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

Posterior distribution of nondifferentiable functions

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

Jonathan Payne, Jose Luis Montiel Olea, Toru Kitagawa
9 May 2016 | CWP20/16

Latest version

Posterior distribution of nondifferentiable functions
Jonathan Payne, Jose Luis Montiel Olea, Toru Kitagawa
3 October 2017 | CWP44/17
A Test for Instrument Validity

This paper develops a specification test for instrument validity in the heterogeneous treatment effect model with […]

Toru Kitagawa
1 September 2015 | Journal Article

Previous version

A Test for Instrument Validity
Toru Kitagawa
19 August 2014 | CWP34/14
Model averaging in semiparametric estimation of treatment effects

In the practice of program evaluation, choosing the covariates and the functional form of the propensity […]

Chris Muris, Toru Kitagawa
13 August 2015 | CWP46/15

Latest version

Model averaging in semiparametric estimation of treatment effects
Chris Muris, Toru Kitagawa
1 July 2016 | Journal Article

Previous version

Who should be treated? Empirical welfare maximization methods for treatment choice

One of the main objectives of empirical analysis of experiments and quasi-experiments is to inform policy […]

Aleksey Tetenov, Toru Kitagawa
10 March 2015 | CWP10/15

Latest version

Inference about Non-Identified SVARs

We propose a method for conducting inference on impulse responses in structural vector autoregressions (SVARs) when […]

Raffaella Giacomini, Toru Kitagawa
26 November 2014 | CWP45/14

Latest version

Robust Bayesian inference for set-identified models
Toru Kitagawa, Raffaella Giacomini
7 November 2018 | CWP61/18
A Test for Instrument Validity

This paper develops a specification test for instrument validity in the heterogeneous treatment effect model with […]

Toru Kitagawa
19 August 2014 | CWP34/14

Latest version

A Test for Instrument Validity
Toru Kitagawa
1 September 2015 | Journal Article

Previous version

Covariate selection and model averaging in semiparametric estimation of treatment effects

In the practice of program evaluation, choosing the covariates and the functional form of the propensity […]

Chris Muris, Toru Kitagawa
2 December 2013 | CWP61/13

Latest version

Model averaging in semiparametric estimation of treatment effects
Chris Muris, Toru Kitagawa
13 August 2015 | CWP46/15
Covariate selection and model averaging in semiparametric estimation of treatment effects

In the practice of program evaluation, choosing the covariates and the functional form of the propensity […]

Chris Muris, Toru Kitagawa
2 December 2013 | Presentation
A bootstrap test for instrument validity in heterogeneous treatment effect models

This paper develops a specification test for the instrument validity conditions in the heterogeneous treatment effect […]

Toru Kitagawa
15 October 2013 | CWP53/13

Latest version

A Test for Instrument Validity
Toru Kitagawa
19 August 2014 | CWP34/14
A bootstrap test for instrument validity in heterogeneous treatment effect models

This paper develops a specification test for the instrument validity conditions in the heterogeneous treatment effect […]

Toru Kitagawa
15 October 2013 | Presentation