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

Inference on winners

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

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

Previous version

Inference on winners
Isaiah Andrews, Toru Kitagawa, Adam McCloskey
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 […]

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

Previous version

Equality-minded treatment choice
Toru Kitagawa, Aleksey Tetenov
22 February 2017 | CWP10/17
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 […]

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

Previous version

Information redundancy neglect versus overconfidence: a social learning experiment
Marco Angrisani, Antonio Guarino, Philippe Jehiel, Toru Kitagawa
22 June 2017 | CWP32/17
Robust Bayesian inference for set-identified models

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

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

Latest version

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

Previous version

Inference about Non-Identified SVARs
Raffaella Giacomini, Toru Kitagawa
26 November 2014 | CWP45/14
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 […]

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

Latest version

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

Previous version

Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies
Arun Advani, Tymon Słoczyński
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). […]

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

Latest version

Testing identifying assumptions in fuzzy regression discontinuity designs
Yoichi Arai, Yu-Chin Hsu, Toru Kitagawa, Ismael Mourifié, Yuanyuan Wan
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 […]

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

Many questions in econometrics can be cast as inference on a parameter selected through optimization. For […]

Isaiah Andrews, Toru Kitagawa, Adam McCloskey
10 May 2018 | CWP31/18

Latest version

Inference on winners
Isaiah Andrews, Toru Kitagawa, Adam McCloskey
31 December 2018 | CWP73/18
Measurement error and rank correlations

This paper characterizes and proposes a method to correct for errors-in-variables biases in the estimation of […]

Toru Kitagawa, Martin Nybom, Jan Stuhler
12 April 2018 | CWP28/18
Posterior distribution of nondifferentiable functions

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

Toru Kitagawa, Jose Luis Montiel Olea, Jonathan Payne
3 October 2017 | CWP44/17

Latest version

Posterior distribution of nondifferentiable functions
Toru Kitagawa, Jose Luis Montiel Olea, Jonathan Payne, Amilcar Velez
3 April 2019 | CWP17/19

Previous version

Posterior distribution of nondifferentiable functions
Toru Kitagawa, Jose Luis Montiel Olea, Jonathan Payne
9 May 2016 | CWP20/16