Research

A simple reformulation of the common correlated effects model (with Peter Schmidt and Jeffrey Wooldridge), Econometric Reviews, 1-13, 2026. 

Dynamic treatment effect estimation with interactive fixed effects and short panels (with Kyle Butts), Journal of Econometrics, vol. 250, pp. 106013, 2025.

Moment-Based Estimation of Linear Panel Data Models with Factor-Augmented Errors, Journal of Econometric Methods, vol. 13, no. 2, pp. 299-317, 2024.

Testing Factors in CCE (with Joakim Westerlund), Economics Letters 230, 111245, 2023. 

Information Equivalence Among Transformations of Semiparametric Nonlinear Panel Data Models, Oxford Bulletin of Economics & Statistics, 85(6), 1341-1361, 2023.

Direct and Indirect Treatment Effects with Time-Varying Covariates (with Kyle Butts and Joakim Westerlund, conditionally accepted at Journal of Applied Econometrics)

More Efficient Estimation of Multiplicative Panel Data Models in the Presence of Serial Correlation (with Jeffrey Wooldridge, under review)

Relaxing Strict Exogeneity of Treatment

Generalized Latent Group Parallel Trends (with Kyle Butts and Ali Mehrabani)

Model Averaging for Causal Inference (with Qiushi Bu)