Matias Cattaneo
Selected Publications
Beta-sorted portfolios
Beta-sorted portfolios — portfolios comprised of assets with similar covariation to selected risk factors — are […]
Inference in linear regression models with many covariates and heteroskedasticity
The linear regression model is widely used in empirical work in Economics, Statistics, and many other […]
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Alternative asymptotics and the partially linear model with many regressors
Many empirical studies estimate the structural effect of some variable on an outcome of interest while […]
Treatment effects with many covariates and heteroskedasticity
The linear regression model is widely used in empirical work in Economics. Researchers often include many […]