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
Mon 3 Nov, '25- |
Econometrics Seminar - Junnan He (Sciences Po)S2.79Title: Random Choice and Differentiation Authors: Junnan He and Paulo Natenzon Abstract: Differentiation determines the comparability of different options and can be crucial to predict how choice architecture elicits behavioral responses. To facilitate the measurement of differentiation, we develop a flexible yet tractable model of random choice in a multi-attribute setting. We show the analyst can separately identify vertical and horizontal differentiation from binary comparison data alone. We characterize the binary choice rules that arise from our model using four easily understood postulates. In multinomial choice, we show that the intersection of our model with the classic random utility framework yields random coefficients with an elliptical distribution. We provide applications to consumer demand with differentiated products and to measuring the complexity faced by an agent in individual decision-making problems. |
|
Tue 4 Nov, '25- |
CWIP Workshop - Yang Zhong (Warwick)S2.79Title to be advised. |
|
Mon 10 Nov, '25- |
Econometrics Seminar - Ulrich Muller (Princeton)S2.79Title to be advised. |
|
Tue 11 Nov, '25- |
CWIP Workshop - Peter LambertS2.79Title to be advised. |
|
Wed 12 Nov, '25- |
AMES Workshop - Menna Bishop (PGR)S2.79Title to be advised. |
|
Mon 17 Nov, '25- |
Econometrics Seminar - Myungkou Shin (Surrey)S2.79Title: Distributional treatment effect with latent rank invariance Draft of paper is here: https://myungkoushin.com/research/dtelri.pdf. |
|
Tue 18 Nov, '25- |
CWIP Workshop - Juliana Cunha Carneiro PintoS2.79Title to be advised. |
|
Mon 24 Nov, '25- |
Econometrics Seminar - Jonathan Wright (Johns Hopkins)S2.79Title to be advised. |
|
Tue 25 Nov, '25- |
CWIP Workshop - Ao WangS2.79Title to be advised. |
|
Wed 26 Nov, '25- |
AMES Workshop - Sebanti Mukherjee (PGR) and Yanjun Gao (PGR)S2.79Title to be advised. |
|
Mon 1 Dec, '25- |
Econometrics Seminar - Ben Deaner (UCL)S2.79Title to be advised. |
|
Tue 2 Dec, '25- |
CWIP Workshop - Sonia BhalotraS2.79Title to be advised. |
|
Wed 3 Dec, '25- |
AMES Workshop - Adam Di Lizia (PGR) and Malavika Mani (PGR)S2.79Title to be advised. |
|
Tue 9 Dec, '25- |
CWIP Workshop - Amira ElasraS2.79Title to be advised. |
|
Mon 23 Feb, '26- |
Econometrics Seminar - Francis J. Di Tragilia (Oxford)S2.79Title to be advised. |
|
Wed 25 Feb, '26- |
Econometrics Seminar - Tymon Sloczynski (Brandeis)S0.20Title to be advised. |
|
Mon 2 Mar, '26- |
Econometrics Seminar - Kirill Pomaranev (Chicago)S2.79Title to be advised. |
|
Mon 16 Mar, '26- |
Econometrics Seminar - Zhongjun Qu (Boston)S2.79Title to be advised. |
|
Wed 6 May, '26- |
Econometrics Seminar - Antonio Galvao (Michigan State)S0.18Title to be advised. |
|
Thu 7 May, '26- |
Econometrics Seminar - Toru Kitagawa (Brown)S2.79Title to be advised |
|
Mon 11 May, '26- |
Econometrics Seminar - Markus Pelger (Stanford)S2.79Title to be advised. |
|
Mon 18 May, '26- |
Econometrics Seminar - Yuhao Wang (Tsinghua)S2.79Title to be advised. |
|
Wed 27 May, '26- |
Econometrics Seminar - Federico Ciliberto (Virgina)S2.79Title to be advised. |
|