Research

Grouped heterogeneity in linear panel data models with heterogeneous error variances

Published in Journal of Business Economic Stastistics, 2024

With Tom Boot.

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Estimation of heterogeneous treatment effects using two-way fixed effects

Published in SSRN, 2023

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

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Misspecification and Identification Robust Predictability Testing with Panel Data

Published in , 2022

With Arturas Juodis and Lammertjan Dam.