. Hollard, Journal of Economic Behavior and Organization, 2008, 67(1), 296-307. (pdf, doi)

• Income distribution and inequality measurement : The problem of extreme values, with F. A. Cowell, Journal of Econometrics, 2007, 141(2), 1044-1072. (pdf, doi)

• Asymptotic and bootstrap inference for inequality and poverty measures, with R. Davidson, Journal of Econometrics, 2007, 141(1), 141-166. (pdf, doi)

• Starting-point bias and respondent uncertainty in dichotomous choice contingent valuation surveys, with G. Hollard, Resource and Energy Economics, 2007, 29(3), 183-194. (pdf, doi)

• Estimation of income distribution and detection of subpopulations : an explanatory model, with O. Nuñez, Computational Statistics & Data Analysis, 2007, 51(7), 3368-3380. (pdf, doi)

• Prix des logements et autocorrélation spatiale : une approche semi-paramétrique, with I. Ahamada and M. Lubat, Economie Publique, 2007, 20(1), 131-145. (pdf)

• Model selection in iterative valuation questions, with G. Hollard, Revue d’Economie Politique, 2007, 117(5), 853-865. (pdf)

• Heterogeneous anchoring in dichotomous choice valuation framework, with G. Hollard and S. Luchini, Louvain Economic Review, 2007, 73(4), 369-385. (pdf)

• Controlling starting-point bias in double-bounded contingent valuation surveys, with G. Hollard, Land Economics, 2006, 82(1), 103-111. (pdf)

• Une approche comportementale de l’évaluation contingente, with G. Hollard, Revue Economique, 2006, 57(2), 315-329. (pdf)

• More efficient tests robust to heteroskedasticity of unknown form, Econometric Reviews, 2005, 24(2), 219-241. (pdf)

• Bootstrapping heteroskedastic regression models : wild bootstrap vs. pairs bootstrap, Computational Statistics & Data Analysis, 2005, 49(2), 361-376. (pdf)

• Propriétés en échantillon fini des tests robustes à l’hétéroscédasticité de forme inconnue, Annales d’Economie et Statistique, 2005, 77, 187-199. (pdf)

• The Role of Economic Space in Decision Making : A Comment, Annales d’Economie et Statistique, 2005, 77, 21-28. (pdf)

• Bootstrapping heteroskedasticity consistent covariance matrix estimator, Computational Statistics, 2002, 17(4), 501-506. (pdf)

• Les méthodes du bootstrap dans les modèles de régression, Economie et Prévision, 2001, 142, 183-194. (pdf)

• A better way to bootstrap pairs, Economics Letters, 1999, 64(3), 257-262. (pdf)