Econometrics, Quantitative Economics, Data Science

Books/Papers

Books

Mathematical Methods of Discrete Choice Models (2025). Princeton University Press (under contract).

Optimal Transport Methods in Economics (2016). Princeton University Press, 184 pp. Book webpage here.

Papers

Microeconomics

EMPIRICAL MATCHING MARKETS:

Existence of a Competitive Equilibrium with Substitutes, with Applications to Matching and Discrete Choice Models. With Liang Chen, Eugene Choo, and Simon Weber. Manuscript on arxiv.
Assortative matching on income. With Pierre-André Chiappori, Carlo Fiorio and Stefano Verzillo. Conditionally accepted for publication, Econometrica. Manuscript on Repec.
Matching Function Equilibria with Partial Assignment: Existence, Uniqueness and Estimation. With Liang Chen, Eugene Choo, and Simon Weber. Revise and resubmit, Journal of Labor Economics. Manuscript on arxiv.
The existence of equilibrium flows. With Larry Samuelson and Lucas Vernet. Forthcoming, Journal of Mechanism and Institution Design, special issue in honor of Vincent Crawford. Manuscript on arxiv.
Estimating separable matching models (2024). With Bernard Salanié. Journal of Applied Econometrics 39 (6), pp. 1021-1044. Manuscript on arxiv.
A note on the estimation of job amenities and labor productivity (2022). With Arnaud Dupuy. Quantitative Economics 13 (1) pp. 153–177. Manuscript on ssrn.
Cupid’s Invisible Hand: Social Surplus and Identification in Matching Models (2022; first version 2011). With Bernard Salanié. Review of Economic Studies 89 (5), pp. 2600–2629. Manuscript on arxiv, ssrn.
Taxation in matching markets. With Arnaud Dupuy, Sonia Jaffe, and Scott Kominers (2020). International Economic Review 61 no. 4, pp. 1591-1643. Manuscript on ssrn.
Like Attract Like? A Structural Comparison of Homogamy Across Same-Sex and Different-Sex Households (2020). With Edoardo Ciscato and Marion Goussé. Journal of Political Economy 128, no. 2, pp. 740-781. Manuscript on arxiv, ssrn.
Costly Concessions: An Empirical Framework for Matching with Imperfectly Transferable Utility (2019). With Scott Kominers and Simon Weber. Journal of Political Economy 127, no. 6: pp. 2875-2925. Manuscript on ssrn.
The Econometrics and Some Properties of Separable Matching Models (2017). With Bernard Salanié. American Economic Review Papers and Proceedings vol. 107, issue 5, 251-55. Manuscript on arxiv, ssrn.
Matching in Closed-Form: Equilibrium, identification, and comparative statics (2016). With Raicho Bojilov. Economic Theory, vol. 61, issue 4, 587-609. Manuscript on arxiv, ssrn.
Canonical Correlation and Assortative Matching: A Remark (2015). With Arnaud Dupuy. Annals of Economics and Statistics 119-120, pp. 375—383. Manuscript on arxiv, ssrn.
Personality traits and the marriage market (2014). With Arnaud Dupuy. Journal of Political Economy 122 (6), pp. 1271-1319. Winner of the 2015 Edmond Malinvaud prize. Manuscript on arxiv, ssrn.
Matching with Trade-offs: Revealed Preferences over Competing Characteristics (2010). With Bernard Salanié. Technical report. Manuscript on ssrn, arxiv.

MARKET DESIGN:
Stable and extremely unequal. With Octavia Ghelfi and Marc Henry. Manuscript on arxiv. Forthcoming, Economics Letters.
Fritz John’s equation in mechanism design (2021). Economic Theory Bulletin 9, pp. 1–5. Manuscript on arxiv.
On Human Capital and Team Stability (2019). With Pierre-André Chiappori and Bernard Salanié. Journal of Human Capital 13(2), pp. 236-259. Manuscript on arxiv, here.
Ordinal and cardinal solution concepts for two-sided matching (2017). With Federico Echenique. Games and Economic Behavior, vol. 101 (1), pp. 63-77. Manuscript on arxiv, ssrn.
The Housing Problem and Revealed Preference Theory: Duality and an Application (2013). With Ivar Ekeland. Economic Theory 54(3), pp. 425–441. Manuscript on arxiv, ssrn.
A model of decentralized matching markets without transfers (2020). With Yu-Wei Hsieh. Technical report. Manuscript on ssrn.
The Roommate Problem is More Stable than You Think (2012). With Pierre-André Chiappori and Bernard Salanié. Technical report. Manuscript on ssrn.

MULTINOMIAL CHOICE AND HEDONIC MODELS:
Yogurts choose consumers? Identification of Random Utility Models via Two-Sided Matching (2022). With Odran Bonnet, Yu-Wei Hsieh, Keith O’Hara, and Matt Shum. Review of Economic Studies 89 (6), pp. 3085–3114. Manuscript on arxiv.
On the representation of the nested logit model (2022). Econometric Theory 38, pp. 370—380. Manuscript on arxiv.
Single market nonparametric identification of multi-attribute hedonic equilibrium models. With Victor Chernozhukov, Marc Henry, and Brendan Pass. Journal of Political Economy 129 (3) pp. 842—870. Manuscript on arxiv.
Duality in dynamic discrete choice models (2016). With Khai Chiong and Matt Shum. Quantitative Economics 7(1), pp. 83—115. Manuscript on arxiv, ssrn.
Entropy Methods for Identifying Hedonic Models (2014). With Arnaud Dupuy and Marc Henry. Mathematics and Financial Economics, no. 8, special issue in celebration of Ivar Ekeland’s 70th birthday, pp. 405–416. Manuscript on arxiv, ssrn.

COMPARATIVE STATICS:

Monotone comparative statics for submodular functions, with an application to aggregated deferred acceptance. With Yu-Wei Hsieh and Maxime Sylvestre. Manuscript on arxiv.
Inverse Isotonicity for Equilibrium Problems. With Larry Samuelson and Lucas Vernet. Forthcoming, Theoretical Economics. Manuscript on arxiv.

Econometrics and statistics

VECTOR QUANTILES:
Vector quantile regression and optimal transport, from theory to numerics (2022). With Guillaume Carlier, Victor Chernozhukov, and Gwendoline De Bie. Empirical Economics 62, pp. 35–62. Manuscript on arxiv.
Vector quantile regression beyond correct specification (2017). With Guillaume Carlier and Victor Chernozhukov. Journal of Multivariate Analysis 161, pp. 96-102. Manuscript on arxiv.
Monge-Kantorovich Depth, Quantiles, Ranks and Signs (2017). With Victor Chernozhukov, Marc Hallin and Marc Henry. Annals of Statistics 45 (1), pp. 223-256. Manuscript on arxiv.
Vector quantile regression: an optimal transport approach (2016). With Guillaume Carlier and Victor Chernozhukov. Annals of Statistics 44 (3), pp. 1165–1192. Manuscript on arxiv. Software available here.
Local utility and risk aversion (2016). With Arthur Charpentier and Marc Henry. Mathematics of Operations Research 41(2), pp. 466—476. Manuscript on arxiv, ssrn.
Pareto efficiency for the concave order and multivariate comonotonicity (2012). With Guillaume Carlier and Rose-Anne Dana. Journal of Economic Theory 147(1), pp. 207–229. Manuscript on arxiv.
Dual theory of choice with multivariate risks (2012). With Marc Henry. Journal of Economic Theory 147(4), pp. 1501–1516. Manuscript on arxiv, ssrn.
Comonotonic measures of multivariate risks (2012). With Ivar Ekeland and Marc Henry. Mathematical Finance 22 (1), pp. 109-132. Manuscript on, arxiv,ssrn.

SHAPE-CONSTRAINED INFERENCE:
Quantile and Probability Curves without Crossing (2010). With Victor Chernozhukov and Ivan Fernandez-Val. Econometrica 78(3), pp. 1093-1125. Manuscript on arxiv, slides.
Rearranging Edgeworth-Cornish-Fisher Expansions (2010). With Victor Chernozhukov and Ivan Fernandez-Val. Economic Theory 42(2), pp. 419-435. Manuscript on arxiv.
Improving Point and Interval Estimators of Monotone Functions By Rearrangement (2009). With Victor Chernozhukov and Ivan Fernandez-Val. Biometrika 96, pp. 559-575. Manuscript on arxiv.

PARTIAL IDENTIFICATION:
Dilation Bootstrap: A methodology for constructing confidence regions with partially identified models (2013). With Marc Henry. Journal of Econometrics 177 (1) 109–115. Manuscript on arxiv, ssrn.
Ambiguïté, identification partielle et politique environnementale (2013). With Marc Henry. Revue économique 64, 603–613, special issue in the honor of Claude Henry. Manuscript on ssrn.
Set identification in models with multiple equilibria (2011). With Marc Henry. Review of Economic Studies 78(4), pp. 1264-1298. Manuscript on ssrn and arxiv.
Optimal transportation and the falsifiability of incompletely specified economic models (2010). With Ivar Ekeland and Marc Henry. Economic Theory 42(2) pp. 355-374. Manuscript on arxiv.
A test of non-identifying restrictions and confidence regions for partially identified parameters (2009). With Marc Henry. Journal of Econometrics 152(2), pp. 186-196. Manuscript on arxiv, ssrn.
Inference in Incomplete Models (2006). With Marc Henry. Technical report. Manuscript on ssrn and arxiv.

Game theory

The matching problem with linear transfers is equivalent to a hide-and-seek game. With Antoine Jacquet. Manuscript on arxiv.

Optimal Transport and Variational Methods

SISTA: learning optimal transport costs under sparsity constraints. With Guillaume Carlier, Arnaud Dupuy and Yifei Sun. Accepted for publication, Communications on Pure and Applied Mathematics. Manuscript on arxiv.
Estimating matching affinity matrix under low-rank constraints (2019). With Arnaud Dupuy and Yifei Sun. Information and Inference 8 (4), pp. 677–689. Manuscript on arxiv.
The Nonlinear Bernstein-Schrodinger Equation in Economics (2015). With Scott Kominers and Simon Weber. Proceedings of the Second Conference “Geometric Science of Information”, F. Nielsen and F. Barbaresco, eds. Springer Lecture Notes in Computer Sciences 9389, pp. 51-59. Manuscript on arxiv.
Extreme dependence for multivariate data (2014). With Damien Bosc. Quantitative Finance 14 (7), pp. 1187-1199. Manuscript on arxiv, ssrn.
A stochastic control approach to no-arbitrage bounds given marginals, with an application to Lookback options (2014). With Pierre Henry-Labordere and Nizar Touzi. Annals of Applied Probability 24 (1), pp. 312-336. Manuscript on arxiv.
Variational representations for N-cyclically monotone vector fields (2014). With Nassif Ghoussoub. Pacific Journal of Mathematics, 269 (2). Manuscript on arviv.
Exponential convergence for a convexifying equation (2012). With Guillaume Carlier. Control, Optimization and Calculus of Variations 18(3), pp. 611–620. Manuscript on arxiv.
From Knothe’s transport to Brenier’s map (2010). With Guillaume Carlier and Filippo Santambrogio. SIAM Journal on Mathematical Analysis 41, Issue 6, pp. 2554-2576. Manuscript on arxiv.
The VaR at Risk (2010). International Journal on Theoretical and Applied Finance 13, No. 4, pp. 503-506. Manuscript on arxiv, ssrn.

Book chapters, surveys

Substitutability, equilibrium transport, and matching models (2024). With Antoine Jacquet. Lecture notes prepared for the 2022 PIMS-IFDS-NSF summer school on optimal transport, University of Washington, Seattle, edited by Young-Heon Kim, Soumik Pal, and Brendan Pass. Manuscript on arxiv.
Matching with imperfectly transferable utility (2024).  With Simon Weber. Prepared for the Handbook of the Economics of Matching, edited by Che, Chiappori and Salanié. Manuscript on arxiv.
The unreasonable effectiveness of optimal transport in economics. Prepared for the Proceeding of the 2020 World Congress of the Econometric Society. Manuscript on arxiv.
Structural estimation of matching markets with transferable utility (2022). With Bernard Salanié. Forthcoming, Online and Matching-Based Market Design, edited by F. Echenique, N. Immorlica and V. Vazirani. Cambridge University Press. Manuscript on arxiv.
A survey of some recent applications of optimal transport methods to econometrics (2017). Econometrics Journal 20 (2), pp. C1-C11. Manuscript on arxiv, ssrn.
Identification of Matching Complementarities: A Geometric Viewpoint (2013).  Advances in Econometrics,  vol. 31: Structural Econometric Models, edited by E. Choo and M. Shum. Manuscript on arxiv, ssrn.