Publications

A comparative analysis of two-way fixed effects estimators in staggered treatment designs

Published in Journal of Econometrics, 2025

This paper finds an equivalence between the extended TWFE estimator and a difference-in-difference estimator

Download here

Grouped heterogeneity in linear panel data models with heterogeneous error variances

Published in Journal of Business Economic Stastistics, 2024

With Tom Boot.

Download here

Misspecification and Identification Robust Predictability Testing with Panel Data

Published in , 2022

With Arturas Juodis and Lammertjan Dam.