Research
Publications
[1] Decomposition of differences in distribution using quantile regression, Labour Economics, 12(4), 577-590, 2005.
Additional information: preprint, appendix, Stata commands, R codes.
[2] Public-private sector wage differentials in Germany: evidence from quantile regression, Empirical Economics, 30(2), 505-520, 2005.
[3] Estimation of quantile treatment effects with Stata, Stata Journal, 10(3), 423-457, 2010, (with Markus Frölich).
[4] Quantile treatments effects in the regression discontinuity design, Journal of Econometrics, 168, 382-395, 2012 (with Brigham Frandsen and Markus Frölich).
Additional information: preprint, early version, Stata command.
[5] Identification of treatment effects on the treated with one-sided non-compliance, Econometric Reviews, 32 (3), 384-414, 2013 (with Markus Frölich).
[6] Do Public Ownership and Lack of Competition Matter for Wages and Employment?, Journal of the European Economic Association, 11 (4), 918-944, 2013 (with Patrick Puhani).
Additional information preprint, appendix.
[7] Inference on counterfactual distributions, Econometrica, 81 (6), 2205-2268, 2013 (with Victor Chernozhukov and Iván Fernández-Val).
Additional information: preprint, early version, appendix, Stata commands, R package, R vignette.
[8] Unconditional quantile treatment effects under endogeneity, Journal of Business & Economic Statistics, 31 (3), 346-357, 2013 (with Markus Frölich).
Additional information: preprint, early version, Stata commands, R codes.
[9] A testof the conditional independence assumption, Journal of Applied Econometrics, 30(7), 1144-1168, 2015 (with Martin Huber).
Additional information: preprint, data and R codes for replication, generic R codes.
[10] Counterfactual: An R Package for Counterfactual Analysis, R Journal, 9(1), 370-384, 2017 (with Mingli Chen, Victor Chernozhukov, and Iván Fernández-Val).
[11] Local quantile treatment effect, chapter in the Handbook of Quantile Regression, p. 145-154, edited by Roger Koenker, Victor Chernozhukov, Xuming He, and Limin Peng (with Kaspar Wüthrich).
[12] Generic inference on quantile and quantile effect functions for discrete outcomes, Journal of the American Statistical Association, 115:529, 123-137, 2020 (with Victor Chernozhukov, Iván Fernández-Val and Kaspar Wüthrich).
Additional information: preprint, appendix, Github repository containing an R package and replication files.
[13] Fast Algorithms for the Quantile Regression Process, Empirical Economics, Empirical Economics, forthcoming (with Victor Chernozhukov and Iván Fernández-Val).
Additional information: preprint, codes.
Working papers and work in progress
[14] Estimation, Inference, and Interpretation in the Regression Discontinuity Design (with Rafael Lalive)
Additional information: data and codes
[15] Public Sector Wage Gaps over the Long-Run: Evidence from Panel Administrative Data (with Olivier Bargain and Audrey Etienne).
[16] The changes-in-changes model with covariates (with Giulia Santangelo). Slides. Stata codes.
[17] The evolution of the gender wage gap: 1968-2008 (with Giulia Santangelo).
[18] Partial identification of wage effects of training programs (with Michael Lechner)
Additional Information: Technical appendix, Simulations
PhD Thesis
Title: Applied Quantile Regression
Chapter 1: Estimation of counterfactual distributions using quantile regression (not to be submitted, replaced by “Inference on counterfactual distributions”).
Chapter 2: Decomposition of differences in distribution using quantile regression.
Chapter 3: Public and private sector wage distributions controlling for endogenous sector choice.