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
Applied Economics/Econometrics & Public Policy (CAGE) Seminar - Lena Hensvik (Uppsala Universitet)
Title: Outside Job Opportunities and the Gender Gap in Pay
Abstract: A growing literature suggests that outside job offers are an important component of on-the-job wage growth. Such outside offers could contribute to the gender wage gap due to a differential arrival rate of (relevant) job opportunities and/or because of gender differences in negotiation. In this paper, we shed light on this source of gender wage inequality by empirically studying male and female wage and job mobility responses to the arrival of outside job opportunities that arise via family networks. We show in Swedish register data that such opportunities are associated with higher wages for men but not for women. However, women have higher job mobility in response to expansions in connected firms- particularly when those offer a shorter commute compared to the current employer. Together, our results are consistent with women being less likely to renegotiate in response to the arrival of job offers. The paper thus confirms in a broader setting that gender negotiation differences is an economically meaningful source of the remaining gender pay gap.