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

Working Papers

2020

1. 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)
2. 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)
3. Average Density Estimators: Efficiency and Bootstrap Consistency
   Papers, arXiv.org View citations (2)
4. Bootstrap-Based Inference for Cube Root Asymptotics
   Papers, arXiv.org View citations (1)
   See also Journal Article in Econometrica (2020)
5. Coverage Error Optimal Confidence Intervals for Local Polynomial Regression
   Papers, arXiv.org View citations (1)
6. Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs
   Papers, arXiv.org View citations (2)
7. Local Regression Distribution Estimators
   Papers, arXiv.org View citations (1)
8. Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs
   Papers, arXiv.org View citations (10)
9. 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)
10. The Regression Discontinuity Design
    Papers, arXiv.org
11. lpdensity: Local Polynomial Density Estimation and Inference
    Papers, arXiv.org

2019

12. A Practical Introduction to Regression Discontinuity Designs: Foundations
    Papers, arXiv.org View citations (7)
13. Binscatter Regressions
    Papers, arXiv.org View citations (1)
14. 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)
15. Large Sample Properties of Partitioning-Based Series Estimators
    Papers, arXiv.org View citations (2)
16. On Binscatter
    Papers, arXiv.org
    Also in Staff Reports, Federal Reserve Bank of New York (2019)
17. Prediction Intervals for Synthetic Control Methods
    Papers, arXiv.org
18. 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)
19. lspartition: Partitioning-Based Least Squares Regression
    Papers, arXiv.org
20. nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference
    Papers, arXiv.org

2018

21. 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)
22. Regression Discontinuity Designs Using Covariates
    Papers, arXiv.org View citations (23)
    See also Journal Article in The Review of Economics and Statistics (2019)

2017

23. Bootstrap-Based Inference for Cube Root Consistent Estimators
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
24. 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

25. rdlocrand: a Stata Package for Inference in Regression Discontinuity Designs under Local Randomizati
    2016 Stata Conference, Stata Users Group View citations (9)

2015

26. 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)
27. Robust Inference in Regression-Discontinuity Designs
    2015 Stata Conference, Stata Users Group View citations (1)
28. 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

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

2011

30. 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

31. 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

32. 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

33. 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)
34. 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

35. 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

1. A Random Attention Model
   Journal of Political Economy, 2020, 128, (7), 2796 - 2836
   See also Working Paper (2020)
2. Analysis of regression-discontinuity designs with multiple cutoffs or multiple scores
   Stata Journal, 2020, 20, (4), 866-891
   See also Working Paper (2020)
3. Bootstrap‐Based Inference for Cube Root Asymptotics
   Econometrica, 2020, 88, (5), 2203-2219 View citations (1)
   See also Working Paper (2020)
4. Characteristic-Sorted Portfolios: Estimation and Inference
   The Review of Economics and Statistics, 2020, 102, (3), 531-551
   See also Working Paper (2019)
5. 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

6. Power calculations for regression-discontinuity designs
   Stata Journal, 2019, 19, (1), 210-245 View citations (2)
7. Regression Discontinuity Designs Using Covariates
   The Review of Economics and Statistics, 2019, 101, (3), 442-451 View citations (38)
   See also Working Paper (2018)
8. 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

9. 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)
10. Econometric Methods for Program Evaluation
    Annual Review of Economics, 2018, 10, (1), 465-503
11. 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)
12. Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency
    Econometrica, 2018, 86, (3), 955-995 View citations (4)
13. Manipulation testing based on density discontinuity
    Stata Journal, 2018, 18, (1), 234-261 View citations (64)
14. 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

15. 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)
16. rdrobust: Software for regression-discontinuity designs
    Stata Journal, 2017, 17, (2), 372-404 View citations (94)

2016

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

2015

18. Optimal Data-Driven Regression Discontinuity Plots
    Journal of the American Statistical Association, 2015, 110, (512), 1753-1769 View citations (61)

2014

19. A martingale decomposition for quadratic forms of Markov chains (with applications)
    Stochastic Processes and their Applications, 2014, 124, (1), 646-677 View citations (2)
20. BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Econometric Theory, 2014, 30, (6), 1135-1164 View citations (1)
    See also Working Paper (2010)
21. Comment
    Journal of Business & Economic Statistics, 2014, 32, (3), 324-329
22. Robust Nonparametric Confidence Intervals for Regression‐Discontinuity Designs
    Econometrica, 2014, 82, 2295-2326 View citations (565)
23. Robust data-driven inference in the regression-discontinuity design
    Stata Journal, 2014, 14, (4), 909-946 View citations (130)
24. SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Econometric Theory, 2014, 30, (1), 176-200 View citations (10)
    See also Working Paper (2008)

2013

25. Estimation of multivalued treatment effects under conditional independence
    Stata Journal, 2013, 13, (3), 407-450 View citations (36)
26. 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)
27. Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
    Journal of Econometrics, 2013, 174, (2), 127-143 View citations (20)
28. Rejoinder
    Journal of the American Statistical Association, 2013, 108, (504), 1265-1268

2012

29. 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

30. Efficient semiparametric estimation of multi-valued treatment effects under ignorability
    Journal of Econometrics, 2010, 155, (2), 138-154 View citations (149)
31. 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

32. 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

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

2020

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