Max H. Farrell

Associate Professor of Econometrics and Statistics
University of Chicago Booth School of Business

Curriculum Vitae in PDF
Google Scholar

Email: max.farrell@chicagobooth.edu
Phone: 773-834-0161
5807 South Woodlawn Avenue
Chicago, IL 60637

Teaching

• Applied Regression Analysis (BUS 41100) | Syllabus | Homework Zero | Course page

Software

• binsreg: Binscatter Regressions
  • For R and Stata: Website | CRAN | Software Article
  • Related research: PDF
• rdrobust: Inference in regression discontinuity designs
  • For R and Stata: Website | CRAN | Stata Journal
  • Related research: PDF 1 | PDF 2
• nprobust: Kernel density and local polynomial regression methods
  • For R and Stata: Website | CRAN | Journal of Statistical Software
  • Related research: PDF 1 | PDF 2
• lspartition: Partitioning-based least squares regression methods
  • For R: Website | CRAN | Software Article
  • Related research: PDF 1 | PDF 2

Working Papers

• Coverage Error Optimal Confidence Intervals for Local Polynomial Regression | PDF
  • with Sebastian Calonico and Matias Cattaneo
  • Implemented in R and Stata as part of nprobust
• On Binscatter | PDF | Replication files
  • with Matias Cattaneo, Richard Crump, and Yingjie Feng
  • Implemented in R and Stata as binsreg
• Deep Neural Networks for Estimation and Inference | PDF
  • with Tengyuan Liang and Sanjog Misra

Publications

• Large Sample Properties of Partitioning-Based Series Estimators | PDF | Replication files
  • with Matias Cattaneo and Yingjie Feng
  • Annals of Statistics, forthcoming
  • Implemented in R as lspartition
• Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs | PDF
  • with Sebastian Calonico and Matias Cattaneo
  • Econometrics Journal, forthcoming
  • Implemented in R and Stata as part of rdrobust
• Characteristic-Sorted Portfolios: Estimation and Inference | PDF
  • with Matias Cattaneo, Richard Crump, and Ernst Schaumburg
  • Review of Economics and Statistics, forthcoming
• Regression Discontinuity Designs Using Covariates | PDF | Supplement | Replication files
  • with Sebastian Calonico, Matias Cattaneo, and Rocio Titiunik
  • Review of Economics and Statistics, 2019
  • Implemented in R and Stata as part of rdrobust
• On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference | PDF
  • with Sebastian Calonico and Matias Cattaneo
  • Journal of the American Statistical Association, 2018
  • Implemented in R and Stata as nprobust
• Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations | PDF | Replication files
  • Journal of Econometrics, 2015 (Corrigendum to JoE version)
• Optimal Convergence Rates, Bahadur Representation, and Asymptotic Normality of Partitioning Estimators | PDF | Supplement
  • with Matias Cattaneo
  • Journal of Econometrics, 2013
  • Implemented in R as lspartition
• Efficient Estimation of the Dose Response Function under Ignorability using Subclassification on the Covariates | PDF
  • with Matias Cattaneo
  • Advances in Econometrics, 2011