Publications

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

Journal of Econometrics, forthcoming

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]

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