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Toru Kitagawa

Toru Kitagawa

Research Fellow

Toru is a research staff member at CeMMAP and is also a Lecturer (Assistant Professor) in Economics. He has previously taught Microeconomectrics and Econometrics for Policy.

Academic outputs

Cemmap Working Paper CWP31/18
Many questions in econometrics can be cast as inference on a parameter selected through optimization. For example, researchers may be interested in the effectiveness of the best policy found in a randomized trial, or the best-performing investment strategy based on historical data.
Cemmap Working Paper CWP28/18
This paper characterizes and proposes a method to correct for errors-in-variables biases in the estimation of rank correlation coeffcients (Spearman's ρ and Kendall's τ).

Reports and comment

Presentations

Presentation
This paper was presented at the Asian Meeting of Econometrics Society 2013 in Singapore on 2 to 4 August 2013.
Presentation
This paper was presented at an Econometrics Seminar at Yale University in February 2013.