I am an economist with research interests
in econometrics and industrial organization.

I am currently a PhD candidate in economics
at the University of Southern California,
expecting to graduate in 2022.


Conditional quantile estimators: a small sample theory [Apr 2021, pdf]

With Bulat Gafarov and Kaspar Wüthrich


A uniform bound on the operator norm of sub-Gaussian random matrices and its applications [Apr 2021, pdf]

With Hyungsik Roger Moon

Forthcoming, Econometric Theory

Nonparametric welfare analysis in discrete choice models using convex duality [pdf coming soon]

Efficient counterfactuals in semiparametric discrete choice models:
a note on Chiong, Shum and Hsieh (2018) [pdf]



Higher order conditional moment dynamics and forecasting value-at-risk [pdf]

Quantile No.12, pp. 69–82 (2014, in Russian)


Efficient two-step estimation of dynamic discrete choice models

With Jinyong Hahn and Geert Ridder

Quantile density-based nonparametric inference for first price auctions

With Pasha Andreyanov



@USC (2017-2020):

  • Big data econometrics

  • Econometrics

  • Probability

  • Economics of financial markets

@Penn State (2015):

  • Econometrics

@New Economic School (2012-2014):

  • Econometrics I, II, III

  • Mathematics for economists I, II

  • Game theory

  • Empirics of financial markets

  • Probability theory


  • Econometrics (Penn State 2016)

  • Principles of microeconomics (USC 2017)



Mailing address:

Grigory Franguridi

Department of Economics, USC 
3620 South Vermont Ave. Kaprielian (KAP) Hall, 300
Los Angeles, CA 90089

Email: franguri [at] usc [dot] edu