0% found this document useful (0 votes)
24 views10 pages

Gautier

The document provides biographical and career information about Eric Gautier, including his education background, work experience, publications, and research interests. It details his positions held at various universities and research institutions in France and the US. It also lists his publications, proceedings, book, and work in progress.

Uploaded by

jarchowsilvia26
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
24 views10 pages

Gautier

The document provides biographical and career information about Eric Gautier, including his education background, work experience, publications, and research interests. It details his positions held at various universities and research institutions in France and the US. It also lists his publications, proceedings, book, and work in progress.

Uploaded by

jarchowsilvia26
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 10

Eric Gautier

Email : [email protected]
Webpage : https://www.tse-fr.eu/people/eric-gautier

Research team : Toulouse School of Economics, University of Toulouse Capitole,


1 Esplanade de l’université, 31000 Toulouse
TSE thematic groups membership : (1) Mathematics of Decision Making and Statistics
(2) Econometrics and Empirical Economics

Curriculum Vitae

Career

École d’économie et de sciences sociales Toulouse, France


quantitatives de Toulouse
Professor of Mathematics 2014-
Affiliation : TSE-R

ENSAE ParisTech Malakoff, France


Professor of Statistics 2007-2014
Affiliation : CREST

Yale New Haven, USA


Postdoctoral associate 2006-2007
Affiliation : Cowles Foundation for research in Economics

INSEE Paris, France


Statistician methodologist 2003-2006
Expertise : inference with missing data in surveys, Econometrics, wealth inequalities

University of Paris-Sud 11 Orsay, France


Teaching Assistant in Mathematics 2001-2003
Tutorials in undergraduate Mathematics (Monitorat)

Education

Ph.D. in Economics (2012), University of Paris 1, supervisor : J.-M. Robin

Habilitation à Diriger des Recherches (2011), Ecole Normale Supérieure de Cachan

Ph.D. in Mathematics (2005), University of Rennes 1, supervisor : A. Debussche

ENSAE (2003), full fellowship as Administrateur de l’INSEE

Ecole Normale Supérieure de Cachan (2001), full fellowship


Magistère in Mathematics, University of Paris-Sud 11 (2001)
DEA Stochastic and Statistic Modeling, University of Paris-Sud 11 (2001)
Agrégation in Mathematics (2000)
I - Publications and scientific production

Publications

J. Beyhum and E. Gautier, Factor and factor loading augmented estimators for panel regression,
arXiv:2010.01837 Journal of Business and Economic Statistics 41, 270-281 (2023).

C. Gaillac and E. Gautier, Adaptive estimation in the linear random coefficients model when regres-
sors have limited variation, arXiv:1905.06584 Bernoulli 28 (2022). 504-524.

C. Gaillac and E. Gautier, Estimates for the SVD of the truncated Fourier transform on L2 (cosh(bx))
and stable analytic continuation, arXiv:1905.11338, Journal of Fourier Analysis and Applica-
tions 27, 72 (2021).

E. Gautier, Relaxing monotonicity in endogenous selection models and application to surveys,


arXiv:2006.10997 in Advances in Contemporary Statistics and Econometrics (2021) 59-78,
Springer.

E. Gautier and E. Le Pennec, Adaptive estimation in the nonparametric random coefficients bi-
nary choice model by needlet thresholding, https://doi.org/10.1214/17-EJS1383 (2018), Electronic
Journal of Statistics 12 (2018) 277-320

C. De Mol, E. Gautier, D. Giannone, S. Mullainathan, L. Reichline, H. van Dijk, and J. Wooldridge


Big Data in Economics : Evolution or Revolution. Economics Without Borders - Economic
Research for European Policy Challenges, ed. R. Blundell, E. Cantillon, B. Chizzolini, M. Ivaldi, W.
Leininger, R. Marimon, L. Matyas, T. Ogden, and F. Steen, Cambridge University Press (2016)

E. Gautier and A. Tsybakov, Pivotal estimation in high-dimensional regression via linear program-
ming, Empirical Inference, Festschrift in Honor of Vladimir N. Vapnik, arXiv:1303.7092,
Springer (2014)

E. Gautier and Y. Kitamura, Nonparametric estimation in random coefficients binary choice models,
arXiv:0907.2451v2, Econometrica 81 (2013) 581-607

E. Gautier, Hierarchical Bayesian estimation of inequalities with non-rectangular censored survey


data, arXiv:1107.5899, Annals of Applied Statistics 5, 2B (2011) 1632-1656

E. Gautier, Exit times and persistence of solitons for a stochastic Korteweg-de-Vries equation. Dy-
namics, Games and Science II, ed. M. Peixoto, A. Pinto and D. Rand, Springer Proceedings in
Mathematics (2011)

A. de Bouard and E. Gautier, Exit problems related to the persistence of solitons for the Korteweg-de
Vries equation with small noise, arXiv:0801.3894, Discrete and Continuous Dynamical Systems
A 26 n3 (2010) 857-871

E. Gautier and C. Houdré, Estimation des inégalités dans l’enquête Patrimoine 2004, Economie et
Statistique 417-418 (2009) 135-152

E. Gautier, Exit from a basin of attraction for stochastic weakly damped nonlinear Schrödinger
equations, arXiv:0602350, Annals of Probability 36 (2008) 896-930

A. Debussche and E. Gautier, Small noise asymptotic of the timing jitter in soliton transmission,
arXiv:0609434v2, Annals of Applied Probability 18 (2008) 178-208

E. Gautier, Stochastic nonlinear Schrödinger equations driven by a fractional noise - Well posedness,
large deviations and support, arXiv:0609423v1, Electronic Journal of Probability 12 (2007) 848-
861

E. Gautier, Uniform large deviations for the nonlinear Schrödinger equation with multiplicative
noise, arXiv:0412319, Stochastic Processes and their Applications 115 (2005) 1904-1927

E. Gautier, Large deviations and support results for nonlinear Schrödinger equations with additive
noise and applications, arXiv:0406362, ESAIM : Probability and Statistics 9 (2005) 74-97

Proceedings

A. Arlandis, C. Cazals, E. Gautier, and N. Meddahi, How the Covid-19 crisis is impacting postal
markets ? - A new assessment one year later, in Postal Strategies, Springer (2023) 301-311

A. Arlandis, M. Lefort, C. Cazals, E. Gautier, and N. Meddahi, The effects of the Covid-19 crisis on
postal markets, in The Economics of the Postal and Delivery Sector, Springer (2023) 177-190

E. Gautier, Exit times and persistence of solitons for a Stochastic Korteweg - de Vries equation in
Dynamics, Games and Science II, Springer Proceedings in Mathematics (2011) 343-347

E. Gautier and C. Houdré, Approche multivariée de l’estimation des inégalités dans l’enquête Patri-
moine 2004, with C. Houdré, Document de travail INSEE F801 (2008)

E. Gautier, A large deviations approach to the evaluation of the error in optical soliton transmission.
Proceedings of the Nonlinearity Meetings, Institut Henri Poincaré (2006)

E. Gautier, Detection of inconsistencies and outliers and multivariate imputation in the French 2004
Wealth Survey, article for the Q2006 conference (2006)

E. Gautier, Selection and nonignorable selection in sample surveys, Proceedings from the Jour-
nées de Méthodologie Statistique (2005)

E. Gautier, Large deviations for stochastic nonlinear Schrödinger equations and applications, Pro-
ceedings from the SMAI conference at Evian (2005)

Book

Co-editor with P. Alquier and G. Stoltz of "Inverse problems and high dimensional estimation - Stats
in the Château summer school in Econometrics and Statistics, 2009", Springer Lecture Notes in
Statistics, 203 (2011)

Articles under revision or submitted

E. Gautier and C. Rose, Fast, Robust Inference for Linear Instrumental Variables Models using
Self-Normalized Moments, arXiv:2211.02249 (v3)
C. Gaillac and E. Gautier, Nonparametric classes for identification in random coefficients models
when regressors have limited variation, arXiv:2105.11720 (2021).

E. Gautier and C. Rose, High-dimensional instrumental variables regression and confidence sets,
arXiv:1105.2454 (v7) (2021) Revised 6 times for Econometrica (see also arXiv:1812.11330)

E. Barrenho, E. Gautier, M. Miraldo, C. Propper, C. Rose, Innovation Diffusion Innovation Diffusion


among Coworkers : Evidence from Senior Doctors, CEPR DP15515 (2020), revised for Management
Science

J. Beyhum and E. Gautier, Square-root nuclear norm penalized estimator for panel data models
with approximately low-rank unobserved heterogeneity, arXiv:1904.09192 (2019)

E. Gautier and S. Hoderlein, A triangular treatment effect model with random coefficients in the
selection equation, arXiv:1109.0362 (v4) (2015), was revised for Econometrica and rejected

Work in progress presented at seminars and conferences

E. Gautier, V. Kamat, and L. Laage, Estimation of partially identified functionals in nonparametric


random coefficients models.

E. Gautier and C. Rose, Inference on social effects when the network is sparse and unknown
(presented at : NYU, CORE, TSE, LSE, CREST, at the 2015 Frontiers of Theoretical Econometrics
in the Honor of Don Andrews in Konstanz and COEURE workshop on data and methods, and 2016
RES, SFDS, ISNPS, Recent advances in Econometrics in Toulouse, IAAE, Berkeley/Cemmap, LA-
CEA/LAMES, EC2, 2017 French Econometrics, CIREQ Montreal, Cemmap Vanderbildt, Meeting
in Econometrics at TSE, Asian Meeting of the Econometric Society and EcoSta conferences, 2018
Australia New Zealand Econometric Study Group Meeting)

Presentations at conferences

2022 : Conference of the International Society of Nonparametric Statistics (Cyprus), Recent ad-
vances in Econometrics (TSE) ;
2020 : Econometric Society World Congress (Milan) ;
2019 : TSE-Bristol conference ;
2018 : Barcelona GSE Summer Forum High-dimensional Statistics and Random Structures ;
2017 : CEMMAP/Vanderbilt conference on Econometrics and Models of Strategic Interactions
(Vanderbilt University in Nashville) ; CIREQ conference on Inference in Large Econometric Models
(invited speaker, Montreal) ; Meeting in Econometrics (Toulouse) ; Asian Meeting of the Econome-
tric Society (invited speaker, Hong-Kong) ; EcoSta conference (invited speaker, Hong-Kong) ; IAAE
conference (Sapporo) ; CMStatistics (invited speaker, London) ;
2016 : EC2 conference on Big Data (Toulouse) ; LACEA/LAMES (invited speaker, Medellin) ; SFDS
congress (Montpellier), 3rd Conference of the International Society of Nonparametric Statistics (Avi-
gnon) ; Recent Advances in Econometrics (TSE) ; IAAE conference (Milan)
2015 : COEURE workshop on data and methods (Université Libre de Bruxelles), Frontiers of Theo-
retical Econometrics in the Honor of D. Andrews, (University of Konstanz) ; Conference on Inverse
Problems in Econometrics (invited speaker, Northwestern) ;
2014 : Modern econometric tools and applications (keynote speaker, Nizhny Novgorod) ;
2013 : 14th International Symposium of Econometrics, Operational Research and Statistics (key-
note speaker, Sarajevo), EEA/ESEM 2013 (Gothenburg) ;
2012 : New Trends in Mathematical Statistics (CIRM) ; 4th French Econometrics Conference (invi-
ted speaker, ENSAI) ; 7th French Colloquium in Survey Sampling (ENSAI) ; Conference on Statistics
and Stochastic Differential Equations (invited speaker, University of Kyoto) ; 8th World Congress in
Probability and Statistics (chair, Istanbul) ; Conference of the Canadian Economics Society (invited
speaker, Mont-Tremblant) ; CIREQ conference on High Dimensional Problems in Econometrics (in-
vited speaker, Montreal) ; XII Latin American Congress of Probability and Mathematical Statistics
(chair, Viña del Mar) ;
2011 : ERCIM’11 Conference on Computing and Statistics (London) ; New Trends in Mathematical
Statistics (CIRM) ; 41th Probability Summer School (Saint-Flour) ; 35th Conference on Stochastic
Processes and their Applications (Oaxaca) ;
2010 : Stochastic Partial Differential Equations and Stochastic Partial Differential Equations and
Applications workshops (invited speaker, Isaac Newton Institute for Mathematical Sciences, Cam-
bridge).
2009 : Mathematical Statistics meetings (CIRM) ; Stochastic Problems and Nonlinear PDEs (in-
vited speaker, Kyoto) ; 33rd Conference on Stochastic Processes and their Applications, session on
nonparametric Statistics (Berlin).
2008 : Journées STAR (invited speaker, ENSAI, France) ; Dynamics & Applications, (invited spea-
ker, Universidade do Minho, Braga, Portugal) ; EEA-ESEM Congress, session on ill-posed inverse
problems (Milan, Italy) ; Journées du groupe MAS de la SMAI (invited speaker, Rennes) ; Cowles
Conference on Opertor Methods and Inverse Problems in Econometrics (invited speaker, Yale) ;
2007 : Applications of Stochastic Partial Differential Equations (invited speaker, Mittag-Leffler
Institute) ; 32nd Conference on Stochastic Processes and their Applications, session on Stochastic
Partial Differential Equations (invited speaker, UIUC) ; Large Deviations Conference, (invited spea-
ker, University of Michigan) ;
2006 : 31st Conference on Stochastic Processes and their Applications (invited speaker, Paris) ;
"Young Probabilists and Statisticians" Conference, (invited speaker, Aussois) ; European Conference
on Quality in Survey Statistics (Cardiff) ; Workshop on Stochastic Partial Differential Equations (in-
vited speaker, De Giorgi Research Center, Pisa) ; Nonlinearity Meetings (invited speaker, Institut
Henri Poincaré) ;
2005 : SPDE in hydrodynamics : recent progress and prospects, CIME summer courses (invited
speaker, Cetraro) ; National SMAI conference, (invited speaker, Evian) ; INSEE Statistical Metho-
dology Conference (Paris) ;
2004 : 34th Probability Summer School (Saint-Flour)

Seminar presentations

2023 : Aarhus (Econometrics) ;


2022 : UCLA (Econometrics) ;
2021 : Boston University (Econometrics) ;
2020 : Université de Montreal (Econometrics) ;
2019 : Duke × 2 (Econometrics), NC State (Econometrics), Berkeley (Econometrics), Rice (Econo-
metrics), Northwestern (Econometrics), University of Chicago (Econometrics), Vienna (Statistics) ;
2018 : Brown (Econometrics) ; Harvard-MIT (Econometrics) ; University of Lyon 1 (Mathematics) ;
University of Nice (Mathematics) ;
2017 : Verona (Statistics) ;
2016 : Aix-Marseille (Econometrics) ; Université Catholique de Louvain (Econometrics) ; LSE (Eco-
nometrics) ; CREST (Statistics) ; TSE (Statistics) ;
2015 : NYU (Economics) ; Université Libre de Bruxelles (Statistics and Econometrics) ; TSE (Eco-
nometrics Workshop) ;
2014 : University of Zürich and ETH Zürich (Statistics and Econometrics) ; TSE (Statistics) ; Uni-
versity of Toulouse Paul Sabatier (Statistics) ; UC San Diego (Econometrics) ; UC San Diego (Eco-
nometrics Workshop) ; University of Wisconsin Madison (Econometrics) ; University of Lausanne
(Econometrics) ; Cambridge (Econometrics) ;
2013 : ENSTA ParisTech (Probability, Statistics and Control) ; TSE (Mathematics) ; Université
Catholique de Louvain (Econometrics) ; HEC Paris (Economics and Decision Making) ; University
of Mannheim (Econometrics) ; University of Pisa (Probability, Stochastic Analysis and Statistics) ;
University of Bristol (Economics) ;
2012 : CEMFI (Econometrics) ; TSE (Applied Mathematics) ; University of Chicago (Econome-
trics) ; Northwestern (Econometrics) ; Oxford (Statistics, Applied Probability & Operational Re-
search) ; Cemmap & UCL (Econometrics) ; Oxford (Econometrics) ; CREST (MicroEconometrics) ;
CREST (Statistics) ;
2011 : University of Paris 10 Nanterre (Statistics) ; LSE (Econometrics and Statistics) ; Queen Mary
University of London (Econometrics Reading Group) ; Aix-Marseille (Statistics and Econometrics) ;
Boston College (Econometrics) ; Harvard-MIT (Econometrics) ; Yale (Econometrics) ; Brown (Eco-
nometrics) ; Princeton (Statistics) ; Princeton (Econometrics) ; University of Valparaíso (Statistics) ;
Institut Henri Poincaré (Parisian Statistics Seminar) ; Université Technologique de Compiègnes (Ap-
plied Mathematics) ;
2010 : University of Toulouse Paul Sabatier (Statistics) ; Bocconi (Statistics and Probability Semi-
nar) ; University of Paris 6 and Paris 7 (Reading Group in Statistics) ; University of Chile (Stochastic
Modeling) ; University of Valparaíso (Statistics) ; CREST (Reading Group in Machine Learning and
Sparsity) ; University of Paris 6 (Statistics) ;
2009 : Tokyo University of Science (Mathematics) ; TSE (Econometrics) ; University of Lille 1 (PDE
and Numerical Analysis) ;
2008 : Cemmap & UCL (Econometrics) ; CREST (Econometrics) ; Humboldt-TU (Berlin Collo-
quium in Probability Theory) ; Institut Henri Poincaré (Parisien Statistics Seminar) ;
2007 : Mittag-Leffler Institute (Postgraduate Seminar at the Stochastic Partial Differential Equa-
tion semester) ;
2006 : Brown (Stochastic Systems) ; Yale (Econometrics Lunch) ; Courant Institute of Mathematical
Sciences & NYU (Probability and Mathematical Physics) ; Yale (Statistics) ; Yale (Econometrics) ;
Columbia (Probability) ; University of Rennes 1 (Triangular Stochastic Processes Seminar) ; Univer-
sitat de Barcelona (Probability) ; INSEE-DSDS ; CREST (Statistics) ;
2005 : University of Paris 13 (Probability and Statistics) ; University of Paris 1 (Statistical Modelling
in the Social Sciences)

II - Academic leadership

Grants

TSE Senior grant, 2021-2026


ERC POEMH, PI : Parsimony and operator methods for endogeneity and multiple sources of
unobserved heterogeneity, 2014-2021
ANR IPANEMA, PI at CREST until laureate of ERC POEMH : Inverse problems and parsimony
for econometric modelling and applications, 2013-2017
Labex ECODEC, PI of the axis "New challenges for new data", 2012-2014
Center for Data Science, Projet IDEX Paris-Saclay, 2013-2014
ANR STOSYMAP, Stochastic systems in Mathematics et mathematical physics, 2012-2015
ANR BANHDITS, Nonparametric Bayesian Statistics, high-dimension and simulation, 2011-2014
CONICYT, Nonparametric methods in Economics with K. Bertin (University of Valparaíso), 2010-
2012.
Conference organization

2012, 2013 and 2014 ENSAE-ENSAI Statistics meetings


Stats in Paris - a school and conference on Econometrics and Statistics of networks 2012
Stats in the Château - a summer school in Econometrics and Statistics : high-dimensional estimation
and Ill-posed inverse problems and their applications to Economics 2009

Member of the scientific committee of

Journées MAS de la SMAI (Poitiers, 2024, scientific committee) IAAE - Applied Econometrics
conference (Sapporro, 2017)
EC2 (Toulouse, 2016)
IAAE - Applied Econometrics conference (Milan, 2016)
SFDS conference (Montpellier, 2016)

Seminar organization

Co-organizer of the Decision Mathematics and Statistics Seminar (TSE, 2017-2018 and 2021-2023)
Co-organizer of the Econometrics and Empirical Economics seminar (TSE, 2015-2017)

Member of Ph.D. Committees other than own students

Estelle Medous (TSE, 2023)


Hippolyte Boucher (TSE, 2022)
Cabral Amilcar Chanang Tondji (Paris-Est 2020), external referee
Felix Beroud (Lyon 1), member of the follow-up committee
Xintong Han (TSE, 2017, president of the jury)
Andrii Babii (TSE, 2017, president of the jury)
E. Lesage (ENSAI, 2013)
Q. Paris (University of Rennes 1, 2013, president of the jury)
J. Stehlé (University of Aix-Marseille , 2012)
P. Rochet (University of Toulouse Paul Sabatier and Capitole, 2011)

Research visits

March-August 2019, University of Chicago


March 2019, Berkeley
February 2019, Stanford
February 2019, Duke University
June 2017, Yale University
April-July 2014, University of Chicago
January 2013, University of Pisa
September 2012, University of Braga
July 2012, University of Kyoto
Avril, 2012, University of Chicago
Spring 2010 and May 2011, University of Valparaíso
Octobre 2009, University of Kyoto
January and March 2010, Newton Institute for Mathematical Sciences (Cambridge), invited resear-
cher during the semester "Stochastic Partial Differential Equations"
April 2008, University of Humboldt
November - December 2007, Mittag-Leffler Mathematics Research Institute, invited researcher du-
ring the semester "Stochastic Partial Differential Equations and Applications"
July 2007 "Travel Grant" for the 32nd conference "Stochastic Processes and their Applications"
Spring 2006 (1 month), Centro di Ricierca Matematica Ennio de Giorgi (Pisa), young researcher
grant for the semester "Stochastic Analysis and Stochastic Partial Differential Equations"

Referee for

Journals : AIMS Proceedings, American Economic Review, Annals of Statistics, Annals of Probabi-
lity, Annals of Applied Probability, Applied and Computational Harmonic Analysis, Bernoulli, Eco-
nometrica, Econometric Theory, Economie et Statistiques, Electronic Journal of Statistics, Journal
of the American Statistical Association, The Journal of Applied Econometrics, Journal of Business
and Economic Statistics, Journal of Econometrics, Journal of Machine Learning Research, Journal
of Mathematical Analysis and Applications, Journal of Mathematical Physics, Journal of Political
Economy, Journal of the Royal Statistical Society : B, Journal of Statistical Planning and Inference,
The Econometrics Journal, The RAND Journal of Economics, The Review of Economics and Sta-
tistics, Markov Processes and Related Fields, Quantitative Economics, Review of Economic Studies,
SIAM Journal on Mathematical Analysis

Grants : ERC, Swiss FNS, Maurice Falk Institute for Economic Research (Israel), National Science
Foundation.

Discussant at : various French Econometric meetings, Financial Econometrics conferences, Postal


conference meetings, among others.

III - Supervision

Ph.D. supervision

J. Duan (50%, Mathematics, funded by national doctoral contract, 2022-2025),

J. Beyhum (100%, Mathematics, funded by ERC POEMH, 2016-2020), J. Beyhum is assistant


professor at ENSAI (Rennes)

C. Gaillac (100%, Economics, partially funded by ERC POEMH2015-2021), C. Gaillac is now


postdoc at Oxford

Postdoc supervision (100%)

L. Laage (100%, funded by ERC POEMH, 2019-2020), L. Laage is now assistant professor at
Georgetown University

C. Rose (100%, funded by ERC POEMH, 2015-2017), C. Rose is now assistant professor at the
University of Queensland in Australia
Q. Paris (50%, funded by LABEX ECODEC : 2013-2014), Q. Paris is now assistant professor at
Higher School of Economics in Moscow

Master student supervision

TL Nguyen Le (TSE, 2023) : Kernel PCA and unobserved heterogeneity


J. Duan (TSE, 2022) : Treatment effects, neural networks and influence function
M. Chebli (TSE, 2022) : A new method for estimating the the average treatment effect when the
full support assumption on the propensity score does not hold
S.-H. Kang (TSE, 2021) : On applications of arXiv:1904.09192
N. Marini (TSE, 2021) : Interactive effects in multidimensional panel data models
M. Nahba (TSE, 2017, partly) : Random coefficients in treatment effect models
J. L’Hour (ENSAE, 2014, partly) : High-dimensional statistics for panel data models
J.-M. John-Mathews (ENSAE and PSE, 2014) : Procedures robust to weak IVs and high-dimensional
methods
T. Merly-Alpa (University of Paris-Sud 11, ENS de Lyon, 2013) : Nonignorable nonresponse and
selection model allowing for nonmonotonic responses
H. Broome (Ecole Polytechnique, 2012) : Nonparametric modeling of unobserved heterogeneity in
public policy evaluation
J. Stehlé (ENSAE, 2011) : On dynamic models of social interractions
V. Bellamy (ENSAI, 2006) : Multiple imputations in the French family expenditure survey
M.-A. Ben Hamouda, S. Blanchet, M. Durut, S. Pétrès (ENSAE, 2006) : Nonignorable nonresponse
in the French employment survey
S. Diaby (University of Versailles Saint-Quentin, 2005) : Imputation and robust regression on the
French wealth survey

IV - Master 2 and Ph.D. courses


University of Toulouse Capitole : Reading course on Machine Learning in Structural Econometrics
(Ph.D., 2021-2022), Machine Learning (Ph.D., Mres, co-taught with P. Lavergne, 2023-), Simulation-
based econometrics (Ph.D., Mres, co-taught with P. Lavergne, 2023), High-dimensional Econometrics
and Machine Learning (Ph.D. DEEQA, 2020), Random coefficients models and high-dimensional eco-
nometrics (Ph.D. DEEQA, 2014, 2015, 2018), Econometrics 2 (M2 ETE co-taught with K. Jochmans,
2023-), Econometrics 1 (M2 ETE co-taught with J.-P. Florens in 2014, fully taught in 2015-2019,
co-taught with N. Meddahi in 2020-), High-dimensional models (M2 EEE, 2016-), Topics in Econo-
metrics and Empirical Economics (M2 ETE, co taught in 2018 and 2020)

University of Chicago : Random coefficients models and high-dimensional econometrics (Ph.D., 2014)

University of Braga : Stochastic partial differential equations (Ph.D., 2012)

ENSAI : Inverse problems and high-dimensional estimation in Econometrics (Ph.D., 2012)

ENSAE ParisTech : Recent developments in semi and nonparametric Econometrics (M2 APE, co-
taught with X. d’Haultfœuille in 2013 and A. Simoni in 2014)

Yale : Econometrics V (co-taught with D. Andrews, 2007)

V - Collective responsibility
Director (second year master) of the Mathematics and Economic Decision master at TSE (2021-)
Coordinator of the courses in Econometrics at TSE (2019-)
Member of the board of the Mathematics department (TSE, 2017-)
Secretary of the Mathematics of Decision Making and Statistics group (TSE, 2017-2021)
Researcher at TSE-P (research partnership with La Poste, 2014-)
Member of the Recruiting Committee (TSE, 2017-)
Member of the Junior Recruiting Committee (TSE, 2017-2018)

Past :
Member of the CODEP of TSE (TSE 2018-2020)
Member of the Recruitment Committee at University of Lausanne (2015), ENSAE (2008, 2010, 2012,
2014)
Member of the reading committee for a senior hire (TSE, 2016)
Member of the junior recruitment committee (TSE, 2017-2018)
In charge of the junior job market for the Econometrics and Empirical Economics and Mathematics
of Decision Making and Statistics groups (TSE, 2014-2015)
Assistant director of studies (ENSAE ParisTech, 2007-2010)
In charge of the Mathematics teaching department (ENSAE ParisTech, 2007-2011)
In charge of master theses "Groupes de Travail" (ENSAE ParisTech, 2007-2012)
Examiner in Mathematics (Khagne BL competition to enter ENSAE ParisTech, 2009 and 2010)
Examiner in Statistics (Administrateur de l’INSEE internal competition, 2006)

You might also like