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 - Stelios Michalopoulos (Brown)
Title: Uprooted: Human Capital and the Asia Minor Catastrophe (joint with Elias Papaioannou, Seyuhn Sakalli, Elie Murard)
Abstract: More than a century has passed since the abrupt exodus of 1.2 million Greek Orthodox from Anatolia and their arrival in Greece, a transformative event for the country’s social and demographic landscape. Today, one in three Greeks reports a refugee background. While its historical significance is well-documented, its short-, medium-, and long-term impact on human capital accumulation remains unexplored. How did forced displacement shape the educational trajectories of the uprooted and their offspring? Did refugees invest in portable skills to respond to uncertainty, or did they struggle to catch up with the autochthonous? To address these questions, we trace the educational investments of refugees and their descendants over the last 100 years, leveraging granular census data and a comprehensive mapping of both their origins in Anatolia and settlements in Greece. The analysis provides compelling support for the uprootedness hypothesis. Though initially lagging, refugees settling in the Greek countryside eventually surpassed nearby natives' educational attainment. Their university choices also diverged with refugees’ lineages favoring degrees transferable beyond the Greek labor market, such as engineering and medicine, and natives specializing in law and other fields with a strong home bias. Exploring additional mechanisms reveals the critical role of linguistic barriers and economic conditions at the destination, as opposed to origin and background characteristics. The widespread educational gains of refugees and their descendants over three generations offer some hope that the ongoing surge of forced displacement, despite its tragedy, if properly addressed by the international community, can be a backbone of economic resilience for the affected communities.