Browsing All of EconStor by Author Cattaneo, Matias D.
Showing results 1 to 10 of 10
Year of Publication | Title | Author(s) |
2010 | Bootstrapping density-weighted average derivatives | Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael |
2015 | Alternative asymptotics and the partially linear model with many regressors | Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K. |
2015 | Treatment effects with many covariates and heteroskedasticity | Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K. |
2016 | Characteristic-sorted portfolios: Estimation and inference | Cattaneo, Matias D.; Crump, Richard K.; Farrell, Max H.; Schaumburg, Ernst |
2017 | Inference in linear regression models with many covariates and heteroskedasticity | Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K. |
2019 | On Binscatter | Cattaneo, Matias D.; Crump, Richard K.; Farrell, Max H.; Feng, Yingjie |
2023 | Beta-sorted portfolios | Cattaneo, Matias D.; Crump, Richard K.; Wang, Weining |
2023 | Beta-sorted portfolios | Cattaneo, Matias D.; Crump, Richard K.; Wang, Weining |
2024 | Nonlinear binscatter methods | Cattaneo, Matias D.; Crump, Richard K.; Farrell, Max H.; Feng, Yingjie |
2024 | Beta-sorted portfolios | Cattaneo, Matias D.; Crump, Richard K.; Wang, Weining |