Research Staff
Toru Kitagawa
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
Many empirical questions concern target parameters selected through optimization. For example, researchers may be interested in […]
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This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not […]
Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored […]
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In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean […]
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This paper examines the identifying power of instrument exogeneity in the treatment effect model. We derive […]
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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 develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the parameters of […]
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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 […]