Details about Matias D. Cattaneo
Access statistics for papers by Matias D. Cattaneo.
Last updated 2020-12-07. Update your information in the RePEc Author Service.
Short-id: pca473
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Working Papers
2020
- A Random Attention Model
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego 
Also in Papers, arXiv.org (2019) View citations (2)
See also Journal Article in Journal of Political Economy (2020)
- Analysis of Regression Discontinuity Designs with Multiple Cutoffs or Multiple Scores
Papers, arXiv.org View citations (2)
See also Journal Article in Stata Journal (2020)
- Average Density Estimators: Efficiency and Bootstrap Consistency
Papers, arXiv.org View citations (2)
- Bootstrap-Based Inference for Cube Root Asymptotics
Papers, arXiv.org View citations (1)
See also Journal Article in Econometrica (2020)
- Coverage Error Optimal Confidence Intervals for Local Polynomial Regression
Papers, arXiv.org View citations (1)
- Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs
Papers, arXiv.org View citations (2)
- Local Regression Distribution Estimators
Papers, arXiv.org View citations (1)
- Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs
Papers, arXiv.org View citations (10)
- Simple Local Polynomial Density Estimators
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (18)
Also in Papers, arXiv.org (2019) View citations (27)
See also Journal Article in Journal of the American Statistical Association (2020)
- The Regression Discontinuity Design
Papers, arXiv.org
- lpdensity: Local Polynomial Density Estimation and Inference
Papers, arXiv.org
2019
- A Practical Introduction to Regression Discontinuity Designs: Foundations
Papers, arXiv.org View citations (7)
- Binscatter Regressions
Papers, arXiv.org View citations (1)
- Characteristic-Sorted Portfolios: Estimation and Inference
Papers, arXiv.org 
Also in Staff Reports, Federal Reserve Bank of New York (2016) View citations (4)
See also Journal Article in The Review of Economics and Statistics (2020)
- Large Sample Properties of Partitioning-Based Series Estimators
Papers, arXiv.org View citations (2)
- On Binscatter
Papers, arXiv.org 
Also in Staff Reports, Federal Reserve Bank of New York (2019)
- Prediction Intervals for Synthetic Control Methods
Papers, arXiv.org
- Two-Step Estimation and Inference with Possibly Many Included Covariates
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (4)
Also in Papers, arXiv.org (2018) View citations (3)
See also Journal Article in Review of Economic Studies (2019)
- lspartition: Partitioning-Based Least Squares Regression
Papers, arXiv.org
- nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference
Papers, arXiv.org
2018
- On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
Papers, arXiv.org View citations (50)
See also Journal Article in Journal of the American Statistical Association (2018)
- Regression Discontinuity Designs Using Covariates
Papers, arXiv.org View citations (23)
See also Journal Article in The Review of Economics and Statistics (2019)
2017
- Bootstrap-Based Inference for Cube Root Consistent Estimators
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
- 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
- rdlocrand: a Stata Package for Inference in Regression Discontinuity Designs under Local Randomizati
2016 Stata Conference, Stata Users Group View citations (9)
2015
- Alternative Asymptotics and the Partially Linear Model with Many Regressors
Papers, arXiv.org View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (2) CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) View citations (1)
See also Journal Article in Econometric Theory (2018)
- Robust Inference in Regression-Discontinuity Designs
2015 Stata Conference, Stata Users Group View citations (1)
- Treatment Effects with Many Covariates and Heteroskedasticity
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (4)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (4)
2014
- Bootstrapping Kernel-Based Semiparametric Estimators
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (2)
2011
- 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
- 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
- Robust Data-Driven Inference for Density-Weighted Average Derivatives
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (2)
See also Journal Article in Journal of the American Statistical Association (2010)
2008
- 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)
- Small Bandwidth Asymptotics for Density-Weighted Average Derivatives
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (2)
See also Journal Article in Econometric Theory (2014)
2007
- Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (3)
See also Journal Article in Journal of Econometrics (2012)
Journal Articles
2020
- A Random Attention Model
Journal of Political Economy, 2020, 128, (7), 2796 - 2836 
See also Working Paper (2020)
- Analysis of regression-discontinuity designs with multiple cutoffs or multiple scores
Stata Journal, 2020, 20, (4), 866-891 
See also Working Paper (2020)
- Bootstrap‐Based Inference for Cube Root Asymptotics
Econometrica, 2020, 88, (5), 2203-2219 View citations (1)
See also Working Paper (2020)
- Characteristic-Sorted Portfolios: Estimation and Inference
The Review of Economics and Statistics, 2020, 102, (3), 531-551 
See also Working Paper (2019)
- Simple Local Polynomial Density Estimators
Journal of the American Statistical Association, 2020, 115, (531), 1449-1455 View citations (2)
See also Working Paper (2020)
2019
- Power calculations for regression-discontinuity designs
Stata Journal, 2019, 19, (1), 210-245 View citations (2)
- Regression Discontinuity Designs Using Covariates
The Review of Economics and Statistics, 2019, 101, (3), 442-451 View citations (38)
See also Working Paper (2018)
- Two-Step Estimation and Inference with Possibly Many Included Covariates
Review of Economic Studies, 2019, 86, (3), 1095-1122 View citations (3)
See also Working Paper (2019)
2018
- ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS
Econometric Theory, 2018, 34, (2), 277-301 View citations (8)
See also Working Paper (2015)
- Econometric Methods for Program Evaluation
Annual Review of Economics, 2018, 10, (1), 465-503
- Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
Journal of the American Statistical Association, 2018, 113, (523), 1350-1361 View citations (13)
See also Working Paper (2017)
- Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency
Econometrica, 2018, 86, (3), 955-995 View citations (4)
- Manipulation testing based on density discontinuity
Stata Journal, 2018, 18, (1), 234-261 View citations (64)
- 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 (49)
See also Working Paper (2018)
2017
- 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 (13)
- rdrobust: Software for regression-discontinuity designs
Stata Journal, 2017, 17, (2), 372-404 View citations (94)
2016
- Inference in regression discontinuity designs under local randomization
Stata Journal, 2016, 16, (2), 331-367 View citations (9)
2015
- Optimal Data-Driven Regression Discontinuity Plots
Journal of the American Statistical Association, 2015, 110, (512), 1753-1769 View citations (61)
2014
- A martingale decomposition for quadratic forms of Markov chains (with applications)
Stochastic Processes and their Applications, 2014, 124, (1), 646-677 View citations (2)
- BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
Econometric Theory, 2014, 30, (6), 1135-1164 View citations (1)
See also Working Paper (2010)
- Comment
Journal of Business & Economic Statistics, 2014, 32, (3), 324-329
- Robust Nonparametric Confidence Intervals for Regression‐Discontinuity Designs
Econometrica, 2014, 82, 2295-2326 View citations (565)
- Robust data-driven inference in the regression-discontinuity design
Stata Journal, 2014, 14, (4), 909-946 View citations (130)
- SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
Econometric Theory, 2014, 30, (1), 176-200 View citations (10)
See also Working Paper (2008)
2013
- Estimation of multivalued treatment effects under conditional independence
Stata Journal, 2013, 13, (3), 407-450 View citations (36)
- Generalized Jackknife Estimators of Weighted Average Derivatives
Journal of the American Statistical Association, 2013, 108, (504), 1243-1256 View citations (9)
See also Working Paper (2011)
- Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
Journal of Econometrics, 2013, 174, (2), 127-143 View citations (20)
- Rejoinder
Journal of the American Statistical Association, 2013, 108, (504), 1265-1268
2012
- Optimal inference for instrumental variables regression with non-Gaussian errors
Journal of Econometrics, 2012, 167, (1), 1-15 View citations (9)
See also Working Paper (2007)
2010
- Efficient semiparametric estimation of multi-valued treatment effects under ignorability
Journal of Econometrics, 2010, 155, (2), 138-154 View citations (149)
- Robust Data-Driven Inference for Density-Weighted Average Derivatives
Journal of the American Statistical Association, 2010, 105, (491), 1070-1083 View citations (16)
See also Working Paper (2009)
2009
- Housing, Health, and Happiness
American Economic Journal: Economic Policy, 2009, 1, (1), 75-105 View citations (46)
See also Working Paper (2008)
Edited books
2017
- Regression Discontinuity Designs, vol 38
Advances in Econometrics, Emerald Publishing Ltd
Chapters
2010
- multi-valued treatment effects
Palgrave Macmillan View citations (4)
Software Items
2020
- RDROBUST: Stata module to provide robust data-driven inference in the regression-discontinuity design
Statistical Software Components, Boston College Department of Economics
2012
- POPARMS: Stata module for potential outcome parameter estimation
Statistical Software Components, Boston College Department of Economics
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