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

Estimation Under Ambiguity

To perform Bayesian analysis of a partially identified structural model, two distinct approaches exist: standard Bayesian […]

Harald Uhlig, Toru Kitagawa, Raffaella Giacomini
28 May 2019 | CWP24/19
Posterior distribution of nondifferentiable functions

This paper examines the asymptotic behavior of the posterior distribution of a possibly nondifferentiable function g(θ), […]

Amilcar Velez, Jonathan Payne, Jose Luis Montiel Olea, Toru Kitagawa
3 April 2019 | CWP17/19

Previous version

Posterior distribution of nondifferentiable functions
Jonathan Payne, Jose Luis Montiel Olea, Toru Kitagawa
3 October 2017 | CWP44/17
Testing identifying assumptions in fuzzy regression discontinuity designs

We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity). […]

Yuanyuan Wan, Ismael Mourifié, Toru Kitagawa, Yu-Chin Hsu, Yoichi Arai
20 March 2019 | CWP10/19

Previous version

Testing identifying assumptions in fuzzy regression discontinuity designs
Yuanyuan Wan, Ismael Mourifié, Toru Kitagawa, Yu-Chin Hsu, Yoichi Arai
20 August 2018 | CWP50/18
Inference on winners

Many empirical questions can be cast as inference on a parameter selected through optimization. For example, […]

Adam McCloskey, Toru Kitagawa, Isaiah Andrews
31 December 2018 | CWP73/18

Previous version

Inference on winners
Adam McCloskey, Toru Kitagawa, Isaiah Andrews
10 May 2018 | CWP31/18
Equality-minded treatment choice

The goal of many randomized experiments and quasi-experimental studies in economics is to inform policies that […]

Aleksey Tetenov, Toru Kitagawa
12 December 2018 | CWP71/18

Previous version

Equality-minded treatment choice
Aleksey Tetenov, Toru Kitagawa
22 February 2017 | CWP10/17
Robust Bayesian inference for set-identified models

This paper reconciles the asymptotic disagreement between Bayesian and frequentist inference in set-identified models by adopting […]

Toru Kitagawa, Raffaella Giacomini
7 November 2018 | CWP61/18

Latest version

Robust Bayesian inference for set-identified models
Toru Kitagawa, Raffaella Giacomini
15 April 2020 | CWP12/20

Previous version

Inference about Non-Identified SVARs
Raffaella Giacomini, Toru Kitagawa
26 November 2014 | CWP45/14
Information redundancy neglect versus overconfidence: a social learning experiment

We study social learning in a continuous action space experiment. Subjects, acting in sequence, state their […]

Toru Kitagawa, Philippe Jehiel, Antonio Guarino, Marco Angrisani
7 November 2018 | CWP63/18

Previous version

Information redundancy neglect versus overconfidence: a social learning experiment
Toru Kitagawa, Philippe Jehiel, Antonio Guarino, Marco Angrisani
22 June 2017 | CWP32/17
Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies

Currently there is little practical advice on which treatment effect estimator to use when trying to […]

Tymon Słoczyński, Toru Kitagawa, Arun Advani
27 September 2018 | CWP56/18

Latest version

Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies
Tymon Słoczyński, Toru Kitagawa, Arun Advani
29 October 2019 | Journal Article

Previous version

Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies
Tymon Słoczyński, Arun Advani
29 December 2013 | CWP64/13
Testing identifying assumptions in fuzzy regression discontinuity designs

We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity). […]

Yuanyuan Wan, Ismael Mourifié, Toru Kitagawa, Yu-Chin Hsu, Yoichi Arai
20 August 2018 | CWP50/18

Latest version

Testing identifying assumptions in fuzzy regression discontinuity designs
Yuanyuan Wan, Ismael Mourifié, Toru Kitagawa, Yu-Chin Hsu, Yoichi Arai
20 March 2019 | CWP10/19
Non-Bayesian updating in a social learning experiment

In our laboratory experiment, subjects, in sequence, have to predict the value of a good. We […]

Toru Kitagawa, Philippe Jehiel, Antonio Guarino, Roberta De Filippis
4 July 2018 | CWP39/18