Econometrics and Data Science
Econometrics and Data Science
The Econometrics and Data Science Research Group covers a wide number of topics within the areas of modern econometric theory and applications, as well as data science in economics. On the econometrics side, the group’s research interests include: the econometrics of networks, panel data econometrics, identification and semiparametric econometrics, macroeconometrics and financial econometrics. On the data science side, the group is interested in, among other topics, machine learning, artificial intelligence, high-dimensional econometrics and text analysis. Such research is often motivated and applied to problems in other fields, including those in industrial organisation, labour economics, political economy, macroeconomics and finance.
The group organises an Econometric seminar that takes place every two weeks on Mondays at 2pm. The group also participates in the CAGE seminar in applied economics, which runs every two weeks on Tuesdays at 2pm, and engages with other seminars in the Department. Students and faculty of the group present their work in progress in two brown bag seminars which run weekly on Tuesdays and Wednesdays at 1pm. The group also co-organises annual workshops, including the Econometrics Workshop, which is a one-day event coupled with an econometrics masterclass.
Our activities
Econometrics Seminar
Monday afternoons
For faculty and PhD students at Warwick and other top-level academic institutions across the world. For a detailed scheduled of speakers please see our upcoming events.
Organisers: Kenichi Nagasawa and Ao Wang
Work in Progress Seminars
Tuesdays and Wednesdays: 1.00-2.00pm
Students and Faculty of the group present their work in progress in two brown bag seminars. For a detailed scheduled of speakers see our upcoming events.
Organiser: Chris Roth
People
Academics
Academics associated with the Reseach Group Name research group are:
Eric Renault
Co-ordinator
Mingli Chen
Deputy Co-ordinator
Events
Mon 20 May, '24- |
Econometrics Seminar - Karim Chalak (Manchester)S2.79Title: Higher Order Moments for Differential Measurement Error, with Application to Tobin's q and Corporate Investment (co-authored with Daniel Kim) Here’s a link to the paper . |
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Tue 21 May, '24- |
CWIP (CAGE Work in Progress) Workshop - Farzad Javidanrad (Warwick)S2.79Title: Financialization & Credit-Debt Reproduction Mechanism |
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Tue 21 May, '24- |
Applied Economics/Econometrics & Public Policy (CAGE) Seminar - Nico Voigtlaender (UCLA)S2.79Title: Organizing a Kingdom (with Charles Angelucci and Simone Meraglia) Abstract: We develop a framework that examines the organizational challenges faced by central rulers governing large territories, where administrative power needs to be delegated to local elites. We describe how economic change can motivate rulers to empower different elites and emphasize the interaction between local and nationwide institutions. We show that rising economic potential of towns leads to local administrative power (self-governance) of urban elites. As a result, the ruler summons them to central assemblies in order to ensure effective communication and coordination between self-governing towns and the rest of the realm. This framework can explain the emergence of municipal autonomy and towns’ representation in early modern European parliaments -- a blueprint for Western Europe’s institutional framework that promoted state-formation and economic growth in the centuries to follow. We provide empirical evidence for our core mechanisms and discuss how the model applies to other historical dynamics, and to alternative organizational settings. |
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Tue 28 May, '24- |
CWIP (CAGE Work in Progress) Workship - Devesh Rustagi (Warwick)S0.09Title to be advised. |
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Tue 28 May, '24- |
Applied Economics/Econometrics & Public Policy (CAGE) Seminar - Lena Hensvik (Uppsala Universitet)S0.20Title to be advised. |
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Mon 3 Jun, '24- |
Econometrics Seminar - Xiaoxia Shi (Wisconsin)S0.10Title to be advised. |
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Tue 4 Jun, '24- |
CWIP (CAGE Work in Progress) Workshop - to be advisedS0.09Title to be advised. |
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Tue 4 Jun, '24- |
Applied Economics/Econometrics & Public Policy (CAGE) Seminar - Zoe CullenS0.10Title to be advised. |
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Wed 5 Jun, '24- |
CAGE-AMES Workshop - to be advisedS0.09Title to be advised. |
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Thu 6 Jun, '24- |
Econometrics SeminarS0.18Title to be advised |