97628 documents matched the search for Matias D. Cattaneo in authors.
Go to document
|
1112131415161718191 
Registered author: Matias D. Cattaneo
multi-valued treatment effects,
Matias Cattaneo,
from Palgrave Macmillan
(2010)
Keywords: causal inference, generalised propensity score, identification, matching estimators, program evaluation, semiparametric estimation, semiparametric efficiency, treatment effects, unconfoundedness
On binscatter: binscatter plots,
Matias Cattaneo,
from Stata Users Group
(2022)
Efficient semiparametric estimation of multi-valued treatment effects under ignorability,
Matias Cattaneo,
in Journal of Econometrics
(2010)
Keywords: Multi-valued treatment effects Unconfoundedness Semiparametric efficiency Efficient estimation
Estimation of multivalued treatment effects under conditional independence,
Matias Cattaneo, David Drukker and Ashley D. Holland,
in Stata Journal
(2013)
Keywords: poparms, bfit, inverse-probability weighting, treatment effects, semiparametric estimation, unconfoundedness, generalized propensity score, multivalued treatment effects
Introduction to the Special Section on Synthetic Control Methods,
Alberto Abadie and Matias Cattaneo,
in Journal of the American Statistical Association
(2021)
Comment,
Matias Cattaneo and Richard Crump,
in Journal of Business & Economic Statistics
(2014)
Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency,
Matias Cattaneo and Michael Jansson,
in Econometrica
(2018)
Bootstrapping Kernel-Based Semiparametric Estimators,
Matias Cattaneo and Michael Jansson,
from Department of Economics and Business Economics, Aarhus University
(2014)
Keywords: Semiparametric estimation, bootstrapping, asymptotic separability.
Average Density Estimators: Efficiency and Bootstrap Consistency,
Matias Cattaneo and Michael Jansson,
from arXiv.org
(2020)
Regression Discontinuity Designs,
Matias Cattaneo and Rocio Titiunik,
from arXiv.org
(2022)
Econometric Methods for Program Evaluation,
Alberto Abadie and Matias Cattaneo,
in Annual Review of Economics
(2018)
Keywords: causal inference, policy evaluation, treatment effects
Regression Discontinuity Designs,
Matias Cattaneo and Rocío Titiunik,
in Annual Review of Economics
(2022)
Keywords: regression discontinuity, causal inference, program evaluation, treatment effects, nonexperimental methods
AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY,
Matias Cattaneo and Michael Jansson,
in Econometric Theory
(2022)
Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators,
Matias Cattaneo and Max Farrell,
in Journal of Econometrics
(2013)
Keywords: Nonparametric estimation; Partitioning; Subclassification; Convergence rates; Bahadur representation; Asymptotic normality;
A martingale decomposition for quadratic forms of Markov chains (with applications),
Yves Atchade and Matias Cattaneo,
in Stochastic Processes and their Applications
(2014)
Keywords: Central limit theorems; Markov chains; Markov chain Monte Carlo; Martingale approximations; Quadratic forms; U-statistics;
Efficient Estimation of the Dose–Response Function Under Ignorability Using Subclassification on the Covariates,
Matias Cattaneo and Max Farrell,
from Emerald Group Publishing Limited
(2011)
Keywords: Missing data, treatment effects, blocking, subclassification, stratification, semiparametric efficiency
Generalized Jackknife Estimators of Weighted Average Derivatives,
Matias Cattaneo, Richard Crump and Michael Jansson,
in Journal of the American Statistical Association
(2013)
Rejoinder,
Matias Cattaneo, Richard Crump and Michael Jansson,
in Journal of the American Statistical Association
(2013)
Optimal Data-Driven Regression Discontinuity Plots,
Sebastian Calonico, Matias Cattaneo and Rocio Titiunik,
in Journal of the American Statistical Association
(2015)
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity,
Matias Cattaneo, Michael Jansson and Whitney Newey,
in Journal of the American Statistical Association
(2018)
Simple Local Polynomial Density Estimators,
Matias Cattaneo, Michael Jansson and Xinwei Ma,
in Journal of the American Statistical Association
(2020)
Prediction Intervals for Synthetic Control Methods,
Matias Cattaneo, Yingjie Feng and Rocio Titiunik,
in Journal of the American Statistical Association
(2021)
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023),
Matias Cattaneo, Xinwei Ma and Yusufcan Masatlioglu,
in Journal of Business & Economic Statistics
(2023)
Robust data-driven inference in the regression-discontinuity design,
Sebastian Calonico, Matias Cattaneo and Rocio Titiunik,
in Stata Journal
(2014)
Keywords: rdrobust, rdbwselect, rdplot, regression discontinuity (RD), sharp RD, sharp kink RD, fuzzy RD, fuzzy kink RD, treatment effects, local polynomials, bias correction, bandwidth selection, RD plots
Manipulation testing based on density discontinuity,
Matias Cattaneo, Michael Jansson and Xinwei Ma,
in Stata Journal
(2018)
Keywords: rddensity, rdbwdensity, falsification test, manipulation test, regression discontinuity
Bootstrap‐Based Inference for Cube Root Asymptotics,
Matias Cattaneo, Michael Jansson and Kenichi Nagasawa,
in Econometrica
(2020)
Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors,
Matias Cattaneo, Richard Crump and Michael Jansson,
from Department of Economics and Business Economics, Aarhus University
(2007)
Keywords: Instrumental variables regression, weak instruments, adaptive estimation
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives,
Matias Cattaneo, Richard Crump and Michael Jansson,
from Department of Economics and Business Economics, Aarhus University
(2008)
Keywords: Semiparametric estimation, density-weighted average derivatives
Robust Data-Driven Inference for Density-Weighted Average Derivatives,
Matias Cattaneo, Richard Crump and Michael Jansson,
from Department of Economics and Business Economics, Aarhus University
(2009)
Keywords: Average derivatives, Bandwidth selection, Robust inference, Small bandwidth asymptotics
Bootstrapping Density-Weighted Average Derivatives,
Matias Cattaneo, Richard Crump and Michael Jansson,
from Department of Economics and Business Economics, Aarhus University
(2010)
Keywords: Averaged derivatives, Bootstrap, Small bandwidth asymptotics
Generalized Jackknife Estimators of Weighted Average Derivatives,
Matias Cattaneo, Richard Crump and Michael Jansson,
from Department of Economics and Business Economics, Aarhus University
(2011)
Keywords: Semiparametric estimation, bias correction, uniform consistency.
Alternative Asymptotics and the Partially Linear Model with Many Regressors,
Matias Cattaneo, Michael Jansson and Whitney Newey,
from Department of Economics and Business Economics, Aarhus University
(2012)
Keywords: partially linear model, many terms, adjusted variance.
Treatment Effects with Many Covariates and Heteroskedasticity,
Matias Cattaneo, Michael Jansson and Whitney Newey,
from Department of Economics and Business Economics, Aarhus University
(2015)
Keywords: high-dimensional models, linear regression, many regressors, heteroskedasticity, standard errors.
Bootstrap-Based Inference for Cube Root Consistent Estimators,
Matias Cattaneo, Michael Jansson and Kenichi Nagasawa,
from Department of Economics and Business Economics, Aarhus University
(2017)
Keywords: Cube root asymptotics, Bootstrapping, Maximum score estimation, Isotonic density estimation.
Alternative Asymptotics and the Partially Linear Model with Many Regressors,
Matias Cattaneo, Michael Jansson and Whitney Newey,
from arXiv.org
(2015)
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity,
Matias Cattaneo, Michael Jansson and Whitney Newey,
from arXiv.org
(2017)
Bootstrap-Based Inference for Cube Root Asymptotics,
Matias Cattaneo, Michael Jansson and Kenichi Nagasawa,
from arXiv.org
(2020)
Large Sample Properties of Partitioning-Based Series Estimators,
Matias Cattaneo, Max Farrell and Yingjie Feng,
from arXiv.org
(2019)
Two-Step Estimation and Inference with Possibly Many Included Covariates,
Matias Cattaneo, Michael Jansson and Xinwei Ma,
from arXiv.org
(2018)
Coverage Error Optimal Confidence Intervals for Local Polynomial Regression,
Sebastian Calonico, Matias Cattaneo and Max Farrell,
from arXiv.org
(2021)
Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs,
Sebastian Calonico, Matias Cattaneo and Max Farrell,
from arXiv.org
(2020)
Simple Local Polynomial Density Estimators,
Matias Cattaneo, Michael Jansson and Xinwei Ma,
from arXiv.org
(2019)
nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference,
Sebastian Calonico, Matias Cattaneo and Max Farrell,
from arXiv.org
(2019)
lspartition: Partitioning-Based Least Squares Regression,
Matias Cattaneo, Max Farrell and Yingjie Feng,
from arXiv.org
(2019)
lpdensity: Local Polynomial Density Estimation and Inference,
Matias Cattaneo, Michael Jansson and Xinwei Ma,
from arXiv.org
(2021)
A Practical Introduction to Regression Discontinuity Designs: Foundations,
Matias Cattaneo, Nicolas Idrobo and Rocio Titiunik,
from arXiv.org
(2019)
Prediction Intervals for Synthetic Control Methods,
Matias Cattaneo, Yingjie Feng and Rocio Titiunik,
from arXiv.org
(2021)
Local Regression Distribution Estimators,
Matias Cattaneo, Michael Jansson and Xinwei Ma,
from arXiv.org
(2021)
Covariate Adjustment in Regression Discontinuity Designs,
Matias Cattaneo, Luke Keele and Rocio Titiunik,
from arXiv.org
(2022)
A Practical Introduction to Regression Discontinuity Designs: Extensions,
Matias Cattaneo, Nicolas Idrobo and Rocio Titiunik,
from arXiv.org
(2024)
A Guide to Regression Discontinuity Designs in Medical Applications,
Matias Cattaneo, Luke Keele and Rocio Titiunik,
from arXiv.org
(2023)
Bootstrap-Assisted Inference for Generalized Grenander-type Estimators,
Matias Cattaneo, Michael Jansson and Kenichi Nagasawa,
from arXiv.org
(2024)
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023),
Matias Cattaneo, Xinwei Ma and Yusufcan Masatlioglu,
from arXiv.org
(2023)
On Rosenbaum's Rank-based Matching Estimator,
Matias Cattaneo, Fang Han and Zhexiao Lin,
from arXiv.org
(2024)
Strong Approximations for Empirical Processes Indexed by Lipschitz Functions,
Matias Cattaneo and Ruiqi Rae Yu,
from arXiv.org
(2024)
Uniform Estimation and Inference for Nonparametric Partitioning-Based M-Estimators,
Matias Cattaneo, Yingjie Feng and Boris Shigida,
from arXiv.org
(2024)
Inference in linear regression models with many covariates and heteroskedasticity,
Matias Cattaneo, Michael Jansson and Whitney Newey,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2017)
Keywords: high-dimensional models, linear regression, many regressors, heteroskedastic- ity, standard errors.
Alternative asymptotics and the partially linear model with many regressors,
Matias Cattaneo, Michael Jansson and Whitney Newey,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2015)
Keywords: Non-standard asymptotics; partially linear model; many terms; adjusted variance
Treatment effects with many covariates and heteroskedasticity,
Matias Cattaneo, Michael Jansson and Whitney Newey,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2015)
Keywords: High-dimensional models; linear regression; many regressors; heteroskedasticity; standard errors
On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference,
Sebastian Calonico, Matias Cattaneo and Max Farrell,
in Journal of the American Statistical Association
(2018)
Robust Nonparametric Confidence Intervals for Regression‐Discontinuity Designs,
Sebastian Calonico, Matias Cattaneo and Rocio Titiunik,
in Econometrica
(2014)
On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference,
Sebastian Calonico, Matias Cattaneo and Max Farrell,
from arXiv.org
(2018)
Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs,
Sebastian Calonico, Matias Cattaneo and Max Farrell,
in The Econometrics Journal
(2020)
Keywords: Edgeworth expansions, coverage error, local polynomial regression, tuning parameter selection, treatment effects
Two-Step Estimation and Inference with Possibly Many Included Covariates,
Matias Cattaneo, Michael Jansson and Xinwei Ma,
in The Review of Economic Studies
(2019)
Keywords: Many covariates asymptotics, Robust inference, Bias Correction, Resampling Methods, M-estimation
Beta-Sorted Portfolios,
Matias Cattaneo, Richard Crump and Weining Wang,
from arXiv.org
(2024)
Robust Data-Driven Inference for Density-Weighted Average Derivatives,
Matias Cattaneo, Richard Crump and Michael Jansson,
in Journal of the American Statistical Association
(2010)
On binscatter,
Richard Crump, Matias Cattaneo and Yingjie Feng,
from Stata Users Group
(2024)
Robust Inference in Regression-Discontinuity Designs,
Matias Cattaneo, Sebastian Calonico and Rocio Titiunik,
from Stata Users Group
(2015)
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES,
Matias Cattaneo, Richard Crump and Michael Jansson,
in Econometric Theory
(2014)
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES,
Matias Cattaneo, Richard Crump and Michael Jansson,
in Econometric Theory
(2014)
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS,
Matias Cattaneo, Michael Jansson and Whitney Newey,
in Econometric Theory
(2018)
Optimal inference for instrumental variables regression with non-Gaussian errors,
Matias Cattaneo, Richard Crump and Michael Jansson,
in Journal of Econometrics
(2012)
Local regression distribution estimators,
Matias Cattaneo, Michael Jansson and Xinwei Ma,
in Journal of Econometrics
(2024)
Keywords: Distribution and density estimation; Local polynomial methods; Uniform approximation; Efficiency; Optimal kernel; Program evaluation;
Local regression distribution estimators,
Matias Cattaneo, Michael Jansson and Xinwei Ma,
from Department of Economics, Institute for Business and Economic Research, UC Berkeley
(2021)
Keywords: Statistics, Applied Economics, Econometrics
Bootstrap‐Based Inference for Cube Root Asymptotics,
Matias Cattaneo, Michael Jansson and Kenichi Nagasawa,
from Department of Economics, Institute for Business and Economic Research, UC Berkeley
(2020)
Keywords: Economics, Econometrics, Cube root asymptotics, bootstrapping, maximum score, empirical risk minimization, Economic Theory, Applied Economics, Applied economics, Economic theory
Simple Local Polynomial Density Estimators,
Matias Cattaneo, Michael Jansson and Xinwei Ma,
from Department of Economics, Institute for Business and Economic Research, UC Berkeley
(2020)
Keywords: Density estimation, Local polynomial methods, Manipulation test, Regression discontinuity, Statistics, Econometrics, Demography, Statistics & Probability
Two-Step Estimation and Inference with Possibly Many Included Covariates,
Matias Cattaneo, Michael Jansson and Xinwei Ma,
from Department of Economics, Institute for Business and Economic Research, UC Berkeley
(2019)
Keywords: Many covariates asymptotics, Robust inference, Bias Correction, Resampling Methods, M-estimation, Economics
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity,
Matias Cattaneo, Michael Jansson and Whitney Newey,
from Department of Economics, Institute for Business and Economic Research, UC Berkeley
(2018)
Keywords: Heteroscedasticity, High-dimensional models, Linear regression, Many regressors, Standard errors, Statistics, Econometrics, Demography, Statistics & Probability
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES,
Matias Cattaneo, Richard Crump and Michael Jansson,
from Department of Economics, Institute for Business and Economic Research, UC Berkeley
(2014)
Keywords: Semiparametric estimation, density-weighted average derivatives, Statistics, Econometrics
Generalized Jackknife Estimators of Weighted Average Derivatives,
Matias Cattaneo, Richard Crump and Michael Jansson,
from Department of Economics, Institute for Business and Economic Research, UC Berkeley
(2013)
Keywords: Bias correction, Semiparametric estimation, Uniform consistency, Statistics, Econometrics, Demography, Statistics & Probability
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023),
Matias Cattaneo, Xinwei Ma and Yusufcan Masatlioglu,
from Department of Economics, UC San Diego
(2023)
Keywords: Economics, Applied Economics, Mathematical Sciences, Commerce, Management, Tourism and Services, Econometrics, Commerce, management, tourism and services, Mathematical sciences
Local regression distribution estimators,
Matias Cattaneo, Michael Jansson and Xinwei Ma,
from Department of Economics, UC San Diego
(2021)
Keywords: Statistics, Applied Economics, Econometrics
Simple Local Polynomial Density Estimators,
Matias Cattaneo, Michael Jansson and Xinwei Ma,
from Department of Economics, UC San Diego
(2020)
Keywords: Density estimation, Local polynomial methods, Manipulation test, Regression discontinuity, Statistics, Econometrics, Demography, Statistics & Probability
Two-Step Estimation and Inference with Possibly Many Included Covariates,
Matias Cattaneo, Michael Jansson and Xinwei Ma,
from Department of Economics, UC San Diego
(2019)
Keywords: Many covariates asymptotics, Robust inference, Bias Correction, Resampling Methods, M-estimation, Economics
LPDENSITY: Stata module to perform Local Polynomial Density Estimation and Inference,
Matias Cattaneo, Michael Jansson and Xinwei Ma,
from Boston College Department of Economics
(2022)
Keywords: local polynomial, density, bias-corrected inference
RDDENSITY: Stata module to perform Manipulation Testing Using Local Polynomial Density Estimation,
Matias Cattaneo, Michael Jansson and Xinwei Ma,
from Boston College Department of Economics
(2022)
Keywords: manipulation, local polynomial density
POPARMS: Stata module for potential outcome parameter estimation,
Matias Cattaneo, David Drukker and Ashley Holland,
from Boston College Department of Economics
(2012)
Keywords: treatment effects, semiparametric estimation, ignorability, marginal mean treatment effect
Bootstrapping density-weighted average derivatives,
Matias Cattaneo, Richard Crump and Michael Jansson,
from Federal Reserve Bank of New York
(2010)
Keywords: Econometrics; Econometric models; Statistical methods; Econometrics - Asymptotic theory
Beta-Sorted Portfolios,
Matias Cattaneo, Richard Crump and Weining Wang,
from Federal Reserve Bank of New York
(2023)
Keywords: nonparametric estimation; partitioning; beta pricing models; portfolio sorting; partition; kernel regression; smoothly varying coefficients; Fama-MacBeth variance estimator
Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs,
Matias Cattaneo, Luke Keele, Rocío Titiunik and Gonzalo Vazquez-Bare,
in Journal of the American Statistical Association
(2021)
Characteristic-Sorted Portfolios: Estimation and Inference,
Matias Cattaneo, Richard Crump, Max Farrell and Ernst Schaumburg,
in The Review of Economics and Statistics
(2020)
Inference in regression discontinuity designs under local randomization,
Matias Cattaneo, Rocio Titiunik and Gonzalo Vazquez-Bare,
in Stata Journal
(2016)
Keywords: rdrandinf, rdwinselect, rdsensitivity, rdrbounds, regression discontinuity designs, quasi-experimental techniques, causal inference, randomization inference, finite-sample methods, Fisher’s exact p-values, Neyman’s repeated sampling approach
rdrobust: Software for regression-discontinuity designs,
Sebastian Calonico, Matias Cattaneo, Max Farrell and Rocio Titiunik,
in Stata Journal
(2017)
Keywords: rdrobust, rdbwselect, rdplot, regression discontinuity
Power calculations for regression-discontinuity designs,
Matias Cattaneo, Rocio Titiunik and Gonzalo Vazquez-Bare,
in Stata Journal
(2019)
Keywords: rdpow, rdsampsi, regression-discontinuity designs, power calculations, local polynomial methods
Analysis of regression-discontinuity designs with multiple cutoffs or multiple scores,
Matias Cattaneo, Rocio Titiunik and Gonzalo Vazquez-Bare,
in Stata Journal
(2020)
Keywords: rdmulti, rdmc, rdmcplot, rdms, regression discontinuity designs, multiple cutoffs, multiple scores, local polynomial methods
A Random Attention Model,
Matias Cattaneo, Xinwei Ma, Yusufcan Masatlioglu and Elchin Suleymanov,
in Journal of Political Economy
(2020)
On Binscatter,
Matias Cattaneo, Richard Crump, Max Farrell and Yingjie Feng,
in American Economic Review
(2024)
A Random Attention Model,
Matias Cattaneo, Xinwei Ma, Yusufcan Masatlioglu and Elchin Suleymanov,
from arXiv.org
(2019)
Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs,
Matias Cattaneo, Luke Keele, Rocio Titiunik and Gonzalo Vazquez-Bare,
from arXiv.org
(2020)
|