Publications

xtevent: Estimation and Visualization in the Linear Panel Event-Study Design (with Chris Hansen, Jorge Pérez Pérez, Jesse Shapiro, and Constantino Carreto) [Appendix][Stata Package]

The Stata Journal, forthcoming

Visualization, Identification, and Estimation in the Linear Panel Event Study Design (with Chris Hansen, Jorge Pérez Pérez, and Jesse Shapiro) [Appendix] [Video series] [Stata Package] [R package]

Advances in Economics and Econometrics: Twelfth World Congress, forthcoming

Factor Models with Local Factors - Determining the Number of Relevant Factors [Online Appendix] [Matlab Code to estimate number of relevant factors]

Journal of Econometrics, May 2022 (Winner of the Dennis Aigner prize for the best empirical paper published in the Journal of Econometrics)

Pre-event Trends in the Panel Event-study Design (with Chris Hansen and Jesse Shapiro) [Online Appendix] [Stata Code for minimal example]

American Economic Review, September 2019

Working Papers

Identification through Sparsity in Factor Models: the l1-rotation criterion [Online Appendix] [Matlab Code to identify individual loading vectors]

On the Testability of the Anchor-words Assumption in Topic Models (with Shikun Ke, Dingyi Li, and Pepe Montiel Olea)

Measuring Fairness in the US mortgage market (with Hadi Elzayn, Ryan Kobler, and Minchul Shin)

(Visualizing) Plausible Treatment Effect Paths [Online Appendix] (with Chris Hansen)

Constructing applicants from loan-level data: A case study of mortgage applications (with Hadi Elzayn and Minchul Shin)