Details about Max H Farrell

Access statistics for papers by Max H Farrell.

Last updated 2025-04-06. Update your information in the RePEc Author Service.

Short-id: pfa702

Working Papers

2025

1. Treatment Effect Heterogeneity in Regression Discontinuity Designs
   Papers, arXiv.org

2024

2. Binscatter Regressions
   Papers, arXiv.org View citations (3)
   See also Journal Article Binscatter regressions, Stata Journal, StataCorp LLC (2025) (2025)
3. Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators
   Papers, arXiv.org
4. Nonlinear Binscatter Methods
   Staff Reports, Federal Reserve Bank of New York View citations (1)
   Also in Papers, arXiv.org (2024) View citations (1)
5. On Binscatter
   Papers, arXiv.org
   Also in Staff Reports, Federal Reserve Bank of New York (2019)
   See also Journal Article On Binscatter, American Economic Review, American Economic Association (2024) (2024)

2021

6. Coverage Error Optimal Confidence Intervals for Local Polynomial Regression
   Papers, arXiv.org View citations (1)
7. Deep Learning for Individual Heterogeneity: An Automatic Inference Framework
   Papers, arXiv.org View citations (4)

2020

8. Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs
   Papers, arXiv.org View citations (131)
   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 (108) (2020)

2019

9. 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)
10. Deep Neural Networks for Estimation and Inference
    Papers, arXiv.org View citations (14)
    See also Journal Article Deep Neural Networks for Estimation and Inference, Econometrica, Econometric Society (2021) View citations (84) (2021)
11. Large Sample Properties of Partitioning-Based Series Estimators
    Papers, arXiv.org View citations (4)
12. lspartition: Partitioning-Based Least Squares Regression
    Papers, arXiv.org View citations (1)
13. nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference
    Papers, arXiv.org View citations (3)

2018

14. On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
    Papers, arXiv.org View citations (135)
    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 (131) (2018)
15. 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 (233) (2019)
16. Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations
    Papers, arXiv.org View citations (1)
    See also Journal Article Robust inference on average treatment effects with possibly more covariates than observations, Journal of Econometrics, Elsevier (2015) View citations (165) (2015)

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. On Binscatter
   American Economic Review, 2024, 114, (5), 1488-1514
   See also Working Paper On Binscatter, Papers (2024) (2024)

2021

3. Deep Neural Networks for Estimation and Inference
   Econometrica, 2021, 89, (1), 181-213 View citations (84)
   See also Working Paper Deep Neural Networks for Estimation and Inference, Papers (2019) View citations (14) (2019)

2020

4. 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)
5. Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs
   The Econometrics Journal, 2020, 23, (2), 192-210 View citations (108)
   See also Working Paper Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs, Papers (2020) View citations (131) (2020)

2019

6. Regression Discontinuity Designs Using Covariates
   The Review of Economics and Statistics, 2019, 101, (3), 442-451 View citations (233)
   See also Working Paper Regression Discontinuity Designs Using Covariates, Papers (2018) View citations (44) (2018)

2018

7. 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 (131)
   See also Working Paper On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference, Papers (2018) View citations (135) (2018)

2017

8. rdrobust: Software for regression-discontinuity designs
   Stata Journal, 2017, 17, (2), 372-404 View citations (397)

2015

9. Robust inference on average treatment effects with possibly more covariates than observations
   Journal of Econometrics, 2015, 189, (1), 1-23 View citations (165)
   See also Working Paper Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations, Papers (2018) View citations (1) (2018)

2013

10. Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
    Journal of Econometrics, 2013, 174, (2), 127-143 View citations (43)

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

Software Items

2022

1. RDROBUST: Stata module to provide robust data-driven inference in the regression-discontinuity design
   Statistical Software Components, Boston College Department of Economics