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Alexandre Poirier

Personal Details

First Name:Alexandre
Middle Name:
Last Name:Poirier
Suffix:
RePEc Short-ID:ppo600
[This author has chosen not to make the email address public]
https://sites.google.com/site/alexpoirierecon/
Terminal Degree:2013 Department of Economics; University of California-Berkeley (from RePEc Genealogy)

Affiliation

Economics Department
Georgetown University

Washington, District of Columbia (United States)
http://econ.georgetown.edu/
RePEc:edi:edgeous (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Matthew A. Masten & Alexandre Poirier & Muyang Ren, 2025. "A General Approach to Relaxing Unconfoundedness," Papers 2501.15400, arXiv.org.
  2. Paul Diegert & Matthew A. Masten & Alexandre Poirier, 2025. "An Axiomatic Approach to Comparing Sensitivity Parameters," Papers 2504.21106, arXiv.org, revised Jun 2025.
  3. Alexandre Poirier & Tymon S{l}oczy'nski, 2024. "Quantifying the Internal Validity of Weighted Estimands," Papers 2404.14603, arXiv.org, revised Oct 2025.
  4. Matthew A. Masten & Alexandre Poirier, 2022. "The Effect of Omitted Variables on the Sign of Regression Coefficients," Papers 2208.00552, arXiv.org, revised Jun 2025.
  5. Paul Diegert & Matthew A. Masten & Alexandre Poirier, 2022. "Assessing Omitted Variable Bias when the Controls are Endogenous," Papers 2206.02303, arXiv.org, revised Jun 2025.
  6. Matthew A. Masten & Alexandre Poirier, 2022. "Choosing Exogeneity Assumptions in Potential Outcome Models," Papers 2205.02288, arXiv.org.
  7. Laura Liu & Alexandre Poirier & Ji-Liang Shiu, 2021. "Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models," Papers 2105.12891, arXiv.org, revised Jul 2024.
  8. Matthew A. Masten & Alexandre Poirier & Linqi Zhang, 2020. "Assessing Sensitivity to Unconfoundedness: Estimation and Inference," Papers 2012.15716, arXiv.org.
  9. Matthew Masten & Alexandre Poirier, 2019. "tesensitivity: A Stata Package for Assessing the Unconfoundedness Assumption," 2019 Stata Conference 51, Stata Users Group.
  10. Matthew A. Masten & Alexandre Poirier, 2018. "Interpreting Quantile Independence," Papers 1804.10957, arXiv.org.
  11. Matthew A. Masten & Alexandre Poirier, 2018. "Salvaging Falsified Instrumental Variable Models," Papers 1812.11598, arXiv.org, revised Jan 2020.
  12. Matthew A. Masten & Alexandre Poirier, 2017. "Identification of Treatment Effects under Conditional Partial Independence," Papers 1707.09563, arXiv.org.
  13. Matthew A. Masten & Alexandre Poirier, 2017. "Inference on Breakdown Frontiers," Papers 1705.04765, arXiv.org, revised Feb 2019.
  14. Matthew Masten & Alexandre Poirier, 2016. "Partial independence in nonseparable models," CeMMAP working papers 26/16, Institute for Fiscal Studies.
  15. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016. "A quantile correlated random coefficients panel data model," CeMMAP working papers 34/16, Institute for Fiscal Studies.
  16. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2015. "Quantile regression with panel data," CeMMAP working papers 12/15, Institute for Fiscal Studies.

Articles

  1. Matthew A. Masten & Alexandre Poirier & Linqi Zhang, 2024. "Assessing Sensitivity to Unconfoundedness: Estimation and Inference," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 1-13, January.
  2. Matthew A Masten & Alexandre Poirier, 2023. "Choosing exogeneity assumptions in potential outcome models," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 327-349.
  3. Firpo, Sergio & Galvao, Antonio F. & Pinto, Cristine & Poirier, Alexandre & Sanroman, Graciela, 2022. "GMM quantile regression," Journal of Econometrics, Elsevier, vol. 230(2), pages 432-452.
  4. Matthew A. Masten & Alexandre Poirier, 2021. "Salvaging Falsified Instrumental Variable Models," Econometrica, Econometric Society, vol. 89(3), pages 1449-1469, May.
  5. Matthew A. Masten & Alexandre Poirier, 2020. "Inference on breakdown frontiers," Quantitative Economics, Econometric Society, vol. 11(1), pages 41-111, January.
  6. Antonio F. Galvao & Alexandre Poirier, 2019. "Quantile Regression Random Effects," Annals of Economics and Statistics, GENES, issue 134, pages 109-148.
  7. Alexandre Poirier & Nicolas L. Ziebarth, 2019. "Estimation of Models With Multiple-Valued Explanatory Variables," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(4), pages 586-597, October.
  8. Matthew A. Masten & Alexandre Poirier, 2018. "Identification of Treatment Effects Under Conditional Partial Independence," Econometrica, Econometric Society, vol. 86(1), pages 317-351, January.
  9. Graham, Bryan S. & Hahn, Jinyong & Poirier, Alexandre & Powell, James L., 2018. "A quantile correlated random coefficients panel data model," Journal of Econometrics, Elsevier, vol. 206(2), pages 305-335.
  10. Poirier, Alexandre, 2017. "Efficient estimation in models with independence restrictions," Journal of Econometrics, Elsevier, vol. 196(1), pages 1-22.
  11. Jose Miguel Abito & Katarina Borovickova & Hays Golden & Jacob Goldin & Matthew A. Masten & Miguel Morin & Alexandre Poirier & Vincent Pons & Israel Romem & Tyler Williams & Chamna Yoon, 2011. "How Should the Graduate Economics Core be Changed?," The Journal of Economic Education, Taylor & Francis Journals, vol. 42(4), pages 414-417, October.

Software components

  1. Paul Diegert & Matthew A. Masten & Alexandre Poirier, 2022. "REGSENSITIVITY: Stata module for regression sensitivity analysis," Statistical Software Components S459088, Boston College Department of Economics, revised 29 Dec 2024.
  2. Linqi Zhang & Paul Diegert & Matthew A. Masten & Alexandre Poirier, 2021. "TESENSITIVITY: Stata module for assessing sensitivity to the unconfoundedness assumption," Statistical Software Components S458896, Boston College Department of Economics.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (14) 2015-03-27 2016-07-16 2017-05-14 2017-11-05 2018-05-07 2019-01-14 2021-02-01 2021-05-31 2022-06-13 2022-07-18 2022-09-05 2024-06-10 2025-02-17 2025-05-26. Author is listed
  2. NEP-DCM: Discrete Choice Models (5) 2016-07-16 2017-11-05 2019-08-26 2021-02-01 2021-05-31. Author is listed
  3. NEP-DEM: Demographic Economics (1) 2022-07-18
  4. NEP-GER: German Papers (1) 2016-07-16
  5. NEP-RMG: Risk Management (1) 2018-05-07

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