[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
On binscatter. (2019). Crump, Richard ; Cattaneo, Matias ; Feng, Yingjie ; Farrell, Max H.
In: Staff Reports.
RePEc:fip:fednsr:881.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 31

References cited by this document

Cocites: 31

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. (2013): “Optimal Convergence Rates, Bahadur Representation, and Asymptotic Normality of Partitioning Estimators,” Journal of Econometrics, 174(2), 127–143.
    Paper not yet in RePEc: Add citation now
  2. (2014b): “Anti-Concentration and Honest Adaptive Confidence Bands,” Annals of Statistics, 42(5), 1787–1818.
    Paper not yet in RePEc: Add citation now
  3. (2015): “Optimal Data-Driven Regression Discontinuity Plots,” Journal of the American Statistical Association, 110(512), 1753–1769.
    Paper not yet in RePEc: Add citation now
  4. (2018b): “Inference in Linear Regression Models with Many Covariates and Heteroscedasticity, ” Journal of the American Statistical Association, 113(523), 1350–1361.
    Paper not yet in RePEc: Add citation now
  5. Angrist, J. D., and J. S. Pischke (2008): Mostly Harmless Econometrics: An Empiricist’s Companion. Princeton University Press.
    Paper not yet in RePEc: Add citation now
  6. Belloni, A., V. Chernozhukov, D. Chetverikov, and I. Fernandez-Val (2019): “Conditional Quantile Processes based on Series or Many Regressors,” Journal of Econometrics, forthcoming.

  7. Belloni, A., V. Chernozhukov, D. Chetverikov, and K. Kato (2015): “Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results,” Journal of Econometrics, 186(2), 345–366.

  8. Burman, P. (1991): “Rates of Convergence for the Estimates of the Optimal Transformations of Variables,” Annals of Statistics, pp. 702–723.
    Paper not yet in RePEc: Add citation now
  9. Calonico, S., M. D. Cattaneo, and M. H. Farrell (2018): “On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference,” Journal of the American Statistical Association, 113(522), 767–779.

  10. Calonico, S., M. D. Cattaneo, and R. Titiunik (2014): “Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs,” Econometrica, 82(6), 2295–2326.
    Paper not yet in RePEc: Add citation now
  11. Cattaneo, M. D., and M. H. Farrell (2011): “Efficient Estimation of the Dose Response Function under Ignorability using Subclassification on the Covariates,” in Advances in Econometrics: Missing Data Methods, ed. by D. Drukker, vol. 27A, pp. 93–127. Emerald Group Publishing Limited.
    Paper not yet in RePEc: Add citation now
  12. Cattaneo, M. D., M. H. Farrell, and Y. Feng (2018): “Large Sample Properties of Partitioning-Based Estimators,” arXiv:1804.04916.
    Paper not yet in RePEc: Add citation now
  13. Cattaneo, M. D., M. Jansson, and W. K. Newey (2018a): “Alternative Asymptotics and the Partially Linear Model with Many Regressors,” Econometric Theory, 34(2), 277–301.
    Paper not yet in RePEc: Add citation now
  14. Cattaneo, M. D., R. K. Crump, M. H. Farrell, and E. Schaumburg (2019): “Characteristic-Sorted Portfolios: Estimation and Inference,” arXiv:1809.03584.

  15. Cattaneo, M. D., R. K. Crump, M. H. Farrell, and Y. Feng (2019): “Binscatter Regressions, ” in preparation for the Stata Journal.
    Paper not yet in RePEc: Add citation now
  16. Chernozhukov, V., D. Chetverikov, and K. Kato (2014a): “Gaussian Approximation of Suprema of Empirical Processes,” Annals of Statistics, 42(4), 1564–1597.
    Paper not yet in RePEc: Add citation now
  17. Chetty, R., A. Looney, and K. Kroft (2009): “Salience and Taxation: Theory and Evidence,” American Economic Review, 99(4), 1145–1177.

  18. Chetty, R., and A. Szeidl (2006): “Marriage, Housing, and Portfolio Choice: A Test of Grossman-Laroque,” Working Paper, UC-Berkeley.
    Paper not yet in RePEc: Add citation now
  19. Chetty, R., J. N. Friedman, and J. Rockoff (2014): “Measuring the Impacts of Teachers II: Teacher Value-Added and Student Outcomes in Adulthood,” American Economic Review, 104(9), 2633–2679.

  20. Chetty, R., J. N. Friedman, N. Hilger, E. Saez, D. W. Schanzenbach, and D. Yagan (2011): “How Does Your Kindergarten Classroom Affect Your Earnings? Evidence from Project STAR,” Quarterly Journal of Economics, 126(4), 1593–1660.

  21. Chetty, R., J. N. Friedman, T. Olsen, and L. Pistaferri (2011): “Adjustment Costs, Firm Responses, and Micro vs. Macro Labor Supply Elasticities: Evidence from Danish Tax Records,” Quarterly Journal of Economics, 126(2), 749–804.

  22. Cochran, W. G. (1968): “The Effectiveness of Adjustment by Subclassification in Removing Bias in Observational Studies,” Biometrics, 24(2), 295–313.
    Paper not yet in RePEc: Add citation now
  23. Fama, E. F. (1976): Foundations of Finance: Portfolio Decisions and Securities Prices. Basic Books, New York, NY.
    Paper not yet in RePEc: Add citation now
  24. Friedman, J. H. (1977): “A Recursive Partitioning Decision Rule for Nonparametric Classification, ” IEEE Transactions on Computers, C-26(4), 404–408.
    Paper not yet in RePEc: Add citation now
  25. Györfi, L., M. Kohler, A. Krzyżak, and H. Walk (2002): A Distribution-Free Theory of Nonparametric Regression. Springer-Verlag.
    Paper not yet in RePEc: Add citation now
  26. Hastie, T., R. Tibshirani, and J. Friedman (2009): The Elements of Statistical Learning, Springer Series in Statistics. Springer-Verlag, New York.
    Paper not yet in RePEc: Add citation now
  27. Kleven, H. J. (2016): “Bunching,” Annual Review of Economics, 8, 435–464.
    Paper not yet in RePEc: Add citation now
  28. Nobel, A. (1996): “Histogram Regression Estimation Using Data-Dependent Partitions,” Annals of Statistics, 24(3), 1084–1105.
    Paper not yet in RePEc: Add citation now
  29. Starr, E., and B. Goldfarb (2018): “A Binned Scatterplot is Worth a Hundred Regressions: Diffusing a Simple Tool to Make Empirical Research Easier and Better,” SSRN Working paper No. 3257345.
    Paper not yet in RePEc: Add citation now
  30. Stepner, M. (2014): “Binned Scatterplots: Introducing-binscatter- and Exploring its Applications, ” 2014 Stata Conference 4, Stata Users Group.

  31. Tukey, J. W. (1961): “Curves As Parameters, and Touch Estimation,” in Fourth Berkeley Symposium on Mathematical Statistics and Probability, ed. by J. Neyman, vol. 1, pp. 681–694.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Caraiani, Petre ; Cepni, Oguzhan ; Caporin, Massimiliano.
    In: Working Papers.
    RePEc:pre:wpaper:202407.

    Full description at Econpapers || Download paper

  2. Local regression distribution estimators. (2024). Ma, Xinwei ; Jansson, Michael ; Cattaneo, Matias D.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:240:y:2024:i:2:s0304407621000427.

    Full description at Econpapers || Download paper

  3. The role of oil and risk shocks in the high?frequency movements of the term structure of interest rates: Evidence from the U.S. Treasury market. (2023). GUPTA, RANGAN ; Subramaniam, Sowmya ; Sheng, Xin ; Hussain, Syed Jawad.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1845-1857.

    Full description at Econpapers || Download paper

  4. Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States. (2023). Moodley, Damien ; Gupta, Rangan.
    In: Working Papers.
    RePEc:pre:wpaper:202335.

    Full description at Econpapers || Download paper

  5. A lack-of-fit test for quantile regression process models. (2023). Wang, Caixing ; Liu, Qiaochu ; Feng, Xingdong.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:192:y:2023:i:c:s0167715222001936.

    Full description at Econpapers || Download paper

  6. Smoothed quantile regression with large-scale inference. (2023). Zhou, Wen-Xin ; Tan, Kean Ming ; Pan, Xiaoou ; He, Xuming.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:232:y:2023:i:2:p:367-388.

    Full description at Econpapers || Download paper

  7. Nonparametric inference on smoothed quantile regression process. (2023). Su, Wen ; Shen, Guohao ; Lin, Yuanyuan ; Hao, Meiling.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002250.

    Full description at Econpapers || Download paper

  8. Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. (2023). Li, Runze ; Chen, Jia ; Yang, Xiao Rong.
    In: Papers.
    RePEc:arx:papers:2303.13218.

    Full description at Econpapers || Download paper

  9. Quantile regression methods for first-price auctions. (2022). Guerre, Emmanuel ; Gimenes, Nathalie.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:226:y:2022:i:2:p:224-247.

    Full description at Econpapers || Download paper

  10. Yurinskiis Coupling for Martingales. (2022). Underwood, William G ; Masini, Ricardo P ; Cattaneo, Matias D.
    In: Papers.
    RePEc:arx:papers:2210.00362.

    Full description at Econpapers || Download paper

  11. Robust Estimation of Conditional Factor Models. (2022). Chen, Qihui.
    In: Papers.
    RePEc:arx:papers:2204.00801.

    Full description at Econpapers || Download paper

  12. .

    Full description at Econpapers || Download paper

  13. A Projection Framework for Testing Shape Restrictions That Form Convex Cones. (2021). Seo, Juwon ; Fang, Zheng.
    In: Econometrica.
    RePEc:wly:emetrp:v:89:y:2021:i:5:p:2439-2458.

    Full description at Econpapers || Download paper

  14. Re-examining the leverage effect and gold’s safe haven properties with the utilization of the implied volatility of gold: a non-parametric quantile regression approach. (2021). Panagiotou, Dimitrios.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00092-3.

    Full description at Econpapers || Download paper

  15. El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:14:p:7987-:d:596011.

    Full description at Econpapers || Download paper

  16. Conditional Quantile Estimators: A Small Sample Theory. (2021). Wüthrich, Kaspar ; Wuthrich, Kaspar ; Gafarov, Bulat ; Franguridi, Grigory.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9046.

    Full description at Econpapers || Download paper

  17. Stochastic measure distortions induced by quantile processes for risk quantification and valuation. (2021). Peters, Gareth W ; Macrina, Andrea ; Brannelly, Holly.
    In: Papers.
    RePEc:arx:papers:2201.02045.

    Full description at Econpapers || Download paper

  18. Bootstrap inference for panel data quantile regression. (2021). Xiao, Zhijie ; Parker, Thomas ; Galvao, Antonio F.
    In: Papers.
    RePEc:arx:papers:2111.03626.

    Full description at Econpapers || Download paper

  19. A Unifying Framework for Testing Shape Restrictions. (2021). Fang, Zheng.
    In: Papers.
    RePEc:arx:papers:2107.12494.

    Full description at Econpapers || Download paper

  20. A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models. (2020). Liao, Zhipeng ; Shi, Xiaoxia.
    In: Quantitative Economics.
    RePEc:wly:quante:v:11:y:2020:i:3:p:983-1017.

    Full description at Econpapers || Download paper

  21. High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty. (2020). Kyei, Clement ; GUPTA, RANGAN ; Subramaniam, Sowmya ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202085.

    Full description at Econpapers || Download paper

  22. The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States. (2020). GUPTA, RANGAN ; Subramaniam, Sowmya ; Sheng, Xin ; Hussain, Syed Jawad.
    In: Working Papers.
    RePEc:pre:wpaper:202063.

    Full description at Econpapers || Download paper

  23. Weighted quantile regression in varying-coefficient model with longitudinal data. (2020). Zhu, Zhongyi ; Tang, Yanlin ; Lin, Fangzheng.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:145:y:2020:i:c:s0167947320300062.

    Full description at Econpapers || Download paper

  24. Inference for Large-Scale Linear Systems with Known Coefficients. (2020). Santos, Andres ; Fang, Zheng ; Torgovitsky, Alexander ; Shaikh, Azeem.
    In: Working Papers.
    RePEc:bfi:wpaper:2020-134.

    Full description at Econpapers || Download paper

  25. Inference for Large-Scale Linear Systems with Known Coefficients. (2020). Torgovitsky, Alexander ; Shaikh, Azeem ; Santos, Andres ; Fang, Zheng.
    In: Papers.
    RePEc:arx:papers:2009.08568.

    Full description at Econpapers || Download paper

  26. Better Lee Bounds. (2020). Semenova, Vira.
    In: Papers.
    RePEc:arx:papers:2008.12720.

    Full description at Econpapers || Download paper

  27. On binscatter. (2019). Crump, Richard ; Cattaneo, Matias ; Feng, Yingjie ; Farrell, Max H.
    In: Staff Reports.
    RePEc:fip:fednsr:881.

    Full description at Econpapers || Download paper

  28. Prediction Intervals for Synthetic Control Methods. (2019). Titiunik, Rocio ; Feng, Yingjie ; Cattaneo, Matias D.
    In: Papers.
    RePEc:arx:papers:1912.07120.

    Full description at Econpapers || Download paper

  29. A General Framework for Inference on Shape Restrictions. (2019). Seo, Juwon ; Fang, Zheng.
    In: Papers.
    RePEc:arx:papers:1910.07689.

    Full description at Econpapers || Download paper

  30. Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms. (2019). Kang, Byunghoon.
    In: Papers.
    RePEc:arx:papers:1909.12162.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-15 07:54:45 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.