Below you will find a list of published papers and, in some cases, links to the programs.
Published and forthcoming papers:
Lamarche, C. and T. Parker, 2023. Wild Bootstrap Inference for Penalized Quantile Regression for Panel Data, Journal of Econometrics, 235, pp. 1799-1826
Lamarche, C., X. Shi and D. Young, 2023. Conditional Quantiles for Zero-Inflated Longitudinal Count Data, Econometrics and Statistics, forthcoming
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.