me

Current Research Projects

Synthetic Controls in Action (with Alberto Abadie) (Link)

Synthetic instruments in DiD designs with unmeasured confounding (with Ahmet Gulek) (Link)

Bayesian and Frequentist Inference for Synthetic Controls (with Ignacio Martinez) (Link) (R-Package)

Predictor Selection for Synthetic Controls (arxiv)

Bagged Polynomial Regression and Neural Networks (with Sylvia Klosin) (arxiv)

Published Work

Stretching the Net: Multidimensional Regularization (Econometric Theory, 2021)

Research

"Stretching the Net: Multidimensional Regularization", forthcoming at Econometric Theory
(Paper)

paper

In the paper I derive asymptotic risk (expected loss) results for shrinkage estimators with multidimensional regularization in high-dimensional settings.

I show that as the number of parameters to estimate grows the empirical loss converges to the oracle-optimal risk.

New Research!

"Predictor selection for synthetic controls." arxiv

This paper proposes the use of a sparse synthetic control procedure that penalizes the number of predictors used in generating the counterfactual to select the most important predictors. We derive, in a linear factor model framework, a new model selection consistency result and show that the penalized procedure has a faster mean squared error convergence rate.

Media

  • "Why economists are flocking to Sillicon Valley", The Economist, Sep 2022. link
  • "¿Cómo diseñar políticas públicas desde el rigor académico?", La Vanguardia, Jan 2022. link
  • "Más test y más colaboración público-privada contra la Covid-19", La Vanguardia, Sep 2020. link
  • "La incertesa s’apodera d’un milió d’estudiants per si Trump retira els visats", Ara, July 2020. link
  • "Miles de estudiantes extranjeros en estados unidos quedan en la incertidumbre por el cambio de normas de inmigracion", El Pais, July 2020. link
  • "Barcelona: Bilinguismo Informatico", La Vanguardia, Jan 2020. link
  • "FCA researchers outline $5bn ‘tax’ imposed by high-speed trading", FT, Jan 2020. On the work I did as an RA for Prof. Eric Budish. link
  • "Independence Games", El Periodico, June 2014. This article explains my work modelling the catalan independence process using game theory (see Figure). link
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GET IN TOUCH

  • MIT Economics
  • MA, United States
  • +1 (617) 460 5520
  • vives@mit.edu