Details about Matthew A. Masten

Access statistics for papers by Matthew A. Masten.

Last updated 2024-05-06. Update your information in the RePEc Author Service.

Short-id: pma2923

Working Papers

2024

1. The Effect of Omitted Variables on the Sign of Regression Coefficients
   Papers, arXiv.org

2023

2. Assessing Omitted Variable Bias when the Controls are Endogenous
   Papers, arXiv.org View citations (7)

2022

3. Choosing Exogeneity Assumptions in Potential Outcome Models
   Papers, arXiv.org
   See also Journal Article Choosing exogeneity assumptions in potential outcome models, The Econometrics Journal, Royal Economic Society (2023) (2023)
4. ivcrc: An Instrumental Variables Estimator for the Correlated Random Coefficients Model
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
   See also Journal Article ivcrc: An instrumental-variables estimator for the correlated random-coefficients model, Stata Journal, StataCorp LLC (2022) View citations (1) (2022)

2021

5. Assessing Sensitivity to Unconfoundedness: Estimation and Inference
   Working Papers, Georgetown University, Department of Economics View citations (1)
   Also in Papers, arXiv.org (2020) View citations (4)
   See also Journal Article Assessing Sensitivity to Unconfoundedness: Estimation and Inference, Journal of Business & Economic Statistics, Taylor & Francis Journals (2024) View citations (4) (2024)

2020

6. Salvaging Falsified Instrumental Variable Models
   Papers, arXiv.org View citations (12)
   See also Journal Article Salvaging Falsified Instrumental Variable Models, Econometrica, Econometric Society (2021) View citations (10) (2021)

2019

7. Inference on Breakdown Frontiers
   Papers, arXiv.org View citations (4)
   Also in CeMMAP working papers, Institute for Fiscal Studies (2017)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (9)
   See also Journal Article Inference on breakdown frontiers, Quantitative Economics, Econometric Society (2020) View citations (24) (2020)
8. tesensitivity: A Stata Package for Assessing the Unconfoundedness Assumption
   2019 Stata Conference, Stata Users Group

2018

9. Interpreting Quantile Independence
   Papers, arXiv.org

2017

10. Identification of Treatment Effects under Conditional Partial Independence
    Papers, arXiv.org
    See also Journal Article Identification of Treatment Effects Under Conditional Partial Independence, Econometrica, Econometric Society (2018) View citations (16) (2018)

2016

11. Compactness of infinite dimensional parameter spaces
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2016)
12. Partial independence in nonseparable models
    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 (2016) View citations (9)

2015

13. Random coefficients on endogenous variables in simultaneous equations models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (10)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (34)
    CeMMAP working papers, Institute for Fiscal Studies (2014)
    CeMMAP working papers, Institute for Fiscal Studies (2015)
    See also Journal Article Random Coefficients on Endogenous Variables in Simultaneous Equations Models, The Review of Economic Studies, Review of Economic Studies Ltd (2018) View citations (22) (2018)

2014

14. Instrumental variables estimation of a generalized correlated random coefficients model
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (12)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2014)

Journal Articles

2024

1. Assessing Sensitivity to Unconfoundedness: Estimation and Inference
   Journal of Business & Economic Statistics, 2024, 42, (1), 1-13 View citations (4)
   See also Working Paper Assessing Sensitivity to Unconfoundedness: Estimation and Inference, Working Papers (2021) View citations (1) (2021)

2023

2. Choosing exogeneity assumptions in potential outcome models
   The Econometrics Journal, 2023, 26, (3), 327-349
   See also Working Paper Choosing Exogeneity Assumptions in Potential Outcome Models, Papers (2022) (2022)
3. Minimax-regret treatment rules with many treatments
   The Japanese Economic Review, 2023, 74, (4), 501-537

2022

4. ivcrc: An instrumental-variables estimator for the correlated random-coefficients model
   Stata Journal, 2022, 22, (3), 469-495 View citations (1)
   See also Working Paper ivcrc: An Instrumental Variables Estimator for the Correlated Random Coefficients Model, Finance and Economics Discussion Series (2022) View citations (1) (2022)

2021

5. Salvaging Falsified Instrumental Variable Models
   Econometrica, 2021, 89, (3), 1449-1469 View citations (10)
   See also Working Paper Salvaging Falsified Instrumental Variable Models, Papers (2020) View citations (12) (2020)

2020

6. Inference on breakdown frontiers
   Quantitative Economics, 2020, 11, (1), 41-111 View citations (24)
   See also Working Paper Inference on Breakdown Frontiers, Papers (2019) View citations (4) (2019)

2019

7. A practical guide to compact infinite dimensional parameter spaces
   Econometric Reviews, 2019, 38, (9), 979-1006 View citations (8)

2018

8. Identification of Treatment Effects Under Conditional Partial Independence
   Econometrica, 2018, 86, (1), 317-351 View citations (16)
   See also Working Paper Identification of Treatment Effects under Conditional Partial Independence, Papers (2017) (2017)
9. Random Coefficients on Endogenous Variables in Simultaneous Equations Models
   The Review of Economic Studies, 2018, 85, (2), 1193-1250 View citations (22)
   See also Working Paper Random coefficients on endogenous variables in simultaneous equations models, CeMMAP working papers (2015) View citations (10) (2015)

2016

10. Identification of Instrumental Variable Correlated Random Coefficients Models
    The Review of Economics and Statistics, 2016, 98, (5), 1001-1005 View citations (17)

2013

11. A specification test for discrete choice models
    Economics Letters, 2013, 121, (2), 336-339

2011

12. How Should the Graduate Economics Core be Changed?
    The Journal of Economic Education, 2011, 42, (4), 414-417 View citations (1)

Software Items

2024

1. REGSENSITIVITY: Stata module for regression sensitivity analysis
   Statistical Software Components, Boston College Department of Economics

2022

2. IVCRC: Stata module to implement the instrumental variables correlated random coefficients estimator
   Statistical Software Components, Boston College Department of Economics

2021

3. TESENSITIVITY: Stata module for assessing sensitivity to the unconfoundedness assumption
   Statistical Software Components, Boston College Department of Economics