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] [Faculti Coverage]

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 during 2021 and 2022)

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] [R package]

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) [Interactive tool to explore Mortgage Fairness]

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

Precision Without Labels: Detecting Cross-Applicants in Mortgage Data Using Unsupervised Learning (with Hadi Elzayn and Minchul Shin)