Matias D. Cattaneo

Institution: Princeton University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://cattaneo.princeton.edu

First Publication: 2009

Most Recent: 2025

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	Total	Percentile
Last 5 Years	2.02	3.70	3.87	9.59	95%
Last 10 Years	13.45	5.72	7.23	26.41	98%
All Time	16.15	13.93	9.92	39.99	97%

Publication Statistics

Raw Publications 31

Coauthorship-Adjusted Count 20.93

Publications (31)

Year	Article	Journal	Tier	Authors
2025	Higher-order refinements of small bandwidth asymptotics for density-weighted average derivative estimators	Journal of Econometrics	A	4
2024	On Binscatter	American Economic Review	S	4
2024	Local regression distribution estimators	Journal of Econometrics	A	3
2024	Uniform Inference for Kernel Density Estimators with Dyadic Data	Journal of the American Statistical Association	B	3
2023	Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	Journal of Business & Economic Statistics	A	3
2022	AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY	Econometric Theory	B	2
2021	Introduction to the Special Section on Synthetic Control Methods	Journal of the American Statistical Association	B	2
2021	Prediction Intervals for Synthetic Control Methods	Journal of the American Statistical Association	B	3
2021	Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs	Journal of the American Statistical Association	B	4
2020	Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs	The Econometrics Journal	B	3
2020	Simple Local Polynomial Density Estimators	Journal of the American Statistical Association	B	3
2020	Characteristic-Sorted Portfolios: Estimation and Inference	Review of Economics and Statistics	A	4
2020	A Random Attention Model	Journal of Political Economy	S	4
2020	Bootstrap‐Based Inference for Cube Root Asymptotics	Econometrica	S	3
2019	Regression Discontinuity Designs Using Covariates	Review of Economics and Statistics	A	4
2019	Two-Step Estimation and Inference with Possibly Many Included Covariates	Review of Economic Studies	S	3
2018	On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference	Journal of the American Statistical Association	B	3
2018	ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS	Econometric Theory	B	3
2018	Inference in Linear Regression Models with Many Covariates and Heteroscedasticity	Journal of the American Statistical Association	B	3
2018	Kernel‐Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency	Econometrica	S	2
2015	Optimal Data-Driven Regression Discontinuity Plots	Journal of the American Statistical Association	B	3
2014	Robust Nonparametric Confidence Intervals for Regression‐Discontinuity Designs	Econometrica	S	3
2014	SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES	Econometric Theory	B	3
2014	BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES	Econometric Theory	B	3
2014	Comment	Journal of Business & Economic Statistics	A	2
2013	Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators	Journal of Econometrics	A	2
2013	Generalized Jackknife Estimators of Weighted Average Derivatives	Journal of the American Statistical Association	B	3
2013	Rejoinder	Journal of the American Statistical Association	B	3
2012	Optimal inference for instrumental variables regression with non-Gaussian errors	Journal of Econometrics	A	3
2010	Efficient semiparametric estimation of multi-valued treatment effects under ignorability	Journal of Econometrics	A	1
2009	Housing, Health, and Happiness	American Economic Journal: Economic Policy	A	5