Details about Ivan Alexis Canay

Access statistics for papers by Ivan Alexis Canay.

Last updated 2024-11-11. Update your information in the RePEc Author Service.

Short-id: pca546

Working Papers

2024

1. Decomposition and Interpretation of Treatment Effects in Settings with Delayed Outcomes
   Papers, arXiv.org
2. Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes
   Papers, arXiv.org View citations (1)

2023

3. A User's Guide to Inference in Models Defined by Moment Inequalities
   NBER Working Papers, National Bureau of Economic Research, Inc

2022

4. On the implementation of Approximate Randomization Tests in Linear Models with a Small Number of Clusters
   Papers, arXiv.org View citations (2)
   See also Journal Article On the Implementation of Approximate Randomization Tests in Linear Models with a Small Number of Clusters, Journal of Econometric Methods, De Gruyter (2023) View citations (7) (2023)

2020

5. On the Use of Outcome Tests for Detecting Bias in Decision Making
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
   Also in Working Papers, Becker Friedman Institute for Research In Economics (2020) View citations (7)
   See also Journal Article On the Use of Outcome Tests for Detecting Bias in Decision Making, The Review of Economic Studies, Review of Economic Studies Ltd (2024) View citations (1) (2024)
6. Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design
   Papers, arXiv.org View citations (3)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (6)
   See also Journal Article Testing continuity of a density via g-order statistics in the regression discontinuity design, Journal of Econometrics, Elsevier (2021) View citations (21) (2021)

2019

7. Inference under Covariate-Adaptive Randomization with Multiple Treatments
   Papers, arXiv.org View citations (34)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (34)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (1)
   CeMMAP working papers, Institute for Fiscal Studies (2017)
   See also Journal Article Inference under covariate‐adaptive randomization with multiple treatments, Quantitative Economics, Econometric Society (2019) View citations (28) (2019)
8. The Wild Bootstrap with a Small Number of Large Clusters
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (4)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (2)
   See also Journal Article The Wild Bootstrap with a “Small” Number of “Large” Clusters, The Review of Economics and Statistics, MIT Press (2021) View citations (20) (2021)

2017

9. Approximate permutation tests and induced order statistics in the regression discontinuity design
   CeMMAP working papers, Institute for Fiscal Studies View citations (7)
   Also in CeMMAP working papers, Institute for Fiscal Studies (2015)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (2)
   CeMMAP working papers, Institute for Fiscal Studies (2016)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (2)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (25)
   See also Journal Article Approximate Permutation Tests and Induced Order Statistics in the Regression Discontinuity Design, The Review of Economic Studies, Review of Economic Studies Ltd (2018) View citations (37) (2018)
10. Inference under covariate-adaptive randomization
    CeMMAP working papers, Institute for Fiscal Studies View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (13)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (9)
    CeMMAP working papers, Institute for Fiscal Studies (2015) View citations (1)
    CeMMAP working papers, Institute for Fiscal Studies (2016) View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (4)
    See also Journal Article Inference Under Covariate-Adaptive Randomization, Journal of the American Statistical Association, Taylor & Francis Journals (2018) View citations (48) (2018)

2016

11. Practical and theoretical advances in inference for partially identified models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (15)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2016)

2015

12. Inference for functions of partially identified parameters in moment inequality models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2014)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (23)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (22)
    CeMMAP working papers, Institute for Fiscal Studies (2014)
    CeMMAP working papers, Institute for Fiscal Studies (2015)

2014

13. Specification tests for partially identified models defined by moment inequalities
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (4)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (8)
    CeMMAP working papers, Institute for Fiscal Studies (2013)
    See also Journal Article Specification tests for partially identified models defined by moment inequalities, Journal of Econometrics, Elsevier (2015) View citations (33) (2015)

2012

14. On the testability of identification in some nonparametric models with endogeneity
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (17)
    See also Journal Article On the Testability of Identification in Some Nonparametric Models With Endogeneity, Econometrica, Econometric Society (2013) View citations (68) (2013)

2011

15. Hodges-Lehmann Optimality for Testing Moment
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)

Journal Articles

2024

1. On the Use of Outcome Tests for Detecting Bias in Decision Making
   The Review of Economic Studies, 2024, 91, (4), 2135-2167 View citations (1)
   See also Working Paper On the Use of Outcome Tests for Detecting Bias in Decision Making, NBER Working Papers (2020) View citations (7) (2020)

2023

2. On the Implementation of Approximate Randomization Tests in Linear Models with a Small Number of Clusters
   Journal of Econometric Methods, 2023, 12, (1), 85-103 View citations (7)
   See also Working Paper On the implementation of Approximate Randomization Tests in Linear Models with a Small Number of Clusters, Papers (2022) View citations (2) (2022)

2021

3. Testing continuity of a density via g-order statistics in the regression discontinuity design
   Journal of Econometrics, 2021, 221, (1), 138-159 View citations (21)
   See also Working Paper Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design, Papers (2020) View citations (3) (2020)
4. The Wild Bootstrap with a “Small” Number of “Large” Clusters
   The Review of Economics and Statistics, 2021, 103, (2), 346-363 View citations (20)
   See also Working Paper The Wild Bootstrap with a Small Number of Large Clusters, CeMMAP working papers (2019) View citations (4) (2019)

2019

5. Inference under covariate‐adaptive randomization with multiple treatments
   Quantitative Economics, 2019, 10, (4), 1747-1785 View citations (28)
   See also Working Paper Inference under Covariate-Adaptive Randomization with Multiple Treatments, Papers (2019) View citations (34) (2019)

2018

6. Approximate Permutation Tests and Induced Order Statistics in the Regression Discontinuity Design
   The Review of Economic Studies, 2018, 85, (3), 1577-1608 View citations (37)
   See also Working Paper Approximate permutation tests and induced order statistics in the regression discontinuity design, CeMMAP working papers (2017) View citations (7) (2017)
7. Inference Under Covariate-Adaptive Randomization
   Journal of the American Statistical Association, 2018, 113, (524), 1784-1796 View citations (48)
   See also Working Paper Inference under covariate-adaptive randomization, CeMMAP working papers (2017) View citations (1) (2017)

2017

8. Inference for subvectors and other functions of partially identified parameters in moment inequality models
   Quantitative Economics, 2017, 8, (1), 1-38 View citations (39)
9. Randomization Tests Under an Approximate Symmetry Assumption
   Econometrica, 2017, 85, 1013-1030 View citations (74)

2015

10. Specification tests for partially identified models defined by moment inequalities
    Journal of Econometrics, 2015, 185, (1), 259-282 View citations (33)
    See also Working Paper Specification tests for partially identified models defined by moment inequalities, CeMMAP working papers (2014) View citations (4) (2014)

2013

11. On the Testability of Identification in Some Nonparametric Models With Endogeneity
    Econometrica, 2013, 81, (6), 2535-2559 View citations (68)
    See also Working Paper On the testability of identification in some nonparametric models with endogeneity, CeMMAP working papers (2012) (2012)

2012

12. Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models
    Econometrica, 2012, 80, (4), 1741-1768 View citations (18)
13. Hodges–Lehmann optimality for testing moment conditions
    Journal of Econometrics, 2012, 171, (1), 45-53 View citations (1)

2011

14. A simple approach to quantile regression for panel data
    Econometrics Journal, 2011, 14, (3), 368-386 View citations (642)

2010

15. EL inference for partially identified models: Large deviations optimality and bootstrap validity
    Journal of Econometrics, 2010, 156, (2), 408-425 View citations (161)
16. Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel
    Journal of Econometrics, 2010, 156, (2), 284-303 View citations (5)

Software Items

2020

1. RDCONT: Stata module to compute non-randomized approximate sign test of density continuity
   Statistical Software Components, Boston College Department of Economics