Stephane Bonhomme

Stephane Bonhomme is a Professor in the Department of Economics at the University of Chicago, where he conducts research and teaches graduate-level econometrics. His academic journey began with a PhD at CREST and Université Paris I under the supervision of Jean-Marc Robin.

Professor Bonhomme's research focuses on econometrics, microeconometrics, and labor economics, with particular expertise in panel data models, income dynamics, and nonlinear estimation methods. His work bridges theoretical econometric advances with empirical applications, making significant contributions to the understanding of income processes, consumption dynamics, and labor market phenomena.

His recent publications reveal a strong emphasis on addressing the incidental parameter problem in panel data, developing methods for estimating heterogeneous effects, and analyzing income risk and inequality. Bonhomme frequently collaborates with leading econometricians including Manuel Arellano, Martin Weidner, and Bryan Graham, among others. His work appears in top journals such as Econometrica, Journal of Econometrics, and Quantitative Economics.

His research shows a consistent pattern of developing innovative econometric methodologies that address fundamental identification and estimation challenges in panel data settings, while simultaneously applying these methods to important economic questions related to income dynamics, consumption behavior, and labor market sorting.

• Developed methods for estimating heterogeneous effects in labor economics applications
• Advanced techniques for handling unobserved heterogeneity in panel data
• Contributed to understanding income risk inequality using administrative data
• Created approaches for minimizing sensitivity to model misspecification

Professor Bonhomme maintains active research collaborations across institutions and continues to contribute significantly to both theoretical and applied econometrics through his publications and teaching at the University of Chicago.