Econometrics for Public Policy: Sampling, Estimation, Decision, and Applications

Project Information

EPP

Grant agreement ID: 715940

DOI 10.3030/715940

Project closed

EC signature date 31 January 2017

Start date 1 February 2017

End date 31 January 2022

Funded under

• EXCELLENT SCIENCE - European Research Council (ERC)

Total cost € 1 291 064,00

EU contribution € 1 291 064,00

Coordinated by

UNIVERSITY COLLEGE LONDON
United Kingdom

Publications

Peer reviewed articles (17)

Inference on Winners

Author(s): Isaiah Andrews; Toru Kitagawa; Adam McCloskey
Published in: Quarterly Journal of Economics, Issue 139, 2024, Page(s) 305-358, ISSN 0033-5533
Publisher: MIT Press
DOI: 10.1093/qje/qjad043

Treatment choice, mean square regret and partial identification

Author(s): Kitagawa, Toru; Lee, Sokbae; Qiu, Chen
Published in: Japanese Economic Review, Issue 74, 2023, Page(s) 573-602, ISSN 1352-4739
Publisher: Blackwell Publishing Inc.
DOI: 10.1007/s42973-023-00144-3

Information Redundancy Neglect versus Overconfidence: A Social Learning Experiment

Author(s): Marco Angrisani; Antonio Guarino; Philippe Jehiel; Toru Kitagawa
Published in: American Economic Journal: Microeconomics, Issue 13, 2021, Page(s) 163-197, ISSN 1945-7669
Publisher: American Economic Association
DOI: 10.1257/mic.20180394

Uncertain identification

Author(s): Raffaella Giacomini; Toru Kitagawa; Alessio Volpicella
Published in: Quantitative Economics, Issue 13, 2022, Page(s) 95-123, ISSN 1759-7323
Publisher: The Economic Society
DOI: 10.3982/qe1671

Non-Bayesian updating in a social learning experiment

Author(s): Roberta De Filippis; Antonio Guarino; Philippe Jehiel; Philippe Jehiel; Toru Kitagawa
Published in: Journal of Economic Theory, Issue 199, 2022, ISSN 0022-0531
Publisher: Academic Press
DOI: 10.1016/j.jet.2021.105188

Narrative Restrictions and Proxies: Rejoinder

Author(s): Raffaella Giacomini; Toru Kitagawa; Matthew Read
Published in: Journal of Business Economics and Statistics, Issue 40, 2022, Page(s) 1438-1441, ISSN 0735-0015
Publisher: American Statistical Association
DOI: 10.1080/07350015.2022.2115710

Inference after estimation of breaks

Author(s): Isaiah Andrews; Toru Kitagawa; Adam McCloskey
Published in: Journal of Econometrics, Issue 224, 2021, Page(s) 39-59, ISSN 0304-4076
Publisher: Elsevier BV
DOI: 10.1016/j.jeconom.2020.07.036

Who should get vaccinated? Individualized allocation of vaccines over SIR network

Author(s): Kitagawa, Toru; Wang, Guanyi
Published in: Journal of Econometrics, Issue 232, 2023, Page(s) 109-131, ISSN 0304-4076
Publisher: Elsevier BV
DOI: 10.1016/j.jeconom.2021.09.009

Narrative Restrictions and Proxies

Author(s): Raffaella Giacomini; Toru Kitagawa; Matthew Read
Published in: Journal of Business Economics and Statistics, Issue 40, 2022, Page(s) 1415-1425, ISSN 0735-0015
Publisher: American Statistical Association
DOI: 10.2139/ssrn.4078221

Robust Bayesian Inference for Set-Identified Models

Author(s): Raffaella Giacomini; Toru Kitagawa
Published in: Econometrica, Issue 89, 2021, Page(s) 1519-1556, ISSN 0012-9682
Publisher: Blackwell Publishing Inc.
DOI: 10.3982/ecta16773

Who Should Be Treated? Empirical Welfare Maximization Methods for Treatment Choice

Author(s): Toru Kitagawa, Aleksey Tetenov
Published in: Econometrica, Issue 86/2, 2018, Page(s) 591-616, ISSN 0012-9682
Publisher: Blackwell Publishing Inc.
DOI: 10.3982/ECTA13288

Equality-Minded Treatment Choice

Author(s): Toru Kitagawa, Aleksey Tetenov
Published in: Journal of Business & Economic Statistics, 2019, Page(s) 1-14, ISSN 0735-0015
Publisher: American Statistical Association
DOI: 10.1080/07350015.2019.1688664

Posterior distribution of nondifferentiable functions

Author(s): Toru Kitagawa, José Luis Montiel Olea, Jonathan Payne, Amilcar Velez
Published in: Journal of Econometrics, 2020, ISSN 0304-4076
Publisher: Elsevier BV
DOI: 10.1016/j.jeconom.2019.10.009

Mostly harmless simulations? Using Monte Carlo studies for estimator selection

Author(s): Arun Advani, Toru Kitagawa, Tymon Słoczyński
Published in: Journal of Applied Econometrics, Issue 34/6, 2019, Page(s) 893-910, ISSN 0883-7252
Publisher: John Wiley & Sons Inc.
DOI: 10.1002/jae.2724

Testing identifying assumptions in fuzzy regression discontinuity designs

Author(s): Yoichi Arai; Yu-Chin Hsu; Toru Kitagawa; Ismael Mourifié; Yuanyuan Wan
Published in: Quantitative Economics, Issue 13, 2022, Page(s) 1-28, ISSN 1759-7323
Publisher: The Economic Society
DOI: 10.3982/qe1367

Robust Bayesian Inference in Proxy SVARs

Author(s): Raffaella Giacomini; Toru Kitagawa; Matthew Read
Published in: Journal of Econometrics, Issue 228, 2022, Page(s) 107-126, ISSN 0304-4076
Publisher: Elsevier BV
DOI: 10.1016/j.jeconom.2021.02.003

The identification region of the potential outcome distributions under instrument independence

Author(s): Toru Kitagawa
Published in: Journal of Econometrics, Issue 225, 2021, Page(s) 231-253, ISSN 0304-4076
Publisher: Elsevier BV
DOI: 10.1016/j.jeconom.2021.03.006

Other (12)

Choosing Who Chooses: Selection-Driven Targeting in Energy Rebate Programs

Author(s): Takanori Ida; Takunori Ishihara; Koichiro Ito; Daido Kido; Toru Kitagawa; Shosei Sakaguchi; Shusaku Sasaki
Published in: NBER working paper, Issue 30469, 2022
Publisher: NBER
DOI: 10.3386/w30469

Policy Choice in Time Series by Empirical Welfare Maximization

Author(s): Kitagawa, Toru; Wang, Weining; Xu, Mengshan
Published in: arXiv preprint, 2023
Publisher: arXiv
DOI: 10.48550/arxiv.2205.03970

von Mises-Fisher distributions and their statistical divergence

Author(s): Kitagawa, Toru; Rowley, Jeff
Published in: arXiv preprint, 2022
Publisher: arXiv
DOI: 10.48550/arxiv.2202.05192

Constrained Classification and Policy Learning

Author(s): Kitagawa, Toru; Sakaguchi, Shosei; Tetenov, Aleksey
Published in: arXiv preprint, 2023
Publisher: arXiv
DOI: 10.48550/arxiv.2106.12886

Locally- but not globally-identified SVARs

Author(s): Emanuele Bacchiocchi; Toru Kitagawa
Published in: cemmap working paper, 2020
Publisher: cemmap
DOI: 10.1920/wp.cem.2020.4020

Estimation under ambiguity

Author(s): Raffaella Giacomini; Toru Kitagawa; Harald Uhlig
Published in: cemmap working paper, 2019
Publisher: cemmap
DOI: 10.1920/wp.cem.2019.2419

Testing Instrument Validity with Covariates

Author(s): Carr, Thomas; Kitagawa, Toru
Published in: arXiv preprint, 2023
Publisher: arXiv
DOI: 10.48550/arxiv.2112.08092

Evidence Aggregation for Treatment Choice

Author(s): Ishihara, Takuya; Kitagawa, Toru
Published in: arXiv preprint, 2021
Publisher: arXiv
DOI: 10.48550/arxiv.2108.06473

Treatment Choice with Nonlinear Regret

Author(s): Kitagawa, Toru; Lee, Sokbae; Qiu, Chen
Published in: arXiv preprint, Issue 24, 2022
Publisher: arXiv
DOI: 10.48550/arxiv.2205.08586

Identification and Inference Under Narrative Restrictions

Author(s): Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew
Published in: arXiv preprint, 2021
Publisher: arXiv
DOI: 10.48550/arxiv.2102.06456

Partial Identification and Inference in Duration Models with Endogenous Censoring

Author(s): Shosei Sakaguchi
Published in: arXiv preprint, 2022
Publisher: arXiv
DOI: 10.1920/wp.cem.2020.820

Stochastic Treatment Choice with Empirical Welfare Updating

Author(s): Kitagawa, Toru; Lopez, Hugo; Rowley, Jeff
Published in: arXiv preprint, 2022
Publisher: arXiv
DOI: 10.48550/arxiv.2211.01537

Conference proceedings (1)

Inference for Losers

Author(s): Isaiah Andrews; Dillon Bowen; Toru Kitagawa; Adam McCloskey
Published in: Americal Economic Association Papers and Proceedings, Issue 112, 2022, Page(s) 635-642
Publisher: AEA
DOI: 10.1257/pandp.20221065