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
Tue 17 Feb, '26- |
CWIP (CAGE Work in Progress) Workshop - Victor Lavy (Warwick)S2.79Title: The Effect of Economic Inequality on Assortative Matching: The Formation and Dissolution of Marriages Ran Abramitzky,[1] Netanel Ben-Porath,[2] and Victor Lavy.[3] [1]Stanford University and the NBER. [2] Northwestern University. [3] Warwick University, The Hebrew University, NBER, and CEPR. Abstract - The increase in assortative matching in marriage markets observed across many nations worldwide is a contributing factor to rising income inequality. This paper suggests that the causal chain also runs in reverse: deepening labor market inequality could trigger greater assortative matching in the marriage market. To establish causality, we study the Israeli kibbutzim that transitioned from equal sharing to market economies. A reform that followed a staggered adoption pattern across kibbutzim abolished egalitarian income sharing, generating inequalities by linking wages to education for the first time. This enabled us to conduct a series of difference-in-differences analyses to examine the impact of the reform on divorce and marriage patterns. First, we find that the rise in economic inequality led to divorce among couples with unequal education, but only when the wife was more educated than the husband. This finding is consistent with a violation of the norm that dictates the husband should be the primary breadwinner. Second, we find that the reform increased assortative matching in education, resulting in a significant reduction in educational differences among newly married couples. Importantly, we find that assortative matching existed in the kibbutzim even before liberalization, when earnings were not related to education. This suggests that assortative matching on education is driven not only by income but also by a preference for marrying a partner who is similarly educated. Overall, we conclude that assortative matching increased following the reform, both through the formation of new marriages and the selection of spouses, as well as the dissolution of existing marriages. These results demonstrate that increased labor-market inequality may increase inter-household inequality by boosting assortative matching in the marriage market. |
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Mon 23 Feb, '26- |
Econometrics Seminar - Francis J. Di Tragilia (Oxford)S2.79Title: Bayesian Double Machine Learning for Causal Inference. Here is a link to the pdf: https://laurayuliu.com/research/BDML_DL/BDML.pdf |
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Tue 24 Feb, '26- |
CWIP (CAGE Work in Progress) Workshop - Simon Hess (Visiting Academic)S2.79Title to be advised. |
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Wed 25 Feb, '26- |
AMES (Applied Microeconomics Early Stage) Workshop - Anisha Garg and Kaveendra Vasuthevan (PGRs)S2.79Two 30 minutes presentations. Titles to be advised. |
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Wed 25 Feb, '26- |
Econometrics Seminar - Tymon Sloczynski (Brandeis)S0.20Title: Quantifying the Internal Validity of Weighted Estimands (with Alexandre Poirier), The paper is available at https://arxiv.org/abs/2404.14603. |
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Mon 2 Mar, '26- |
Econometrics Seminar - Kirill Pomaranev (Chicago)S2.79Title to be advised. |
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Wed 4 Mar, '26- |
AMES (Applied Microeconomics Early Stage) Workshop - Anwesh Mukhopadhyay (PGR)S2.79Title to be advised. |
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Tue 10 Mar, '26- |
CWIP (CAGE Work in Progress) Workshop - Sara Spaziani (Warwick)S2.79Title to be advised. |
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Wed 11 Mar, '26- |
AMES (Applied Microeconomics Early Stage) Workshop - Immanuel Feld and Lily Shevchenko (PGRs)S2.79Two 30 minutes presentations. Titles to be advised. |
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Wed 11 Mar, '26- |
Econometrics Seminar - Zhongjun QuR2.41 (Ramphal building)Title: Prediction Intervals for Model Averaging |
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Mon 16 Mar, '26- |
Econometrics Seminar - Zhongjun Qu (Boston)S2.79Title to be advised. |
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Tue 17 Mar, '26- |
CWIP (CAGE Work in Progress) Workshop - Anant Sudarshan (Warwick)S2.79Title to be advised. |
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Wed 18 Mar, '26- |
AMES (Applied Microeconomics Early Stage) Workshop - Shruti Agarwal and Chris Burnitt (PGRs)S2.79Two 30 minutes presentations. Titles to be advised. |
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Wed 6 May, '26- |
Econometrics Seminar - Antonio Galvao (Michigan State)S0.18Title to be advised. |
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Thu 7 May, '26- |
Econometrics Seminar - Toru Kitagawa (Brown)S2.79Title to be advised |
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Mon 11 May, '26- |
Econometrics Seminar - Markus Pelger (Stanford)S2.79Title to be advised. |
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Mon 18 May, '26- |
Econometrics Seminar - Yuhao Wang (Tsinghua)S2.79Title to be advised. |
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Wed 27 May, '26- |
Econometrics Seminar - Federico Ciliberto (Virgina)S2.79Title to be advised. |
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