Jean-Michel Etienne
Jean-Michel Etienne
MCF HDR
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Jean-Michel Étienne is an Associate Professor (HDR) of Economics at Paris-Saclay University, where he teaches microeconomics, industrial organization, and econometrics from Bachelor's Year 2 to Master's Year 2, with program-leadership responsibilities at both levels. His research specializes in applied microeconometrics, employing both frequentist and Bayesian frameworks, with methodological expertise in panel-data models with serially correlated error components, random coefficients, semiparametric specifications, pretest procedures, frequency-domain estimation (Whittle), and mean-field variational Bayes. Current Research Focus His research program centers on three key themes combining methodological innovation with policy relevance. Night-time light pollution and economic activity research develops spatio-temporal models with common factors to improve identification when satellite proxies are noisy, enabling better small-area tracking of economic activity and enhancing green transition policy design. Two-way error-component models with serial correlation work introduces frequency-domain likelihood techniques for computationally scalable estimation, producing more reliable structural estimates in productivity, trade, and innovation studies while reducing policy-relevant bias. Pretest estimators for random-effects models research designs procedures that select among specifications while accounting for serial correlation, providing **transparent specification guidance and improving the credibility of counterfactual analyses used in antitrust and industrial policy. More recently, He has expanded his research interests to include production frontier estimation within a Bayesian framework. This emerging work focuses particularly on the application of Bayesian variational inference techniques for the estimation of production frontiers and cost functions, offering computationally efficient alternatives to traditional MCMC approaches while maintaining the flexibility of Bayesian modeling.


Associate Professor of Economics
MCF HDR
Economics
R(éseaux), I(nnovation)
Membre actuel
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D101

Labor Economics, Economics of Innovation, Health Economics, Digital Economics, Applied Microeconometrics, Microeconometric Theory.

  • Microeconomics, Bachelor’s in Economics and Management (Year 2), Paris-Saclay University.
  • Industrial Organization, Bachelor’s in Applied Economics (Year 3), Paris-Saclay University.
  • Econometrics, Master’s in Innovation, Enterprise and Society (Year 1, M1), Paris-Saclay University.
  • Research Policy, Master’s in Innovation and Knowledge Valorization (Year 2, M2), Paris-Saclay University.
  • Time Series Analysis — Master’s in Innovation, Markets and Data (Year 2, M2), Paris-Saclay University.

Communications

  • Baltagi, B.H., Bresson, G., and J.-M. Etienne, The Two-way Fixed Effects, Random Effects or Hausman and Taylor? A Pretest Estimator. Advances in Econometrics Conference in honor of Pesaran, University of Southern California, Los Angeles, April 13–14, 2024.

  • Baltagi, B.H., Bresson, G., and J.-M. Etienne, Two-way random effects model with serial correlation. 29th International Panel Data Conference, Orléans, France, July 4–5, 2024.

  • Baltagi, B.H., Bresson, G., and J.-M. Etienne, Growth empirics: a Bayesian semiparametric model with random coefficients for a panel of OECD countries.

    • Advances in Econometrics Conference in Honor of Cheng Hsiao, Louisiana State University, Baton Rouge, October 26–28, 2018.

    • 23rd International Panel Data Conference, Thessaloniki, Greece, July 7–8, 2017.

  • Baltagi, B.H., Bresson, G., and J.-M. Etienne, Carbon dioxide emissions and economic activities: a mean field variational Bayes semiparametric model with random coefficients for a panel of countries. Research Seminar, Department of Economics, Université Laval, Québec, Canada, September 15, 2017.

  • Etienne, J.-M., Lyubareva, I., and F. Rochelandet, Business models, diffusion of innovation and imitation in cultural and creative industries: The case of online press.

    • Research Seminar, Cultural industries and digital platforms, Labex ICCA, Paris, France, November 14–15, 2016.

    • World Media Economics and Management Conference (WMEMC), New York, USA, May 2–6, 2016.

    • 19th International Conference of ACEI, Universidad de Valladolid, Valladolid, Spain, June 21–24, 2016.

  • Etienne, J.-M. and F. Facchini, An explanation for French Fiscal Leviathan History (1870–2010). Maastricht Annual Meeting of the European Public Choice Society, Freiburg (Germany), April 2016.

  • Bresson, G., Etienne, J.-M., and P. Mohnen, Inclusive growth and innovation: a dynamic simultaneous equations model on a panel of countries.

    • Econometric conference in honour of François Laisney, University of Strasbourg (BETA), June 4–5, 2015.

    • 8th Conference on Micro Evidence on Innovation in Developing Countries (MEIDE) jointly with the OECD and World Bank International Conference on Innovation for Inclusive Growth, New Delhi, India, February 10–12, 2015.

  • Baltagi, B.H., Bresson, G., and J.-M. Etienne, Hedonic housing prices in Paris: an unbalanced spatial lag pseudo-panel model with nested random effects.

    • Conference on Cross-Sectional Dependence in Panel Data Models, Cambridge University, UK, May 30–31, 2013.

    • 19th International Conference on Panel Data, Centre for Econometric Analysis, Cass Business School, London, UK, July 4–5, 2013.

  • Bresson, G., Etienne, J.-M., and P. Mohnen, How important is innovation? A Bayesian factor-augmented productivity model on panel data.

    • 5th International Forum of Statistics, Renmin University, Beijing, China, July 14–15, 2012.

    • 18th International Conference on Panel Data, Banque de France, Paris, July 5–6, 2012.

    • Latin American Meeting of the Econometric Society, Santiago, Chile, November 10–13, 2011.

    • 5th Conference on Micro Evidence on Innovation in Developing Countries (MEIDE), San José, Costa Rica, June 27–28, 2011.

  • Bresson, G., Etienne, J.-M., and D. Legros, Two-part hierarchical model with correlated random effects: an application on households’ gasoline expenditures in French communes. 14th International Conference on Panel Data, Xiamen University, China, July 16–18, 2007.

  • Etienne, J.-M. and M. Narcy, Gender Wage Differentials in the French Non-Profit and For-Profit Sectors: Evidence from Quantile Regression.

    • Conférence de la Fédération Travail, Emploi et Politiques Publiques (TEPP): Measuring Discrimination, Évry-Val-d’Essonne, December 2007.

    • Conférence de l’Association Française de Science Économique (AFSE), Paris, September 2007.

  • Abdelmoula, M. and J.-M. Etienne, What Determines R&D Investment in French Firms: A Two-Part Hierarchical Model with Correlated Random Effects.

    • Conférence de l’Association Française de Science Économique (AFSE), Paris, September 2007.

    • First European Conference on Corporate R&D, Seville, Spain, October 2007.

  • Cavaco, S., Etienne, J.-M., and A. Skalli, Identifying Causal Paths between Health and Socio-Economic Status: Evidence from European Older Workforce Surveys. IZA Workshop, Bonn, Germany, May 2007.

  • Cavaco, S., Etienne, J.-M., and A. Skalli, Estimating a Structural Model of Causal Paths between Health and Socio-economic Status: Evidence from a European Older Workforce Survey. 7th Conference of the International Society for Quality-of-Life Studies (ISQOLS), Grahamstown, South Africa, July 2006.

  • Etienne, J.-M., Health and Socio-Economic Status: Is it Measured Income or Permanent Income that Matters?20th Annual Conference of the European Society of Population Economics (ESPE), Verona, Italy, June 2006.

  • Cavaco, S., Etienne, J.-M., and A. Skalli, Health and Socioeconomic Status: A New Approach to the Simultaneity Problem. International Health Economics Association (iHEA), Barcelona, Spain, July 2005.

  • Etienne, J.-M., Skalli, A., and I. Theodossiou, Do Economic Inequalities Harm Health? Evidence from Europe. International Health Economics Association (iHEA), Barcelona, Spain, July 2005.

  • Etienne, J.-M., Skalli, A., and I. Theodossiou, Do Economic Inequalities Harm Health? Evidence from Europe. Fourth Workshop and Coordination Meeting of the SOCIOLD project, Helsinki, Finland, October 2004.

  • Etienne, J.-M., Health and Socio-Economic Status: Is it Measured Income or Permanent Income that Matters?Fourth Workshop and Coordination Meeting of the SOCIOLD project, Helsinki, Finland, October 2004.

  • Etienne, J.-M. and A. Skalli, Health Status and Socioeconomic Inequalities: A Review of the French Literature. 2nd Workshop and Coordination Meeting of the SOCIOLD project, Thessaloniki, Greece, May 2003.

  • Academic Director, Bachelor’s in Economics and Management (Year 2), Paris-Saclay University.
  • Academic Director, Master’s in Innovation and Knowledge Valorisation (Year 2, online), Paris-Saclay University.
  • Academic Director, Master’s in Health Innovation: IP Protection and Management (Year 2), Paris-Saclay University.

Peer-reviewed articles

  • Bresson, G., Etienne, J.-M. and G. Lacroix, 2025, Nighttime light pollution and economic activities: a spatio-temporal model with common factors in U.S. counties, in Advances in Econometrics, Econometrics of Climate, Energy, and Green Transition, Fomby, T., Hillebrand, E. and M. Friedrich, (eds), Advanced Studies in Theoretical and Applied Econometrics, Springer, New York (forthcoming).
  • Baltagi, B.H., Bresson, G. and J.-M. Etienne, 2025, Estimation of serially correlated error components models using Whittle’s approximate maximum likelihood method, in Seven Decades of Econometrics and Beyond. A tribute to the life and work of Marc Nerlove, Baltagi, B.H. and L. Matyas, (eds.), Advances Studies in Theoretical and Applied Econometrics, volume 57, Springer, New York, 337-366.
  • Baltagi, B.H., Bresson, G. and J.-M. Etienne, 2024, Two-way random effects model with serial correlation, Empirical Economics, Special issue in Honor of Professor Robin Sickles, 1-32, Dec. 19, 2024, https://doi.org/10.1007/s00181-024-02695-9.
  • Baltagi, B.H., Bresson, G. and J.-M. Etienne, 2024, A pretest estimator for the two-way error component model, Econometrics, 12(2), 9, 1-15 (available online April, 16 2024).
  • Beltempo, M., Bresson, G., Etienne, J.-M. and G. Lacroix, 2022, Infections, accidents and nursing overtime in a neonatal intensive care unit, The European Journal of Health Economics, Jun, 23(4), 627-643.
  • Bounfour, A., Cheng, X., Etienne, J.-M. and A. Nonnis, 2022, How do firms use cloud computing to transform their organization? Evidence from a global survey, Digital Transformation and Society, Vol. 1, N°1, pp. 29-47.
  • Baltagi, B.H., Bresson, G. and J.-M. Etienne, 2020, Growth empirics: a Bayesian semiparametric model with random coefficients for a panel of OECD countries, in Advances in Econometrics: Essays in Honor of Cheng Hsiao, vol. 41, (Pesaran, M.H., Li, T. and D. Terrell, eds.), Emerald Group Publishing Limited, 217-253.
  • Baltagi, B.H., Bresson, G. and J.-M. Etienne, 2019, Carbon dioxide emissions and economic activities: A mean field variational Bayes semiparametric panel data model with random coefficients, Annals of Economics and Statistics, Special Issue on Panel Data, 134, 43-78.
  • Bresson, G., Etienne, J.-M. and P. Mohnen, 2016, How important is innovation? A Bayesian factor-augmented productivity model on panel data, Macroeconomic Dynamics, vol. 20, 8, 1987-2009.
  • Baltagi, B.H., Bresson, G. and J.-M. Etienne, 2015, Hedonic housing prices in Paris: An unbalanced spatial lag pseudo-panel model with nested random effects, Journal of Applied Econometrics, (published online 2014, Feb. 27), 30, 3, 509-528.
  • Etienne, J.-M. and A. Vignes, 2011, Price formation on the Marseille fish market: Evidence from a network analysis, Journal of Economic Behavior and Organization, 80, 50-67.
  • Etienne, J.-M., Skalli, A. and I. Theodossiou, 2011, Do Economic Inequalities Harm Health? Evidence from Europe, Journal of Income Distribution, 20, 3-4.
  • Abdelmoula, M. and J.-M. Etienne, 2010, What Determines R&D investment in french firms: A two-part hierarchical model with correlated random, The Economics of Innovation and New Technology, 19, 1, 53-70.
  • Etienne, J.-M. and M. Narcy, 2010, Gender wage differentials in the french nonprofit and for-profit sectors: Evidence from quantile regression, Annales d'Economie et de Statistique, 99/100, 67-90.

Book chapters

  • Etienne, J.-M., Lyubareva, I., and F. Rochelandet, 2018, The evolution of business models in the online press: Between creativity and imitation, In Digital Platforms and Cultural Industries, Bouquillion, P. and Moreau, F., Editors, Peter, L., 133--154.
  • Bresson, G., Etienne, J.-M. and P. Mohnen, 2015, Inclusive growth and innovation: a dynamic simultaneous equations model on a panel of countries, STI Policy Review, 6, 1, 1-23.
  • Etienne, J.-M., Manant, M. and S. Pajak , 2015, Divulgation de données personnelles en présence du logo d'une institution publique : une expérimentation de terrain, Réseaux, 189.
  • Etienne, J.-M. and A. Skalli, 2006, Socio-economic inequalities in health: A review of the french literature, In Are the Healthier Wealthier or the Wealthier Healthier? The European Evidence, Skalli, A., Johansson, E., and Theodossiou, I., Editors, Taloustieto, O., Helsinki: ETLA, 117--172.