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

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I am currently a PhD candidate in economics
at the University of Southern California.

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arxiv google scholar

Franguridi_Grigory_DSC3378-8-5_edited_edited.jpg
 
 

PUBLICATIONS

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

With Hyungsik Roger Moon

Forthcoming, Econometric Theory

For an N×T random matrix X(β) with weakly dependent uniformly sub-Gaussian entries xit(β) that may depend on a possibly infinite-dimensional parameter β ∈ B, we obtain a uniform bound on its operator norm of the form E supβ∈B ||X(β)|| ≤ CK(√max(N, T) + γ2(B, dB)), where C is an absolute constant, K controls the tail behavior of (the increments of) xit(·), and γ2(B, dB) is Talagrand’s functional, a measure of multi-scale complexity of the metric space (B, dB). We illustrate how this result may be used for estimation that seeks to minimize the operator norm of moment conditions as well as for estimation of the maximal number of factors with functional data.

​Higher order conditional moment dynamics and forecasting value-at-risk [2014, in Russian, pdf]

Quantile No.12, pp. 69–82

WORKING PAPERS

Simple nonparametric inference for first-price auctions via bid spacings [June 2021, arxiv]

With Pasha Andreyanov

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

With Bulat Gafarov and Kaspar Wüthrich

Reject & resubmit, Journal of Econometrics

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Efficient counterfactual estimation in semiparametric discrete choice models: a note on Chiong, Hsieh, and Shum (2017) [Dec 2021, arxiv]

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Nonparametric welfare analysis with additively separable heterogeneity [pdf coming soon]

WORK IN PROGRESS

​Efficient two-step estimation of dynamic discrete choice models

With Jinyong Hahn and Geert Ridder

Dyadic quantile regression

With Hyungsik Roger Moon

TEACHING

​Graduate:

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@USC (2017-2022):

  • Big data econometrics

  • Econometrics

  • Probability and statistics

  • Time series analysis

  • Economics of financial markets

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@New Economic School (2012-2014):

  • Econometrics I, II, III

  • Mathematics for economists I, II

  • Game theory

  • Empirics of financial markets

  • Probability theory

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Undergraduate:

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  • Principles of microeconomics (USC 2017)

 

CONTACT

Mailing address:

Grigory Franguridi

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

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Email: franguri [at] usc [dot] edu