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 (CAGE Work in Progress) - Amrita Kulka
Long-Run Agglomeration: Evidence from County Seat Wars
Urban areas are shaped by their size, perhaps particularly so over the long run. We study how historical shocks to the size of towns in the American West affected long-run economic outcomes, using elections which determined county seats (capitals) in the 1800s and a regression discontinuity (RD) design. High rates of mobility in the frontier period meant that these elections quintupled population density in winning locations, ultimately determining where 15% of a county resides today. Although the county seat provides relatively few government jobs, we show that the increased town size reshaped their modern local economies in several important ways. First, reported IRS income increases with an elasticity of 0.15 with respect to density. Second, these gains are distributed primarily to the upper end of the income distribution, leading to a 2.9pp increase in the top 5% income share. Finally, spillover effects onto nearby communities are minimal, cutting against notions of positive amenity provision and negative agglomeration shadows.