Welcome!

I am a Ph.D. candidate at CREST, ENSAE Paris, Institut Polytechnique de Paris under the supervision of Prof. Xavier D’Haultfœuille since September 2019.

My research focuses on identification and estimation of nonlinear panel data models. I am particularly interested in the use of high-dimensional statistics and machine learning tools to solve such problems.

I am currently visiting the Department of Economics of the University of Chicago for the 2022 Winter and Spring Quarters, invited by Prof. Stéphane Bonhomme.

I am co-organizer of the Statistics•Econometrics•Machine-Learning seminar at CREST.

**Contact:** martin[dot]mugnier[at]ensae[dot]fr.

## News

- March 14, 2022: new draft available! (“Make the Difference! Computationally Trivial Estimators for Grouped Fixed Effects Models”)

*Upcoming events:*

- June 16-19, 2022: I will give a talk at the 2022 North American Summer Meeting of the Econometric Society, Miami, USA.
- June 22-24, 2022: I will give an online talk at the 2022 Asia Meeting of the Econometric Society, Shenzhen, China.

*Older events*

- April 7, 2022: I will give a talk at the University of Chicago's Econometrics Workshop, USA.
- March 22, 2022: I gave an online talk at CREST Microeconometrics Seminar, FR.
- December 13-15, 2021: I gave an online talk on "Unobserved Clusters of Time-Varying Heterogeneity in Nonlinear Panel Data Models" at the 2021 European Winter Meetings of the Econometric Society, Spain.
- September 29, 2021: a NEW VERSION of our paper "Fixed Effects Binary Choice Models with Three or More Periods" with X. D'Haultfœuille and L. Davezies is now on arXiv.
- September 28, 2021: I gave a talk on "Identification and (Fast) Estimation of Nonlinear Panel Models with Additively Separable Two-Way Fixed Effects" at CREST Microeconometrics Seminar, FR
- September 16-18, 2021: I gave a talk on "Identification and (Fast) Estimation of Nonlinear Panel Models with Additively Separable Two-Way Fixed Effects" at the Bristol Econometric Study Group, UK.
- July 1-3, 2021: I gave an online talk at the 2021 China Meeting of the Econometric Society (CMES 2021, virtual).
- June 22-25, 2021: I gave an online talk at the 2021 IAAE conference.
- June 25-27, 2021: I gave an online talk at the 2021 Asian Meeting of the Econometric Society (AMES2021).
- June 3-5, 2021: I gave an online talk at the 2021 Africa Meeting of the Econometric Society (AFES 2021).
- February 17, 2021: I gave a talk on "Asymptotic Properties of Empirical Quantile-Based Estimators" at the EDMH PhD students seminar in Orsay, France.
- September 18, 2020: Our paper "Fixed Effects Binary Choice Models with Three or More Periods" with X. D'Haultfœuille and L. Davezies is now on arXiv.