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Details about Matias D. Cattaneo

Homepage:https://cattaneo.princeton.edu
Workplace:Department of Operations Research and Financial Engineering (ORFE), Princeton University, (more information at EDIRC)

Access statistics for papers by Matias D. Cattaneo.

Last updated 2024-01-04. Update your information in the RePEc Author Service.

Short-id: pca473


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Working Papers

2024

  1. A Practical Introduction to Regression Discontinuity Designs: Extensions
    Papers, arXiv.org Downloads View citations (5)
  2. Bootstrap-Assisted Inference for Generalized Grenander-type Estimators
    Papers, arXiv.org Downloads
  3. Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators
    Papers, arXiv.org Downloads
  4. On Rosenbaum's Rank-based Matching Estimator
    Papers, arXiv.org Downloads
  5. Yurinskii's Coupling for Martingales
    Papers, arXiv.org Downloads View citations (3)

2023

  1. A Guide to Regression Discontinuity Designs in Medical Applications
    Papers, arXiv.org Downloads
  2. Attention Overload
    Papers, arXiv.org Downloads
  3. Beta-Sorted Portfolios
    Papers, arXiv.org Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2023) Downloads
  4. Binscatter Regressions
    Papers, arXiv.org Downloads View citations (2)
  5. Boundary Adaptive Local Polynomial Conditional Density Estimators
    Papers, arXiv.org Downloads
  6. Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads
    Also in Papers, arXiv.org (2023) Downloads

    See also Journal Article Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023), Journal of Business & Economic Statistics, Taylor & Francis Journals (2023) Downloads (2023)
  7. On Binscatter
    Papers, arXiv.org Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2019) Downloads
  8. Uncertainty Quantification in Synthetic Controls with Staggered Treatment Adoption
    Papers, arXiv.org Downloads

2022

  1. Covariate Adjustment in Regression Discontinuity Designs
    Papers, arXiv.org Downloads View citations (14)
  2. Regression Discontinuity Designs
    Papers, arXiv.org Downloads View citations (17)
    Also in Papers, arXiv.org (2020) Downloads View citations (22)

    See also Journal Article Regression Discontinuity Designs, Annual Review of Economics, Annual Reviews (2022) Downloads View citations (15) (2022)
  3. scpi: Uncertainty Quantification for Synthetic Control Methods
    Papers, arXiv.org Downloads View citations (6)

2021

  1. Coverage Error Optimal Confidence Intervals for Local Polynomial Regression
    Papers, arXiv.org Downloads View citations (1)
  2. Local Regression Distribution Estimators
    Papers, arXiv.org Downloads View citations (8)
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2021) Downloads View citations (7)
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (2021) Downloads View citations (7)
  3. Prediction Intervals for Synthetic Control Methods
    Papers, arXiv.org Downloads View citations (20)
    See also Journal Article Prediction Intervals for Synthetic Control Methods, Journal of the American Statistical Association, Taylor & Francis Journals (2021) Downloads View citations (19) (2021)
  4. lpdensity: Local Polynomial Density Estimation and Inference
    Papers, arXiv.org Downloads View citations (3)

2020

  1. A Random Attention Model
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (19)
    Also in Papers, arXiv.org (2019) Downloads View citations (9)

    See also Journal Article A Random Attention Model, Journal of Political Economy, University of Chicago Press (2020) Downloads View citations (19) (2020)
  2. Analysis of Regression Discontinuity Designs with Multiple Cutoffs or Multiple Scores
    Papers, arXiv.org Downloads View citations (10)
    See also Journal Article Analysis of regression-discontinuity designs with multiple cutoffs or multiple scores, Stata Journal, StataCorp LP (2020) Downloads View citations (9) (2020)
  3. Average Density Estimators: Efficiency and Bootstrap Consistency
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY, Econometric Theory, Cambridge University Press (2022) Downloads (2022)
  4. Bootstrap-Based Inference for Cube Root Asymptotics
    Papers, arXiv.org Downloads View citations (8)
    Also in Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (2020) Downloads View citations (4)

    See also Journal Article Bootstrap‐Based Inference for Cube Root Asymptotics, Econometrica, Econometric Society (2020) Downloads View citations (5) (2020)
  5. Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs
    Papers, arXiv.org Downloads View citations (6)
    See also Journal Article Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs, Journal of the American Statistical Association, Taylor & Francis Journals (2021) Downloads View citations (7) (2021)
  6. Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs
    Papers, arXiv.org Downloads View citations (95)
    See also Journal Article Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs, The Econometrics Journal, Royal Economic Society (2020) Downloads View citations (69) (2020)
  7. Simple Local Polynomial Density Estimators
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley Downloads View citations (159)
    Also in Papers, arXiv.org (2019) Downloads View citations (80)
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2020) Downloads View citations (175)

    See also Journal Article Simple Local Polynomial Density Estimators, Journal of the American Statistical Association, Taylor & Francis Journals (2020) Downloads View citations (161) (2020)

2019

  1. A Practical Introduction to Regression Discontinuity Designs: Foundations
    Papers, arXiv.org Downloads View citations (144)
  2. Characteristic-Sorted Portfolios: Estimation and Inference
    Papers, arXiv.org Downloads View citations (1)
    Also in Staff Reports, Federal Reserve Bank of New York (2016) Downloads View citations (4)

    See also Journal Article Characteristic-Sorted Portfolios: Estimation and Inference, The Review of Economics and Statistics, MIT Press (2020) Downloads View citations (5) (2020)
  3. Large Sample Properties of Partitioning-Based Series Estimators
    Papers, arXiv.org Downloads View citations (4)
  4. Two-Step Estimation and Inference with Possibly Many Included Covariates
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley Downloads View citations (23)
    Also in Papers, arXiv.org (2018) Downloads View citations (5)
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2019) Downloads View citations (23)

    See also Journal Article Two-Step Estimation and Inference with Possibly Many Included Covariates, The Review of Economic Studies, Review of Economic Studies Ltd (2019) Downloads View citations (23) (2019)
  5. lspartition: Partitioning-Based Least Squares Regression
    Papers, arXiv.org Downloads
  6. nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference
    Papers, arXiv.org Downloads View citations (1)

2018

  1. Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley Downloads View citations (23)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2017) Downloads View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads View citations (10)
    Papers, arXiv.org (2017) Downloads View citations (9)

    See also Journal Article Inference in Linear Regression Models with Many Covariates and Heteroscedasticity, Journal of the American Statistical Association, Taylor & Francis Journals (2018) Downloads View citations (37) (2018)
  2. On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
    Papers, arXiv.org Downloads View citations (117)
    See also Journal Article On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference, Journal of the American Statistical Association, Taylor & Francis Journals (2018) Downloads View citations (113) (2018)
  3. Regression Discontinuity Designs Using Covariates
    Papers, arXiv.org Downloads View citations (41)
    See also Journal Article Regression Discontinuity Designs Using Covariates, The Review of Economics and Statistics, MIT Press (2019) Downloads View citations (191) (2019)

2017

  1. Bootstrap-Based Inference for Cube Root Consistent Estimators
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (5)

2016

  1. rdlocrand: a Stata Package for Inference in Regression Discontinuity Designs under Local Randomizati
    2016 Stata Conference, Stata Users Group Downloads View citations (23)

2015

  1. Alternative Asymptotics and the Partially Linear Model with Many Regressors
    Papers, arXiv.org Downloads View citations (2)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2015) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (2)
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) Downloads View citations (1)

    See also Journal Article ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS, Econometric Theory, Cambridge University Press (2018) Downloads View citations (15) (2018)
  2. Robust Inference in Regression-Discontinuity Designs
    2015 Stata Conference, Stata Users Group Downloads View citations (16)
  3. Treatment Effects with Many Covariates and Heteroskedasticity
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (5)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2015) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (5)

2014

  1. Bootstrapping Kernel-Based Semiparametric Estimators
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (4)
  2. SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley Downloads View citations (8)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2008) Downloads View citations (2)

    See also Journal Article SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES, Econometric Theory, Cambridge University Press (2014) Downloads View citations (17) (2014)

2013

  1. Generalized Jackknife Estimators of Weighted Average Derivatives
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley Downloads View citations (21)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2011) Downloads View citations (7)

    See also Journal Article Generalized Jackknife Estimators of Weighted Average Derivatives, Journal of the American Statistical Association, Taylor & Francis Journals (2013) Downloads View citations (23) (2013)

2010

  1. Bootstrapping Density-Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (8)
    Also in Staff Reports, Federal Reserve Bank of New York (2010) Downloads View citations (9)

    See also Journal Article BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES, Econometric Theory, Cambridge University Press (2014) Downloads View citations (4) (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 (3)
    See also Journal Article Robust Data-Driven Inference for Density-Weighted Average Derivatives, Journal of the American Statistical Association, American Statistical Association (2010) Downloads View citations (26) (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 (4)

    See also Journal Article Housing, Health, and Happiness, American Economic Journal: Economic Policy, American Economic Association (2009) Downloads View citations (68) (2009)

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 (3)
    See also Journal Article Optimal inference for instrumental variables regression with non-Gaussian errors, Journal of Econometrics, Elsevier (2012) Downloads View citations (11) (2012)

Journal Articles

2023

  1. Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)
    Journal of Business & Economic Statistics, 2023, 41, (4), 1030-1034 Downloads
    See also Working Paper Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023), University of California at San Diego, Economics Working Paper Series (2023) Downloads (2023)

2022

  1. AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY
    Econometric Theory, 2022, 38, (6), 1140-1174 Downloads
    See also Working Paper Average Density Estimators: Efficiency and Bootstrap Consistency, Papers (2020) Downloads View citations (2) (2020)
  2. Regression Discontinuity Designs
    Annual Review of Economics, 2022, 14, (1), 821-851 Downloads View citations (15)
    See also Working Paper Regression Discontinuity Designs, Papers (2022) Downloads View citations (17) (2022)

2021

  1. Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs
    Journal of the American Statistical Association, 2021, 116, (536), 1941-1952 Downloads View citations (7)
    See also Working Paper Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs, Papers (2020) Downloads View citations (6) (2020)
  2. Introduction to the Special Section on Synthetic Control Methods
    Journal of the American Statistical Association, 2021, 116, (536), 1713-1715 Downloads View citations (2)
  3. Prediction Intervals for Synthetic Control Methods
    Journal of the American Statistical Association, 2021, 116, (536), 1865-1880 Downloads View citations (19)
    See also Working Paper Prediction Intervals for Synthetic Control Methods, Papers (2021) Downloads View citations (20) (2021)

2020

  1. A Random Attention Model
    Journal of Political Economy, 2020, 128, (7), 2796 - 2836 Downloads View citations (19)
    See also Working Paper A Random Attention Model, University of California at San Diego, Economics Working Paper Series (2020) Downloads View citations (19) (2020)
  2. Analysis of regression-discontinuity designs with multiple cutoffs or multiple scores
    Stata Journal, 2020, 20, (4), 866-891 Downloads View citations (9)
    See also Working Paper Analysis of Regression Discontinuity Designs with Multiple Cutoffs or Multiple Scores, Papers (2020) Downloads View citations (10) (2020)
  3. Bootstrap‐Based Inference for Cube Root Asymptotics
    Econometrica, 2020, 88, (5), 2203-2219 Downloads View citations (5)
    See also Working Paper Bootstrap-Based Inference for Cube Root Asymptotics, Papers (2020) Downloads View citations (8) (2020)
  4. Characteristic-Sorted Portfolios: Estimation and Inference
    The Review of Economics and Statistics, 2020, 102, (3), 531-551 Downloads View citations (5)
    See also Working Paper Characteristic-Sorted Portfolios: Estimation and Inference, Papers (2019) Downloads View citations (1) (2019)
  5. Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs
    (Econometric methods for program evaluation)
    The Econometrics Journal, 2020, 23, (2), 192-210 Downloads View citations (69)
    See also Working Paper Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs, Papers (2020) Downloads View citations (95) (2020)
  6. Simple Local Polynomial Density Estimators
    Journal of the American Statistical Association, 2020, 115, (531), 1449-1455 Downloads View citations (161)
    See also Working Paper Simple Local Polynomial Density Estimators, Department of Economics, Working Paper Series (2020) Downloads View citations (159) (2020)

2019

  1. Power calculations for regression-discontinuity designs
    Stata Journal, 2019, 19, (1), 210-245 Downloads View citations (29)
  2. Regression Discontinuity Designs Using Covariates
    The Review of Economics and Statistics, 2019, 101, (3), 442-451 Downloads View citations (191)
    See also Working Paper Regression Discontinuity Designs Using Covariates, Papers (2018) Downloads View citations (41) (2018)
  3. Two-Step Estimation and Inference with Possibly Many Included Covariates
    The Review of Economic Studies, 2019, 86, (3), 1095-1122 Downloads View citations (23)
    See also Working Paper Two-Step Estimation and Inference with Possibly Many Included Covariates, Department of Economics, Working Paper Series (2019) Downloads View citations (23) (2019)

2018

  1. ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS
    Econometric Theory, 2018, 34, (2), 277-301 Downloads View citations (15)
    See also Working Paper Alternative Asymptotics and the Partially Linear Model with Many Regressors, Papers (2015) Downloads View citations (2) (2015)
  2. Econometric Methods for Program Evaluation
    Annual Review of Economics, 2018, 10, (1), 465-503 Downloads
  3. Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
    Journal of the American Statistical Association, 2018, 113, (523), 1350-1361 Downloads View citations (37)
    See also Working Paper Inference in Linear Regression Models with Many Covariates and Heteroscedasticity, Department of Economics, Working Paper Series (2018) Downloads View citations (23) (2018)
  4. Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency
    Econometrica, 2018, 86, (3), 955-995 Downloads View citations (10)
  5. Manipulation testing based on density discontinuity
    Stata Journal, 2018, 18, (1), 234-261 Downloads View citations (241)
  6. On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
    Journal of the American Statistical Association, 2018, 113, (522), 767-779 Downloads View citations (113)
    See also Working Paper On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference, Papers (2018) Downloads View citations (117) (2018)

2017

  1. 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 Downloads View citations (67)
  2. rdrobust: Software for regression-discontinuity designs
    Stata Journal, 2017, 17, (2), 372-404 Downloads View citations (311)

2016

  1. Inference in regression discontinuity designs under local randomization
    Stata Journal, 2016, 16, (2), 331-367 Downloads View citations (29)

2015

  1. Optimal Data-Driven Regression Discontinuity Plots
    Journal of the American Statistical Association, 2015, 110, (512), 1753-1769 Downloads View citations (158)

2014

  1. A martingale decomposition for quadratic forms of Markov chains (with applications)
    Stochastic Processes and their Applications, 2014, 124, (1), 646-677 Downloads View citations (2)
  2. BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Econometric Theory, 2014, 30, (6), 1135-1164 Downloads View citations (4)
    See also Working Paper Bootstrapping Density-Weighted Average Derivatives, CREATES Research Papers (2010) Downloads View citations (8) (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 (1101)
  5. Robust data-driven inference in the regression-discontinuity design
    Stata Journal, 2014, 14, (4), 909-946 Downloads View citations (233)
  6. SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Econometric Theory, 2014, 30, (1), 176-200 Downloads View citations (17)
    See also Working Paper SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES, Department of Economics, Working Paper Series (2014) Downloads View citations (8) (2014)

2013

  1. Estimation of multivalued treatment effects under conditional independence
    Stata Journal, 2013, 13, (3), 407-450 Downloads View citations (72)
  2. Generalized Jackknife Estimators of Weighted Average Derivatives
    Journal of the American Statistical Association, 2013, 108, (504), 1243-1256 Downloads View citations (23)
    See also Working Paper Generalized Jackknife Estimators of Weighted Average Derivatives, Department of Economics, Working Paper Series (2013) Downloads View citations (21) (2013)
  3. Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
    Journal of Econometrics, 2013, 174, (2), 127-143 Downloads View citations (42)
  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 (11)
    See also Working Paper Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors, CREATES Research Papers (2007) Downloads View citations (3) (2007)

2010

  1. Efficient semiparametric estimation of multi-valued treatment effects under ignorability
    Journal of Econometrics, 2010, 155, (2), 138-154 Downloads View citations (254)
  2. Robust Data-Driven Inference for Density-Weighted Average Derivatives
    Journal of the American Statistical Association, 2010, 105, (491), 1070-1083 Downloads View citations (26)
    See also Working Paper Robust Data-Driven Inference for Density-Weighted Average Derivatives, CREATES Research Papers (2009) Downloads View citations (3) (2009)

2009

  1. Housing, Health, and Happiness
    American Economic Journal: Economic Policy, 2009, 1, (1), 75-105 Downloads View citations (68)
    See also Working Paper Housing, Health and Happiness, CEDLAS, Working Papers (2008) Downloads View citations (2) (2008)

Chapters

2011

  1. Efficient Estimation of the Dose–Response Function Under Ignorability Using Subclassification on the Covariates
    A chapter in Missing Data Methods: Cross-sectional Methods and Applications, 2011, pp 93-127 Downloads

2010

  1. multi-valued treatment effects
    Palgrave Macmillan Downloads View citations (229)

Software Items

2022

  1. LPDENSITY: Stata module to perform Local Polynomial Density Estimation and Inference
    Statistical Software Components, Boston College Department of Economics Downloads
  2. RDDENSITY: Stata module to perform Manipulation Testing Using Local Polynomial Density Estimation
    Statistical Software Components, Boston College Department of Economics Downloads
  3. RDROBUST: Stata module to provide robust data-driven inference in the regression-discontinuity design
    Statistical Software Components, Boston College Department of Economics Downloads

2012

  1. POPARMS: Stata module for potential outcome parameter estimation
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2024-04-20