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.

arxiv google scholar



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

With Hyungsik Roger Moon

Forthcoming, Econometric Theory


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

Quantile No.12, pp. 69–82


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

With Pasha Andreyanov

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

With Bulat Gafarov and Kaspar Wüthrich

Reject & resubmit, Journal of Econometrics

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

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


Efficient two-step estimation of dynamic discrete choice models

With Jinyong Hahn and Geert Ridder



@USC (2017-2021):

  • Big data econometrics

  • Econometrics

  • Probability and statistics

  • Economics of financial markets

@New Economic School (2012-2014):

  • Econometrics I, II, III

  • Mathematics for economists I, II

  • Game theory

  • Empirics of financial markets

  • Probability theory


  • 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