ROBUST PRIORS IN NONLINEAR PANEL DATA MODELS (2009)
Manuel Arellano, Stephane Bonhomme, Jinyong Hahn, Laura Hospido, Guido Imbens, Thierry Magnac, ...
Many approaches to estimation of panel models are based on an average or integrated likelihood that assigns weights to di erent values of the individual e ects. Fixed e ects, random e ects, and...
Parametric Binary Choice Models (2008)
Michael Lechner, Stéfan Lollivier, Thierry Magnac
This paper discusses the estimation of binary choice panel data models. We begin with different versions of the static random effects model when the explanatory variables are strictly exogenous....
* U.S. Federal Trade Commission (2007)
Daniel S. Hosken, David N. Margolis, Nicole Fortin, Brownwyn Hall, George Jakubson, Thomas Lemieux, ...
remaining errors are ours. This paper develops a bargaining model of wage and employment determination for the public sector. The solution to the model generates structural wage and employment...
Robust Priors in Nonlinear Panel Data Models ∗ (2006)
Manuel Arellano, Stéphane Bonhomme, Thierry Magnac, Jean-marc Robin, Enrique Sentana
Many approaches to estimation of panel models are based on an average or integrated likelihood that assigns weights to different values of the individual effects. Fixed effects, random effects, and...
The impact of information on wine auction prices : results of an experiment. (2005)
Lecocq, Sébastien, Magnac, Thierry, Pichery, Marie-Claude, Visser, Michael
This paper reports the results of an experimental wine auction. Participants of the experiment were randomly assigned to three rooms. In each room four wines had to be evaluated, but the level of...
Parametric Binary Choice Models (2005)
Michael Lechner, Stefan Lollivier, Thierry Magnac
This paper discusses the estimation of binary choice panel data models. We begin with different versions of the static random effects model when the explanatory variables are strictly exogenous....
Collective Labour Supply: Heterogeneity and Non-Participation
Blundell, Richard William, Chiappori, Pierre-André, Magnac, Thierry, Meghir, Costas
We present identification and estimation results for the 'collective' model of labour supply in which there are discrete choices, censoring of hours and non-participation in employment. We derive the...
Collective Labour Supply: Heterogeneity and Nonparticipation
Richard Blundell, Pierre-André Chiappori, Thierry Magnac, Costas Meghir
We present identification and estimation results for the "collective" model of labour supply in which there are discrete choices, censoring of hours and nonparticipation in employment. We derive the...
Collective Labour Supply: Heterogeneity and Nonparticipation
BLUNDELL, Richard, CHIAPPORI, Pierre-André, MAGNAC, Thierry, MEGHIR, Costas
The Dynamics of Local Employment in France
Combes, Pierre-Philippe, Magnac, Thierry, Robin, Jean-Marc
We study the impact of local economic structure on employment dynamics. Local employment is decomposed into the product of the average plant size and the number of plants in the area and industry. We...
Emploi, mobilité et chômage en France : migrations saisonnières entre industrie et agriculture
Jean-Pierre Bompard, Thierry Magnac, Gilles Postel-Vinay
Seasonal migrations between industry and agriculture were widespread in France until late in the nineteenth century. The scattering of manufacturing firms across the country, regardless of the local...
Parametric Binary Choice Models
Michael Lechner, Stefan Lollivier, Thierry Magnac
This paper discusses the estimation of binary choice panel data models. We begin with different versions of the static random effects model when the explanatory variables are strictly exogenous....
Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence
Dubois, Pierre, Jullien, Bruno, Magnac, Thierry
We develop and estimate a model of dynamic interactions where commitment is limited and contracts are incomplete to explain the patterns of income and consumption growth in village economies of less...
The Effect of Location on Finding a Job in the Paris Region
Gobillon, Laurent, Magnac, Thierry, Selod, Harris
There are large spatial disparities in unemployment durations across the 1,300 municipalities in the Paris region (Ile-de-France). In order to characterize these imbalances, we estimate a...
Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence
Pierre Dubois, Bruno Jullien, Thierry Magnac
We develop and estimate a model of dynamic interactions between households where commitment is limited and contracts are incomplete to explain the patterns of income and consumption growth in village...
The Effect of Location on Finding a Job in the Greater Paris Area
Laurent Gobillon, Thierry Magnac, Harris Selod
There are large spatial disparities in unemployment durations across the 1,300 municipalities in the Ile-de-France region (Paris Greater Area). In order to characterize these imbalances, we estimate...
Droits à la retraite et mortalité différentielle
BOMMIER, Antoine, MAGNAC, Thierry, RAPOPORT, Benoit, ROGER, Muriel
Using the 1990-2 wave of the French Labour Force Survey to study the employment histories of young people I consider transitions between six labour market states: employment contracts whether...
Collective labour supply: heterogeneity and non-participation
Richard Blundell, André Chiappori, Thierry Magnac, Costas Meghir
In this paper we develop the collective labour supply framework to allow for corner solutions and nonparticipation in employment.We derive conditions for the complete non parametric identification of...
How Valuable Is On-Farm Work to Farmers?
In this article, we estimate a rural household model that allows specific tastes for working on-farm and can fit the data as well as the general model of Lopez. We use two samples that are matched by...
Risk, Uncertainty and Discrete Choice Models
André De Palma, Moshe Ben-Akiva, David Brownstone, Charles Holt, Thierry Magnac, Daniel McFadden, ...
This paper examines the cross-fertilizations of random utility models with the study of decision making under risk and uncertainty. We start with a description of the Expected Utility (EU) theory and...
Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence
Dubois, Pierre, Jullien, Bruno, Magnac, Thierry
We develop and estimate a model of dynamic interactions in which commitment is limited and contracts are incomplete to explain the patterns of income and consumption growth in village economies of...
Collective Labour Supply: Heterogeneity and Non-Participation
RICHARD BLUNDELL, PIERRE-ANDRE CHIAPPORI, THIERRY MAGNAC, COSTAS MEGHIR
We present identification and estimation results for the "collective" model of labour supply in which there are discrete choices, censoring of hours, and non-participation in employment. We derive...
Panel Binary Variables and Sufficiency: Generalizing Conditional Logit
This paper extends the conditional logit approach (Rasch, Andersen, Chamberlain) used in panel data models of binary variables with correlated fixed effects and strictly exogenous regressors. In a...
Savings and Labor-Market Transitions.
Blundell, Richard, Magnac, Thierry, Meghir, Costas
A model is developed that allows for a lay-off rate and a job arrival rate in the intertemporal choice of consumption and labor market state. The identification of such a model is established without...
Savings and labour market transitions
Richard Blundell, Thierry Magnac, Costas Meghir
A model is developed that allows for a layoff rate and a job arrival rate in the intertemporal choice of consumption and labor market state. The identification of such a model is established without...
Analysing Incomplete Individual Employment Histories Using Indirect Inference.
Magnac, Thierry, Robin, Jean-Marc, Visser, Michael
In this paper we apply the Indirect Inference method to estimate the parameters of a semi-Markov transition model when the data are subject to a complex form of censoring. There is no explicit...
How valuable is on-farm work to farmers?
In this paper, we estimate a rural household model that allows specific tastes for working on-farm and can fit the data as well as the general model of Lopez (1984). We use two samples that are...
Collective Labor Supply: Heterogeneity and Nonparticipation
Richard Blundell, Pierre-Andre Chiappori, Thierry Magnac, Costas Meghir
In this paper we extend the "collective" model of labour supply developed by Chiappori (1988) to allow for discrete choices, censoring and nonparticipation in employment. We derive the collective...
Le marché du travail à l’approche de la retraite : évolutions en France entre 1982 et 1999.
Antoine Bommier, Thierry Magnac, Muriel Roger
On poursuit dans cet article l’analyse de Blanchet et Marioni (1996) des évolutions et caractéristiques du marché du travail pour les individus de 50 à 65 ans. Les données des enquêtes Emploi...
Panel Binary Variables and Sufficiency: Generalizing Conditional Logit
This paper extends the conditional logit approach used in panel data models of binary variables with correlated fixed effects and strictly exogenous regressors. In a two-period two-state model,...
Identification & Information in Monotone Binary Models
Let, y, a binary outcome, v a continuous explanatory variable and x some other explanatory variables. We study inference on the parameter b of the semiparametric binary regression model...
The impact of information on wine auction prices: results of an experiment
Sebastien Lecocq, Thierry Magnac, Marie-Claude Pichery, Michael Visser
This paper reports the results of an experimental wine auction. Participants of the experiment were randomly assigned to three rooms. In each room four wines had to be evaluated, but the level of...
The dynamics of local employment in France
Pierre-Philippe Combes, Thierry Magnac, Jean-Marc Robin
We study the impact of local economic structure on employment dynamics. Local employment is decomposed into the product of the average plant size and the number of plants in the area and industry. We...
Youth Employment Policies In France
Fougère, Denis, Kramarz, Francis, Magnac, Thierry
In this paper, we present a summary of recent microeconometric results on the evaluation of the effects of active labour market policies on youth employment in France. We focus our discussion on...
The Dynamics of Local Employment in France
Combes, Pierre-Philippe, Magnac, Thierry, Robin, Jean-Marc
This Paper studies the impact of local economic structure on local sectoral employment growth. Local employment growth is decomposed into ‘internal’ growth (the growth of the size of existing...
Transition Models With Measurement Errors
Thierry Magnac, Michael Visser
In this paper, we estimate a transition model that allows for measurement errors in the data. The measurement errors arise because the survey design is partly retrospective, so that individuals...
Partial Identification in Monotone Binary Models: Discrete Regressors and Interval Data
We investigate identification in semi-parametric binary regression models, "y"= 1("x""β"+υ+ε > 0) when υ is either discrete or measured within intervals. The...
Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence
Pierre Dubois, Bruno Jullien, Thierry Magnac
We develop and estimate a model of dynamic interactions in which commitment is limited and contracts are incomplete to explain the patterns of income and consumption growth in village economies of...
Risk, uncertainty and discrete choice models
Andre Palma, Moshe Ben-Akiva, David Brownstone, Charles Holt, Thierry Magnac, Daniel McFadden, ...
Discrete choice, Decision making, Risk, Uncertainty, (Cumulative) prospect theory, Ambiguity,
Partial Identification in Monotone Binary Models : Discrete Regressors and Interval Data
optimal matching
Identification et Information in Monotone Binary Models
optimal matching
"Identifying Dynamic Discrete Choice Models : An Application to School-Leaving in France"
Thierry Magnac ; David Thesmar
optimal matching