Esteban's research focuses on labor economics, applied econometrics, and social policy in Chile and Latin America. He studies labor market institutions, including collective bargaining, wages, and unionization, and their effects on workers and firms. His research also examines household savings decisions, behavioral interventions targeting low-income households, and how socioeconomic disparities shape children's cognitive and socio-emotional development in early childhood.

Across these areas, Esteban uses causal inference methods, including randomized evaluations, difference-in-differences, instrumental variables, and structural modeling, to evaluate social policies. His research on early childhood development draws on longitudinal survey data from Chile.