Econometrics at CEMFI
![](/images/econometric.jpg)
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The Econometrics group at CEMFI is at the forefront of research in econometrics. The group’s research covers several fields, including panel data econometrics, time series, financial econometrics, among others. The group has made significant contributions to the literature on panel data models, Two-Way-Fixed-Effects models, Synthetic Control Methods, and Time Series applied to Asset prices.
Members of the group are affiliated with other research centers and networks, such as the Centre for Economic Policy Research (CEPR), have been recognized with several prizes and distinctions and they hold multiple grants from Spanish funding agencies and private institutions.We invite you to learn more about the Econometrics group at CEMFI below.
Researchers
![Pedro Mira Pedro Mira](../../images/profesores/pedro.jpg)
Pedro Mira
Professor
![Enrique Sentana Enrique Sentana](../../images/profesores/enrique.jpg)
Enrique Sentana
Professor
![Manuel Arellano Manuel Arellano](../../images/profesores/marellano.jpg)
Manuel Arellano
Professor
![Dmitry Arkhangelsky Dmitry Arkhangelsky](../../images/profesores/arkhangelsky.jpg)
Dmitry Arkhangelsky
Associate Professor
![Dante Amengual Dante Amengual](../../images/profesores/dante.jpg)
Dante Amengual
Associate Professor with Tenure
![Liyang Sun Liyang Sun](../../images/profesores/liyang.png)
Liyang Sun
Associate Professor
![Luigi Maria Briglia Luigi Maria Briglia](../../images/doctorandos/briglia.jpg)
Luigi Maria Briglia
PhD student
![Aleksei Samkov Aleksei Samkov](../../images/doctorandos/samkov.png)
Aleksei Samkov
PhD student
![Víctor Sancibrián Víctor Sancibrián](../../images/doctorandos/sancibrian.png)
Víctor Sancibrián
PhD student
![Adriano Pace Adriano Pace](../../images/profesores/pace.png)
Adriano Pace
Pre-doc Researcher
![Inés Torres Inés Torres](../../images/doctorandos/torres.png)
Inés Torres
Policy and Research Associate
Seminars series
MAY
Econometrics Seminar
José R. Zubizarreta (Harvard University) presents "Anatomy of Event Studies: Hypothetical Experiments, Exact Decomposition, and Robust Estimation"
JUN
Econometrics Seminar
joint AMIS - Kirill Borusyak (University of California, Berkeley) presents "Design-Based Estimation of Structural Parameters, with an Application to Demand"
MAY
Econometrics Seminar
Tatiana Komarova (University of Manchester) presents "Multivariate ordered discrete response models" (joint with William Matcham)
OCT
Econometrics Seminar
Jörg Stoye (Cornell University) presents "TBA"
NOV
Econometrics Seminar
Marine Carrasco (Université de Montréal) presents "TBA (Montreal"
Recent publications of this research line
-
Dmitry Arkhangelsky and Guido Imbens,
Causal models for longitudinal and panel data,
Econometrics Journal , forthcoming. -
Dante Amengual, Xinyue Bei and Enrique Sentana,
Highly irregular serial correlation tests,
Econometrics and Statistics, forthcoming. -
Dante Amengual, Xinyue Bei and Enrique Sentana,
Highly irregular serial correlation tests,
Econometrics and Statistics, forthcoming. -
Dante Amengual, Gabrielle Fiorentini and Enrique Sentana,
Multivariate hermite polynomials and information matrix tests,
Econometrics and Statistics, forthcoming.
Research grants
Ramón y Cajal Grant (Ministerio de Ciencia e Innovación, 2024-2028)
Researchers: Dmitry Arkhangelsky (PI).
New panel data methods with empirical applications in impact evaluation and health economics (Ministerio de Ciencia e Innovación, 2023-2026)
Researchers: Liyang Sun, Siqi Wei, Dmitry Arkhangelsky (PI).
Evaluating Interventions to Promote Social Inclusion (Fundación La Caixa, 2022-2024)
Researchers: Samuel Bentolila (PI).
Contributions in Applied Microeconomics (CIAM) (Ministerio de Ciencia e Innovación, 2022-2025)
Researchers: Gerard Llobet (Co-PI), Pedro Mira (Co-PI), Tom Zohar, Guillermo Caruana.
Inferences in models with hidden variables in macroeconomics and finance (HiddenVar) (Ministerio de Ciencia e Innovación, 2022-2025)
Researchers: Enrique Sentana (Co-PI), Dante Amengual (Co-PI).