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.
WORKING PAPERS
Conditional quantile estimators: a small sample theory [Dec 2020, pdf]
With Bulat Gafarov and Kaspar Wüthrich
Submitted
A uniform bound on the operator norm of sub-Gaussian random matrices and its applications [Oct 2020, pdf]
With Hyungsik Roger Moon
Conditionally accepted at 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]
PUBLICATIONS
Higher order conditional moment dynamics and forecasting value-at-risk [pdf]
Quantile No.12, pp. 69–82 (2014, in Russian)
WORK IN PROGRESS
Efficient two-step estimation of dynamic discrete choice models
With Jinyong Hahn and Geert Ridder
Nonparametric estimation of first price auctions without tuning parameters
With Pasha Andreyanov
TEACHING
Graduate:
@USC (2017-2020):
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Big data econometrics
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Econometrics
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Probability
-
Economics of financial markets
@Penn State (2015):
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Econometrics
@New Economic School (2012-2014):
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Econometrics I, II, III
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Mathematics for economists I, II
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Game theory
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Empirics of financial markets
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Probability theory
Undergraduate:
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Econometrics (Penn State 2016)
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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
Email: franguri [at] usc [dot] edu