Biography
Dr Kenichi Shimizu is an econometrician and a Lecturer in Economics at the Adam Smith Business School. He completed his PhD at Brown University in 2021.
He works in the area of econometric theory, discrete choice models, structural break (change-point) models, Bayesian estimation of high-dimensional economic models, and semi-parametric Bayesian estimation. His works have been published in Journal of Econometrics and Foundations & Trends in Econometrics.
He is a co-organiser of the Econometrics Seminar Series.
Research interests
Kenichi is a member of the School's Applied Economics research cluster.
Areas of expertise:
- Econometric theory
- Industrial organisation
- Discrete choice models
- Structural break (change-point) models, time-varying parameter models
- Estimation of high-dimensional models
- Bayesian semi-parametric estimation
Teaching
- Econometric theory
- Bayesian econometrics
- Empirical industrial organisation, structural microeconometrics
Additional information
Work in progress
- Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models (with Andriy Norets)
- Bayesian Approaches to Shrinkage and Sparse Estimation (with Dimitris Korobilis, forthcoming in Foundations and Trends in Econometrics)
- High-Dimensional Limited Attention Model
