Simon Freyaldenhoven

Federal Reserve Banks - Federal Reserve Bank of Philadelphia

Machine Learning Economist

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

SCHOLARLY PAPERS

4

DOWNLOADS

103

SSRN CITATIONS
Rank 21,622

SSRN RANKINGS

Top 21,622

in Total Papers Citations

43

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.
Downloads 49 (482,926)
Citation 23

Pre-Event Trends in the Panel Event-Study Design

NBER Working Paper No. w24565
Number of pages: 40 Posted: 02 May 2018 Last Revised: 14 Feb 2021
Simon Freyaldenhoven, Christian Hansen and Jesse M. Shapiro
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Chicago - Booth School of Business - Econometrics and Statistics and Brown University - Department of Economics
Downloads 34 (562,245)
Citation 6

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Pre-Event Trends in the Panel Event-Study Design

FRB of Philadelphia Working Paper No. 19-27
Number of pages: 54 Posted: 06 Jun 2019 Last Revised: 29 Apr 2020
Simon Freyaldenhoven, Christian Hansen and Jesse M. Shapiro
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Chicago - Booth School of Business - Econometrics and Statistics and Brown University - Department of Economics
Downloads 15 (705,499)
Citation 10

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pre-trends, event study, differences-in-differences

2.

A Generalized Factor Model with Local Factors

FRB of Philadelphia Working Paper No. 19-23
Number of pages: 47 Posted: 26 Apr 2019 Last Revised: 29 Apr 2020
Simon Freyaldenhoven
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 39 (523,690)
Citation 1

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high-dimensional data, factor models, weak factors, local factors, sparsity

3.

Identification Through Sparsity in Factor Models

FRB of Philadelphia Working Paper No. 20-25
Number of pages: 43 Posted: 14 May 2021
Simon Freyaldenhoven
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 8 (734,949)

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4.

Visualization, Identification, and Estimation in the Linear Panel Event-Study Design

NBER Working Paper No. w29170
Number of pages: 42 Posted: 23 Aug 2021 Last Revised: 15 Sep 2021
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Chicago - Booth School of Business - Econometrics and Statistics, Banco de México and Brown University - Department of Economics
Downloads 7 (734,949)
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