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Matias D. Cattaneo

Global rank #2181 97%

Institution: Princeton University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://cattaneo.princeton.edu

First Publication: 2009

Most Recent: 2025

RePEc ID: pca473 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.50 1.84 3.85 0.00 9.55
Last 10 Years 3.35 2.85 7.21 0.00 26.31
All Time 4.02 6.94 9.89 0.00 39.85

Publication Statistics

Raw Publications 31
Coauthorship-Adjusted Count 20.94

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