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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
Robust Inference Using Inverse Probability Weighting
Xinwei Ma, Jingshen Wang
Inverse Probability Weighting (IPW) is widely used in empirical work in economics and other disciplines. As Gaussian approximations perform poorly in the presence of "small denomin…
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…