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, replication files, 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] Informal Pay Gaps in Good and Bad Times: Evidence from Russia, Journal of Comparative Economics, vol. 49, issue 3, 693-714, 2021 (with Olivier Bargain and Audrey Etienne).
[14] Fast Algorithms for the Quantile Regression Process, Empirical Economics (with Victor Chernozhukov and Iván Fernández-Val).
Additional information: preprint, codes.
[15] Estimation, Inference, and Interpretation in the Regression Discontinuity Design, Handbook of Labor, Human Resources and Population Economics (with Rafael Lalive)
Additional information: data and codes
[16] Is the Public Sector losing the Battle for Talent? Evidence from long French Panel Data, conditionally accepted by The Economic Journal (with Olivier Bargain and Audrey Etienne). Appendix
Working papers and work in progress
[17] Minimum Distance Estimation of Quantile Panel Data Models (with Martina Pons)
Stata package: type "net install mdqr, from("https://raw.githubusercontent.com/bmelly/Stata/main/")"
R package: type "remotes::install_github("martinapons/mdqr")"
[18] The changes-in-changes model with covariates (with Giulia Santangelo). Slides. Stata codes.
[19] The evolution of the gender wage gap: 1968-2008 (with Giulia Santangelo).
[20] 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.