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

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

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