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Details about Matias D. Cattaneo

E-mail:
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 2019-04-06. Update your information in the RePEc Author Service.

Short-id: pca473


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Working Papers

2019

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

2018

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

2017

  1. Bootstrap-Based Inference for Cube Root Consistent Estimators
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
  2. Inference in Linear Regression Models with Many Covariates and Heteroskedasticity
    Papers, arXiv.org Downloads View citations (7)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads View citations (8)

    See also Journal Article in Journal of the American Statistical Association (2018)

2016

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

2015

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

    See also Journal Article in Econometric Theory (2018)
  2. Robust Inference in Regression-Discontinuity Designs
    2015 Stata Conference, Stata Users Group Downloads
  3. Treatment Effects with Many Covariates and Heteroskedasticity
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (3)

2014

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

2011

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

2010

  1. Bootstrapping Density-Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (7)
    Also in Staff Reports, Federal Reserve Bank of New York (2010) Downloads View citations (9)

    See also Journal Article in Econometric Theory (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 (1)
    See also Journal Article in Journal of the American Statistical Association (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 in American Economic Journal: Economic Policy (2009)
  2. Small Bandwidth Asymptotics for Density-Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (3)
    See also Journal Article in Econometric Theory (2014)

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 (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 Downloads View citations (2)
    See also Working Paper (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 (5)
    See also Working Paper (2017)
  4. Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency
    Econometrica, 2018, 86, (3), 955-995 Downloads View citations (2)
  5. Manipulation testing based on density discontinuity
    Stata Journal, 2018, 18, (1), 234-261 Downloads 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 Downloads View citations (15)
    See also Working Paper (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 (8)
  2. rdrobust: Software for regression-discontinuity designs
    Stata Journal, 2017, 17, (2), 372-404 Downloads View citations (38)

2016

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

2015

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

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, (06), 1135-1164 Downloads
    See also Working Paper (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 (341)
  5. Robust data-driven inference in the regression-discontinuity design
    Stata Journal, 2014, 14, (4) Downloads View citations (75)
    Also in Stata Journal, 2014, 14, (4), 909-946 (2014) Downloads View citations (88)
  6. SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Econometric Theory, 2014, 30, (01), 176-200 Downloads View citations (3)
    See also Working Paper (2008)

2013

  1. Estimation of multivalued treatment effects under conditional independence
    Stata Journal, 2013, 13, (3), 46 Downloads View citations (28)
    Also in Stata Journal, 2013, 13, (3), 407-450 (2013) Downloads View citations (30)
  2. Generalized Jackknife Estimators of Weighted Average Derivatives
    Journal of the American Statistical Association, 2013, 108, (504), 1243-1256 Downloads View citations (6)
    See also Working Paper (2011)
  3. Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
    Journal of Econometrics, 2013, 174, (2), 127-143 Downloads View citations (19)
  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 (7)
    See also Working Paper (2007)

2010

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

2009

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

Edited books

2017

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

Chapters

2010

  1. multi-valued treatment effects
    Palgrave Macmillan Downloads 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 Downloads

2012

  1. POPARMS: Stata module for potential outcome parameter estimation
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2019-08-21