Details about Matias D. Cattaneo

Access statistics for papers by Matias D. Cattaneo.

Last updated 2019-04-06. Update your information in the RePEc Author Service.

Short-id: pca473

Working Papers

2019

1. Binscatter Regressions
   Papers, arXiv.org
2. Bootstrap-Based Inference for Cube Root Asymptotics
   Papers, arXiv.org
3. Characteristic-Sorted Portfolios: Estimation and Inference
   Papers, arXiv.org
   Also in Staff Reports, Federal Reserve Bank of New York (2019) View citations (4)
4. Coverage Error Optimal Confidence Intervals for Local Polynomial Regression
   Papers, arXiv.org
5. Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs
   Papers, arXiv.org
6. Large Sample Properties of Partitioning-Based Series Estimators
   Papers, arXiv.org View citations (1)
7. On Binscatter
   Papers, arXiv.org
   Also in Staff Reports, Federal Reserve Bank of New York (2019)
8. Simple Local Polynomial Density Estimators
   Papers, arXiv.org View citations (1)

2018

9. A Random Attention Model
   Papers, arXiv.org
10. On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
    Papers, arXiv.org View citations (16)
    See also Journal Article in Journal of the American Statistical Association (2018)
11. Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs
    Papers, arXiv.org
12. Regression Discontinuity Designs Using Covariates
    Papers, arXiv.org View citations (6)
13. Two-Step Estimation and Inference with Possibly Many Included Covariates
    Papers, arXiv.org View citations (2)

2017

14. Bootstrap-Based Inference for Cube Root Consistent Estimators
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
15. Inference in Linear Regression Models with Many Covariates and Heteroskedasticity
    Papers, arXiv.org View citations (7)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (8)
    See also Journal Article in Journal of the American Statistical Association (2018)

2016

16. rdlocrand: a Stata Package for Inference in Regression Discontinuity Designs under Local Randomizati
    2016 Stata Conference, Stata Users Group View citations (2)

2015

17. Alternative Asymptotics and the Partially Linear Model with Many Regressors
    Papers, arXiv.org View citations (1)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (2)
    See also Journal Article in Econometric Theory (2018)
18. Robust Inference in Regression-Discontinuity Designs
    2015 Stata Conference, Stata Users Group
19. Treatment Effects with Many Covariates and Heteroskedasticity
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (3)

2014

20. Bootstrapping Kernel-Based Semiparametric Estimators
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (2)

2011

21. Generalized Jackknife Estimators of Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (7)
    See also Journal Article in Journal of the American Statistical Association (2013)

2010

22. Bootstrapping Density-Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (7)
    Also in Staff Reports, Federal Reserve Bank of New York (2010) View citations (9)
    See also Journal Article in Econometric Theory (2014)

2009

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

2008

24. Housing, Health and Happiness
    CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata View citations (2)
    Also in Policy Research Working Paper Series, The World Bank (2007) View citations (4)
    See also Journal Article in American Economic Journal: Economic Policy (2009)
25. Small Bandwidth Asymptotics for Density-Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (3)
    See also Journal Article in Econometric Theory (2014)

2007

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

Journal Articles

2018

1. ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS
   Econometric Theory, 2018, 34, (02), 277-301 View citations (2)
   See also Working Paper (2015)
2. Econometric Methods for Program Evaluation
   Annual Review of Economics, 2018, 10, (1), 465-503
3. Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
   Journal of the American Statistical Association, 2018, 113, (523), 1350-1361 View citations (5)
   See also Working Paper (2017)
4. Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency
   Econometrica, 2018, 86, (3), 955-995 View citations (2)
5. Manipulation testing based on density discontinuity
   Stata Journal, 2018, 18, (1), 234-261 View citations (9)
6. On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
   Journal of the American Statistical Association, 2018, 113, (522), 767-779 View citations (15)
   See also Working Paper (2018)

2017

7. Comparing Inference Approaches for RD Designs: A Reexamination of the Effect of Head Start on Child Mortality
   Journal of Policy Analysis and Management, 2017, 36, (3), 643-681 View citations (8)
8. rdrobust: Software for regression-discontinuity designs
   Stata Journal, 2017, 17, (2), 372-404 View citations (38)

2016

9. Inference in regression discontinuity designs under local randomization
   Stata Journal, 2016, 16, (2), 331-367 View citations (2)

2015

10. Optimal Data-Driven Regression Discontinuity Plots
    Journal of the American Statistical Association, 2015, 110, (512), 1753-1769 View citations (33)

2014

11. A martingale decomposition for quadratic forms of Markov chains (with applications)
    Stochastic Processes and their Applications, 2014, 124, (1), 646-677 View citations (2)
12. BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Econometric Theory, 2014, 30, (06), 1135-1164
    See also Working Paper (2010)
13. Comment
    Journal of Business & Economic Statistics, 2014, 32, (3), 324-329
14. Robust Nonparametric Confidence Intervals for Regression‐Discontinuity Designs
    Econometrica, 2014, 82, 2295-2326 View citations (341)
15. Robust data-driven inference in the regression-discontinuity design
    Stata Journal, 2014, 14, (4) View citations (75)
    Also in Stata Journal, 2014, 14, (4), 909-946 (2014) View citations (88)
16. SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Econometric Theory, 2014, 30, (01), 176-200 View citations (3)
    See also Working Paper (2008)

2013

17. Estimation of multivalued treatment effects under conditional independence
    Stata Journal, 2013, 13, (3), 46 View citations (28)
    Also in Stata Journal, 2013, 13, (3), 407-450 (2013) View citations (30)
18. Generalized Jackknife Estimators of Weighted Average Derivatives
    Journal of the American Statistical Association, 2013, 108, (504), 1243-1256 View citations (6)
    See also Working Paper (2011)
19. Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
    Journal of Econometrics, 2013, 174, (2), 127-143 View citations (19)
20. Rejoinder
    Journal of the American Statistical Association, 2013, 108, (504), 1265-1268

2012

21. Optimal inference for instrumental variables regression with non-Gaussian errors
    Journal of Econometrics, 2012, 167, (1), 1-15 View citations (7)
    See also Working Paper (2007)

2010

22. Efficient semiparametric estimation of multi-valued treatment effects under ignorability
    Journal of Econometrics, 2010, 155, (2), 138-154 View citations (103)
23. Robust Data-Driven Inference for Density-Weighted Average Derivatives
    Journal of the American Statistical Association, 2010, 105, (491), 1070-1083 View citations (11)
    See also Working Paper (2009)

2009

24. Housing, Health, and Happiness
    American Economic Journal: Economic Policy, 2009, 1, (1), 75-105 View citations (39)
    See also Working Paper (2008)

Edited books

2017

1. Regression Discontinuity Designs, vol 38
   Advances in Econometrics, Emerald Publishing Ltd

Chapters

2010

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

Software Items

2018

1. RDROBUST: Stata module to provide robust data-driven inference in the regression-discontinuity design
   Statistical Software Components, Boston College Department of Economics

2012

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