Search Results - "Cattaneo, Matias D"

On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference by Calonico, Sebastian, Cattaneo, Matias D., Farrell, Max H.

“…Nonparametric methods play a central role in modern empirical work. While they provide inference procedures that are more robust to parametric misspecification…”
Get full text

Econometric Methods for Program Evaluation by Abadie, Alberto, Cattaneo, Matias D

“…Program evaluation methods are widely applied in economics to assess the effects of policy interventions and other treatments of interest. In this article, we…”
Get full text

Robust Data-Driven Inference in the Regression-Discontinuity Design by Calonico, Sebastian, Cattaneo, Matias D., Titiunik, Rocío

“…In this article, we introduce three commands to conduct robust data-driven statistical inference in regression-discontinuity (RD) designs. First, we present…”
Get full text

KERNEL-BASED SEMIPARAMETRIC ESTIMATORS: SMALL BANDWIDTH ASYMPTOTICS AND BOOTSTRAP CONSISTENCY by Cattaneo, Matias D., Jansson, Michael

“…This paper develops asymptotic approximations for kernel-based semiparametric estimators under assumptions accommodating slower-than-usual rates of convergence…”
Get full text

Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs by Calonico, Sebastian, Cattaneo, Matias D, Farrell, Max H

“…Summary Modern empirical work in regression discontinuity (RD) designs often employs local polynomial estimation and inference with a mean square error (MSE)…”
Get full text

Inference in Regression Discontinuity Designs under Local Randomization by Cattaneo, Matias D., Titiunik, Rocío, Vazquez-Bare, Gonzalo

“…We introduce the rdlocrand package, which contains four commands to conduct finite-sample inference in regression discontinuity (RD) designs under a local…”
Get full text

COMPARING INFERENCE APPROACHES FOR RD DESIGNS: A REEXAMINATION OF THE EFFECT OF HEAD START ON CHILD MORTALITY by Cattaneo, Matias D., Titiunik, Rocío, Vazquez-Dare, Gonzalo

“…The regression discontinuity (RD) design is a popular quasi-experimental design for causal inference and policy evaluation. The most common inference…”
Get full text

Simple Local Polynomial Density Estimators by Cattaneo, Matias D., Jansson, Michael, Ma, Xinwei

“…This article introduces an intuitive and easy-to-implement nonparametric density estimator based on local polynomial techniques. The estimator is fully…”
Get full text

ROBUST NONPARAMETRIC CONFIDENCE INTERVALS FOR REGRESSION-DISCONTINUITY DESIGNS by Calonico, Sebastian, Cattaneo, Matias D., Titiunik, Rocio

“…In the regression-discontinuity (RD) design, units are assigned to treatment based on whether their value of an observed covariate exceeds a known cutoff. In…”
Get full text

SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES by Cattaneo, Matias D., Crump, Richard K., Jansson, Michael

“…This paper proposes (apparently) novel standard error formulas for the density-weighted average derivative estimator of Powell, Stock, and Stoker (Econometrica…”
Get full text

Manipulation Testing Based on Density Discontinuity by Cattaneo, Matias D., Jansson, Michael, Ma, Xinwei

“…In this article, we introduce two community-contributed commands, rddensity and rdbwdensity, that implement automatic manipulation tests based on density…”
Get full text

Prediction Intervals for Synthetic Control Methods by Cattaneo, Matias D., Feng, Yingjie, Titiunik, Rocio

“…Uncertainty quantification is a fundamental problem in the analysis and interpretation of synthetic control (SC) methods. We develop conditional prediction…”
Get full text

BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES by Cattaneo, Matias D., Crump, Richard K., Jansson, Michael

“…We investigate the properties of several bootstrap-based inference procedures for semiparametric density-weighted average derivatives. The key innovation in…”
Get full text

Local regression distribution estimators by Cattaneo, Matias D., Jansson, Michael, Ma, Xinwei

“…This paper investigates the large sample properties of local regression distribution estimators, which include a class of boundary adaptive density estimators…”
Get full text

Efficient semiparametric estimation of multi-valued treatment effects under ignorability by Cattaneo, Matias D.

“…This paper studies the efficient estimation of a large class of multi-valued treatment effects as implicitly defined by a collection of possibly…”
Get full text

Optimal Data-Driven Regression Discontinuity Plots by Calonico, Sebastian, Cattaneo, Matias D., Titiunik, Rocío

“…Exploratory data analysis plays a central role in applied statistics and econometrics. In the popular regression-discontinuity (RD) design, the use of…”
Get full text

Regression Discontinuity Designs by Cattaneo, Matias D, Titiunik, Rocío

“…The regression discontinuity (RD) design is one of the most widely used nonexperimental methods for causal inference and program evaluation. Over the last two…”
Get full text

Inference in Linear Regression Models with Many Covariates and Heteroscedasticity by Cattaneo, Matias D., Jansson, Michael, Newey, Whitney K.

“…The linear regression model is widely used in empirical work in economics, statistics, and many other disciplines. Researchers often include many covariates in…”
Get full text

BOOTSTRAP-BASED INFERENCE FOR CUBE ROOT ASYMPTOTICS by Cattaneo, Matias D., Jansson, Michael, Nagasawa, Kenichi

“…This paper proposes a valid bootstrap-based distributional approximation for M-estimators exhibiting a Chernoff (1964)-type limiting distribution. For…”
Get full text

Rdrobust: Software for Regression-discontinuity Designs by Calonico, Sebastian, Cattaneo, Matias D., Farrell, Max H., Titiunik, Rocío

“…We describe a major upgrade to the Stata (and R) rdrobust package, which provides a wide array of estimation, inference, and falsification methods for the…”
Get full text