Work-in-Progress

• Synthetic Difference-in-Differences for Log-Linear Models

joint with Holger Breinlich, Valentina Corradi, Joao Santos Silva (University of Surrey) and Tom Zylkin (University of Richmond)

Publications

• Agglomerative Hierarchical Clustering for Selecting Valid Instrumental Variables (2024)

joint with Xiaoran Liang (University of Exeter), Journal of Applied Econometrics

Code, Replication files

• Relaxing the Exclusion Restriction in Shift-Share Instrumental Variables Estimation (2024)

(Best Paper Award at Workshop on Labor Economics 2019 at IAAEU Trier), 

Journal of the Royal Statistical Society: Series A

Code and replication files

• Using clustering of genetic variants in Mendelian randomization to interrogate the causal pathways underlying multimorbidity from a common risk factor (2024)

joint with Xiaoran Liang, Jack Bowden, Ninon Mounier, Timothy Frayling (University of Exeter), Sarah Khalid (University of Oxford), Genetic Epidemiology

Working Papers

• Detecting Grouped Local Average Treatment Effects and Selecting True Instruments

joint with Martin Huber (University of Fribourg), Henrika Langen (University of Helsinki), Rebecca Groh (TU Munich), Helmut Farbmacher (TU Munich) R&R at Journal of Applied Econometrics

• The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exogeneity or Exclusion Restriction

joint with Frank Windmeijer (University of Oxford)

• Learning Control Variables and Instruments for Causal Analysis in Observational Data

joint with Julia Hatamyar, Martin Huber and Jannis Kück

• Out-of-sample gravity predictions and trade policy counterfactuals

joint  with Holger Breinlich, Nick Green, Dennis Novy, Joao MC Santos Silva and Tom Zylkin

Code

• penppml: R-package for penalized Poisson Pseudo-Maximum Likelihood estimation, with Tom Zylkin and Diego Ferreras Garrucho

• SSCIM: Stata program to run confidence interval method (Windmeijer, Liang, Hartwig and Bowden, 2019)