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.
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
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
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]
WORK IN PROGRESS
Efficient two-step estimation of dynamic discrete choice models
With Jinyong Hahn and Geert Ridder
TEACHING
Graduate:
@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
Undergraduate:
-
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