Xavier D'HAULTFOEUILLE

**Grade :** Administrateur hors classe

**Mail :** xavier.dhaultfoeuille[arrowbase]ensae.fr

## Research Interests | [haut] | |

Econometric theory (in particular identification issues) Empirical industrial organization | ||

## Biography | ||

## Education | [haut] | |

2014: HDR (habilitation to supervise PhD students) 2009: PhD Thesis "Essay on some Identification Issues in Economics", supervised by Jean-Marc Robin. | ||

## Jobs | [haut] | |

20011-now: professor in economics at CREST-ENSAE. 2008-2011: researcher on firms strategies issues at INSEE. 2005-2008: teaching assistant at ENSAE. 2000 - 2003: researcher on data collection issues at the methodological unit of INSEE. | ||

## Publications | [haut] | |

- Estimating Selection Models without Instrument with Stata (with Arnaud Maurel, Xiaoyun Qiu and Yichong Zhang), forthcoming in Stata Journal.
- The Provision of Wage Incentives: A Structural Estimation Using Contracts Variation, with Philippe Février, forthcoming in Quantitative Economics.
- Automobile Prices in Market Equilibrium with Unobserved Price Discrimination, with Isis Durrmeyer and Philippe Février. forthcoming in Review of Economic Studies. Supplementary material.
- Fuzzy differences-in-differences with Stata (2019), with Clément de Chaisemartin and Yannick Guyonvarch. Stata Journal (19). Fuzzydid Stata package available from the SSC repository. You can fin the files to replicate the application on Clément's webpage.
- A cautionary tale on instrument vector calibration for the treatment of unit nonresponse in surveys (2019), with David Haziza and Eric Lesage. Journal of the American Statistical Association (114).
- Fuzzy Differences-in-Differences (2018), with Clément de Chaisemartin. Review of Economic Studies (85). Supplementary Material. See above for the Stata package and the corresponding paper.
- Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap (2018), with Arnaud Maurel and Yichong Zhang. Journal of Econometrics (203). Supplementary Material. Stata code and documentation.
- Identification of Additive and Polynomial Models of Mismeasured Regressors Without Instruments (2017), with Dan Ben-Moshe and Arthur Lewbel. Journal of Econometrics (200).
- Measuring Segregation on Small Units: A Partial Identification Analysis (2017), with Roland Rathelot. Quantitative Economics (8) (The supplement and code can be found following the link).
- Disentangling Sources of Vehicle Emissions Reduction in France: 2003-2008 (2016), with Isis Durrmeyer and Philippe Février. International Journal of Industrial Organization (47).
- A Convenient Method for the Estimation of the Multinomial Logit Model with Fixed Effects (2016), with Alessandro Iaria. Economics Letters (141). Supplement. Matlab code.
- Identification of Mixture Models Using Support Variation (2015), with Philippe Février. Journal of Econometrics (189).
- Identification of Nonseparable Triangular Models with Discrete Instruments (2015), with Philippe Février. Econometrica (83). Supplementary materials. Old, longer version.
- The Environmental Effect of Green Taxation: the Case of the French “Bonus/Malus” (2014), with Pauline Givord and Xavier Boutin. Economic Journal (Features, 124).
- Inference on an Extended Roy Model, with an Application to Schooling Decisions in France (2013), with Arnaud Maurel. Journal of Econometrics (174). Web appendix.
- Another Look at Identification at Infinity of Sample Selection Models, (2013), with Arnaud Maurel, Econometric Theory (29).
- On the Completeness Condition for Nonparametric Instrumental Problems (2011), Econometric Theory (27).
- A New Instrumental Method for Dealing with Endogenous Selection (2010), Journal of Econometrics (154).
- Identification of Peer Effects Using Group Size Variation (2009), with Laurent Davezies and Denis Fougère, Econometrics Journal (12).
- Measuring the Evolution of Complex Indicators: Theory and Application to the Poverty Rate in France (2008), with Fabien Dell, Annales d’Economie et de Statistique (90). SAS macros to compute inequality indicators and their variances (details on the macros are available at the end of this document (in French), written with Fabien Dell, Philippe Février and Emmanuel Massé).
In French: - La régression quantile en pratique (2014), Economie et Statistique (471) with Pauline Givord.
- Le coût du bonus/malus écologique : que pouvait-on prédire ? (2011), Revue économique (62), with Isis Durrmeyer and Philippe Février.
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## Teaching | [haut] | |

Semi and nonparametric econometrics at ENSAE (3rd year) and Paris Sacler Master (M2): quantile regression, IV in nonlinear / nonparametric models, partial identification. Econometrics 2 at ENSAE (2nd year). Econometrics 1 at the Master in Economics (1st year). | ||

## Work in progress | [haut] | |

- Two-way fixed effects estimators with heterogeneous treatment effects, with Clément de Chaisemartin. R & R (2nd round) to American Economic Review.twowayfeweights and did_multipleGT Stata packages available from the SSC repository.
- Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments, with Stefan Hoderlein and Yuya Sasaki. Revision requested by Journal of Econometrics.
- Empirical Process Results for Exchangeable Arrays, with Laurent Davezies and Yannick Guyonvarch (this paper supersedes Section 3 of "Asymptotic results under multiway clustering").
- Rationalizing Rational Expectations? Tests and Deviations, with Christophe Gaillac and Arnaud Maurel. Corresponding R package.
In French : Faut-il pondérer ? Ou l'éternelle questin de l'économètre confronté à des données de sondage, with Laurent Davezies.
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## Other | [haut] | |

2017- : Principal investigator of the ANR project "Otelo" (On Treatment Effects estimation using LOngitudinal data). 2015: Dennis J. Aigner Award (with Arnaud Maurel) for the best applied paper published in Journal of Econometrics between 2013 and 2014.
1. Associate editor for Review of Economic Studies (2016-), Econometric Theory (2017-), The Econometrics Journal (2016-), Annals of Economics and Statistics (2011-2012, 2016-). 2. Former co-editor of Annals of Economics and Statistics (2013-2015). 3. Referee for American Economic Review, Annals of Statistics, Bernoulli, Econometrica, Economic Journal, Journal of Applied Econometrics, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of the Royal Statistical Society (series B), Macroeconomic Dynamics, Oxford Bulletin of Economics and Statistics, Quantitative Economics, RevStat, The Rand Journal of Economics, The Review of Economics and Statistics.
Yale University (Cowles Foundation), April 2018. Toulouse School of Economics, April-May 2015. Boston College, January – June 2013.
Martin Mugnier, “Nonlinear panel data models and high-dimensional statistics”, September 2019-now. Lucas Girard, “Data quality and identification” September 2017-now. Ao Wang, “High-dimensional statistics in empirical industrial organization”, September 2016-now. Jérémy L’Hour, “Treatment Effects Evaluation with High-dimensional Data”, September 2015-now. Benjamin Walter, “Two essays on the market for Bitcoin mining and one essay on the fixed effects logit model with panel data”, September 2015-August 2018. | ||

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