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
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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We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the parameters of […]
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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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In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean […]
Latest version
We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the impulse responses […]
Latest version
To perform Bayesian analysis of a partially identified structural model, two distinct approaches exist: standard Bayesian […]
This paper examines the asymptotic behavior of the posterior distribution of a possibly nondifferentiable function g(θ), […]
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We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity). […]
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Many empirical questions can be cast as inference on a parameter selected through optimization. For example, […]