4 papers
Beta-Sorted Portfolios
Matias D. Cattaneo, Richard K. Crump, Weining Wang
Beta-sorted portfolios -- portfolios comprised of assets with similar covariation to selected risk factors -- are a popular tool in empirical finance to analyze models of (conditio…
Binscatter Regressions
Matias D. Cattaneo, Richard K. Crump, Max H. Farrell +1
We introduce the package Binsreg, which implements the binscatter methods developed by Cattaneo, Crump, Farrell, and Feng (2024b,a). The package includes seven commands: binsreg, b…
Nonlinear Binscatter Methods
Matias D. Cattaneo, Richard K. Crump, Max H. Farrell +1
Binscatters are a powerful tool for empirical work in the social, behavioral, and biomedical sciences. Available tools rely on least squares estimation of the conditional mean. We…
On Binscatter
Matias D. Cattaneo, Richard K. Crump, Max H. Farrell +1
Binscatter is a popular method for visualizing bivariate relationships and conducting informal specification testing. We study the properties of this method formally and develop en…