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:
Events
CAGE-AMES Workshop - Maggie Fok (PhD)
Title: Macroeconomic crises and cross-country achievement gap
Abstract: This paper studies the impact of economic crises during childhood on academic achievement across countries. Current literature focusses on the consequences of a specific economic crisis in one country on long-term educational attainment and labour market outcomes. This paper contributes to the study on economic shocks and human capital accumulation by extending to both global and country-specific crises and conducting a cross-country comparison. Second, in order to fully describe the different experiences of crises by students, it analyses the impact of economic crises from four dimensions based on the length, number and age of exposure rather than the mere occurrence of the events. I use 2003-2015 PISA datasets for students’ demographics, family and school characteristics. The Global Crises Data by Harvard Business School is used to generate four measures for economic crises. Preliminary results show that total years of exposure is the most significant element that explains the achievement gap and the effect of the age of exposure is insignificant. Students of both genders have lower reading, mathematics and science test scores for longer exposure to crises, but females’ scores are 1.2-2.5 points lower than males’. Native and immigrant students suffer lower scores from longer period of crises experienced. While natives have smaller drop in reading score, their performances in mathematics and science are worse than immigrants.