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
CWIP Workshop - Clement Imbert
Title: Rural migrants, urban living conditions and spatial equilibrium (with Joan Monras, Marlon Seror and Yanos Zylberberg)
Abstract: This paper provides new theory and evidence on how the consumption patterns of rural migrants and their sensitivity to living conditions affect the distribution of activity across Chinese cities. We first present two stylized facts on rural-urban migrants in China. (i) Rural migrants sort into large cities that offer high wages but also that suffer from high living costs and low amenities. (ii) Migrants are less sensitive to bad living conditions in cities, especially when tighter registration requirements make it harder for them to settle there. We then develop a quantitative spatial model in which migrants partly consume and enjoy amenities in their origin locations. Our quantitative model of location choice explains why migrants choose large cities with high wage and low living conditions, which further increases congestion in these cities. Consumption imbalances have a significant impact on the allocation of workers between rural areas and cities. They also have an impact on their allocation across cities and migration restrictions may backfire: when migrants are not allowed to settle at destination, they become less sensitive to local living conditions and the largest cities grow even more.