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Toru Kitagawa

Toru Kitagawa
Research Fellow

Biography

Toru is a research staff member at CeMMAP and is also a Lecturer (Assistant Professor) in Economics. He has previously taught Microeconomectrics and Econometrics for Policy.

Selected publications

  

All available outputs

Inference after estimation of breaks, October 2019, (with Isaiah Andrews , Adam McCloskey), Working Paper, CWP51/19, The IFS
Robust Bayesian Inference in Proxy SVARs, July 2019, (with Raffaella Giacomini , Matthew Read), Working Paper, CWP38/19, The IFS
Estimation Under Ambiguity, May 2019, (with Raffaella Giacomini , Harald Uhlig), Working Paper, CWP24/19, The IFS
Posterior distribution of nondifferentiable functions, April 2019, (with Jose Luis Montiel Olea , Jonathan Payne , Amilcar Velez), Working Paper, CWP17/19, The IFS
Previous version:
Toru Kitagawa, Jose Luis Montiel Olea and Jonathan Payne October 2017, Posterior distribution of nondifferentiable functions, cemmap Working Paper
Testing identifying assumptions in fuzzy regression discontinuity designs, March 2019, (with Yoichi Arai Yu-Chin Hsu , Ismael Mourifié , Yuanyuan Wan), Working Paper, CWP10/19, The IFS
Previous version:
Yoichi Arai, Yu-Chin Hsu, Toru Kitagawa, Ismael Mourifié and Yuanyuan Wan August 2018, Testing identifying assumptions in fuzzy regression discontinuity designs, cemmap Working Paper
Inference on winners, December 2018, (with Isaiah Andrews , Adam McCloskey), Working Paper, CWP73/18, The IFS
Previous version:
Isaiah Andrews, Toru Kitagawa and Adam McCloskey May 2018, Inference on winners, cemmap Working Paper
Equality-minded treatment choice, December 2018, (with Aleksey Tetenov), Working Paper, CWP71/18, The IFS
Previous version:
Toru Kitagawa and Aleksey Tetenov February 2017, Equality-minded treatment choice, cemmap Working Paper
Information redundancy neglect versus overconfidence: a social learning experiment, November 2018, (with Marco Angrisani Antonio Guarino , Philippe Jehiel ), Working Paper, CWP63/18, The IFS
Previous version:
Marco Angrisani, Antonio Guarino, Philippe Jehiel and Toru Kitagawa June 2017, Information redundancy neglect versus overconfidence: a social learning experiment, cemmap Working Paper
Robust Bayesian inference for set-identified models, November 2018, (with Raffaella Giacomini ), Working Paper, CWP61/18, The IFS
Previous version:
Raffaella Giacomini and Toru Kitagawa November 2014, Inference about Non-Identified SVARs, cemmap Working Paper
Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies, September 2018, (with Arun Advani , Tymon Słoczyński), Working Paper, CWP56/18, The IFS
Previous version:
Arun Advani and Tymon Słoczyński December 2013, Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies, cemmap Working Paper
Testing identifying assumptions in fuzzy regression discontinuity designs, August 2018, (with Yoichi Arai Yu-Chin Hsu , Ismael Mourifié , Yuanyuan Wan), Working Paper, CWP50/18, The IFS
New version:
Yoichi Arai, Yu-Chin Hsu, Toru Kitagawa, Ismael Mourifié and Yuanyuan Wan March 2019, Testing identifying assumptions in fuzzy regression discontinuity designs, cemmap Working Paper
Non-Bayesian updating in a social learning experiment, July 2018, (with Roberta De Filippis Antonio Guarino , Philippe Jehiel ), Working Paper, CWP39/18, The IFS
Inference on winners, May 2018, (with Isaiah Andrews , Adam McCloskey), Working Paper, CWP31/18, The IFS
New version:
Isaiah Andrews, Toru Kitagawa and Adam McCloskey December 2018, Inference on winners, cemmap Working Paper
Measurement error and rank correlations, April 2018, (with Martin Nybom , Jan Stuhler), Working Paper, CWP28/18, The IFS
Posterior distribution of nondifferentiable functions, October 2017, (with Jose Luis Montiel Olea , Jonathan Payne), Working Paper, CWP44/17, The IFS
New version:
Toru Kitagawa, Jose Luis Montiel Olea, Jonathan Payne and Amilcar Velez April 2019, Posterior distribution of nondifferentiable functions, cemmap Working Paper
Previous version:
Toru Kitagawa, Jose Luis Montiel Olea and Jonathan Payne May 2016, Posterior distribution of nondifferentiable functions, cemmap Working Paper
Information redundancy neglect versus overconfidence: a social learning experiment, June 2017, (with Marco Angrisani Antonio Guarino , Philippe Jehiel ), Working Paper, CWP32/17, The IFS
New version:
Marco Angrisani, Antonio Guarino, Philippe Jehiel and Toru Kitagawa November 2018, Information redundancy neglect versus overconfidence: a social learning experiment, cemmap Working Paper
Who should be treated? Empirical welfare maximization methods for treatment choice, May 2017, (with Aleksey Tetenov), Working Paper, CWP24/17, The IFS
Previous version:
Toru Kitagawa and Aleksey Tetenov March 2015, Who should be treated? Empirical welfare maximization methods for treatment choice, cemmap Working Paper
Uncertain identification, April 2017, (with Raffaella Giacomini , Alessio Volpicella), Working Paper, CWP18/17, The IFS
Updating ambiguous beliefs in a social learning experiment, March 2017, (with Roberta De Filippis Antonio Guarino , Philippe Jehiel ), Working Paper, CWP13/17, The IFS
Previous version:
Roberta De Filippis, Antonio Guarino, Philippe Jehiel and Toru Kitagawa May 2016, Updating ambiguous beliefs in a social learning experiment, cemmap Working Paper
Equality-minded treatment choice, February 2017, (with Aleksey Tetenov), Working Paper, CWP10/17, The IFS
New version:
Toru Kitagawa and Aleksey Tetenov December 2018, Equality-minded treatment choice, cemmap Working Paper
Model averaging in semiparametric estimation of treatment effects, July 2016, (with Chris Muris), Journal of Econometrics, Vol. 193, No. 1, pp. 271--289, Elsevier, Journal article
Previous version:
Toru Kitagawa and Chris Muris August 2015, Model averaging in semiparametric estimation of treatment effects, cemmap Working Paper
Updating ambiguous beliefs in a social learning experiment, May 2016, (with Roberta De Filippis Antonio Guarino , Philippe Jehiel ), Working Paper, CWP18/16, IFS
New version:
Roberta De Filippis, Antonio Guarino, Philippe Jehiel and Toru Kitagawa March 2017, Updating ambiguous beliefs in a social learning experiment, cemmap Working Paper
Posterior distribution of nondifferentiable functions, May 2016, (with Jose Luis Montiel Olea , Jonathan Payne), Working Paper, CWP20/16, IFS
New version:
Toru Kitagawa, Jose Luis Montiel Olea and Jonathan Payne October 2017, Posterior distribution of nondifferentiable functions, cemmap Working Paper
A Test for Instrument Validity, September 2015, Econometrica, Vol. 83, No. 5, pp. 2043--2063, Wiley, Journal article
Previous version:
Toru Kitagawa August 2014, A Test for Instrument Validity, cemmap Working Paper
Model averaging in semiparametric estimation of treatment effects, August 2015, (with Chris Muris), Working Paper, CWP46/15, Institute for Fiscal Studies
Now published:
Toru Kitagawa and Chris Muris July 2016, Model averaging in semiparametric estimation of treatment effects, Journal article Journal of Econometrics
Previous version:
Toru Kitagawa and Chris Muris December 2013, Covariate selection and model averaging in semiparametric estimation of treatment effects, cemmap Working Paper
Who should be treated? Empirical welfare maximization methods for treatment choice, March 2015, (with Aleksey Tetenov), Working Paper, CWP10/15, IFS
New version:
Toru Kitagawa and Aleksey Tetenov May 2017, Who should be treated? Empirical welfare maximization methods for treatment choice, cemmap Working Paper
Inference about Non-Identified SVARs, November 2014, (with Raffaella Giacomini ), Working Paper, CWP45/14, cemmap
New version:
Raffaella Giacomini and Toru Kitagawa November 2018, Robust Bayesian inference for set-identified models, cemmap Working Paper
A Test for Instrument Validity, August 2014, Working Paper, CWP34/14, IFS
Now published:
Toru Kitagawa September 2015, A Test for Instrument Validity, Journal article Econometrica
Previous version:
Covariate selection and model averaging in semiparametric estimation of treatment effects, December 2013, (with Chris Muris), Working Paper, CWP61/13, Institute for Fiscal Studies
New version:
Toru Kitagawa and Chris Muris August 2015, Model averaging in semiparametric estimation of treatment effects, cemmap Working Paper
A bootstrap test for instrument validity in heterogeneous treatment effect models, October 2013, Working Paper, CWP53/13, Institute for Fiscal Studies
New version:
Toru Kitagawa August 2014, A Test for Instrument Validity, cemmap Working Paper
Inference and decision for set identified parameters using posterior lower and upper probabilities, May 2011, Working Paper, CWP16/11
New version:
Raffaella Giacomini and Toru Kitagawa November 2018, Robust Bayesian inference for set-identified models, cemmap Working Paper

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