Matias Cattaneo

27 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-0493-7506

Department of Operations Research and Financial Engineering, Princeton University

Publications

Abundance from Abroad: Migrant Income and Long-Run Economic Development — American Economic Review 2026
Inference with Mondrian random forests — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2026
Continuity of the Distribution Function of the argmax of a Gaussian Process — Econometrica 2026
On Rosenbaum’s rank-based matching estimator — Biometrika 2025
Yurinskii’s coupling for martingales — The Annals of Statistics 2025
Strong approximations for empirical processes indexed by Lipschitz functions — The Annals of Statistics 2025
Convergence rates of oblique regression trees for flexible function libraries — The Annals of Statistics 2024
On Binscatter — American Economic Review 2024
Uniform Inference for Kernel Density Estimators with Dyadic Data — Journal of the American Statistical Association 2024
Bootstrap-assisted inference for generalized Grenander-type estimators — The Annals of Statistics 2024
Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates — Journal of the American Statistical Association 2022
Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs — Journal of the American Statistical Association 2021
Prediction Intervals for Synthetic Control Methods — Journal of the American Statistical Association 2021
Introduction to the Special Section on Synthetic Control Methods — Journal of the American Statistical Association 2021
Bootstrap-Based Inference for Cube Root Asymptotics — Econometrica 2020
A Random Attention Model — Journal of Political Economy 2020
Simple Local Polynomial Density Estimators — Journal of the American Statistical Association 2020
Large sample properties of partitioning-based series estimators — The Annals of Statistics 2020
Two-Step Estimation and Inference with Possibly Many Included Covariates — The Review of Economic Studies 2019
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity — Journal of the American Statistical Association 2018
On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference — Journal of the American Statistical Association 2018
Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency — Econometrica 2018
Optimal Data-Driven Regression Discontinuity Plots — Journal of the American Statistical Association 2015
Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs — Econometrica 2014
Generalized Jackknife Estimators of Weighted Average Derivatives — Journal of the American Statistical Association 2013
Rejoinder — Journal of the American Statistical Association 2013
Robust Data-Driven Inference for Density-Weighted Average Derivatives — Journal of the American Statistical Association 2010