About me

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.

Here is a link to my CV and Job Market Paper

Contact Information

Email: simon_freyaldenhoven@brown.edu
Phone: (401) 559-3013

Department of Economics
Brown University
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
f.r.kleibergen@uva.nl Adam_McCloskey@brown.edu
+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
Eric_Renault@brown.edu Jesse_Shapiro_1@brown.edu
+1 (401) 863-3519 +1 (401) 863 2970