# Francis J. DiTraglia

> Associate Professor of Economics at the University of Oxford. Applied econometrician specializing in causal inference, instrumental variables, measurement error, spillovers, and Bayesian inference.

Francis DiTraglia is a Tutor and Fellow in Economics at Lady Margaret Hall, Oxford, and a visiting researcher at the Federal Reserve Bank of Chicago. His research develops statistical methods for untangling cause-and-effect and applies them to questions in economics and public policy. Applied work spans childhood lead exposure and pawn lending. He is co-founder of SQARE.org, maintainer of restatr.com, and blogs at econometrics.blog.

## Publications

- [Structured Payment in Pawnshop Borrowing: Mandates vs. Choice](https://arxiv.org/abs/2608.13775): Experimental study of structured repayment in Mexico City pawnshops (with McIntosh, Meza, Sadka, Seira). Review of Economic Studies, forthcoming.
- [Efficient Semiparametric Estimation of Marginal Treatment Effects with Genetic Instrumental Variables](https://ditraglia.com/pdf/MTE-genetic-IVs.pdf): Using a genetic instrument and efficient influence functions to study how the effect of heavy drinking on blood pressure varies with the propensity to drink (with Patel, Burgess). Annals of Applied Statistics, forthcoming.
- [Environmental Lead Risk in the 21st Century](https://rdcu.be/eIRSq): Mapping global environmental lead exposure risk using geochemical and epidemiological data (with Chen, Gazze, Das, Nriagu, Erel, Boyle, Taylor, Weiss). Communications Earth & Environment, 2025.
- [Selecting Invalid Instruments to Improve Mendelian Randomization with Two-Sample Summary Data](https://doi.org/10.1214/23-AOAS1856): Showing that deliberately including some invalid genetic instruments can reduce mean squared error in Mendelian randomization studies (with Patel, Zuber, Burgess). Annals of Applied Statistics, 2024. [Pre-print](https://arxiv.org/abs/2107.01513)
- [Hidden Hazards and Screening Policy: Predicting Undetected Lead Exposure in Illinois](https://doi.org/10.1016/j.jhealeco.2023.102783): Using machine learning to predict which children are most likely to have undetected lead poisoning (with Abbasi, Gazze, Pals). Journal of Health Economics, 2023. [Pre-print](https://ditraglia.com/pdf/lead-JHE.pdf)
- [Identifying Causal Effects in Experiments with Spillovers and Non-compliance](https://doi.org/10.1016/j.jeconom.2023.01.008): Methods for estimating treatment effects when subjects interact and don't always comply with treatment assignment (with García-Jimeno, O’Keeffe-O’Donovan, Sánchez-Becerra). Journal of Econometrics, 2023. [Pre-print](https://ditraglia.com/pdf/spillovers-paper.pdf)
- [A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models](https://doi.org/10.1080/07350015.2020.1753528): A Bayesian framework for combining researcher beliefs about identification with data evidence (with García-Jimeno). Journal of Business & Economic Statistics, 2021. [Pre-print](https://ditraglia.com/pdf/DiTraglia-Garcia-Jimeno-2019.pdf)
- [Identifying the Effect of a Mis-classified, Binary, Endogenous Regressor](https://www.sciencedirect.com/science/article/pii/S0304407619300181): Identification results for models with a binary treatment that is both endogenous and measured with error (with García-Jimeno). Journal of Econometrics, 2019. [Pre-print](https://ditraglia.com/pdf/binary-regressor-final.pdf)
- [A Generalized Focused Information Criterion for GMM](https://onlinelibrary.wiley.com/doi/10.1002/jae.2614): Extending focused model selection to panel data GMM estimators (with Chang). Journal of Applied Econometrics, 2018. [Pre-print](https://ditraglia.com/pdf/GFIC_paper.pdf)
- [Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM](https://www.sciencedirect.com/science/article/pii/S0304407616301518): A method for selecting between econometric models when some identifying assumptions may be wrong. Journal of Econometrics, 2016. [Pre-print](https://ditraglia.com/pdf/FMSC.pdf)
- [Portfolio Selection: An Extreme Value Approach](https://www.sciencedirect.com/science/article/pii/S0378426612002592): Applying extreme value theory to portfolio optimization (with Gerlach). Journal of Banking & Finance, 2013. [Pre-print](https://ditraglia.com/pdf/EV_paper.pdf)
- [Measuring Altruism in a Public Goods Experiment: A Comparison of U.S. and Czech Subjects](https://link.springer.com/article/10.1007/s10683-011-9274-8): Cross-cultural comparison of altruism using lab experiments (with Anderson, Gerlach). Experimental Economics, 2011.
- [Yes, Wall Street, There is a January Effect! Evidence from Laboratory Auctions](https://www.tandfonline.com/doi/abs/10.1080/15427560709337012): Laboratory evidence for the January effect in asset pricing (with Anderson, Gerlach). Journal of Behavioral Finance, 2007.

## Working Papers

- [Bayesian Double Machine Learning for Causal Inference](https://laurayuliu.com/research/BDML_DL/BDML.pdf): Combining Bayesian methods with double machine learning for treatment effect estimation (with Liu).
- Experimenting with Spillovers: A Guide for Practitioners: A practitioner’s guide to designing and analyzing randomized controlled trials in the presence of spillovers (with Sánchez-Becerra).

## Teaching

- [Empirical Research Methods](https://ditraglia.com/erm): Graduate course on applied econometric methods
- [Treatment Effects](https://treatment-effects.com): Graduate course on causal inference
- [Limited Dependent Variables](https://economictricks.com): Graduate course
- [Introduction to Probability and Statistics](https://ditraglia.com/prelims-prob-stats): Undergraduate tutorials
- [Quantitative Economics](https://ditraglia.com/QE): Undergraduate tutorials
- [Behavioral and Experimental Economics](https://ditraglia.com/BEE.html): Undergraduate tutorials

## Projects

- [econometrics.blog](https://econometrics.blog): Blog on econometrics, statistics, and R programming
- [SQARE.org](https://sqare.org): Joint initiative with Martin Weidner to remake econometrics for the 21st century
- [restatr.com](https://restatr.com): Open-source R implementations of essential Stata commands for applied econometrics

## Optional

- [CV (PDF)](https://ditraglia.com/pdf/DiTraglia-CV.pdf): Full curriculum vitae
- [Empirical Research Methods textbook](https://empirical-methods.com): Companion book for the ERM course
- [Archived Penn teaching materials (2012-2019)](https://ditraglia.com/teaching): Econ 103, Econ 224, Econ 722