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

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 […]

Toru Kitagawa, Aleksey Tetenov
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
Raffaella Giacomini, Toru Kitagawa
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 […]

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

Latest version

Model averaging in semiparametric estimation of treatment effects
Toru Kitagawa, Chris Muris
13 August 2015 | CWP46/15
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
Inference and decision for set identified parameters using posterior lower and upper probabilities

This paper develops inference and statistical decision for set-identified parameters from the robust Bayes perspective. When […]

Toru Kitagawa
10 May 2011 | CWP16/11

Latest version

Robust Bayesian inference for set-identified models
Raffaella Giacomini, Toru Kitagawa
7 November 2018 | CWP61/18
Identification region of the potential outcome distributions under instrument independence

This paper examines identification power of the instrument exogeneity assumption in the treatment effect model. We […]

Toru Kitagawa
12 October 2009 | CWP30/09

Latest version