I am currently a Visiting Assistant Professor in the Economics Department and an affiliated faculty member at the Data Science Initiative at Brown University. My primary field is econometrics.
The increased size, complexity, and dimensionality of research datasets create both new opportunities and new challenges for economists. Two of my current papers, including my job market paper, contribute to the growing body of work on how best to find meaning in such datasets.
In my job market paper, I extend the theory on factor models by incorporating “local” factors that only affect a fraction of the outcomes into the model. In the second chapter of my dissertation I develop a unifying framework that encompasses both factor augmented regressions and high-dimensional sparse linear regression models. I argue that local factors as defined in my job market paper partially fill the gap in between those models.
I also highly value collaboration with applied researchers and am currently working on a project with Jesse Shapiro and Christian Hansen that grew out of a fruitful discussion on empirical work. In this paper, we introduce a novel approach for panel event studies that permits causal inference in the presence of pre-event trends in the outcome.
Phone: (401) 559-3013
Department of Economics
64 Waterman Street, Box B
Providence, RI 02912
|Professor Frank Kleibergen||Professor Adam McCloskey|
|Amsterdam School of Economics||Department of Economics|
|University of Amsterdam||Brown University|
|+31 20 525 4397||+1 (401) 863 9864|
|Professor Eric Renault||Professor Jesse M. Shapiro|
|Department of Economics||Department of Economics|
|Brown University||Brown University|
|+1 (401) 863-3519||+1 (401) 863 2970|