Publications

Below you will find a list of published papers and, in some cases, links to the programs. 

Harding, M., C. Lamarche, and C. Muris, 2025, Combining Instrumental Variable Estimators for a Panel Data Model with Factors. Journal of Business & Economic Statistics 43, pp. 684-695.

Lamarche, C. 2025, Quantile Regression with a One-Sided Misclassified Binary Regressor. Annals of Applied Statistics, forthcoming 

Battistin, E., C. Lamarche and E. Rettore, 2024. Quantiles of the Gain Distribution of an Early Childhood Intervention, Journal of Applied Econometrics 39, pp. 1045-1064

Lamarche, C., X. Shi and D. Young, 2024. Conditional Quantiles for Zero-Inflated Longitudinal Count Data, Econometrics and Statistics 31, pp. 49-65

Lamarche, C. and T. Parker, 2023. Wild Bootstrap Inference for Penalized Quantile Regression for Panel Data, Journal of Econometrics 235, pp. 1799-1826

Hartley, R., C. Lamarche and J. Ziliak, 2023, Bootstrapping Quantile Correlations with an Application for Income Status across Generations, Economics Letters 228, 111160

Breitmar, N., M. Harding and C. Lamarche, 2023,  Using Grouped Data to Estimate Revenue Heterogeneity in Online Advertising Auctions, AEA Papers and Proceedings 113, pp. 161-165 

Harding, M., K. Kettler, C. Lamarche and L. Ma, 2023, The (Alleged) Environmental and Social Benefits of Dynamic Pricing, Journal of Economic Behavior and Organization 205, pp. 574-593

Hartley, R., C. Lamarche, and J. Ziliak, 2022. Welfare Reform and the Intergenerational Transmission of Dependence, Journal of Political Economy 130:3, pp. 523-565 (lead article) 

Lamarche, C., 2021. Quantile Regression for Panel Data and Factor Models, Oxford Research Encyclopedia of Economics and Finance, Oxford University Press, pp. 1-23

Harding, M., and C. Lamarche, 2021. Small Steps with Big Data: Using Machine Learning in Energy and Environmental Economics, Annual Review of Resource Economics 13:1, pp. 469-488 [data and replication code]

Harding, M., C. Lamarche and M. H. Pesaran, 2020. Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models, Journal of Applied Econometrics 35, pp. 294-314 [codes and example]

Lamarche, C. 2020. Quantile Regression Methods, in: K. Zimmermann (eds) Handbook of Labor, Human Resources, and Population Economics, Springer, pp. 1-15

Harding, M., and C. Lamarche, 2019. A Panel Quantile Approach to Attrition Bias in Big Data: Evidence from a Randomized Experiment. Journal of Econometrics, 211, pp. 61-82

 Jung, H., Kosmopoulou, G., C. Lamarche, and R. Sicotte, 2019. Strategic Bidding and Contract Renegotiation. International Economic Review, 60, pp. 801-820

Harding, M., and C. Lamarche, 2019. Penalized Estimation of a Quantile Count Model for Panel Data, Annals of Economics and Statistics, 134, pp. 177-206

Hartley, R. and C. Lamarche, 2018. Behavioral Responses and Welfare Reform: Evidence from a Randomized Experiment. Labour Economics 54, pp. 135-151

Harding, M., and C. Lamarche, 2017. Penalized Quantile Regression with Semiparametric Correlated Effects: An Application with Heterogeneous Preferences. Journal of Applied Econometrics 32, pp. 342-358 [codes and example]

De Silva, D., G. Kosmopoulou, and C. Lamarche, 2017. Subcontracting and the Survival of Plants in the Road Construction Industry: A Panel Quantile Regression Analysis. Journal of Economic Behavior and Organization 137, pp. 113-131

Harding, M., and C. Lamarche, 2016. Empowering Consumers through Smart Technology: Experimental Evidence on the Consequences of Time-of-Use Electricity Pricing, Journal of Policy Analysis and Management 35, pp. 906-931

Kosmopoulou, G., C. Lamarche, and X. Zhou, 2016. Price Adjustment Policies and Firm Size, Economic Inquiry 54, pp. 895-906

Billger, S. and C. Lamarche, 2015. A Panel Data Quantile Regression Analysis of the Immigrant Earnings Distribution in the United Kingdom and United States.  Empirical Economics 49, pp. 705-750.

Lamarche, C. 2015, Collective Bargaining in Developing Countries, IZA World of Labor 183

Harding, M., and C. Lamarche, 2014. Estimating and Testing a Quantile Regression Model with Interactive Effects. Journal of Econometrics 178, pp. 101-113 [codes and example]

Harding, M., and C. Lamarche, 2014. A Hausman-Taylor Instrumental Variable Approach to the Penalized Estimation of Quantile Panel Models. Economics Letters 124, pp. 176-179

Galvao, A., C. Lamarche, and L. R. Lima, 2013. Estimation of Censored Quantile Regression for Panel Data with Fixed Effects. Journal of the American Statistical Association: Theory and Methods 108, pp. 1075-1089 [codes and example]

Lamarche, C., 2013. Industry-Wide Work Rules and Productivity: Evidence from Argentine Union Contract Data. IZA Journal of Labor & Development 2-11

Harding, M., and C. Lamarche, 2012. Quantile Regression Estimation of Panel Duration Models with Censored Data. Advances in Econometrics: Essays in Honor of Jerry Hausman 29, pp. 243-273

De Silva, D., G. Kosmopoulou, and C. Lamarche, 2012. Survival of Contractors with Previous Subcontracting Experience. Economics Letters 117, pp. 7-9.

De Silva, D., T. Dunne, G. Kosmopoulou, and C. Lamarche, 2012. Disadvantage Business Goals in Government Procurement Contracting: An Analysis of Bidding Behavior and Costs. International Journal of Industrial Organization 30, 377-388

Lamarche, C., 2011. Measuring the Incentives to Learn in Colombia Using New Quantile Regression Approaches. Journal of Development Economics 96, pp. 278-288.

Harding, M., and C. Lamarche, 2011. Least Squares Estimation of a Panel Data Model with Multifactor Error Structure and Endogenous Covariates. Economics Letters 111, 197-199.

Alexander, M., M. Harding, and C. Lamarche, 2011. Quantile Regression for Time-Series-Cross-Section Data. International Journal of Statistics and Management System 6, pp. 47-72.

Alexander, M., M. Harding, and C. Lamarche, 2011. Quantifying the Impact of Economic Crisis on Infant Mortality in Advanced Economies. Applied Economics 43, pp. 3313-3323.

Lamarche, C., 2010. Robust Penalized Quantile Regression Estimation for Panel Data. Journal of Econometrics 157, pp. 396-408. [codes and example]  

Harding, M., and C. Lamarche, 2009. A Quantile Regression Approach for Estimating Panel Data Models Using Instrumental Variables. Economics Letters 104, pp. 133-135. [codes and example]

De Silva D., G. Kosmopoulou, and C. Lamarche, 2009. The Effect of Information on the Bidding and Survival of Entrants in Procurement Auctions. Journal of Public Economics 93, 56-72.

Lamarche, C., 2008. Private School Vouchers and Student Achievement: A Fixed Effects Quantile Regression Evaluation. Labour Economics 15, 575-590.

Galiani, S., C. Lamarche, A. Porto and W. Sosa-Escudero 2005. Persistence and Regional Disparities in Unemployment (Argentina, 1980-1997). Regional Science and Urban Economics 35, 375-394.