Max H. Farrell

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

Curriculum Vitae in PDF
Google Scholar

Phone: 773-834-0161
5807 South Woodlawn Avenue
Chicago, IL 60637



Working Papers

  1. Deep Learning for Individual Heterogeneity | arXiv
  2. Coverage Error Optimal Confidence Intervals for Local Polynomial Regression | arXiv
  3. On Binscatter | arXiv | Replication files


  1. Deep Neural Networks for Estimation and Inference | arXiv
  2. Large Sample Properties of Partitioning-Based Series Estimators | arXiv | Replication files
  3. Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs | arXiv
  4. Characteristic-Sorted Portfolios: Estimation and Inference | arXiv | Replication files
  5. Regression Discontinuity Designs Using Covariates | arXiv | Supplement PDF | Replication files
  6. On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference | arXiv
  7. Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations | arXiv | Replication files
  8. Optimal Convergence Rates, Bahadur Representation, and Asymptotic Normality of Partitioning Estimators | PDF | Supplement PDF
  9. Efficient Estimation of the Dose Response Function under Ignorability using Subclassification on the Covariates | PDF

Last updated March 2021