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 main field of research is Econometrics, with a focus on identification and estimation of nonlinear panel data models. I am particularly interested in the use of high-dimensional statistics and machine learning tools (e.g., unsupervised clustering for grouped fixed effects) to solve such problems.

I am on the 2022/2023 Academic Job Market, available for interviews.

CV – Job Market Paper

I visited the Department of Economics of the University of Chicago in the Winter and Spring of 2022, 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

• October 11, 2022: Our paper “Fixed Effects Binary Choice Models with Three or More Periods”, with X. D’Haultfœuille and L. Davezies, has just been accepted for publication in Quantitative Economics!
• September 11, 2022: NEW VERSION! “A Simple and Computationally Trivial Estimator for Grouped Fixed Effects Models”
• August 10, 2022: new working paper available! (“Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects”, with Ao Wang)

Upcoming events:

• November 21, 2022: CREST-PSE Econometrics Seminar, Paris, FR.

Older events

• August 22-26, 2022: I gave a talk at the 2022 EEA-ESEM Conference, Milan, Italy.
• July 14-16, 2022: I gave a talk at the 2022 Bristol Econometric Study Group Conference, Bristol, UK.
• June 22-24, 2022: I gave an online talk at the 2022 Asian Meeting of the Econometric Society, Shenzhen, China.
• June 16-19, 2022: I gave a talk at the 2022 North American Summer Meeting of the Econometric Society, Miami, USA.
• April 7, 2022: I gave a talk at the University of Chicago's Econometrics Workshop, USA.
• March 22, 2022: I gave an online talk at CREST Microeconometrics Seminar, FR.
• March 14, 2022: new draft available! ("Make the Difference! Computationally Trivial Estimators for Grouped Fixed Effects Models")
• 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 2021 Bristol Econometric Study Group Conference, 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.