Matias D. Cattaneo

Assistant Professor of Economics

University of Michigan

On leave during academic year 2011-2012

Office during Winter/Spring 2012:

Room 251d, Building E52

Department of Economics

MIT

Phone:  (510) 207-7865

Email:  cattaneo@umich.edu

Curriculum Vitae

 

 

Working Papers

Robust Nonparametric Bias-Corrected Inference in the Regression Discontinuity Design, with Sebastian Calonico and Rocio Titiunik, coming soon.

Penalized Spline Estimation in the Partially Linear Model, with Volker Elling and Ashley Holland, coming soon.

Bootstrapping Density-Weighted Average Derivatives, with Richard Crump and Michael Jansson, February 2012.

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

Generalized Jackknife Estimators of Weighted Average Derivatives, with Richard Crump and Michael Jansson, November 2011.

Optimal Convergence Rates, Bahadur Representation, and Asymptotic Normality of Partitioning Estimators, with Max Farrell, October 2011.

Limit Theorems for Quadratic Forms of Markov Chains, with Yves Atchade, April 2011. (Longer version with more results is here.)

 

Publications

Small Bandwidth Asymptotics for Density-Weighted Average Derivatives, with Richard Crump and Michael Jansson, forthcoming in Econometric Theory.

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.

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.

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.

 

 

 

free hit counters