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 | Syllabus | Homework Zero | Course page

Working Papers

Characteristic-Sorted Portfolios: Estimation and Inference
with Matias Cattaneo, Richard Crump, and Ernst Schaumburg
Higher-order Refinements of Alternative Asymptotics for Kernel-Based Semiparametric Estimators
with Matias Cattaneo and Michael Jansson
Coverage Error Optimal Confidence Intervals for Regression Discontinuity Designs
with Sebastian Calonico and Matias Cattaneo
R and Stata packages available: RD software website
On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference | PDF | Supplement | arXiv | Replication Files
with Sebastian Calonico and Matias Cattaneo
June 2016.
Regression Discontinuity Designs Using Covariates | PDF | Supplement | Replication files
with Sebastian Calonico, Matias Cattaneo, and Rocio Titiunik
R and Stata packages available: Stata article | RD software website
March 2016.


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

Last updated June 2016