Research Staff

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

Posterior distribution of nondifferentiable functions

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

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
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). […]

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

Previous version

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