We extend the conventional approach to gender gaps, which typically focuses on single
outcomes such as wages or earnings, to multiple outcomes eg wages jointly with leisure …

Vector autoregression is an essential tool in empirical macroeconomics and finance for
understanding the dynamic interdependencies among multivariate time series. In this study …

In this paper, we address the issue of estimating and inferring the distributional treatment
effects in randomized experiments. The distributional treatment effect provides a more …

This paper proposes IV-based estimators for the semiparametric distribution regression
model in the presence of an endogenous regressor, which are based on an extension of IV …

In this paper, we propose a novel approach for estimating Archimedean copula generators
in a conditional setting, incorporating endogenous variables. Our method allows for the …

This paper introduces multivariate distribution regression (MDR), a semi-parametric
approach to estimate the joint distribution of outcomes conditional on covariates. The …

Cette thèse explore l'impact de la modélisation de la dépendance dans les modèles de
micro-réserves en assurance non-vie. Compte tenu de la quantité croissante de données …