Simon Freyaldenhoven

Federal Reserve Banks - Federal Reserve Bank of Philadelphia

Machine Learning Economist

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.
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Pre-Event Trends in the Panel Event-Study Design

NBER Working Paper No. w24565
Number of pages: 40 Posted: 02 May 2018
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
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Abstract:

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Pre-Event Trends in the Panel Event-Study Design

FRB of Philadelphia Working Paper No. 19-27
Posted: 06 Jun 2019
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

Abstract:

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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
Posted: 26 Apr 2019
Simon Freyaldenhoven
Federal Reserve Banks - Federal Reserve Bank of Philadelphia

Abstract:

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