Matias D. Cattaneo

Associate Professor of Economics

University of Michigan

307 Lorch Hall    •    (734) 763-1306

cattaneo@umich.edu

Curriculum Vitae

Econometrics Seminar    •    Interdisciplinary Seminar in Quantitative Methods

Working Papers

Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs, with Sebastian Calonico and Rocio Titiunik, March 2014. [Supplemental appendix]

• R and Stata implementations of this paper: software page.

Randomization Inference in the Regression Discontinuity Design: An Application to Party Advantages in the U.S. Senate, with Brigham Frandsen and Rocio Titiunik, February 2014.

Optimal Data-Driven Regression Discontinuity Plots, with Sebastian Calonico and Rocio Titiunik, February 2014.

On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Estimation, with Sebastian Calonico and Max Farrell, December 2013.

rdrobust: An R Package for Robust Inference in Regression-Discontinuity Designs, with Sebastian Calonico and Rocio Titiunik, December 2013. In preparation for Journal of Statistical Software.

• R implementation of Calonico, Cattaneo and Titiunik (2014). To install/update see: software page

Robust Data-Driven Inference in the Regression-Discontinuity Design, with Sebastian Calonico and Rocio Titiunik, December 2013. Revision requested by Stata Journal.

• Stata implementation of Calonico, Cattaneo and Titiunik (2014). To install/update see: software page

Alternative Asymptotics and the Partially Linear Model with Many Regressors, with Michael Jansson and Whitney Newey, July 2012.

Publications

Bootstrapping Density-Weighted Average Derivatives, with Richard Crump and Michael Jansson, Econometric Theory, forthcoming. [Supplemental appendix]

Small Bandwidth Asymptotics for Density-Weighted Average Derivatives, with Richard Crump and Michael Jansson, Econometric Theory 30(1): 176-200, February 2014.

A Martingale Decomposition For Quadratic Forms of Markov Chains (With Applications), with Yves Atchade, Stochastic Processes and their Applications 124(1): 646-677, January 2014.

Generalized Jackknife Estimators of Weighted Average Derivatives, with Richard Crump and Michael Jansson, Journal of the American Statistical Association 108(504): 1243-1256, December 2013. [Supplemental Appendix]

• Published with comments and rejoinder.

Estimation of Multivalued Treatment Effects under Conditional Independence, with David Drukker and Ashley Holland, Stata Journal 13(3): 407-450, 3rd Quarter 2013.

• Stata implementation of Cattaneo (2010). To install type: findit poparms

• Official Stata version also features results from this paper: reference manual.

Optimal Convergence Rates, Bahadur Representation, and Asymptotic Normality of Partitioning Estimators, with Max Farrell, Journal of Econometrics 174(2): 127-143, June 2013. [Supplemental appendix]

Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors, with Richard Crump and Michael Jansson, Journal of Econometrics 167(1): 1-15, March 2012.

Efficient Estimation of the Dose-Response Function under Ignorability using Subclassification on the Covariates, with Max Farrell, chapter in Missing-Data Methods: Cross-sectional Methods and Applications (Advances in Econometrics, vol. 27), ed. by D. Drukker, Emerald Group Publishing, pp. 93-127, December 2011.

Robust Data-Driven Inference for Density-Weighted Average Derivatives, with Richard Crump and Michael Jansson, Journal of the American Statistical Association 105(491): 1070-1083, September 2010. [Supplemental Appendix]

Multi-valued Treatment Effects, entry in The New Palgrave Dictionary of Economics Online, ed. by S.N. Durlauf and L.E. Blume, Palgrave Macmillan, July 2010.

Matching and Multi-valued Treatment Effects, entries in Encyclopedia of Research Design, ed. by N.J. Salkind, Sage Publicacions, June 2010.

Efficient Semiparametric Estimation of Multi-valued Treatment Effects under Ignorability, Journal of Econometrics 155(2): 138-154, April 2010.

• Stata implementation of this paper: Cattaneo, Drukker and Holland (2013).

• Official Stata version also features results from this paper: reference manual.

Probabilistic Modeling at the Wildland Urban Interface: the 2003 Cedar Fire, with David Brillinger and Benjamin Autrey, Environmetrics 20(6): 607-620, September 2009.

Housing, Health and Happiness, with Sebastian Galiani, Paul Gertler, Sebastian Martinez and Rocio Titiunik, American Economic Journal: Economic Policy 1(1): 75-105, February 2009.