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Econometrics

What we do

The group carries out research in causal inference, in particular the identification and estimation of causal effects in situations where standard estimation techniques are invalid due to the presence of unobserved confounders. Research focuses on Instrumental Variables estimation, in particular testing for under identification, weak instruments and the performance of weak instruments robust inference, and selection of valid instruments, incorporating machine learning techniques. These methods are applied across many fields of study, including biostatistics, epidemiology, where Mendelian Randomisation studies use genetic markers as instrumental variables for modifiable phenotypes, social sciences and asset pricing models in finance.


Who we are

Academic Staff