Alexander Torgovitsky


Professor
Kenneth C. Griffin Department of Economics
University of Chicago

Curriculum Vitae


Working Papers


Instrumental Variables with Unobserved Heterogeneity in Treatment Effects
with Magne Mogstad
August, 2024
10.3386/w32927

Paper

Guide for implementation

Replication code

NBER working paper 32927



Selection in Surveys: Using Randomized Incentives to Detect and Account for Nonresponse Bias
with Deniz Dutz, Ingrid Huitfeldt, Santiago Lacouture, Magne Mogstad, and Winnie van Dijk
October, 2022
revise and resubmit at The Review of Economic Studies
10.3386/w29549

Paper

NBER working paper 29549



When is TSLS Actually LATE?
with Christine Blandhol, John Bonney, and Magne Mogstad
August, 2022
revise and resubmit at The Review of Economic Studies
10.3386/w29709

Paper

NBER working paper 29709



Sensitivity Analysis in Semiparametric Likelihood Models
with Xiaohong Chen and Elie Tamer
November, 2011
revise and resubmit at Econometrica
10.2139/ssrn.1963746

Paper



Published and Forthcoming Papers


Nonrepresentativeness in Population Health Research: Evidence from a COVID-19 Antibody Study
with Deniz Dutz, Michael Greenstone, Ali Hortacsu, Santiago Lacouture, Magne Mogstad, Azeem Shaikh, and Winnie van Dijk
September, 2024
American Economic Review: Insights, 6 (3), pp. 313–323
10.1257/aeri.20230195

Paper

Supplemental appendix

NBER working paper 30880

Working paper (longer)



Policy Evaluation with Multiple Instrumental Variables
with Magne Mogstad and Christopher R. Walters
July, 2024
Journal of Econometrics, 243 (1-2)
10.1016/j.jeconom.2024.105718

Paper (preprint)

NBER working paper

Replication code



Selection Bias in Voluntary Random Testing: Evidence from a COVID-19 Antibody Study
with Deniz Dutz, Michael Greenstone, Ali Hortacsu, Santiago Lacouture, Magne Mogstad, Danae Roumis, Azeem Shaikh, and Winnie van Dijk
May, 2023
AEA Papers and Proceedings, 113, pp. 562–566
10.1257/pandp.20231091

Paper



ivmte: An R Package for Extrapolating Instrumental Variable Estimates Away From Compliers
with Joshua Shea
March, 2023
Observational Studies, 9 (2), pp. 1–42
10.1353/obs.2023.0016

Paper

R package (ivmte)



Inference for Large-Scale Linear Systems with Known Coefficients
with Zheng Fang, Andres Santos, and Azeem M. Shaikh
January, 2023
Econometrica, 91 (1), pp. 299–327
10.3982/ECTA18979

Paper

Additional appendix

R package (lpinfer)

Working paper (longer)

Replication code for working paper



Nonparametric Estimates of Demand in the California Health Insurance Exchange
with Pietro Tebaldi and Hanbin Yang
January, 2023
Econometrica, 91 (1), pp. 107–146
10.3982/ECTA17215

Paper

Supplemental appendix

Correction to Section S5 of the supplemental appendix

NBER working paper 25827



ivcrc: An Instrumental Variables Estimator for the Correlated Random Coefficients Model
with David Benson and Matthew A. Masten
September, 2022
Stata Journal, 22 (3), pp. 469–495
10.1177/1536867X221124449

Paper

Stata module (ivcrc)



The Causal Interpretation of Two-Stage Least Squares with Multiple Instrumental Variables
with Magne Mogstad and Christopher R. Walters
November, 2021
American Economic Review, 111 (87), pp. 3663–3698
10.1257/aer.20190221

Paper

Online appendix

NBER working paper 25691

Stata module (mivcausal)



Combining Matching with Synthetic Control to Trade off Biases from Extrapolation and Interpolation
with Maxwell Kellogg, Magne Mogstad, and Guillaume A. Pouliot
November, 2021
Journal of the American Statistical Association, 116 (536), pp. 1804–1816
10.1080/01621459.2021.1979562

Paper

NBER working paper 26624 (longer)

R package (masc)



Nonparametric Inference on State Dependence in Unemployment
September, 2019
Econometrica, 87 (5), pp. 1475–1505
10.3982/ECTA14138

Paper

Supplemental appendix

Code



Partial Identification by Extending Subdistributions
January, 2019
Quantitative Economics, 10 (1), pp. 105–144
10.3982/QE634

Paper

Supplemental appendix

Code



Using Instrumental Variables for Inference about Policy Relevant Treatment Parameters
with Magne Mogstad and Andres Santos
September, 2018
Econometrica, 86 (5), pp. 1589–1619
10.3982/ECTA15463

Paper

Supplemental appendix

NBER working paper 23568 (longer)

Replication code

R package (ivmte)



Identification and Extrapolation of Causal Effects with Instrumental Variables
with Magne Mogstad
August, 2018
Annual Review of Economics, 10 (1), pp. 577–613
10.1146/annurev-economics-101617-041813

Replication code

R package (ivmte)



Minimum Distance from Independence Estimation of Nonseparable Instrumental Variables Models
July, 2017
Journal of Econometrics, 199 (1), pp. 35–48
10.1016/j.jeconom.2017.01.009

Paper (preprint)



Identification of Instrumental Variables Correlated Random Coefficients Models
with Matthew A. Masten
December, 2016
The Review of Economics and Statistics, 98 (5), pp. 1001–1005
10.1162/REST_a_00603

Paper (preprint)

Working paper (longer)

Stata module (ivcrc)



Identification of Nonseparable Models Using Instruments with Small Support
May, 2015
Econometrica, 83 (3), pp. 1185–1197
10.3982/ECTA9984

Paper

Supplemental appendix

Comment on a related paper by D'Haultfoeuille and Fevrier

But he is worst, who (beggarly) doth chaw
Others’ wits’ fruits, and in his ravenous maw
Rankly digested, doth those things out spew,
As his own things; and they are his own, ‘tis true,
For if one eat my meat, though it be known
The meat was mine, th’ excrement is his own.




Franco Grignani. Serigraph 38. c. 1960s (?).





Ray Metzker. Philadelphia. 1965.





Paul Morrison. Untitled. 2002.





Art Shay. Untitled. c. 1950s-60s.





Ishimoto Yasuhiro. Tokyo. 1967.





Roy Lichtenstein. Black Flowers. 1961.