2 citations · 3 across the 4 of their papers we have counts for
Showing 2018Show all
2 papers · 1 filter
econ.EM2018
Simple Local Polynomial Density Estimators
Matias D. Cattaneo, Michael Jansson, Xinwei Ma
This paper introduces an intuitive and easy-to-implement nonparametric density estimator based on local polynomial techniques. The estimator is fully boundary adaptive and automati…
econ.EM2018
Two-Step Estimation and Inference with Possibly Many Included Covariates
Matias D. Cattaneo, Michael Jansson, Xinwei Ma
We study the implications of including many covariates in a first-step estimate entering a two-step estimation procedure. We find that a first order bias emerges when the number of…