Publications

Monographs and Edited Volumes.

  1. 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, to appear.
    Preliminary draft | Replication | Publication

  2. 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 | Publication

  3. Regression Discontinuity Designs: Theory and Applications, with Juan Carlos Escanciano (eds.).

    Advances in Econometrics, volume 38, Emerald Group Publishing, May 2017.
    Introduction | Publication


Journal Articles and Other Publications.

  1. Local Regression Distribution Estimators, with Michael Jansson and Xinwei Ma.

    Journal of Econometrics, forthcoming.
    Supplemental | Replication | Software

  2. Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs, with Luke Keele, Rocio Titiunik and Gonzalo Vazquez-Bare.

    Journal of the American Statistical Association, forthcoming.
    Supplemental | Replication | Software

  3. lpdensity: Local Polynomial Density Estimation and Inference, with Michael Jansson and Xinwei Ma.

    Journal of Statistical Software, forthcoming.
    Replication | Software

  4. 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

  5. Bootstrap-Based Inference for Cube Root Asymptotics, with Michael Jansson and Kenichi Nagasawa.

    Econometrica 88(5): 2203-2219, September 2020.
    Supplemental | Replication

  6. 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

  7. 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

  8. 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

  9. 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

  10. lspartition: Partitioning-Based Least Squares Regression, with Max Farrell and Yingjie Feng.

    R Journal 12(1): 172-187, June 2020.
    Replication | Software

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. Power Calculations for Regression Discontinuity Designs, with Rocio Titiunik and Gonzalo Vazquez-Bare.

    Stata Journal 19(1): 210-245, March 2019.
    Software

  17. 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

  18. Econometric Methods for Program Evaluation, with Alberto Abadie.

    Annual Review of Economics 10: 465-503, August 2018.

  19. 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

  20. Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency, with Michael Jansson.

    Econometrica 86(3): 955-995, May 2018.
    Supplemental | Replication

  21. 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

  22. Manipulation Testing based on Density Discontinuity, with Michael Jansson and Xinwei Ma.

    Stata Journal 18(1): 234-261, March 2018.
    Software

  23. rdrobust: Software for Regression Discontinuity Designs, with Sebastian Calonico, Max Farrell and Rocio Titiunik.

    Stata Journal 17(2): 372-404, June 2017.
    Software

  24. 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

  25. 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.

  26. 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.

  27. 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

  28. 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.

  29. Inference in Regression Discontinuity Designs under Local Randomization, with Rocio Titiunik and Gonzalo Vazquez-Bare.

    Stata Journal 16(2): 331-367, June 2016.
    Software

  30. 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

  31. 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

  32. 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

  33. Bootstrapping Density-Weighted Average Derivatives, with Richard Crump and Michael Jansson.

    Econometric Theory 30(6): 1135-1164, December 2014.
    Supplemental

  34. Robust Data-Driven Inference in the Regression-Discontinuity Design, with Sebastian Calonico and Rocio Titiunik.

    Stata Journal 14(4): 909-946, December 2014.
    Software

  35. Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs, with Sebastian Calonico and Rocio Titiunik.

    Econometrica 82(6): 2295–2326, November 2014.
    Supplemental | Software

  36. 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.

  37. Small Bandwidth Asymptotics for Density-Weighted Average Derivatives, with Richard Crump and Michael Jansson.

    Econometric Theory 30(1): 176-200, February 2014.

  38. 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.

  39. 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".

  40. 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

  41. 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

  42. 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

  43. 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.

  44. 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.

  45. 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

  46. Multi-valued Treatment Effects.

    The New Palgrave Dictionary of Economics Online, ed. by S.N. Durlauf and L.E. Blume, Palgrave Macmillan, July 2010.

  47. Multi-valued Treatment Effects.

    Encyclopedia of Research Design, ed. by N.J. Salkind, Sage Publications, pp. 855-857, June 2010.

  48. Matching.

    Encyclopedia of Research Design, ed. by N.J. Salkind, Sage Publications, pp. 758-761, June 2010.

  49. Efficient Semiparametric Estimation of Multi-valued Treatment Effects under Ignorability.

    Journal of Econometrics 155(2): 138-154, April 2010.
    Replication | Software | Stata

  50. Probabilistic Modeling at the Wildland Urban Interface: the 2003 Cedar Fire, with David Brillinger and Benjamin Autrey.

    Environmetrics 20(6): 607-620, September 2009.

  51. 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