Details about Blaise Melly

Access statistics for papers by Blaise Melly.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: pme143

Working Papers

2025

1. Minimum Distance Estimation of Quantile Panel Data Models
   Papers, arXiv.org

2022

2. Stata commands to estimate quantile regression with panel and grouped data
   Swiss Stata Conference 2022, Stata Users Group

2021

3. Informal pay gaps in good and bad times: Evidence from Russia
   Post-Print, HAL
   Also in Post-Print, HAL (2021)
   See also Journal Article Informal pay gaps in good and bad times: Evidence from Russia, Journal of Comparative Economics, Elsevier (2021) (2021)

2020

4. Estimation, Inference, and Interpretation in the Regression Discontinuity Design
   Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft View citations (3)
5. Fast Algorithms for the Quantile Regression Process
   Papers, arXiv.org View citations (3)
   See also Journal Article Fast algorithms for the quantile regression process, Empirical Economics, Springer (2022) View citations (9) (2022)
6. Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (7)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (9)
   CeMMAP working papers, Institute for Fiscal Studies (2017)
   CeMMAP working papers, Institute for Fiscal Studies (2016) View citations (1)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (3)
   Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft (2016) View citations (9)
   Papers, arXiv.org (2018) View citations (1)
   See also Journal Article Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes, Journal of the American Statistical Association, Taylor & Francis Journals (2020) View citations (8) (2020)

2018

7. Public Sector Wage Gaps over the Long-Run: Evidence from Panel Administrative Data
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (11)

2017

8. Counterfactual analysis in R: a vignette
   CeMMAP working papers, Institute for Fiscal Studies
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)

2016

9. Counterfactual: An R Package for Counterfactual Analysis
   Papers, arXiv.org View citations (2)
10. Local quantile treatment effects
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft View citations (1)

2013

11. Inference on Counterfactual Distributions
    Papers, arXiv.org View citations (232)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2009)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (82)
    CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (57)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (248)
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2008) View citations (11)
    CeMMAP working papers, Institute for Fiscal Studies (2012)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (20)
    See also Journal Article Inference on Counterfactual Distributions, Econometrica, Econometric Society (2013) View citations (260) (2013)

2011

12. Quantile Regression in the Presence of Sample Selection
    Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science View citations (29)

2010

13. Partial Idendification of Wage Effects of Training Programs
    Working Papers, Brown University, Department of Economics View citations (15)
14. Quantile Treatment Effects in the Regression Discontinuity Design: Process Results and Gini Coefficient
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (6)

2008

15. Identification of Treatment Effects on the Treated with One-Sided Non-Compliance
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (2)
    See also Journal Article Identification of Treatment Effects on the Treated with One-Sided Non-Compliance, Econometric Reviews, Taylor & Francis Journals (2013) View citations (14) (2013)
16. Privatization and Changes in the Wage Structure: Evidence from Firm Personnel Records
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (2)
17. Public Sector Pay Gap in France: New Evidence Using Panel Data
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (74)
18. Quantile Treatment Effects in the Regression Discontinuity Design
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (8)
    See also Journal Article Quantile treatment effects in the regression discontinuity design, Journal of Econometrics, Elsevier (2012) View citations (75) (2012)
19. Unconditional Quantile Treatment Effects under Endogeneity
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (25)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (23)
    See also Journal Article Unconditional Quantile Treatment Effects Under Endogeneity, Journal of Business & Economic Statistics, Taylor & Francis Journals (2013) View citations (101) (2013)

2007

20. Earnings Effects of Training Programs
    University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen View citations (17)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (19)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2007) View citations (18)

Journal Articles

2022

1. Economic applications of quantile regression 2.0
   Empirical Economics, 2022, 62, (1), 1-6
2. Fast algorithms for the quantile regression process
   Empirical Economics, 2022, 62, (1), 7-33 View citations (9)
   See also Working Paper Fast Algorithms for the Quantile Regression Process, Papers (2020) View citations (3) (2020)

2021

3. Informal pay gaps in good and bad times: Evidence from Russia
   Journal of Comparative Economics, 2021, 49, (3), 693-714
   See also Working Paper Informal pay gaps in good and bad times: Evidence from Russia, Post-Print (2021) (2021)

2020

4. Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
   Journal of the American Statistical Association, 2020, 115, (529), 123-137 View citations (8)
   See also Working Paper Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes, University of California at San Diego, Economics Working Paper Series (2020) View citations (7) (2020)

2015

5. A Test of the Conditional Independence Assumption in Sample Selection Models
   Journal of Applied Econometrics, 2015, 30, (7), 1144-1168 View citations (36)

2013

6. DO PUBLIC OWNERSHIP AND LACK OF COMPETITION MATTER FOR WAGES AND EMPLOYMENT? EVIDENCE FROM PERSONNEL RECORDS OF A PRIVATIZED FIRM
   Journal of the European Economic Association, 2013, 11, (4), 918-944 View citations (15)
7. Identification of Treatment Effects on the Treated with One-Sided Non-Compliance
   Econometric Reviews, 2013, 32, (3), 384-414 View citations (14)
   See also Working Paper Identification of Treatment Effects on the Treated with One-Sided Non-Compliance, IZA Discussion Papers (2008) View citations (2) (2008)
8. Inference on Counterfactual Distributions
   Econometrica, 2013, 81, (6), 2205-2268 View citations (260)
   See also Working Paper Inference on Counterfactual Distributions, Papers (2013) View citations (232) (2013)
9. Unconditional Quantile Treatment Effects Under Endogeneity
   Journal of Business & Economic Statistics, 2013, 31, (3), 346-357 View citations (101)
   See also Working Paper Unconditional Quantile Treatment Effects under Endogeneity, IZA Discussion Papers (2008) View citations (25) (2008)

2012

10. Quantile treatment effects in the regression discontinuity design
    Journal of Econometrics, 2012, 168, (2), 382-395 View citations (75)
    See also Working Paper Quantile Treatment Effects in the Regression Discontinuity Design, IZA Discussion Papers (2008) View citations (8) (2008)

2010

11. Estimation of quantile treatment effects with Stata
    Stata Journal, 2010, 10, (3), 423-457 View citations (108)

2005

12. Decomposition of differences in distribution using quantile regression
    Labour Economics, 2005, 12, (4), 577-590 View citations (306)
13. Public-private sector wage differentials in Germany: Evidence from quantile regression
    Empirical Economics, 2005, 30, (2), 505-520 View citations (161)

Software Items

2020

1. QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference
   Statistical Software Components, Boston College Department of Economics