Alexander Torgovitsky


Professor
Kenneth C. Griffin Department of Economics
University of Chicago

Curriculum Vitae


Working Papers


Combining Matching with Synthetic Control to Trade off Biases from Extrapolation and Interpolation
with Maxwell Kellogg, Magne Mogstad, and Guillaume A. Pouliot
September, 2020
revise and resubmit at Journal of the American Statistical Association
10.3386/w26624

Paper

NBER working paper 26624

R package (masc)



Inference for Large-Scale Linear Systems with Known Coefficients
with Zheng Fang, Andres Santos, and Azeem M. Shaikh
September, 2020
revise and resubmit at Econometrica
10.2139/ssrn.3695284

Paper

R package (lpinfer)



Policy Evaluation with Multiple Instrumental Variables
with Magne Mogstad and Christopher R. Walters
July, 2020
revise and resubmit at Journal of Econometrics
10.3386/w27546

Paper

NBER working paper



The Causal Interpretation of Two-Stage Least Squares with Multiple Instrumental Variables
with Magne Mogstad and Christopher R. Walters
July, 2020
revise and resubmit at American Economic Review
10.3386/w25691

Paper

NBER working paper 25691

Stata module (mivcausal)



ivcrc: An Instrumental Variables Estimator for the Correlated Random Coefficients Model
with David Benson and Matthew A. Masten
June, 2020
revise and resubmit at Stata Journal
10.17016/FEDS.2020.046

Paper

Stata module (ivcrc)



ivmte: An R Package for Implementing Marginal Treatment Effect Methods
with Joshua Shea
November, 2019
10.2139/ssrn.3516114

Paper

R package (ivmte)



Nonparametric Estimates of Demand in the California Health Insurance Exchange
with Pietro Tebaldi and Hanbin Yang
April, 2019
revise and resubmit at Econometrica
received the 2019 ESEM award for best applied economics paper by a young researcher
10.3386/w25827

Paper

NBER working paper 25827



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


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

Paper

Supplemental appendix

Matlab code



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

Paper

Supplemental appendix

Matlab 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

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

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

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





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





Ray Metzker. Philadelphia. 1965.





Paul Morrison. Untitled. 2002.





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





Roy Lichtenstein. Black Flowers. 1961.