Max Farrell

University of California, Santa Barbara (UCSB)

South Hall 5504

Santa Barbara, CA 93106

United States

SCHOLARLY PAPERS

4

DOWNLOADS

923

TOTAL CITATIONS
Rank 14,844

SSRN RANKINGS

Top 14,844

in Total Papers Citations

128

Scholarly Papers (4)

1.

Characteristic-Sorted Portfolios: Estimation and Inference

FRB of NY Staff Report No. 788
Number of pages: 48 Posted: 15 Aug 2016 Last Revised: 08 Oct 2019
Princeton University, Federal Reserve Banks - Federal Reserve Bank of New York, University of California, Santa Barbara (UCSB) and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 452 (134,726)
Citation 14

Abstract:

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portfolio sorts, nonparametric estimation, partitioning, tuning parameter selection

2.

On Binscatter

FRB of New York Staff Report No. 881, Rev. November 2023
Number of pages: 96 Posted: 01 Mar 2019 Last Revised: 15 Nov 2023
Princeton University, Federal Reserve Banks - Federal Reserve Bank of New York, University of California, Santa Barbara (UCSB) and University of Michigan, College of Literature, Science and the Arts, Department of Economics, Students
Downloads 223 (286,231)
Citation 79

Abstract:

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binned scatter plot, regressogram, piecewise polynomials, partitioning estimators, nonparametric regression, robust bias correction, uniform inference, binning selection

3.

Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations

Number of pages: 86 Posted: 19 Sep 2013 Last Revised: 03 Apr 2015
Max Farrell
University of California, Santa Barbara (UCSB)
Downloads 219 (291,168)
Citation 33

Abstract:

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High-dimensional sparse model, heterogeneous treatment effects, uniform inference, model selection, doubly-robust estimator, unconfoundedness

4.

Nonlinear Binscatter Methods

FRB of New York Staff Report No. 1110, https://doi.org/10.59576/sr.1110
Number of pages: 104 Posted: 05 Aug 2024
Princeton University, Federal Reserve Banks - Federal Reserve Bank of New York, University of California, Santa Barbara (UCSB) and Tsinghua University - School of Economics & Management
Downloads 29 (997,051)
Citation 2

Abstract:

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partition-based semi-linear estimators, generalized linear models, quantile regression, robust bias correction, uniform inference, binning selection, treatment effect estimation