Alexandre Poirier

Research

Published papers

• "Assessing Sensitivity to Unconfoundedness: Estimation and Inference" (2024), with Matthew Masten and Linqi Zhang 

Journal of Business & Economic Statistics, 42 (1), pp.  1–13. (Preprint | arXiv draft | Companion Stata Module tesensitivity - GitHub link | Associated vignette)

• "Choosing Exogeneity Assumptions in Potential Outcome Models" (2023),  with Matthew Masten 

 Econometrics Journal, 26 (3), pp. 327–349. (Preprint | arXiv draft | supersedes "Interpreting quantile independence")

• "GMM quantile regression" (2022), with Sergio Firpo, Antonio Galvao, Cristine Pinto, and Graciela Sanroman

Journal of Econometrics, 230 (2), pp. 432–452. (2020 preprint | Supplemental Appendix | SSRN drafts | Code and Data)

• "Salvaging Falsified Instrumental Variable Models" (2021), with Matthew Masten

Econometrica, 89 (3), pp. 1449–1469.  (Journal link | Supplemental appendix | arXiv draft (first draft: Dec. 2018) | Code and Data)

• "Inference on breakdown frontiers" (2020), with Matthew Masten

Quantitative Economics, 11 (1), pp. 41–111. (Supplemental appendix | Replication files | arXiv drafts)

• "Estimation of models with multiple-valued explanatory variables" (2019), with Nicolas L. Ziebarth

       Journal of Business & Economic Statistics, 37 (4), pp. 586–597. (2018 preprint | Supplemental appendix | Code and Data)

• "Quantile Regression Random Effects" (2019), with Antonio Galvao

 Annals of Economics and Statistics, 134, pp. 109–148. (2019 preprint)

• "A quantile correlated random coefficients panel data model" (2018), with Bryan Graham, Jinyong Hahn, and James Powell

Journal of Econometrics, 206 (2), pp. 303–335. (2016 preprint | Supplemental appendix | Data | Stata do file) 

• "Identification of treatment effects under conditional partial independence" (2018), with Matthew Masten

 Econometrica, 86 (1), pp. 317–351.  (Journal link | Erratum for Proposition 5)  

• "Efficient estimation of models with independence restrictions" (2017) 

Journal of Econometrics, 196 (1), pp. 1–22. (2016 preprint)

Working papers

• "Quantifying the Internal Validity of Weighted Estimands", with Tymon Słoczyński (April 2024)

• "Assessing Omitted Variable Bias when the Controls are Endogenous", with Paul Diegert and Matthew Masten (May 2023 | First arXiv version: June 2022)

Companion Stata Module: regsensitivity (GitHub link | Associated vignette | install using the command ssc install regsensitivity)

• “The Effect of Omitted Variables on the Sign of Regression Coefficients", with Matthew Masten (February 2023 | First arXiv version: August 2022)

Revise and resubmit at American Economic Review

• "Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models", with Laura Liu and Ji-Liang Shiu (December 2023 | First arXiv version: May 2021)

Revise and resubmit at Journal of Econometrics

• "Partial independence in nonseparable models", with Matthew Masten (June 2016)

Note: this paper is inactive, and portions of it now appear as part of "Identification of treatment effects under conditional partial independence" (2018) and "Choosing Exogeneity Assumptions in Potential Outcome Models'' (2023).

Other published work

• "How should the graduate economics core be changed?" (2011), with Jose Miguel Abito, Katarina Borovickova, Hays Golden, Jacob Goldin, Matthew Masten, Miguel Morin, Vincent Pons, Israel Romem, Tyler Williams, and Chamna Yoon

Journal of Economic Education, 42 (4), pp. 414–417.

Recent Teaching at Georgetown

• Econ 6012: Econometrics 1 (First-year Ph.D. Econometrics | Fall 2018–2023)

• Econ 6013: Econometrics 2 (First-year Ph.D. Econometrics | Spring 2024)

• Econ 4022: Microeconometrics (Undergraduate topics class | Fall 2021, Spring 2024)

• Econ 2120: Introduction to Econometrics (Undergraduate Econometrics | Spring 2019, Fall 2019)