Max H. Farrell

Assistant Professor of Econometrics and Statistics
The University of Chicago Booth School of Business
5807 South Woodlawn Avenue
Chicago, IL 60637
Curriculum Vitae | PDF
Phone: 773-834-0161

Current Teaching

Chicago Booth BUS 41100 – Applied Regression Analysis
Fall 2015 | Syllabus | Homework Zero | Course page

Working Papers & Research in Progress

Asymptotic Refinements of Small Bandwidth Asymptotics for Density-Weighted Averages
with Matias Cattaneo and Michael Jansson
Robust Inference in Regression Discontinuity Designs using Covariates
with Sebastian Calonico, Matias Cattaneo, and Rocio Titiunik
Characteristic-Sorted Portfolios: Estimation and Inference
with Matias Cattaneo, Richard Crump, and Ernst Schaumburg
On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
with Sebastian Calonico and Matias Cattaneo
August, 2015 | PDF | Supplement | arXiv | software
Estimating Distributional Treatment Effects Using Matching
with Matias Cattaneo and Rocio Titiunik


Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations
Journal of Econometrics, 189(1), 1–23, November 2015 | PDF | Supplement | arXiv | Replication Files
Optimal Convergence Rates, Bahadur Representation, and Asymptotic Normality of Partitioning Estimators
with Matias Cattaneo
Journal of Econometrics, 174(2), 127–143, June 2013 | PDF | Supplement
Efficient Estimation of the Dose Response Function under Ignorability using Subclassification on the Covariates
with Matias Cattaneo
Advances in Econometrics: Missing-Data Methods, vol. 27A, 93–127, 2011 | PDF

Last updated September 2015