Alumni
Toru Kitagawa
cemmap and University College London
Toru is a research staff member at the Centre for Microdata Methods and Practice (cemmap) and is also a Lecturer (Assistant Professor) in Economics. He has previously taught Microeconomectrics and Econometrics for Policy.
Selected Publications
Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored […]
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This paper examines the identifying power of instrument exogeneity in the treatment effect model. We derive […]
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We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the parameters of […]
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This paper reconciles the asymptotic disagreement between Bayesian and frequentist inference in set-identified models by adopting […]
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We consider two recent suggestions for how to perform an empirically motivated Monte Carlo study to […]
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In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean […]
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We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the impulse responses […]
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To perform Bayesian analysis of a partially identified structural model, two distinct approaches exist: standard Bayesian […]
This paper examines the asymptotic behavior of the posterior distribution of a possibly nondifferentiable function g(θ), […]
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We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity). […]