Cattaneo, Jansson and Ma (2024, JoE)

This work was supported in part by the National Science Foundation through grants SES-1947662 and SES-1947805.

Website

https://nppackages.github.io/replication

Empirical Application: JTPA Data

• Source: Abadie, Angrist and Imbens (2002): Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings, Econometrica 70(1): 91-117.

• Dataset: csv | dta

• Python: main

• R: main

• Stata: main

• Mathematica: main

Reference

• Cattaneo, Jansson and Ma (2024): Local Regression Distribution Estimators.
  Journal of Econometrics 240(2): 105074.
  Supplemental Appendix.