Víctor Sancibrián

Ph.D. student in Economics, CEMFI

CEMFI

5, Calle Casado del Alisal

28014 Madrid

5, Calle Casado del Alisal

28014 Madrid

Welcome! I am a Ph.D. student in Economics at CEMFI. I am available for interviews on the 2024-2025 job market.

My primary research interests are in econometrics, with a focus on panel data methods. I am interested in applications that emphasize heterogeneity and use micro data to answer macro questions. My advisor is Manuel Arellano.

Standard errors need to be adjusted down when the sample is a large fraction of the population of interest (a *finite population* setup). I consider the empirically relevant case where a finite population coexists with a measurement problem,
in that the features of interest are not necessarily observable even if the entire population is sampled. I show that conventional standard errors remain generally conservative in this context and propose Finite Population Corrections (FPCs)
that guarantee non-conservative inference when repeated measurements are available. FPCs rely on weak dependence across measurements and are very simple to implement. I apply these methods to two empirical settings where uncertainty has
been previously understood in different ways: predicting lethal encounters with police using data on all U.S. police departments, and studying firm misallocation with a census of large Indonesian firms. Finite-population inference leads to
confidence intervals that are up to 50% shorter in the former and illustrates the need to account for measurement uncertainty in the latter.

Abstract Draft Supplement Slides (NBER SI) Code

Abstract Draft NBER version Slides Code

Graduate (at CEMFI ):

Undergraduate (at Universidad de Cantabria ):

Microeconomics (TA) — 2015, 2016, 2017