Matias D. Cattaneo
Assistant Professor of Economics
University of Michigan
307 Lorch Hall | (734) 763-1306
Bootstrapping Density-Weighted Average Derivatives, with Richard Crump and Michael Jansson, March 2013. [Supplemental appendix]
Robust Data-Driven Inference in the Regression-Discontinuity Design, with Sebastian Calonico and Rocio Titiunik, submitted to Stata Journal, December 2012.
Stata implementation of Calonico, Cattaneo and Titiunik (2012). To install type: net install rdrobust, from(http://www-personal.umich.edu/~cattaneo/rdrobust) replace
Generalized Jackknife Estimators of Weighted Average Derivatives, with Richard Crump and Michael Jansson, forthcoming in Journal of the American Statistical Association. [Supplemental Appendix]
Selected to be presented at the JASA invited session of the 2013 Joint Statistical Meetings, with discussions.
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives, with Richard Crump and Michael Jansson, forthcoming in Econometric Theory.
Estimation of Multivalued Treatment Effects under Conditional Independence, with David Drukker and Ashley Holland, forthcoming in Stata Journal.
Stata implementation of Cattaneo (2010). To install type: findit poparms
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.
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.
Efficient Semiparametric Estimation of Multi-valued Treatment Effects under Ignorability, Journal of Econometrics 155(2): 138-154, April 2010.
Stata implementation of this paper is given by Cattaneo, Drukker and Holland (2012).
Probabilistic Modeling at the Wildland Urban Interface: the 2003 Cedar Fire, with David Brillinger and Benjamin Autrey, Environmetrics 20(6): 607-620, September 2009.