Journal articles

Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction

Journal of the American Statistical Association., v. 117, p. 574-590 , 2022

Marcelo Medeiros, Ricardo Masini, Jianqing Fan.

Crime, Broken Families, and Punishment

American Economic Journal: Microeconomics, v. 14, p. 723-60, 2022

Thierry Verdier.

Regularized estimation of high-dimensional vector autoregressions with weakly dependent innovations

Journal of Time Series Analysis, v. 43, p. 532-557, 2022

Marcelo Medeiros, Eduardo F. Mendes, Ricardo Pereira Masini.

Counterfactual Analysis and Inference With Nonstationary Data

Journal of Business & Economic Statistics , v. 40, TD n. 1, p. 227-239, 2022

Marcelo Medeiros, Ricardo Masini.

Collateral Shocks

American Economic Journal: Macroeconomics, v. 14, p. 83-103, 2022

Yvan Becard, David Gauthier.

Quantile regression methods for first-price auctions

Journal of Econometrics, v. 226, p. 224-247, 2022

Nathalie Gimenes.

A Simple Model of Network Formation with Competition Effects

Journal of Mathematical Economics, v. 99, 2022

Timo Hiller.

Semiparametric Quantile Models for Ascending Auctions with Asymmetric Bidders

Journal of Business & Economic Statistics , v. 40, p. 1020-1033, 2022

Nathalie Gimenes.

Earnings Inequality and Dynamics in the Presence of Informality: The Case of Brazil

Quantitative Economics, v. 13, p. 1405-1446, 2022

Gustavo Gonzaga, Roberta Souza Costa Olivieri.

Household expenditure in the wake of terrorism : evidence from high frequency in-home-scanner data

Economics & Human biology, v. 46, 2022

Thierry Verdier.