Publications
Publications
- On Rosenbaum's Rank-based Matching Estimator, with Fang Han and Zhexiao Lin.
Biometrika, forthcoming.
Supplemental - Higher-Order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators, with Max Farrell, Michael Jansson and Ricardo Masini.
Journal of Econometrics, forthcoming. - Uniform Inference for Kernel Density Estimators with Dyadic Data, with Yingjie Feng and William Underwood.
Journal of the American Statistical Association, forthcoming.
Supplemental | Replication | Julia package - Binscatter Regressions, with Richard Crump, Max Farrell and Yingjie Feng.
Stata Journal, forthcoming.
Software - scpi: Uncertainty Quantification for Synthetic Control Methods, with Yingjie Feng, Filippo Palomba and Rocio Titiunik.
Journal of Statistical Software, forthcoming.
Software - Regression Discontinuity Designs.
Encyclopedia of Experimental Social Science, ed. by B. Kebede, Edward Elgar, forthcoming. - Comment: Protocols for Observational Studies: An Application to Regression Discontinuity Designs.
Statistical Science 39(4): 560-565, November 2024.
Invited discussion of "Protocols for Observational Studies: Methods and Open Problems" by D. Small. - Boundary Adaptive Local Polynomial Conditional Density Estimators, with Rajita Chandak, Michael Jansson and Xinwei Ma.
Bernoulli 30(4): 3193-3223, November 2024.
Supplemental | Replication | Software - Bootstrap-Assisted Inference for Generalized Grenander-type Estimators, with Michael Jansson and Kenichi Nagasawa.
Annals of Statistics 52(4): 1509-1533, August 2024.
Supplemental | Replication - On the Implicit Bias of Adam, with Jason Klusowski and Boris Shigida.
Proceedings of the 41st International Conference on Machine Learning, PMLR 235: 5862-5906, July 2024.
Replication - On Binscatter, with Richard Crump, Max Farrell and Yingjie Feng.
American Economic Review 114(5): 1488-1514, May 2024.
Supplemental | Replication | Software - Convergence Rates of Oblique Regression Trees for Flexible Function Libraries, with Rajita Chandak and Jason Klusowski.
Annals of Statistics 52(2): 466-490, April 2024.
Supplemental - A Practical Introduction to Regression Discontinuity Designs: Extensions, with Nicolas Idrobo and Rocio Titiunik.
Cambridge Elements: Quantitative and Computational Methods for Social Science, Cambridge University Press, April 2024.
Final draft | Replication - Local Regression Distribution Estimators, with Michael Jansson and Xinwei Ma.
Journal of Econometrics 240(2): 105074, March 2024.
Supplemental | Replication | Software - Data Science in Economics and Finance: Introduction, with Yingying Fan, Runze Li and Rui Song.
Journal of Econometrics 239(2): 105627, February 2024.
Introduction to themed issue "Data Science in Economics and Finance". - A Guide to Regression Discontinuity Designs in Medical Applications, with Luke Keele and Rocio Titiunik.
Statistics in Medicine 42(24): 4484-4513, October 2023.
Replication - Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023), with Xinwei Ma and Yusufcan Masatlioglu.
Journal of Business & Economic Statistics 41(4): 1030-1034, October 2023.
Invited comment on "Risk Preference Types, Limited Consideration, and Welfare" by L. Barseghyan and F. Molinari. - Covariate Adjustment in Regression Discontinuity Designs, with Luke Keele and Rocio Titiunik.
Handbook of Matching and Weighting in Causal Inference, eds. J. R. Zubizarreta, E. A. Stuart, D. S. Small and P. R. Rosenbaum, Chapman & Hall, Ch. 8, pp. 153-168, April 2023. - Average Density Estimators: Efficiency and Bootstrap Consistency, with Michael Jansson.
Econometric Theory 38(6): 1140-1174, December 2022. - Coverage Error Optimal Confidence Intervals for Local Polynomial Regression, with Sebastian Calonico and Max Farrell.
Bernoulli 28(4): 2998-3022, November 2022.
Supplemental | Replication | Software - Regression Discontinuity Designs, with Rocio Titiunik.
Annual Review of Economics 14: 821-851, August 2022. - lpdensity: Local Polynomial Density Estimation and Inference, with Michael Jansson and Xinwei Ma.
Journal of Statistical Software 101(2): 1-25, January 2022.
Replication | Software - Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs, with Luke Keele, Rocio Titiunik and Gonzalo Vazquez-Bare.
Journal of the American Statistical Association 116(536): 1941-1952, December 2021.
Supplemental | Replication | Software - Prediction Intervals for Synthetic Control Methods, with Yingjie Feng and Rocio Titiunik.
Journal of the American Statistical Association 116(536): 1865-1880, December 2021.
Supplemental | Replication - Introduction to the Special Section on Synthetic Control Methods, with Alberto Abadie.
Journal of the American Statistical Association 116(536): 1713-1715, December 2021. - Analysis of Regression Discontinuity Designs with Multiple Cutoffs or Multiple Scores, with Rocio Titiunik and Gonzalo Vazquez-Bare.
Stata Journal 20(4): 866-891, December 2020.
Software - Bootstrap-Based Inference for Cube Root Asymptotics, with Michael Jansson and Kenichi Nagasawa.
Econometrica 88(5): 2203-2219, September 2020.
Supplemental | Replication - Simple Local Polynomial Density Estimators, with Michael Jansson and Xinwei Ma.
Journal of the American Statistical Association 115(531): 1449-1455, September 2020.
Supplemental | Replication | Software - A Random Attention Model, with Xinwei Ma, Yusufcan Masatlioglu and Elchin Suleymanov.
Journal of Political Economy 128(7): 2796-2836, July 2020.
Supplemental | Replication | Software | CRAN | Manual - Characteristic-Sorted Portfolios: Estimation and Inference, with Richard Crump, Max Farrell and Ernst Schaumburg.
Review of Economics and Statistics 102(3): 531-551, July 2020.
Supplemental | Replication - Large Sample Properties of Partitioning-Based Series Estimators, with Max Farrell and Yingjie Feng.
Annals of Statistics 48(3): 1718-1741, June 2020.
Supplemental | Replication | Software - lspartition: Partitioning-Based Least Squares Regression, with Max Farrell and Yingjie Feng.
R Journal 12(1): 172-187, June 2020.
Replication | Software - The Regression Discontinuity Design, with Rocio Titiunik and Gonzalo Vazquez-Bare.
Handbook of Research Methods in Political Science and International Relations, eds. L. Curini and R. J. Franzese, Sage Publications, Ch. 44, pp. 835-857, June 2020.
Replication - Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs, with Sebastian Calonico and Max Farrell.
Econometrics Journal 23(2): 192-210, May 2020.
Supplemental | Replication | Software - A Practical Introduction to Regression Discontinuity Designs: Foundations, with Nicolas Idrobo and Rocio Titiunik.
Cambridge Elements: Quantitative and Computational Methods for Social Science, Cambridge University Press, February 2020.
Final draft | Replication - nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference, with Sebastian Calonico and Max Farrell.
Journal of Statistical Software 91(8): 1-33, October 2019.
Replication | Software - Regression Discontinuity Designs Using Covariates, with Sebastian Calonico, Max Farrell and Rocio Titiunik.
Review of Economics and Statistics 101(3): 442-451, July 2019.
Supplemental | Replication | Software - Two-step Estimation and Inference with Possibly Many Included Covariates, with Michael Jansson and Xinwei Ma.
Review of Economic Studies 86(3): 1095-1122, May 2019.
Supplemental | Replication - Power Calculations for Regression Discontinuity Designs, with Rocio Titiunik and Gonzalo Vazquez-Bare.
Stata Journal 19(1): 210-245, March 2019.
Software - Inference in Linear Regression Models with Many Covariates and Heteroscedasticity, with Michael Jansson and Whitney Newey.
Journal of the American Statistical Association 113(523): 1350-1361, September 2018.
Supplemental | Replication - Econometric Methods for Program Evaluation, with Alberto Abadie.
Annual Review of Economics 10: 465-503, August 2018. - On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference, with Sebastian Calonico and Max Farrell.
Journal of the American Statistical Association 113(522): 767-779, June 2018.
Supplemental | Replication | Software - Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency, with Michael Jansson.
Econometrica 86(3): 955-995, May 2018.
Supplemental | Replication - Alternative Asymptotics and the Partially Linear Model with Many Regressors, with Michael Jansson and Whitney Newey.
Econometric Theory 34(2): 277-301, April 2018.
Replication - Manipulation Testing based on Density Discontinuity, with Michael Jansson and Xinwei Ma.
Stata Journal 18(1): 234-261, March 2018.
Software - rdrobust: Software for Regression Discontinuity Designs, with Sebastian Calonico, Max Farrell and Rocio Titiunik.
Stata Journal 17(2): 372-404, June 2017.
Software - Comparing Inference Approaches for RD Designs: A Reexamination of the Effect of Head Start on Child Mortality, with Rocio Titiunik and Gonzalo Vazquez-Bare.
Journal of Policy Analysis and Management 36(3): 643-681, Summer 2017.
Replication | Software - Regression Discontinuity Designs: Theory and Applications, with Juan Carlos Escanciano (eds.).
Advances in Econometrics, volume 38, Emerald Group Publishing, May 2017. - Introduction, with Juan Carlos Escanciano.
Regression Discontinuity Designs: Theory and Applications (Advances in Econometrics, volume 38), M. D. Cattaneo and J. C. Escanciano (eds.), Emerald Group Publishing, pp. ix-xxv, May 2017.
Introduction prepared for edited volume on RD designs. - The Choice of Neighborhood in Regression Discontinuity Designs, with Gonzalo Vazquez-Bare.
Observational Studies 2: 134-146, December 2016.
Invited discussion accompanying reprint of "Regression-Discontinuity Analysis: An Alternative to the Ex Post Facto Experiment" by D. L. Thistlethwaite and D. T. Campbell. - Interpreting Regression Discontinuity Designs with Multiple Cutoffs, with Luke Keele, Rocio Titiunik and Gonzalo Vazquez-Bare.
Journal of Politics 78(4): 1229-1248, October 2016.
Supplemental | Software - Book Review.
Journal of the American Statistical Association 111(515): 1363, September 2016.
Invited book review of Causal Inference for Statistics, Social, and Biomedical Sciences: An Introduction by G. W. Imbens and D. B. Rubin. - Inference in Regression Discontinuity Designs under Local Randomization, with Rocio Titiunik and Gonzalo Vazquez-Bare.
Stata Journal 16(2): 331-367, June 2016.
Software - Optimal Data-Driven Regression Discontinuity Plots, with Sebastian Calonico and Rocio Titiunik.
Journal of the American Statistical Association 110(512): 1753-1769, December 2015.
Supplemental | Software - rdrobust: An R Package for Robust Nonparametric Inference in Regression-Discontinuity Designs, with Sebastian Calonico and Rocio Titiunik.
R Journal 7(1): 38-51, June 2015.
Software - Randomization Inference in the Regression Discontinuity Design: An Application to Party Advantages in the U.S. Senate, with Brigham Frandsen and Rocio Titiunik.
Journal of Causal Inference 3(1): 1-24, March 2015.
Replication | Software - Bootstrapping Density-Weighted Average Derivatives, with Richard Crump and Michael Jansson.
Econometric Theory 30(6): 1135-1164, December 2014.
Supplemental - Robust Data-Driven Inference in the Regression-Discontinuity Design, with Sebastian Calonico and Rocio Titiunik.
Stata Journal 14(4): 909-946, December 2014.
Software - Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs, with Sebastian Calonico and Rocio Titiunik.
Econometrica 82(6): 2295–2326, November 2014.
Supplemental | Software - Comment, with Richard Crump.
Journal of Business & Economic Statistics 32(3): 324-329, July 2014.
Invited comment on "HAC Corrections for Strongly Autocorrelated Time Series" by U. Müller. - 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. - Rejoinder, with Richard Crump and Michael Jansson.
Journal of the American Statistical Association 108(504): 1265-1268, December 2013.
Rejoinder of invited comments and discussions of "Generalized Jackknife Estimators of Weighted Average Derivatives". - Generalized Jackknife Estimators of Weighted Average Derivatives (with comments and rejoinder), with Richard Crump and Michael Jansson.
Journal of the American Statistical Association 108(504): 1243-1268, December 2013.
Supplemental | Replication - Estimation of Multivalued Treatment Effects under Conditional Independence, with David Drukker and Ashley Holland.
Stata Journal 13(3): 407-450, September 2013.
Replication | Software | Stata - Optimal Convergence Rates, Bahadur Representation, and Asymptotic Normality of Partitioning Estimators, with Max Farrell.
Journal of Econometrics 174(2): 127-143, June 2013.
Supplemental | Software - 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.
Missing-Data Methods: Cross-sectional Methods and Applications (Advances in Econometrics, vol. 27), D. Drukker (ed.), 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 - Multi-valued Treatment Effects.
The New Palgrave Dictionary of Economics Online, ed. by S.N. Durlauf and L.E. Blume, Palgrave Macmillan, July 2010. - Multi-valued Treatment Effects.
Encyclopedia of Research Design, ed. by N.J. Salkind, Sage Publications, pp. 855-857, June 2010. - Matching.
Encyclopedia of Research Design, ed. by N.J. Salkind, Sage Publications, pp. 758-761, June 2010. - Efficient Semiparametric Estimation of Multi-valued Treatment Effects under Ignorability.
Journal of Econometrics 155(2): 138-154, April 2010.
Replication | Software | Stata - 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.
Replication - La EPH En Los 90: Una Mirada Desde El Usuario. Crisis y Metamorfosis Del Mercado De Trabajo (Parte 2: Aportes Metodológicos y Otras Evidencias), Cuaderno del CEPED, No. 5, ed. J. Lindenboim, UBA, Ch. 4, pp. 59-96, March 2001.