g Kieran Marray
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Kieran Marray

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I am a Phd candidate at the Department of Spatial Economics, Vrije Universiteit Amsterdam and the Tinbergen Institute, under the supervision of Michael Konig (Vrije Universiteit Amsterdam) and Ozan Candogan (University of Chicago). n addition to my Phd position, I am a fellow in POPulation-scale social NETwork analysis project at the Institute for Advanced Studies, University of Amsterdam.

I have been awarded a Alfred P. Sloan Foundation Minor Research Grant for Mesoeconomics jointly with Xianglong Kong (University of Chicago), Kathryn McDonald (Columbia), Peter Ohlinger (Johannes Kepler University), and Ruochen Dai (Central University of Finance and Economics) for ongoing work on the effect of industrial policy in endogenous production networks, and a studentship in Optimisation-Conscious Econometrics.

I hold a MPhil in Economics and Econometrics (cum laude) from the Tinbergen Institute, and a BA in Philosophy and Economics from the University of Oxford.

Interests

Econometrics of networks, economics of networks, machine learning for economics.

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Current research
Estimating spillovers from sampled connections (working paper on ArXiv )

Keywords: Networks, Sampling, Peer Effects

Summary: Show when sampling networks biases spillover estimates from linear and nonlinear regression models. Propose unbiased estimators based on aggregate network statistics.

Network rewiring and spatial targeting: optimal disease mitigation in multilayer networks ( Becker Friedman Institute working paper ) (with Michael Konig, Ozan Candogan, and Frank Takes).

Keywords: Networks, Epidemics, Rewiring

Summary: Introduce model of spread of disease on network where susceptibles adjust connections in response to spread of disease, and derive tractable optimal policy problem with many groups. Estimate for Covid-19 in Netherlands using new population-level social network data containing different types of contacts.

Work in progress
Estimating networks from panel data with predictors
Global competitor networks (with Michael Konig, Francois Lafond, and Gordon Phillips).
Place-based industrial policy in endogenous production networks (with Xianglong Kong, Kathryn McDonald, Peter Ohlinger, and Ruochen Dai).
Teaching
Econometrics 1, Tinbergen Institute (TA)

Phd level introductory econometrics course. Covers OLS, maximum likelihood, GMM, testing, discrete and multinomial choice models.

Lecture notes I wrote on R for students.

Urban economic challenges and policies, VU Economics (TA)

Masters course covering applied and structural econometrics for policy evaluation on urban economics.

Course website with interactive notebooks.

Software
PowerLawSamplers.jl (repo)

Random graphs with power law degree distributions and samplers for discrete power-law distributions

GraphicalLassos.jl (in progress)

Pure julia implementation of graphical lasso and BAGUS algorithms

SampledSpillovers (in progress, Julia and R)

R and julia implementations of rescaled estimators for spillovers from sampled networks.