Ivan A. Canay
Ivan A. Canay
HSBC Research Professor, Department of Economics, Northwestern University
Verified email at - Homepage
Cited by
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A simple approach to quantile regression for panel data
IA Canay
The Econometrics Journal 14 (3), 368-386, 2011
EL inference for partially identified models: large deviations optimality and bootstrap validity
IA Canay
Journal of Econometrics 156 (2), 408-425, 2010
Inference under covariate-adaptive randomization
FA Bugni, IA Canay, AM Shaikh
Journal of the American Statistical Association 113 (524), 1784-1796, 2018
Randomization tests under an approximate symmetry assumption
IA Canay, JP Romano, AM Shaikh
Econometrica 85 (3), 1013-1030, 2017
Supplement to ‘Randomization Tests Under an Approximate Symmetry Assumption’
IA Canay, JP Romano, AM Shaikh
Econometrica Supplemental Material 85, 2017
Inference for Subvectors and Other Functions of Partially Identified Parameters in Moment Inequality Models
FA Bugni, IA Canay, X Shi
Quantitative Economics 8 (1), 1-38, 2017
Practical and theoretical advances for inference in partially identified models
IA Canay, AM Shaikh
Advances in Economics and Econometrics—Eleventh World Congress. Vol. II …, 2017
On the testability of identification in some nonparametric models with endogeneity
I Canay, A Santos, A Shaikh
Econometrica 81 (6), 2535-2559, 2013
The Wild Bootstrap with a “Small” Number of “Large” Clusters
IA Canay, A Santos, AM Shaikh
Centre for Microdata Methods and Practice, Institute for Fiscal Studies, 2020
Approximate permutation tests and induced order statistics in the regression discontinuity design
IA Canay, V Kamat
The Review of Economic Studies 85 (3), 1577–1608, 2018
Inference under covariate-adaptive randomization with multiple treatments
FA Bugni, IA Canay, AM Shaikh
Quantitative Economics 10 (4), 1747-1785, 2019
Specification Tests for Partially Identified Models defined by Moment Inequalities
F Bugni, I Canay, X Shi
Journal of Econometrics 185 (1), 259-282, 2015
Testing continuity of a density via g-order statistics in the regression discontinuity design
FA Bugni, IA Canay
Journal of Econometrics 221 (1), 138-159, 2021
On the use of outcome tests for detecting bias in decision making
IA Canay, M Mogstad, J Mountjoy
National Bureau of Economic Research, 2020
Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models
FA Bugni, IA Canay, P Guggenberger
Econometrica 80 (4), 1741-1768, 2012
Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel
IA Canay
Journal of Econometrics 156 (2), 284-303, 2010
Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes
F Bugni, I Canay, A Shaikh, M Tabord-Meehan
arXiv preprint arXiv:2204.08356, 2022
On the implementation of Approximate Randomization Tests in Linear Models with a Small Number of Clusters
Y Cai, IA Canay, D Kim, AM Shaikh
arXiv preprint arXiv:2102.09058, 2021
Hodges-Lehmann Optimality for Testing Moment Conditions
IA Canay, T Otsu
Journal of Econometrics 171 (1), 45-53, 2012
Decomposition and Interpretation of Treatment Effects in Settings with Delayed Outcomes
FA Bugni, IA Canay, S McBride
arXiv preprint arXiv:2302.11505, 2023
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