Matias D. Cattaneo

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Person:738128

Available identifiers

zbMath Open cattaneo.matias-dMaRDI QIDQ738128

List of research outcomes





PublicationDate of PublicationType
Comment2025-01-20Paper
Uniform Inference for Kernel Density Estimators with Dyadic Data2024-12-10Paper
Comment: Protocols for observational studies: an application to regression discontinuity designs2024-12-05Paper
Bootstrap-assisted inference for generalized Grenander-type estimators2024-10-18Paper
Boundary adaptive local polynomial conditional density estimators2024-08-20Paper
Local regression distribution estimators2024-03-21Paper
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)2024-03-06Paper
A guide to regression discontinuity designs in medical applications2024-03-04Paper
Prediction Intervals for Synthetic Control Methods2023-03-14Paper
Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs2023-03-14Paper
AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY2022-12-23Paper
Convergence Rates of Oblique Regression Trees for Flexible Function Libraries2022-10-25Paper
Coverage error optimal confidence intervals for local polynomial regression2022-09-28Paper
Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs2022-06-22Paper
Two-Step Estimation and Inference with Possibly Many Included Covariates2021-12-03Paper
Bootstrap‐Based Inference for Cube Root Asymptotics2021-06-07Paper
Simple Local Polynomial Density Estimators2020-09-15Paper
Large Sample Properties of Partitioning-Based Series Estimators2020-08-28Paper
Efficient Estimation of the Dose–Response Function Under Ignorability Using Subclassification on the Covariates2020-07-10Paper
Average Density Estimators: Efficiency and Bootstrap Consistency2019-04-19Paper
Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency2019-03-29Paper
Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs2019-01-29Paper
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity2018-12-04Paper
On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference2018-11-02Paper
Coverage Error Optimal Confidence Intervals for Local Polynomial Regression2018-08-03Paper
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS2018-04-25Paper
Large Sample Properties of Partitioning-Based Series Estimators2018-04-13Paper
Optimal Data-Driven Regression Discontinuity Plots2017-10-13Paper
Optimal inference for instrumental variables regression with non-Gaussian errors2016-08-15Paper
Efficient semiparametric estimation of multi-valued treatment effects under ignorability2016-07-25Paper
Robust Data-Driven Inference for Density-Weighted Average Derivatives2015-06-16Paper
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES2015-01-07Paper
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES2014-06-20Paper
Generalized Jackknife Estimators of Weighted Average Derivatives2014-04-01Paper
Rejoinder2014-04-01Paper
Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators2014-03-18Paper
A martingale decomposition for quadratic forms of Markov chains (with applications)2014-02-06Paper
Limit Theorems for quadratic forms of Markov Chains2011-08-12Paper

Research outcomes over time

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