Details about Matias Damian Cattaneo

Access statistics for papers by Matias Damian Cattaneo.

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

Short-id: pca473

Working Papers

2017

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

2016

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

2015

3. Alternative asymptotics and the partially linear model with many regressors
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
   Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012)
4. 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

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

2011

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

2010

7. Bootstrapping Density-Weighted Average Derivatives
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (4)
   Also in Staff Reports, Federal Reserve Bank of New York (2010) View citations (6)
   See also Journal Article in Econometric Theory (2014)

2009

8. 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

9. 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 (3)
   See also Journal Article in American Economic Journal: Economic Policy (2009)
10. 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

11. 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

2014

1. A martingale decomposition for quadratic forms of Markov chains (with applications)
   Stochastic Processes and their Applications, 2014, 124, (1), 646-677
2. BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
   Econometric Theory, 2014, 30, (06), 1135-1164
   See also Working Paper (2010)
3. Comment
   Journal of Business & Economic Statistics, 2014, 32, (3), 324-329
4. Robust Nonparametric Confidence Intervals for Regression‐Discontinuity Designs
   Econometrica, 2014, 82, 2295-2326 View citations (168)
5. Robust data-driven inference in the regression-discontinuity design
   Stata Journal, 2014, 14, (4), 909-946 View citations (45)
6. SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
   Econometric Theory, 2014, 30, (01), 176-200 View citations (3)
   See also Working Paper (2008)

2013

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

2012

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

2010

12. Efficient semiparametric estimation of multi-valued treatment effects under ignorability
    Journal of Econometrics, 2010, 155, (2), 138-154 View citations (51)
13. Robust Data-Driven Inference for Density-Weighted Average Derivatives
    Journal of the American Statistical Association, 2010, 105, (491), 1070-1083 View citations (7)
    See also Working Paper (2009)

2009

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

Chapters

2010

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

Software Items

2012

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