2 code implementations • 1 Sep 2018 • Sebastian Calonico, Matias D. Cattaneo, Max H. Farrell
The theoretical findings are illustrated with a Monte Carlo experiment and an empirical application, and the main methodological results are available in \texttt{R} and \texttt{Stata} packages.
3 code implementations • 4 Aug 2018 • Sebastian Calonico, Matias D. Cattaneo, Max H. Farrell
This paper studies higher-order inference properties of nonparametric local polynomial regression methods under random sampling.