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.

CVJob 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

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.