Selected Bibliography for Max H. Farrell

Associate Professor of Econometrics and Statistics

Home page of Max H. Farrell
Max H. Farrell author profile at Scopus

Published Works

"Deep Neural Networks for Estimation and Inference." Max H. Farrell, Tengyuan Liang and Sanjog Misra; Econometrica, 2021, 89(1), pp. 181-213.

"lspartition: Partitioning-Based Least Squares Regression." Matias D. Cattaneo, Max H. Farrell and Yingjie Feng; The R Journal, 2020, 12(1), pp. 172-87.

"Large Sample Properties of Partitioning-Based Series Estimators." Matias D. Cattaneo, Max H. Farrell and Yingjie Feng; The Annals of Statistics, 2020, 48(3), pp. 1718-41.

"Characteristic-Sorted Portfolios: Estimation and Inference." Matias D. Cattaneo, Richard K. Crump, Max H. Farrell and Ernst Schaumburg; The Review of Economics and Statistics, 2020, 102(3), pp. 531-51.

"Optimal Bandwidth Choice for Robust Bias-Corrected Inference in Regression Discontinuity Designs." Sebastian Calonico, Matias D. Cattaneo and Max H. Farrell; The Econometrics Journal, 2020, 23(2), pp. 192-210.

"nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference." Sebastian Calonico, Matias D. Cattaneo and Max H. Farrell; Journal of Statistical Software, 2019, 91(8), pp. 1 - 33.

"Regression Discontinuity Designs Using Covariates." Sebastian Calonico, Matias D. Cattaneo, Max H. Farrell and Rocío Titiunik; The Review of Economics and Statistics, 2019, 101(3), pp. 442-51.

"On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference." Sebastian Calonico, Matias D. Cattaneo and Max H. Farrell; Journal of the American Statistical Association, 2018, 113(522), pp. 767-79.

"Rdrobust: Software for Regression-Discontinuity Designs." Sebastian Calonico, Matias D. Cattaneo, Max H. Farrell and Rocío Titiunik; The Stata Journal, 2017, 17(2), pp. 372-404.

"Robust Inference on Average Treatment Effects with Possibly More Covariates Than Observations." Max H. Farrell; Journal of Econometrics, 2015, 189(1), pp. 1-23.

"Optimal Convergence Rates, Bahadur Representation, and Asymptotic Normality of Partitioning Estimators." Matias D. Cattaneo and Max H. Farrell; Journal of Econometrics, 2013, 174(2), pp. 127-43.

"Efficient Estimation of the Dose-Response Function under Ignorability Using Subclassification on the Covariates," Matias D. Cattaneo and Max H. Farrell, in Advances in Econometrics, Vol. 27a: Missing Data Methods: Cross-Sectional Methods and Applications. D. M. Drukker, Bingley: Emerald, 2011, pp. 93-127.