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Details about Matias Damian Cattaneo

E-mail:
Homepage:http://www.umich.edu/~cattaneo
Workplace:Economics Department, University of Michigan, (more information at EDIRC)

Access statistics for papers by Matias Damian Cattaneo.

Last updated 2015-09-07. Update your information in the RePEc Author Service.

Short-id: pca473


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Working Papers

2017

  1. Characteristic-sorted portfolios: estimation and inference
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (2)

2016

  1. rdlocrand: a Stata Package for Inference in Regression Discontinuity Designs under Local Randomizati
    2016 Stata Conference, Stata Users Group Downloads

2015

  1. Alternative asymptotics and the partially linear model with many regressors
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) Downloads
  2. Treatment Effects with Many Covariates and Heteroskedasticity
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (2)

2014

  1. Bootstrapping Kernel-Based Semiparametric Estimators
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)

2011

  1. Generalized Jackknife Estimators of Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (6)
    See also Journal Article in Journal of the American Statistical Association (2013)

2010

  1. Bootstrapping Density-Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (4)
    Also in Staff Reports, Federal Reserve Bank of New York (2010) Downloads View citations (6)

    See also Journal Article in Econometric Theory (2014)

2009

  1. Robust Data-Driven Inference for Density-Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
    See also Journal Article in Journal of the American Statistical Association (2010)

2008

  1. Housing, Health and Happiness
    CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata Downloads View citations (2)
    Also in Policy Research Working Paper Series, The World Bank (2007) Downloads View citations (3)

    See also Journal Article in American Economic Journal: Economic Policy (2009)
  2. Small Bandwidth Asymptotics for Density-Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
    See also Journal Article in Econometric Theory (2014)

2007

  1. Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2012)

Journal Articles

2014

  1. A martingale decomposition for quadratic forms of Markov chains (with applications)
    Stochastic Processes and their Applications, 2014, 124, (1), 646-677 Downloads
  2. BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Econometric Theory, 2014, 30, (06), 1135-1164 Downloads
    See also Working Paper (2010)
  3. Comment
    Journal of Business & Economic Statistics, 2014, 32, (3), 324-329 Downloads
  4. Robust Nonparametric Confidence Intervals for Regression‐Discontinuity Designs
    Econometrica, 2014, 82, 2295-2326 Downloads View citations (158)
  5. Robust data-driven inference in the regression-discontinuity design
    Stata Journal, 2014, 14, (4), 909-946 Downloads View citations (43)
  6. SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Econometric Theory, 2014, 30, (01), 176-200 Downloads View citations (3)
    See also Working Paper (2008)

2013

  1. Estimation of multivalued treatment effects under conditional independence
    Stata Journal, 2013, 13, (3), 407-450 Downloads View citations (13)
  2. Generalized Jackknife Estimators of Weighted Average Derivatives
    Journal of the American Statistical Association, 2013, 108, (504), 1243-1256 Downloads View citations (2)
    See also Working Paper (2011)
  3. Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
    Journal of Econometrics, 2013, 174, (2), 127-143 Downloads View citations (11)
  4. Rejoinder
    Journal of the American Statistical Association, 2013, 108, (504), 1265-1268 Downloads

2012

  1. Optimal inference for instrumental variables regression with non-Gaussian errors
    Journal of Econometrics, 2012, 167, (1), 1-15 Downloads View citations (4)
    See also Working Paper (2007)

2010

  1. Efficient semiparametric estimation of multi-valued treatment effects under ignorability
    Journal of Econometrics, 2010, 155, (2), 138-154 Downloads View citations (47)
  2. Robust Data-Driven Inference for Density-Weighted Average Derivatives
    Journal of the American Statistical Association, 2010, 105, (491), 1070-1083 Downloads View citations (6)
    See also Working Paper (2009)

2009

  1. Housing, Health, and Happiness
    American Economic Journal: Economic Policy, 2009, 1, (1), 75-105 Downloads View citations (33)
    See also Working Paper (2008)

Chapters

2010

  1. multi-valued treatment effects
    Palgrave Macmillan Downloads View citations (4)

Software Items

2012

  1. POPARMS: Stata module for potential outcome parameter estimation
    Statistical Software Components, Boston College Department of Economics Downloads
 
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