Details about Simon Freyaldenhoven

Access statistics for papers by Simon Freyaldenhoven.

Last updated 2024-03-15. Update your information in the RePEc Author Service.

Short-id: pfr361

Working Papers

2025

1. Constructing Applicants from Loan-Level Data: A Case Study of Mortgage Applications
   Working Papers, Federal Reserve Bank of Philadelphia
2. Measuring Fairness in the U.S. Mortgage Market
   Working Papers, Federal Reserve Bank of Philadelphia

2024

3. xtevent: Estimation and Visualization in the Linear Panel Event-Study Design
   Working Papers, Federal Reserve Bank of Philadelphia View citations (1)

2022

4. Visualization, Identification, and Estimation in the Linear Panel Event Study Design
   Working Papers, Banco de México
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2021) View citations (1)
   NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (35)

2021

5. Factor Models with Local Factors—Determining the Number of Relevant Factors
   Working Papers, Federal Reserve Bank of Philadelphia View citations (4)
   See also Journal Article Factor models with local factors — Determining the number of relevant factors, Journal of Econometrics, Elsevier (2022) View citations (17) (2022)

2020

6. Identification Through Sparsity in Factor Models
   Working Papers, Federal Reserve Bank of Philadelphia

2019

7. A Generalized Factor Model with Local Factors
   Working Papers, Federal Reserve Bank of Philadelphia View citations (3)
   Also in 2017 Papers, Job Market Papers (2017) View citations (3)
8. Pre-event Trends in the Panel Event-study Design
   Working Papers, Federal Reserve Bank of Philadelphia View citations (118)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (21)
   See also Journal Article Pre-event Trends in the Panel Event-Study Design, American Economic Review, American Economic Association (2019) View citations (123) (2019)

Journal Articles

2025

1. xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal
   Stata Journal, 2025, 25, (1), 97-135

2022

2. Factor models with local factors — Determining the number of relevant factors
   Journal of Econometrics, 2022, 229, (1), 80-102 View citations (17)
   See also Working Paper Factor Models with Local Factors—Determining the Number of Relevant Factors, Working Papers (2021) View citations (4) (2021)

2019

3. Pre-event Trends in the Panel Event-Study Design
   American Economic Review, 2019, 109, (9), 3307-38 View citations (123)
   See also Working Paper Pre-event Trends in the Panel Event-study Design, Working Papers (2019) View citations (118) (2019)

Software Items

2024

1. XTEVENT: Stata module to estimate and visualize linear panel event-study models
   Statistical Software Components, Boston College Department of Economics