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08/31/2023
On the Implicit Bias of Adam
In previous literature, backward error analysis was used to find ordinar...
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05/18/2023
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)
Barseghyan and Molinari (2023) give sufficient conditions for semi-nonpa...
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03/23/2023
Bootstrap-Assisted Inference for Generalized Grenander-type Estimators
Westling and Carone (2020) proposed a framework for studying the large s...
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02/15/2023
A Guide to Regression Discontinuity Designs in Medical Applications
We present a practical guide for the analysis of regression discontinuit...
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01/21/2023
A Practical Introduction to Regression Discontinuity Designs: Extensions
This monograph, together with its accompanying first part Cattaneo, Idro...
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12/31/2022
Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators
The density weighted average derivative (DWAD) of a regression function ...
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11/19/2022
On the Pointwise Behavior of Recursive Partitioning and Its Implications for Heterogeneous Causal Effect Estimation
Decision tree learning is increasingly being used for pointwise inferenc...
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10/26/2022
Convergence Rates of Oblique Regression Trees for Flexible Function Libraries
We develop a theoretical framework for the analysis of oblique decision ...
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10/10/2022
Uncertainty Quantification in Synthetic Controls with Staggered Treatment Adoption
We propose principled prediction intervals to quantify the uncertainty o...
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10/01/2022
Yurinskii's Coupling for Martingales
Yurinskii's coupling is a popular tool for finite-sample distributional ...
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04/21/2022
lpcde: Local Polynomial Conditional Density Estimation and Inference
This paper discusses the R package lpcde, which stands for local polynom...
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04/21/2022
Boundary Adaptive Local Polynomial Conditional Density Estimators
We begin by introducing a class of conditional density estimators based ...
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02/12/2022
scpi: Uncertainty Quantification for Synthetic Control Estimators
The synthetic control method offers a way to estimate the effect of an a...
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01/16/2022
Uniform Inference for Kernel Density Estimators with Dyadic Data
Dyadic data is often encountered when quantities of interest are associa...
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10/15/2021
Covariate Adjustment in Regression Discontinuity Designs
The Regression Discontinuity (RD) design is a widely used non-experiment...
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08/20/2021
Regression Discontinuity Designs
The Regression Discontinuity (RD) design is one of the most widely used ...
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09/30/2020
Local Regression Distribution Estimators
This paper investigates the large sample properties of local regression ...
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12/16/2019
Analysis of Regression Discontinuity Designs with Multiple Cutoffs or Multiple Scores
We introduce the Stata (and R) package rdmulti, which includes three com...
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12/15/2019
Prediction Intervals for Synthetic Control Methods
Uncertainty quantification is a fundamental problem in the analysis and ...
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11/21/2019
A Practical Introduction to Regression Discontinuity Designs: Foundations
In this Element and its accompanying Element, Matias D. Cattaneo, Nicola...
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06/15/2019
lpdensity: Local Polynomial Density Estimation and Inference
Density estimation and inference methods are widely used in empirical wo...
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06/10/2019
The Regression Discontinuity Design
This handbook chapter gives an introduction to the sharp regression disc...
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06/01/2019
lspartition: Partitioning-Based Least Squares Regression
Nonparametric partitioning-based least squares regression is an importan...
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06/01/2019
nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference
Nonparametric kernel density and local polynomial regression estimators ...
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04/19/2019
Average Density Estimators: Efficiency and Bootstrap Consistency
This paper highlights a tension between semiparametric efficiency and bo...
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02/25/2019
Binscatter Regressions
We introduce the Stata (and R) package Binsreg, which implements the bin...
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02/25/2019
On Binscatter
Binscatter is very popular in applied microeconomics. It provides a flex...
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11/28/2018
Simple Local Polynomial Density Estimators
This paper introduces an intuitive and easy-to-implement nonparametric d...
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09/11/2018
Regression Discontinuity Designs Using Covariates
We study regression discontinuity designs when covariates are included i...
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09/10/2018
Characteristic-Sorted Portfolios: Estimation and Inference
Portfolio sorting is ubiquitous in the empirical finance literature, whe...
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09/01/2018
Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs
Modern empirical work in Regression Discontinuity (RD) designs employs l...
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08/13/2018
Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs
Regression discontinuity (RD) designs are viewed as one of the most cred...
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08/04/2018
Coverage Error Optimal Confidence Intervals
We propose a framework for ranking confidence interval estimators in ter...
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07/26/2018
Two-Step Estimation and Inference with Possibly Many Included Covariates
We study the implications of including many covariates in a first-step e...
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04/13/2018
Large Sample Properties of Partitioning-Based Series Estimators
We present large sample results for partitioning-based least squares non...
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12/09/2017