Xavier D'HAULTFOEUILLE

Grade : Administrateur hors classe


Bureau:
2128
Timbre:
J390
Lieu:
(MK2)
Labo:
LMI

Téléphone : 0141173736

Mail : xavier.dhaultfoeuille[arrowbase]ensae.fr

ResearchEducationJobsPublicationsTeachingWork in progressOther

Research Interests

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Econometric theory (in particular identification issues)

Empirical industrial organization


Biography

Education

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2005-2009: PhD Thesis "Essay on some Identification Issues in Economics", supervised by  Jean-Marc Robin.

2003-2005: ENSAE.

2003-2004: DEA EIME (Paris 1).

1997-1999: ENSAI.


Jobs

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Spring 2013: visiting professor at Boston College. 

20011-now: researcher at CREST-ENSAE.

2008-2011:  researcher on firms strategies issues at INSEE.

2005-2008:  assistant professor in statistics at ENSAE.

2000 - 2003: researcher on data collection issues at the methodological unit (UMS) of INSEE.



Publications

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Disentangling Sources of Vehicle Emissions Reduction in France: 2003-2008, with Isis Durrmeyer and Philippe Février. Forthcoming in International Journal of Industrial Organization.

We study the factors of the decrease in average CO2 emissions of new cars in France between 2003 and 2008. We show that the evolution of consumers' preferences account for 43% of this decrease, and that these changes follow two environmental policies put in place during this period.

Measuring Segregation on Small Units: A Partial Identification Analysis, with Roland Rathelot. Forthcoming in Quantitative Economics. Supplement.

Suppose that an individual in a small unit j (a classroom, a small firm...) belongs to a minority with a probability pj. To measure segregation of this minority, one would ideally use an inequality index on the pj, but they are unobserved. Using the observed proportion instead leads to an overestimation. The segregation indices are actually partially identified. We provide tractable bounds and develop inference.

A Convenient Method for the Estimation of the Multinomial Logit Model with Fixed Effects (2016), with Alessandro Iaria. Economics Letters (141). Supplement.

We propose a computationally convenient alternative to the conditional MLE for fixed effect multinomial logit models.

Identification of Mixture Models Using Support Variation (2015), with Philippe Février. Journal of Econometrics (189).

Suppose that observed variables (X1,...,XK) are independent conditional on a continuous and unobserved variable X*. We show that the distributions of Xi conditional on X* are identified if the bounds of the conditional support of Xi are strictly increasing with X*. We also develop a test of this condition.

Identification of Nonseparable Triangular Models with Discrete Instruments (2015), with Philippe Février. Econometrica (83). Supplementary materials. Old, longer version.

Consider a model Y = g(X,U) with X endogenous, and suppose that we have instruments Z such that X = h(Z,V). If Z is independent of (U,V) and  both g(X,.) and h(Z,.) are strictly monotonic, then g can be partially or pointly identified if Z is binary. It is fully identified in general if Z takes three values or more.

- The Environmental Effect of Green Taxation: the Case of the French “Bonus/Malus” (2014), with Pauline Givord and Xavier Boutin. Economic Journal (Features, 124).

In 2008 was introduced in France a feebate system for new automobiles. We investigate the effect of this policy on CO2 emissions. We find that the policy actually led to an increase in these emissions, mostly because of a substantial increase in the sales of new automobiles.

Inference on an Extended Roy Model, with an Application to Schooling Decisions in France (2013), with Arnaud Maurel. Journal of Econometrics (174). Web appendix. Winner of the 2015 Dennis J. Aigner Award.

Consider an extended Roy model where a binary decision depends on expected gains and an unobserved cost. The model is identified without instruments if, basically, the unobserved cost only depends on covariates. Applying our results to French data, we show that nonpecuniary components are a key factor for going to college.

- Another Look at Identification at Infinity of Sample Selection Models, (2013), with Arnaud Maurel, Econometric Theory (29).

The sample selection model can be identified without instrument if basically, the probability of selection, conditional on the potential outcome and covariates, does not depend on covariates as the potential outcome tends to infinity.

- On the Completeness Condition for Nonparametric Instrumental Problems (2011), Econometric Theory (27). 

Sufficient conditions for the completeness condition (E(g(X)|Z) = 0 => g(X)=0) used in nonparametric IV problems are given. It holds in particular under a large support condition on n(Z) and technical restrictions on V in the generalized additive model X = m(n(Z) + V). 

- A New Instrumental Method for Dealing with Endogenous Selection (2010), Journal of Econometrics (154).  

Consider the sample selection model under the nonstandard IV restriction that D is independent of Z conditional on Y. Nonparametric identification is achieved under a completeness condition between Y and Z. Partial identification can also be obtained if one replaces independence by monotonicitiy restrictions.

- Identification of Peer Effects Using Group Size Variation (2009), with Laurent Davezies and Denis Fougère, Econometrics Journal (12). 

A linear-in-means model close to the one of Manski (1993) is identified provided that we observe groups with three distinct sizes. This applies even if one does not observe all members of the group, and can also be extended to binary outcomes.

- 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).

 

In French:

- Le coût du bonus/malus écologique : que pouvait-on prédire ? (2011), Revue économique (62),  with Isis Durmeyer and Philippe Février.

In 2008 was introduced in France a feebate system for new automobiles. While the policy was expected to be neutral, it turned out to cost more than 200 million euros. It was actually difficult to predict ex ante this cost using a standard discrete choice model of automobile choice.

La régression quantile en pratique (2014), Economie et Statistique (471) with Pauline Givord

This is a survey on quantile regression, with in particular some discussons on interpretation and solutions agains endogeneity.



Teaching

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Semi and nonparametric econometrics at  ENSAE (3rd year) and Paris Sacler Master (M2): quantile regression, IV in nonlinear / nonparametric models,  partial identification

The dissertation topics for 2015/2016 can be found here.

Econometrics 2 at the ENSAE (2nd year).


Work in progress

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Fuzzy Differences-in-Differences, with Clément de Chaisemartin. Revised and resubmitted to the Review of Economic Studies. Supplementary Material

We extend the Change in Change model of Athey and Imbens (2006) to fuzzy designs where the control group, or the treatment group in first period, may be treated. Treatment effects on compliers are fully identified if the treatment rate remains constant over time in the control group, and partially identified otherwise.

Identification of Additive and Polynomial Models of Mismeasured Regressors Without Instruments, with Dan Ben-Moshe and Arthur LewbelRevised and resubmitted to Journal of Econometrics.

Suppose that Y = g(X*) + h(Z) + U, E(U|X*,Z)=0 but X* is measured with error. We show that g and h can be identified nonparametrically without side information provided that, basically, Z affects X*. A similar result holds when Y=P(X*,Z) + U, with P polynomial.

Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments, with Stefan Hoderlein and Yuya Sasaki. Revision requested by Journal of Econometrics.

We study the identification of nonseparable models with continuous, endogenous regressors using repeated cross sections. Several treatment effect parameters are identified under, basically, a weak stationarity condition on the unobservables and time variation in the distribution of endogenous regressors.

Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap, with Arnaud Maurel and Yichong Zhang. Revision requested by Journal of Econometrics.

We consider models with endogenous selection and no instrument nor large support regressors. Identification relies on the independence between the covariates and selection, when the outcome tends to infinity. We propose a simple estimator based on extremal quantile regressions and apply it to the  evolution of the black-white wage gap in the US.

The Provision of Wage Incentives: A Structural Estimation Using Contracts Variation, with Philippe Février, Revision requested by Quantitative Economics.

To what extent do people react to incentives? Are observed contracts (nearly) optimal? We answer to these questions using a nonparametric principal agent model and an exogenous variation in contracts between the French national institute of statistics and its interviewers.

Automobile Prices in Market Equilibrium with Unobserved Price Discrimination, with Isis Durrmeyer and Philippe Février. Revision requested by Review of Economic Studies.

We consider inference on a demand and supply model for differentiated products with price discrimination that is unobserved by the econometrician. We show how to extend BLP's GMM estimation to this setting, using restrictions on marginal costs. We apply our framework to the French automobile market.  

- Endogenous attrition in panels, with Laurent Davezies.

We consider endogenous attrition in panels where the probability of attrition may depend on current and
past outcomes. This probability is nonparametrically identified provided that instruments affecting the outcomes but not directly attrition, and whose distribution is identified, are available.

 

In French :

Faut-il pondérer ? Ou l'éternelle question de l'économètre confronté à des données de sondage, with Laurent Davezies.

A note with on whether we should use  survey weights in econometrics.


Other

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1. Associate editor for Review of Economic Studies (2016-), The Econometrics Journal (2016-) and Annals of Economics and Statistics.

2. Former co-editor of Annals of Economics and Statistics (2013-2015).

3. Referee for Annals of Statistics, Econometrica, Econometric Theory, Economic Journal, Journal of Business and Economic Statistics, Journal of Applied Econometrics, Journal of Econometrics, Macroeconomic Dynamics, Oxford Bulletin of Economics and Statistics, Quantitative Economics, The Econometrics Journal, The Review of Economics and Statistics.

4. SAS macros :

Computation of 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).

Estimation of the sample selection model by the Heckman two-step procedure.

(details on the macro are available in this document, in French).

 


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