Matias D. Cattaneo
Personal Details
First Name: | Matias |
Middle Name: | D. |
Last Name: | Cattaneo |
Suffix: | |
RePEc Short-ID: | pca473 |
[This author has chosen not to make the email address public] | |
https://cattaneo.princeton.edu | |
Terminal Degree: | 2008 Department of Economics; University of California-Berkeley (from RePEc Genealogy) |
Affiliation
Department of Operations Research and Financial Engineering (ORFE)
Princeton University
Princeton, New Jersey (United States)http://orfe.princeton.edu/
RePEc:edi:doprius (more details at EDIRC)
Research output
Jump to: Working papers Articles Software Chapters BooksWorking papers
- Matias D. Cattaneo & Ruiqi Rae Yu, 2024. "Strong Approximations for Empirical Processes Indexed by Lipschitz Functions," Papers 2406.04191, arXiv.org, revised Nov 2024.
- Matias Cattaneo & Richard K. Crump & Weining Wang, 2024. "Beta-sorted portfolios," CeMMAP working papers 20/24, Institute for Fiscal Studies.
- Matias D. Cattaneo & Yingjie Feng & Boris Shigida, 2024. "Uniform Estimation and Inference for Nonparametric Partitioning-Based M-Estimators," Papers 2409.05715, arXiv.org.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2024.
"Nonlinear Binscatter Methods,"
Papers
2407.15276, arXiv.org.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2024. "Nonlinear Binscatter Methods," Staff Reports 1110, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Xinwei Ma & Yusufcan Masatlioglu, 2023.
"Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023),"
Papers
2305.10934, arXiv.org.
- Matias D. Cattaneo & Xinwei Ma & Yusufcan Masatlioglu, 2023. "Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1030-1034, October.
- Cattaneo, Matias D & Ma, Xinwei & Masatlioglu, Yusufcan, 2023. "Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)," University of California at San Diego, Economics Working Paper Series qt3f7644vj, Department of Economics, UC San Diego.
- Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2023. "Bootstrap-Assisted Inference for Generalized Grenander-type Estimators," Papers 2303.13598, arXiv.org, revised Jul 2024.
- Matias D. Cattaneo & Nicolas Idrobo & Rocio Titiunik, 2023. "A Practical Introduction to Regression Discontinuity Designs: Extensions," Papers 2301.08958, arXiv.org, revised Mar 2024.
- Matias D. Cattaneo & Fang Han & Zhexiao Lin, 2023. "On Rosenbaum's Rank-based Matching Estimator," Papers 2312.07683, arXiv.org, revised Jan 2024.
- Matias D. Cattaneo & Luke Keele & Rocio Titiunik, 2023. "A Guide to Regression Discontinuity Designs in Medical Applications," Papers 2302.07413, arXiv.org, revised May 2023.
- Matias D. Cattaneo & Max H. Farrell & Michael Jansson & Ricardo Masini, 2022. "Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators," Papers 2301.00277, arXiv.org, revised Feb 2024.
- Matias D. Cattaneo & Rajita Chandak & Michael Jansson & Xinwei Ma, 2022. "Boundary Adaptive Local Polynomial Conditional Density Estimators," Papers 2204.10359, arXiv.org, revised Dec 2023.
- Matias D. Cattaneo & Yingjie Feng & Filippo Palomba & Rocio Titiunik, 2022. "Uncertainty Quantification in Synthetic Controls with Staggered Treatment Adoption," Papers 2210.05026, arXiv.org, revised Oct 2024.
- Matias D. Cattaneo & Ricardo P. Masini & William G. Underwood, 2022. "Yurinskii's Coupling for Martingales," Papers 2210.00362, arXiv.org, revised Sep 2024.
- Matias D. Cattaneo & Yingjie Feng & Filippo Palomba & Rocio Titiunik, 2022. "scpi: Uncertainty Quantification for Synthetic Control Methods," Papers 2202.05984, arXiv.org, revised Oct 2022.
- Matias D. Cattaneo & Richard K. Crump & Weining Wang, 2022.
"Beta-Sorted Portfolios,"
Papers
2208.10974, arXiv.org, revised Nov 2024.
- Matias D. Cattaneo & Richard K. Crump & Weining Wang, 2023. "Beta-Sorted Portfolios," Staff Reports 1068, Federal Reserve Bank of New York.
- Matias D. Cattaneo, 2022. "On binscatter: binscatter plots," Economics Virtual Symposium 2022 06, Stata Users Group.
- Matias D. Cattaneo & Luke Keele & Rocio Titiunik, 2021. "Covariate Adjustment in Regression Discontinuity Designs," Papers 2110.08410, arXiv.org, revised Aug 2022.
- Matias D. Cattaneo & Paul Cheung & Xinwei Ma & Yusufcan Masatlioglu, 2021. "Attention Overload," Papers 2110.10650, arXiv.org, revised Sep 2024.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2020.
"Local Regression Distribution Estimators,"
Papers
2009.14367, arXiv.org, revised Jan 2021.
- Cattaneo, Matias D. & Jansson, Michael & Ma, Xinwei, 2024. "Local regression distribution estimators," Journal of Econometrics, Elsevier, vol. 240(2).
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2021. "Local regression distribution estimators," University of California at San Diego, Economics Working Paper Series qt7416d3x8, Department of Economics, UC San Diego.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2021. "Local regression distribution estimators," Department of Economics, Working Paper Series qt7416d3x8, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019.
"On Binscatter,"
Papers
1902.09608, arXiv.org, revised Apr 2024.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2024. "On Binscatter," American Economic Review, American Economic Association, vol. 114(5), pages 1488-1514, May.
- Richard K. Crump & Matias D. Cattaneo & Yingjie Feng, 2024. "On binscatter," French Stata Users' Group Meetings 2024 23, Stata Users Group.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019. "On binscatter," Staff Reports 881, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Rocio Titiunik & Gonzalo Vazquez-Bare, 2019.
"The Regression Discontinuity Design,"
Papers
1906.04242, arXiv.org, revised Jun 2020.
- Matias D. Cattaneo & Rocío Titiunik, 2022. "Regression Discontinuity Designs," Annual Review of Economics, Annual Reviews, vol. 14(1), pages 821-851, August.
- Matias D. Cattaneo & Rocio Titiunik, 2021. "Regression Discontinuity Designs," Papers 2108.09400, arXiv.org, revised Feb 2022.
- Matias D. Cattaneo & Max H. Farrell & Yingjie Feng, 2019. "lspartition: Partitioning-Based Least Squares Regression," Papers 1906.00202, arXiv.org, revised Aug 2019.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2019. "lpdensity: Local Polynomial Density Estimation and Inference," Papers 1906.06529, arXiv.org, revised Feb 2021.
- Matias D. Cattaneo & Michael Jansson, 2019.
"Average Density Estimators: Efficiency and Bootstrap Consistency,"
Papers
1904.09372, arXiv.org, revised Dec 2020.
- Cattaneo, Matias D. & Jansson, Michael, 2022. "Average Density Estimators: Efficiency And Bootstrap Consistency," Econometric Theory, Cambridge University Press, vol. 38(6), pages 1140-1174, December.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019. "Binscatter Regressions," Papers 1902.09615, arXiv.org, revised Jul 2024.
- Matias D. Cattaneo & Nicolas Idrobo & Rocio Titiunik, 2019. "A Practical Introduction to Regression Discontinuity Designs: Foundations," Papers 1911.09511, arXiv.org.
- Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2019. "nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference," Papers 1906.00198, arXiv.org.
- Matias D. Cattaneo & Rocio Titiunik & Gonzalo Vazquez-Bare, 2019.
"Analysis of Regression Discontinuity Designs with Multiple Cutoffs or Multiple Scores,"
Papers
1912.07346, arXiv.org, revised Apr 2020.
- Matias D. Cattaneo & Rocío Titiunik & Gonzalo Vazquez-Bare, 2020. "Analysis of regression-discontinuity designs with multiple cutoffs or multiple scores," Stata Journal, StataCorp LP, vol. 20(4), pages 866-891, December.
- Matias D. Cattaneo & Yingjie Feng & Rocio Titiunik, 2019.
"Prediction Intervals for Synthetic Control Methods,"
Papers
1912.07120, arXiv.org, revised Sep 2021.
- Matias D. Cattaneo & Yingjie Feng & Rocio Titiunik, 2021. "Prediction Intervals for Synthetic Control Methods," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 116(536), pages 1865-1880, October.
- Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2018.
"Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs,"
Papers
1809.00236, arXiv.org, revised Jan 2020.
- Sebastian Calonico & Matias D Cattaneo & Max H Farrell, 2020. "Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs," The Econometrics Journal, Royal Economic Society, vol. 23(2), pages 192-210.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2018.
"Characteristic-Sorted Portfolios: Estimation and Inference,"
Papers
1809.03584, arXiv.org, revised Oct 2019.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2020. "Characteristic-Sorted Portfolios: Estimation and Inference," The Review of Economics and Statistics, MIT Press, vol. 102(3), pages 531-551, July.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2016. "Characteristic-Sorted Portfolios: Estimation and Inference," Staff Reports 788, Federal Reserve Bank of New York.
- Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2018. "Coverage Error Optimal Confidence Intervals for Local Polynomial Regression," Papers 1808.01398, arXiv.org, revised Jul 2021.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018.
"Two-Step Estimation and Inference with Possibly Many Included Covariates,"
Papers
1807.10100, arXiv.org.
- Matias D Cattaneo & Michael Jansson & Xinwei Ma, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(3), pages 1095-1122.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Department of Economics, Working Paper Series qt86c7x315, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series qt86c7x315, Department of Economics, UC San Diego.
- Matias D. Cattaneo & Max H. Farrell & Yingjie Feng, 2018. "Large Sample Properties of Partitioning-Based Series Estimators," Papers 1804.04916, arXiv.org, revised Jun 2019.
- Matias D. Cattaneo & Luke Keele & Rocio Titiunik & Gonzalo Vazquez-Bare, 2018.
"Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs,"
Papers
1808.04416, arXiv.org, revised Apr 2020.
- Matias D. Cattaneo & Luke Keele & Rocío Titiunik & Gonzalo Vazquez-Bare, 2021. "Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 116(536), pages 1941-1952, October.
- Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell & Rocio Titiunik, 2018.
"Regression Discontinuity Designs Using Covariates,"
Papers
1809.03904, arXiv.org.
- Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell & Rocío Titiunik, 2019. "Regression Discontinuity Designs Using Covariates," The Review of Economics and Statistics, MIT Press, vol. 101(3), pages 442-451, July.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018.
"Simple Local Polynomial Density Estimators,"
Papers
1811.11512, arXiv.org, revised Jun 2019.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2020. "Simple Local Polynomial Density Estimators," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(531), pages 1449-1455, July.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2020. "Simple Local Polynomial Density Estimators," Department of Economics, Working Paper Series qt9vt997qn, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2020. "Simple Local Polynomial Density Estimators," University of California at San Diego, Economics Working Paper Series qt9vt997qn, Department of Economics, UC San Diego.
- Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2017.
"Bootstrap-Based Inference for Cube Root Asymptotics,"
Papers
1704.08066, arXiv.org, revised May 2020.
- Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2020. "Bootstrap‐Based Inference for Cube Root Asymptotics," Econometrica, Econometric Society, vol. 88(5), pages 2203-2219, September.
- Cattaneo, Matias D & Jansson, Michael & Nagasawa, Kenichi, 2020. "Bootstrap‐Based Inference for Cube Root Asymptotics," Department of Economics, Working Paper Series qt3wn9z3b9, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2017. "Bootstrap-Based Inference for Cube Root Consistent Estimators," CREATES Research Papers 2017-18, Department of Economics and Business Economics, Aarhus University.
- Matias D. Cattaneo & Xinwei Ma & Yusufcan Masatlioglu & Elchin Suleymanov, 2017.
"A Random Attention Model,"
Papers
1712.03448, arXiv.org, revised Aug 2019.
- Matias D. Cattaneo & Xinwei Ma & Yusufcan Masatlioglu & Elchin Suleymanov, 2020. "A Random Attention Model," Journal of Political Economy, University of Chicago Press, vol. 128(7), pages 2796-2836.
- Cattaneo, Matias D & Ma, Xinwei & Masatlioglu, Yusufcan & Suleymanov, Elchin, 2020. "A Random Attention Model," University of California at San Diego, Economics Working Paper Series qt34m788c3, Department of Economics, UC San Diego.
- Gonzalo Vazquez-Bare & Matias Cattaneo & Rocio Titiunik, 2016. "rdlocrand: a Stata Package for Inference in Regression Discontinuity Designs under Local Randomizati," 2016 Stata Conference 25, Stata Users Group.
- Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2015.
"On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference,"
Papers
1508.02973, arXiv.org, revised Mar 2018.
- Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2018. "On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 767-779, April.
- Matias Cattaneo & Sebastian Calonico & Rocio Titiunik, 2015. "Robust Inference in Regression-Discontinuity Designs," 2015 Stata Conference 16, Stata Users Group.
- Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2015.
"Inference in Linear Regression Models with Many Covariates and Heteroskedasticity,"
Papers
1507.02493, arXiv.org, revised Jan 2017.
- Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2018. "Inference in Linear Regression Models with Many Covariates and Heteroscedasticity," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(523), pages 1350-1361, July.
- Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2017. "Inference in linear regression models with many covariates and heteroskedasticity," CeMMAP working papers 03/17, Institute for Fiscal Studies.
- Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2017. "Inference in linear regression models with many covariates and heteroskedasticity," CeMMAP working papers CWP03/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Cattaneo, Matias D & Jansson, Michael & Newey, Whitney K, 2018. "Inference in Linear Regression Models with Many Covariates and Heteroscedasticity," Department of Economics, Working Paper Series qt6rp7p9gs, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2015.
"Treatment Effects with Many Covariates and Heteroskedasticity,"
CREATES Research Papers
2015-31, Department of Economics and Business Economics, Aarhus University.
- Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Treatment effects with many covariates and heteroskedasticity," CeMMAP working papers 37/15, Institute for Fiscal Studies.
- Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Treatment effects with many covariates and heteroskedasticity," CeMMAP working papers CWP37/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Matias D. Cattaneo & Michael Jansson, 2014. "Bootstrapping Kernel-Based Semiparametric Estimators," CREATES Research Papers 2014-25, Department of Economics and Business Economics, Aarhus University.
- Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2012.
"Alternative Asymptotics and the Partially Linear Model with Many Regressors,"
CREATES Research Papers
2012-02, Department of Economics and Business Economics, Aarhus University.
- Cattaneo, Matias D. & Jansson, Michael & Newey, Whitney K., 2018. "Alternative Asymptotics And The Partially Linear Model With Many Regressors," Econometric Theory, Cambridge University Press, vol. 34(2), pages 277-301, April.
- Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers 36/15, Institute for Fiscal Studies.
- Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative Asymptotics and the Partially Linear Model with Many Regressors," Papers 1505.08120, arXiv.org.
- Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers CWP36/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2011.
"Generalized Jackknife Estimators of Weighted Average Derivatives,"
CREATES Research Papers
2011-12, Department of Economics and Business Economics, Aarhus University.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2013. "Generalized Jackknife Estimators of Weighted Average Derivatives," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(504), pages 1243-1256, December.
- Cattaneo, Matias D & Crump, Richard K & Jansson, Michael, 2013. "Generalized Jackknife Estimators of Weighted Average Derivatives," Department of Economics, Working Paper Series qt4nv5q5hp, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2010.
"Bootstrapping Density-Weighted Average Derivatives,"
CREATES Research Papers
2010-23, Department of Economics and Business Economics, Aarhus University.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2014. "Bootstrapping Density-Weighted Average Derivatives," Econometric Theory, Cambridge University Press, vol. 30(6), pages 1135-1164, December.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2010. "Bootstrapping density-weighted average derivatives," Staff Reports 452, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2009.
"Robust Data-Driven Inference for Density-Weighted Average Derivatives,"
CREATES Research Papers
2009-46, Department of Economics and Business Economics, Aarhus University.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2010. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1070-1083.
- Matias Cattaneo & Sebastian Galiani & Paul Gertler & Sebastian Martinez & Rocio Titiunik, 2008.
"Housing, Health and Happiness,"
CEDLAS, Working Papers
0074, CEDLAS, Universidad Nacional de La Plata.
- Matias D. Cattaneo & Sebastian Galiani & Paul J. Gertler & Sebastian Martinez & Rocio Titiunik, 2009. "Housing, Health, and Happiness," American Economic Journal: Economic Policy, American Economic Association, vol. 1(1), pages 75-105, February.
- Cattaneo, Matias D. & Galiano, Sebastian & Gertler, Paul J. & Martinez, Sebastian & Titiunik, Rocio, 2007. "Housing, health, and happiness," Policy Research Working Paper Series 4214, The World Bank.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2008.
"Small Bandwidth Asymptotics for Density-Weighted Average Derivatives,"
CREATES Research Papers
2008-24, Department of Economics and Business Economics, Aarhus University.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Econometric Theory, Cambridge University Press, vol. 30(1), pages 176-200, February.
- Cattaneo, Matias D & Crump, Richard K & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Department of Economics, Working Paper Series qt3jd237cg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007.
"Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors,"
CREATES Research Papers
2007-11, Department of Economics and Business Economics, Aarhus University.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2012. "Optimal inference for instrumental variables regression with non-Gaussian errors," Journal of Econometrics, Elsevier, vol. 167(1), pages 1-15.
Articles
- Cattaneo, Matias D. & Jansson, Michael & Ma, Xinwei, 2024.
"Local regression distribution estimators,"
Journal of Econometrics, Elsevier, vol. 240(2).
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2021. "Local regression distribution estimators," University of California at San Diego, Economics Working Paper Series qt7416d3x8, Department of Economics, UC San Diego.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2021. "Local regression distribution estimators," Department of Economics, Working Paper Series qt7416d3x8, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2020. "Local Regression Distribution Estimators," Papers 2009.14367, arXiv.org, revised Jan 2021.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2024.
"On Binscatter,"
American Economic Review, American Economic Association, vol. 114(5), pages 1488-1514, May.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019. "On Binscatter," Papers 1902.09608, arXiv.org, revised Apr 2024.
- Richard K. Crump & Matias D. Cattaneo & Yingjie Feng, 2024. "On binscatter," French Stata Users' Group Meetings 2024 23, Stata Users Group.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019. "On binscatter," Staff Reports 881, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Xinwei Ma & Yusufcan Masatlioglu, 2023.
"Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023),"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1030-1034, October.
- Matias D. Cattaneo & Xinwei Ma & Yusufcan Masatlioglu, 2023. "Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)," Papers 2305.10934, arXiv.org.
- Cattaneo, Matias D & Ma, Xinwei & Masatlioglu, Yusufcan, 2023. "Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)," University of California at San Diego, Economics Working Paper Series qt3f7644vj, Department of Economics, UC San Diego.
- Cattaneo, Matias D. & Jansson, Michael, 2022.
"Average Density Estimators: Efficiency And Bootstrap Consistency,"
Econometric Theory, Cambridge University Press, vol. 38(6), pages 1140-1174, December.
- Matias D. Cattaneo & Michael Jansson, 2019. "Average Density Estimators: Efficiency and Bootstrap Consistency," Papers 1904.09372, arXiv.org, revised Dec 2020.
- Matias D. Cattaneo & Rocío Titiunik, 2022.
"Regression Discontinuity Designs,"
Annual Review of Economics, Annual Reviews, vol. 14(1), pages 821-851, August.
- Matias D. Cattaneo & Rocio Titiunik, 2021. "Regression Discontinuity Designs," Papers 2108.09400, arXiv.org, revised Feb 2022.
- Matias D. Cattaneo & Rocio Titiunik & Gonzalo Vazquez-Bare, 2019. "The Regression Discontinuity Design," Papers 1906.04242, arXiv.org, revised Jun 2020.
- Alberto Abadie & Matias D. Cattaneo, 2021. "Introduction to the Special Section on Synthetic Control Methods," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 116(536), pages 1713-1715, October.
- Matias D. Cattaneo & Luke Keele & Rocío Titiunik & Gonzalo Vazquez-Bare, 2021.
"Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 116(536), pages 1941-1952, October.
- Matias D. Cattaneo & Luke Keele & Rocio Titiunik & Gonzalo Vazquez-Bare, 2018. "Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs," Papers 1808.04416, arXiv.org, revised Apr 2020.
- Matias D. Cattaneo & Yingjie Feng & Rocio Titiunik, 2021.
"Prediction Intervals for Synthetic Control Methods,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 116(536), pages 1865-1880, October.
- Matias D. Cattaneo & Yingjie Feng & Rocio Titiunik, 2019. "Prediction Intervals for Synthetic Control Methods," Papers 1912.07120, arXiv.org, revised Sep 2021.
- Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2020.
"Bootstrap‐Based Inference for Cube Root Asymptotics,"
Econometrica, Econometric Society, vol. 88(5), pages 2203-2219, September.
- Cattaneo, Matias D & Jansson, Michael & Nagasawa, Kenichi, 2020. "Bootstrap‐Based Inference for Cube Root Asymptotics," Department of Economics, Working Paper Series qt3wn9z3b9, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2017. "Bootstrap-Based Inference for Cube Root Asymptotics," Papers 1704.08066, arXiv.org, revised May 2020.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2020.
"Characteristic-Sorted Portfolios: Estimation and Inference,"
The Review of Economics and Statistics, MIT Press, vol. 102(3), pages 531-551, July.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2018. "Characteristic-Sorted Portfolios: Estimation and Inference," Papers 1809.03584, arXiv.org, revised Oct 2019.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2016. "Characteristic-Sorted Portfolios: Estimation and Inference," Staff Reports 788, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Xinwei Ma & Yusufcan Masatlioglu & Elchin Suleymanov, 2020.
"A Random Attention Model,"
Journal of Political Economy, University of Chicago Press, vol. 128(7), pages 2796-2836.
- Matias D. Cattaneo & Xinwei Ma & Yusufcan Masatlioglu & Elchin Suleymanov, 2017. "A Random Attention Model," Papers 1712.03448, arXiv.org, revised Aug 2019.
- Cattaneo, Matias D & Ma, Xinwei & Masatlioglu, Yusufcan & Suleymanov, Elchin, 2020. "A Random Attention Model," University of California at San Diego, Economics Working Paper Series qt34m788c3, Department of Economics, UC San Diego.
- Matias D. Cattaneo & Rocío Titiunik & Gonzalo Vazquez-Bare, 2020.
"Analysis of regression-discontinuity designs with multiple cutoffs or multiple scores,"
Stata Journal, StataCorp LP, vol. 20(4), pages 866-891, December.
- Matias D. Cattaneo & Rocio Titiunik & Gonzalo Vazquez-Bare, 2019. "Analysis of Regression Discontinuity Designs with Multiple Cutoffs or Multiple Scores," Papers 1912.07346, arXiv.org, revised Apr 2020.
- Sebastian Calonico & Matias D Cattaneo & Max H Farrell, 2020.
"Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs,"
The Econometrics Journal, Royal Economic Society, vol. 23(2), pages 192-210.
- Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2018. "Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs," Papers 1809.00236, arXiv.org, revised Jan 2020.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2020.
"Simple Local Polynomial Density Estimators,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(531), pages 1449-1455, July.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2020. "Simple Local Polynomial Density Estimators," Department of Economics, Working Paper Series qt9vt997qn, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2020. "Simple Local Polynomial Density Estimators," University of California at San Diego, Economics Working Paper Series qt9vt997qn, Department of Economics, UC San Diego.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018. "Simple Local Polynomial Density Estimators," Papers 1811.11512, arXiv.org, revised Jun 2019.
- Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell & Rocío Titiunik, 2019.
"Regression Discontinuity Designs Using Covariates,"
The Review of Economics and Statistics, MIT Press, vol. 101(3), pages 442-451, July.
- Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell & Rocio Titiunik, 2018. "Regression Discontinuity Designs Using Covariates," Papers 1809.03904, arXiv.org.
- Matias Cattaneo & Rocio Titiunik & Gonzalo Vazquez-Bare, 2019. "Power calculations for regression-discontinuity designs," Stata Journal, StataCorp LP, vol. 19(1), pages 210-245, March.
- Matias D Cattaneo & Michael Jansson & Xinwei Ma, 2019.
"Two-Step Estimation and Inference with Possibly Many Included Covariates,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(3), pages 1095-1122.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Department of Economics, Working Paper Series qt86c7x315, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Papers 1807.10100, arXiv.org.
- Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series qt86c7x315, Department of Economics, UC San Diego.
- Cattaneo, Matias D. & Jansson, Michael & Newey, Whitney K., 2018.
"Alternative Asymptotics And The Partially Linear Model With Many Regressors,"
Econometric Theory, Cambridge University Press, vol. 34(2), pages 277-301, April.
- Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers 36/15, Institute for Fiscal Studies.
- Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2012. "Alternative Asymptotics and the Partially Linear Model with Many Regressors," CREATES Research Papers 2012-02, Department of Economics and Business Economics, Aarhus University.
- Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative Asymptotics and the Partially Linear Model with Many Regressors," Papers 1505.08120, arXiv.org.
- Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers CWP36/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2018.
"Inference in Linear Regression Models with Many Covariates and Heteroscedasticity,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(523), pages 1350-1361, July.
- Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2017. "Inference in linear regression models with many covariates and heteroskedasticity," CeMMAP working papers 03/17, Institute for Fiscal Studies.
- Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2017. "Inference in linear regression models with many covariates and heteroskedasticity," CeMMAP working papers CWP03/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Cattaneo, Matias D & Jansson, Michael & Newey, Whitney K, 2018. "Inference in Linear Regression Models with Many Covariates and Heteroscedasticity," Department of Economics, Working Paper Series qt6rp7p9gs, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Inference in Linear Regression Models with Many Covariates and Heteroskedasticity," Papers 1507.02493, arXiv.org, revised Jan 2017.
- Alberto Abadie & Matias D. Cattaneo, 2018. "Econometric Methods for Program Evaluation," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 465-503, August.
- Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2018.
"On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 767-779, April.
- Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2015. "On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference," Papers 1508.02973, arXiv.org, revised Mar 2018.
- Matias D. Cattaneo & Michael Jansson, 2018. "Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency," Econometrica, Econometric Society, vol. 86(3), pages 955-995, May.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018. "Manipulation testing based on density discontinuity," Stata Journal, StataCorp LP, vol. 18(1), pages 234-261, March.
- Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell & Roc ́ıo Titiunik, 2017. "rdrobust: Software for regression-discontinuity designs," Stata Journal, StataCorp LP, vol. 17(2), pages 372-404, June.
- Burt S. Barnow & Matias D. Cattaneo & Rocío Titiunik & Gonzalo Vazquez‐Bare, 2017. "Comparing Inference Approaches for RD Designs: A Reexamination of the Effect of Head Start on Child Mortality," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 36(3), pages 643-681, June.
- Matias D. Cattaneo & Roc ́ıo Titiunik & Gonzalo Vazquez-Bare, 2016. "Inference in regression discontinuity designs under local randomization," Stata Journal, StataCorp LP, vol. 16(2), pages 331-367, June.
- Sebastian Calonico & Matias D. Cattaneo & Rocío Titiunik, 2015. "Optimal Data-Driven Regression Discontinuity Plots," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1753-1769, December.
- Cattaneo Matias D. & Frandsen Brigham R. & Titiunik Rocío, 2015. "Randomization Inference in the Regression Discontinuity Design: An Application to Party Advantages in the U.S. Senate," Journal of Causal Inference, De Gruyter, vol. 3(1), pages 1-24.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2014.
"Small Bandwidth Asymptotics For Density-Weighted Average Derivatives,"
Econometric Theory, Cambridge University Press, vol. 30(1), pages 176-200, February.
- Cattaneo, Matias D & Crump, Richard K & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Department of Economics, Working Paper Series qt3jd237cg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2008. "Small Bandwidth Asymptotics for Density-Weighted Average Derivatives," CREATES Research Papers 2008-24, Department of Economics and Business Economics, Aarhus University.
- Sebastian Calonico & Matias D. Cattaneo & Rocio Titiunik, 2014. "Robust Nonparametric Confidence Intervals for Regression‐Discontinuity Designs," Econometrica, Econometric Society, vol. 82, pages 2295-2326, November.
- Sebastian Calonico & Matias D. Cattaneo & Rocio Titiunik, 2014. "Robust data-driven inference in the regression-discontinuity design," Stata Journal, StataCorp LP, vol. 14(4), pages 909-946, December.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2014.
"Bootstrapping Density-Weighted Average Derivatives,"
Econometric Theory, Cambridge University Press, vol. 30(6), pages 1135-1164, December.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2010. "Bootstrapping density-weighted average derivatives," Staff Reports 452, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2010. "Bootstrapping Density-Weighted Average Derivatives," CREATES Research Papers 2010-23, Department of Economics and Business Economics, Aarhus University.
- Matias D. Cattaneo & Richard K. Crump, 2014. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(3), pages 324-329, July.
- Atchadé, Yves F. & Cattaneo, Matias D., 2014. "A martingale decomposition for quadratic forms of Markov chains (with applications)," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 646-677.
- Matias D. Cattaneo & David M. Drukker & Ashley D. Holland, 2013. "Estimation of multivalued treatment effects under conditional independence," Stata Journal, StataCorp LP, vol. 13(3), pages 407-450, September.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2013.
"Generalized Jackknife Estimators of Weighted Average Derivatives,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(504), pages 1243-1256, December.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2011. "Generalized Jackknife Estimators of Weighted Average Derivatives," CREATES Research Papers 2011-12, Department of Economics and Business Economics, Aarhus University.
- Cattaneo, Matias D & Crump, Richard K & Jansson, Michael, 2013. "Generalized Jackknife Estimators of Weighted Average Derivatives," Department of Economics, Working Paper Series qt4nv5q5hp, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2013. "Rejoinder," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(504), pages 1265-1268, December.
- Cattaneo, Matias D. & Farrell, Max H., 2013. "Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators," Journal of Econometrics, Elsevier, vol. 174(2), pages 127-143.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2012.
"Optimal inference for instrumental variables regression with non-Gaussian errors,"
Journal of Econometrics, Elsevier, vol. 167(1), pages 1-15.
- Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, Department of Economics and Business Economics, Aarhus University.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2010.
"Robust Data-Driven Inference for Density-Weighted Average Derivatives,"
Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1070-1083.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2009. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," CREATES Research Papers 2009-46, Department of Economics and Business Economics, Aarhus University.
- Cattaneo, Matias D., 2010. "Efficient semiparametric estimation of multi-valued treatment effects under ignorability," Journal of Econometrics, Elsevier, vol. 155(2), pages 138-154, April.
- Matias D. Cattaneo & Sebastian Galiani & Paul J. Gertler & Sebastian Martinez & Rocio Titiunik, 2009.
"Housing, Health, and Happiness,"
American Economic Journal: Economic Policy, American Economic Association, vol. 1(1), pages 75-105, February.
- Cattaneo, Matias D. & Galiano, Sebastian & Gertler, Paul J. & Martinez, Sebastian & Titiunik, Rocio, 2007. "Housing, health, and happiness," Policy Research Working Paper Series 4214, The World Bank.
- Matias Cattaneo & Sebastian Galiani & Paul Gertler & Sebastian Martinez & Rocio Titiunik, 2008. "Housing, Health and Happiness," CEDLAS, Working Papers 0074, CEDLAS, Universidad Nacional de La Plata.
Software components
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2022. "LPDENSITY: Stata module to perform Local Polynomial Density Estimation and Inference," Statistical Software Components S459095, Boston College Department of Economics.
- Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2022. "RDDENSITY: Stata module to perform Manipulation Testing Using Local Polynomial Density Estimation," Statistical Software Components S459094, Boston College Department of Economics.
- Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell & Rocio Titiunik, 2018. "RDROBUST: Stata module to provide robust data-driven inference in the regression-discontinuity design," Statistical Software Components S458483, Boston College Department of Economics, revised 30 Sep 2022.
- Matias D. Cattaneo & David M. Drukker & Ashley Holland, 2012. "POPARMS: Stata module for potential outcome parameter estimation," Statistical Software Components S457511, Boston College Department of Economics, revised 27 Nov 2012.
Chapters
- Matias D. Cattaneo & Max H. Farrell, 2011. "Efficient Estimation of the Dose–Response Function Under Ignorability Using Subclassification on the Covariates," Advances in Econometrics, in: Missing Data Methods: Cross-sectional Methods and Applications, pages 93-127, Emerald Group Publishing Limited.
- Matias D. Cattaneo, 2010. "multi-valued treatment effects," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
Books
RePEc:eme:aecopp:aeco.2017.38 is not listed on IDEAS
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 45 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (39) 2004-04-11 2008-06-27 2008-06-27 2009-10-10 2010-05-29 2010-06-11 2011-05-07 2012-02-08 2014-09-05 2015-08-13 2016-08-21 2017-12-18 2017-12-18 2018-04-23 2018-08-20 2018-08-27 2018-09-10 2018-09-24 2018-10-01 2018-12-17 2019-03-04 2019-04-29 2019-06-24 2019-07-22 2020-10-19 2021-08-30 2021-10-25 2021-11-01 2022-05-23 2022-09-19 2022-10-31 2022-11-14 2023-02-06 2023-02-20 2023-03-27 2023-04-24 2024-01-22 2024-08-26 2024-10-07. Author is listed
- NEP-ETS: Econometric Time Series (3) 2004-04-11 2008-06-27 2009-10-10
- NEP-HEA: Health Economics (3) 2007-04-28 2008-09-13 2023-03-27
- NEP-ORE: Operations Research (3) 2010-05-29 2014-09-05 2015-08-13
- NEP-DEV: Development (2) 2007-04-28 2008-09-13
- NEP-HAP: Economics of Happiness (2) 2007-04-28 2008-09-13
- NEP-RMG: Risk Management (2) 2022-09-19 2023-08-28
- NEP-UPT: Utility Models and Prospect Theory (2) 2017-12-18 2023-07-10
- NEP-URE: Urban and Real Estate Economics (2) 2007-04-28 2008-09-13
- NEP-BAN: Banking (1) 2022-04-11
- NEP-BIG: Big Data (1) 2019-03-11
- NEP-DCM: Discrete Choice Models (1) 2021-10-25
- NEP-EFF: Efficiency and Productivity (1) 2019-04-29
- NEP-FMK: Financial Markets (1) 2022-09-19
- NEP-IFN: International Finance (1) 2023-08-28
- NEP-ISF: Islamic Finance (1) 2021-08-30
- NEP-MFD: Microfinance (1) 2023-07-10
- NEP-MIC: Microeconomics (1) 2017-12-18
- NEP-NEU: Neuroeconomics (1) 2021-10-25
- NEP-PPM: Project, Program and Portfolio Management (1) 2007-04-28
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