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) [Online Appendix]

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

Measuring Fairness in the US mortgage market (with Hadi Elzayn and Minchul Shin) [Slides]