Details about Matias D. Cattaneo

Access statistics for papers by Matias D. Cattaneo.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: pca473

Working Papers

2025

1. Continuity of the Distribution Function of the argmax of a Gaussian Process
   Papers, arXiv.org
2. Robust Inference for the Direct Average Treatment Effect with Treatment Assignment Interference
   Papers, arXiv.org
3. Uncertainty Quantification in Synthetic Controls with Staggered Treatment Adoption
   Papers, arXiv.org

2024

4. A Practical Introduction to Regression Discontinuity Designs: Extensions
   Papers, arXiv.org View citations (12)
5. Attention Overload
   Papers, arXiv.org
6. Beta-Sorted Portfolios
   Papers, arXiv.org
   Also in Staff Reports, Federal Reserve Bank of New York (2023)
   CeMMAP working papers, Institute for Fiscal Studies (2024)
7. Binscatter Regressions
   Papers, arXiv.org View citations (3)
   See also Journal Article Binscatter regressions, Stata Journal, StataCorp LLC (2025) (2025)
8. Bootstrap-Assisted Inference for Generalized Grenander-type Estimators
   Papers, arXiv.org View citations (1)
9. Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators
   Papers, arXiv.org
10. Nonlinear Binscatter Methods
    Staff Reports, Federal Reserve Bank of New York View citations (1)
    Also in Papers, arXiv.org (2024) View citations (1)
11. On Binscatter
    Papers, arXiv.org
    Also in Staff Reports, Federal Reserve Bank of New York (2019)
    French Stata Users' Group Meetings 2024, Stata Users Group (2024)
    See also Journal Article On Binscatter, American Economic Review, American Economic Association (2024) (2024)
12. On Rosenbaum's Rank-based Matching Estimator
    Papers, arXiv.org
13. Strong Approximations for Empirical Processes Indexed by Lipschitz Functions
    Papers, arXiv.org
14. Uniform Estimation and Inference for Nonparametric Partitioning-Based M-Estimators
    Papers, arXiv.org
15. Yurinskii's Coupling for Martingales
    Papers, arXiv.org View citations (3)

2023

16. A Guide to Regression Discontinuity Designs in Medical Applications
    Papers, arXiv.org View citations (1)
17. Boundary Adaptive Local Polynomial Conditional Density Estimators
    Papers, arXiv.org
18. Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)
    Papers, arXiv.org
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2023)
    See also Journal Article Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023), Journal of Business & Economic Statistics, Taylor & Francis Journals (2023) (2023)

2022

19. Covariate Adjustment in Regression Discontinuity Designs
    Papers, arXiv.org View citations (32)
20. On binscatter: binscatter plots
    Economics Virtual Symposium 2022, Stata Users Group
21. Regression Discontinuity Designs
    Papers, arXiv.org View citations (35)
    Also in Papers, arXiv.org (2020) View citations (22)
    See also Journal Article Regression Discontinuity Designs, Annual Review of Economics, Annual Reviews (2022) View citations (33) (2022)
22. scpi: Uncertainty Quantification for Synthetic Control Methods
    Papers, arXiv.org View citations (7)

2021

23. Coverage Error Optimal Confidence Intervals for Local Polynomial Regression
    Papers, arXiv.org View citations (1)
24. Local Regression Distribution Estimators
    Papers, arXiv.org View citations (10)
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2021) View citations (9)
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (2021) View citations (9)
    See also Journal Article Local regression distribution estimators, Journal of Econometrics, Elsevier (2024) (2024)
25. Prediction Intervals for Synthetic Control Methods
    Papers, arXiv.org View citations (26)
    See also Journal Article Prediction Intervals for Synthetic Control Methods, Journal of the American Statistical Association, Taylor & Francis Journals (2021) View citations (25) (2021)
26. lpdensity: Local Polynomial Density Estimation and Inference
    Papers, arXiv.org View citations (4)

2020

27. A Random Attention Model
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (27)
    Also in Papers, arXiv.org (2019) View citations (9)
    See also Journal Article A Random Attention Model, Journal of Political Economy, University of Chicago Press (2020) View citations (27) (2020)
28. Analysis of Regression Discontinuity Designs with Multiple Cutoffs or Multiple Scores
    Papers, arXiv.org View citations (16)
    See also Journal Article Analysis of regression-discontinuity designs with multiple cutoffs or multiple scores, Stata Journal, StataCorp LLC (2020) View citations (16) (2020)
29. Average Density Estimators: Efficiency and Bootstrap Consistency
    Papers, arXiv.org View citations (2)
    See also Journal Article AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY, Econometric Theory, Cambridge University Press (2022) (2022)
30. Bootstrap-Based Inference for Cube Root Asymptotics
    Papers, arXiv.org View citations (10)
    Also in Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (2020) View citations (4)
    See also Journal Article Bootstrap‐Based Inference for Cube Root Asymptotics, Econometrica, Econometric Society (2020) View citations (6) (2020)
31. Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs
    Papers, arXiv.org 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) View citations (13) (2021)
32. Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs
    Papers, arXiv.org View citations (126)
    See also Journal Article Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs, The Econometrics Journal, Royal Economic Society (2020) View citations (103) (2020)
33. Simple Local Polynomial Density Estimators
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley View citations (225)
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2020) View citations (241)
    Papers, arXiv.org (2019) View citations (93)
    See also Journal Article Simple Local Polynomial Density Estimators, Journal of the American Statistical Association, Taylor & Francis Journals (2020) View citations (227) (2020)

2019

34. A Practical Introduction to Regression Discontinuity Designs: Foundations
    Papers, arXiv.org View citations (192)
35. Characteristic-Sorted Portfolios: Estimation and Inference
    Papers, arXiv.org View citations (1)
    Also in Staff Reports, Federal Reserve Bank of New York (2016) View citations (4)
    See also Journal Article Characteristic-Sorted Portfolios: Estimation and Inference, The Review of Economics and Statistics, MIT Press (2020) View citations (9) (2020)
36. Large Sample Properties of Partitioning-Based Series Estimators
    Papers, arXiv.org View citations (4)
37. 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 View citations (28)
    Also in Papers, arXiv.org (2018) View citations (5)
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2019) View citations (28)
    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) View citations (28) (2019)
38. lspartition: Partitioning-Based Least Squares Regression
    Papers, arXiv.org View citations (1)
39. nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference
    Papers, arXiv.org View citations (2)

2018

40. 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 View citations (30)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (10)
    Papers, arXiv.org (2017) View citations (9)
    CeMMAP working papers, Institute for Fiscal Studies (2017) View citations (1)
    See also Journal Article Inference in Linear Regression Models with Many Covariates and Heteroscedasticity, Journal of the American Statistical Association, Taylor & Francis Journals (2018) View citations (44) (2018)
41. On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
    Papers, arXiv.org View citations (133)
    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) View citations (129) (2018)
42. Regression Discontinuity Designs Using Covariates
    Papers, arXiv.org View citations (44)
    See also Journal Article Regression Discontinuity Designs Using Covariates, The Review of Economics and Statistics, MIT Press (2019) View citations (229) (2019)

2017

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

2016

44. rdlocrand: a Stata Package for Inference in Regression Discontinuity Designs under Local Randomizati
    2016 Stata Conference, Stata Users Group View citations (31)

2015

45. Alternative Asymptotics and the Partially Linear Model with Many Regressors
    Papers, arXiv.org View citations (2)
    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)
    CeMMAP working papers, Institute for Fiscal Studies (2015)
    See also Journal Article ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS, Econometric Theory, Cambridge University Press (2018) View citations (17) (2018)
46. Robust Inference in Regression-Discontinuity Designs
    2015 Stata Conference, Stata Users Group View citations (16)
47. Treatment Effects with Many Covariates and Heteroskedasticity
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (5)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (5)
    CeMMAP working papers, Institute for Fiscal Studies (2015)

2014

48. Bootstrapping Kernel-Based Semiparametric Estimators
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (4)
49. 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 View citations (10)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2008) View citations (2)
    See also Journal Article SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES, Econometric Theory, Cambridge University Press (2014) View citations (19) (2014)

2013

50. Generalized Jackknife Estimators of Weighted Average Derivatives
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley View citations (21)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2011) View citations (7)
    See also Journal Article Generalized Jackknife Estimators of Weighted Average Derivatives, Journal of the American Statistical Association, Taylor & Francis Journals (2013) View citations (23) (2013)

2010

51. Bootstrapping Density-Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (8)
    Also in Staff Reports, Federal Reserve Bank of New York (2010) View citations (9)
    See also Journal Article BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES, Econometric Theory, Cambridge University Press (2014) View citations (4) (2014)

2009

52. Robust Data-Driven Inference for Density-Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University 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) View citations (27) (2010)

2008

53. 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 Housing, Health, and Happiness, American Economic Journal: Economic Policy, American Economic Association (2009) View citations (69) (2009)

2007

54. 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 Optimal inference for instrumental variables regression with non-Gaussian errors, Journal of Econometrics, Elsevier (2012) View citations (12) (2012)

Journal Articles

2025

1. Binscatter regressions
   Stata Journal, 2025, 25, (1), 3-50
   See also Working Paper Binscatter Regressions, Papers (2024) View citations (3) (2024)

2024

2. Local regression distribution estimators
   Journal of Econometrics, 2024, 240, (2)
   See also Working Paper Local Regression Distribution Estimators, Papers (2021) View citations (10) (2021)
3. On Binscatter
   American Economic Review, 2024, 114, (5), 1488-1514
   See also Working Paper On Binscatter, Papers (2024) (2024)
4. Uniform Inference for Kernel Density Estimators with Dyadic Data
   Journal of the American Statistical Association, 2024, 119, (548), 2695-2708

2023

5. Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)
   Journal of Business & Economic Statistics, 2023, 41, (4), 1030-1034
   See also Working Paper Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023), Papers (2023) (2023)

2022

6. AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY
   Econometric Theory, 2022, 38, (6), 1140-1174
   See also Working Paper Average Density Estimators: Efficiency and Bootstrap Consistency, Papers (2020) View citations (2) (2020)
7. Regression Discontinuity Designs
   Annual Review of Economics, 2022, 14, (1), 821-851 View citations (33)
   See also Working Paper Regression Discontinuity Designs, Papers (2022) View citations (35) (2022)

2021

8. Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs
   Journal of the American Statistical Association, 2021, 116, (536), 1941-1952 View citations (13)
   See also Working Paper Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs, Papers (2020) View citations (6) (2020)
9. Introduction to the Special Section on Synthetic Control Methods
   Journal of the American Statistical Association, 2021, 116, (536), 1713-1715 View citations (2)
10. Prediction Intervals for Synthetic Control Methods
    Journal of the American Statistical Association, 2021, 116, (536), 1865-1880 View citations (25)
    See also Working Paper Prediction Intervals for Synthetic Control Methods, Papers (2021) View citations (26) (2021)

2020

11. A Random Attention Model
    Journal of Political Economy, 2020, 128, (7), 2796 - 2836 View citations (27)
    See also Working Paper A Random Attention Model, University of California at San Diego, Economics Working Paper Series (2020) View citations (27) (2020)
12. Analysis of regression-discontinuity designs with multiple cutoffs or multiple scores
    Stata Journal, 2020, 20, (4), 866-891 View citations (16)
    See also Working Paper Analysis of Regression Discontinuity Designs with Multiple Cutoffs or Multiple Scores, Papers (2020) View citations (16) (2020)
13. Bootstrap‐Based Inference for Cube Root Asymptotics
    Econometrica, 2020, 88, (5), 2203-2219 View citations (6)
    See also Working Paper Bootstrap-Based Inference for Cube Root Asymptotics, Papers (2020) View citations (10) (2020)
14. Characteristic-Sorted Portfolios: Estimation and Inference
    The Review of Economics and Statistics, 2020, 102, (3), 531-551 View citations (9)
    See also Working Paper Characteristic-Sorted Portfolios: Estimation and Inference, Papers (2019) View citations (1) (2019)
15. Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs
    The Econometrics Journal, 2020, 23, (2), 192-210 View citations (103)
    See also Working Paper Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs, Papers (2020) View citations (126) (2020)
16. Simple Local Polynomial Density Estimators
    Journal of the American Statistical Association, 2020, 115, (531), 1449-1455 View citations (227)
    See also Working Paper Simple Local Polynomial Density Estimators, Department of Economics, Working Paper Series (2020) View citations (225) (2020)

2019

17. Power calculations for regression-discontinuity designs
    Stata Journal, 2019, 19, (1), 210-245 View citations (37)
18. Regression Discontinuity Designs Using Covariates
    The Review of Economics and Statistics, 2019, 101, (3), 442-451 View citations (229)
    See also Working Paper Regression Discontinuity Designs Using Covariates, Papers (2018) View citations (44) (2018)
19. Two-Step Estimation and Inference with Possibly Many Included Covariates
    The Review of Economic Studies, 2019, 86, (3), 1095-1122 View citations (28)
    See also Working Paper Two-Step Estimation and Inference with Possibly Many Included Covariates, Department of Economics, Working Paper Series (2019) View citations (28) (2019)

2018

20. ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS
    Econometric Theory, 2018, 34, (2), 277-301 View citations (17)
    See also Working Paper Alternative Asymptotics and the Partially Linear Model with Many Regressors, Papers (2015) View citations (2) (2015)
21. Econometric Methods for Program Evaluation
    Annual Review of Economics, 2018, 10, (1), 465-503
22. Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
    Journal of the American Statistical Association, 2018, 113, (523), 1350-1361 View citations (44)
    See also Working Paper Inference in Linear Regression Models with Many Covariates and Heteroscedasticity, Department of Economics, Working Paper Series (2018) View citations (30) (2018)
23. Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency
    Econometrica, 2018, 86, (3), 955-995 View citations (12)
24. Manipulation testing based on density discontinuity
    Stata Journal, 2018, 18, (1), 234-261 View citations (311)
25. 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 (129)
    See also Working Paper On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference, Papers (2018) View citations (133) (2018)

2017

26. 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 (74)
27. rdrobust: Software for regression-discontinuity designs
    Stata Journal, 2017, 17, (2), 372-404 View citations (391)

2016

28. Inference in regression discontinuity designs under local randomization
    Stata Journal, 2016, 16, (2), 331-367 View citations (37)

2015

29. Optimal Data-Driven Regression Discontinuity Plots
    Journal of the American Statistical Association, 2015, 110, (512), 1753-1769 View citations (174)
30. Randomization Inference in the Regression Discontinuity Design: An Application to Party Advantages in the U.S. Senate
    Journal of Causal Inference, 2015, 3, (1), 1-24 View citations (11)

2014

31. A martingale decomposition for quadratic forms of Markov chains (with applications)
    Stochastic Processes and their Applications, 2014, 124, (1), 646-677 View citations (2)
32. BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Econometric Theory, 2014, 30, (6), 1135-1164 View citations (4)
    See also Working Paper Bootstrapping Density-Weighted Average Derivatives, CREATES Research Papers (2010) View citations (8) (2010)
33. Comment
    Journal of Business & Economic Statistics, 2014, 32, (3), 324-329
34. Robust Nonparametric Confidence Intervals for Regression‐Discontinuity Designs
    Econometrica, 2014, 82, 2295-2326 View citations (1239)
35. Robust data-driven inference in the regression-discontinuity design
    Stata Journal, 2014, 14, (4), 909-946 View citations (269)
36. SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Econometric Theory, 2014, 30, (1), 176-200 View citations (19)
    See also Working Paper SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES, Department of Economics, Working Paper Series (2014) View citations (10) (2014)

2013

37. Estimation of multivalued treatment effects under conditional independence
    Stata Journal, 2013, 13, (3), 407-450 View citations (83)
38. Generalized Jackknife Estimators of Weighted Average Derivatives
    Journal of the American Statistical Association, 2013, 108, (504), 1243-1256 View citations (23)
    See also Working Paper Generalized Jackknife Estimators of Weighted Average Derivatives, Department of Economics, Working Paper Series (2013) View citations (21) (2013)
39. Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
    Journal of Econometrics, 2013, 174, (2), 127-143 View citations (43)
40. Rejoinder
    Journal of the American Statistical Association, 2013, 108, (504), 1265-1268

2012

41. Optimal inference for instrumental variables regression with non-Gaussian errors
    Journal of Econometrics, 2012, 167, (1), 1-15 View citations (12)
    See also Working Paper Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors, CREATES Research Papers (2007) View citations (3) (2007)

2010

42. Efficient semiparametric estimation of multi-valued treatment effects under ignorability
    Journal of Econometrics, 2010, 155, (2), 138-154 View citations (281)
43. Robust Data-Driven Inference for Density-Weighted Average Derivatives
    Journal of the American Statistical Association, 2010, 105, (491), 1070-1083 View citations (27)
    See also Working Paper Robust Data-Driven Inference for Density-Weighted Average Derivatives, CREATES Research Papers (2009) View citations (3) (2009)

2009

44. Housing, Health, and Happiness
    American Economic Journal: Economic Policy, 2009, 1, (1), 75-105 View citations (69)
    See also Working Paper Housing, Health and Happiness, CEDLAS, Working Papers (2008) 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

2010

2. multi-valued treatment effects
   Palgrave Macmillan 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
2. RDDENSITY: Stata module to perform Manipulation Testing Using Local Polynomial Density Estimation
   Statistical Software Components, Boston College Department of Economics
3. RDROBUST: Stata module to provide robust data-driven inference in the regression-discontinuity design
   Statistical Software Components, Boston College Department of Economics

2012

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