Advances in Econometrics, volume 38
Regression Discontinuity Designs: Theory and Applications
Editors: Matias D. Cattaneo (University of Michigan) and Juan Carlos Escanciano (Indiana University)


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Introduction: Regression Discontinuity Designs.
  1. On Interpreting the Regression Discontinuity Design as a Local Experiment, by Jasjeet Sekhon and Rocio Titiunik.
  2. Identification and Estimation using a Density Discontinuity Approach, by Hugo Jales and Zhengfei Yu.
  3. The Deterrence Effect of Prison: Dynamic Theory and Evidence, by David Lee and Justin McCrary.
  4. An Overview of Geographically Discontinuous Treatment Assignments With an Application to Children’s Health Insurance, by Luke Keele, Scott Lorch, Molly Passarella, Dylan Small and Rocio Titiunik.
  5. External and Internal Validity of a Geographic Quasi-experiment Embedded in a Cluster-randomized Experiment, by Sebastian Galiani, Patrick McEwan and Brian Quistorff.
  6. The Comparative Regression Discontinuity (CRD) Design: An Overview and Demonstration of its Performance Relative to Basic RD and the Randomized Experiment, by Yang Tang, Thomas Cook, Yasemin Kisbu-Sakarya, Heinrich Hock and Hanley Chiang.
  7. Party Bias in Union Representation Elections: Testing for Manipulation in the Regression Discontinuity Design When the Running Variable is Discrete, by Brigham Frandsen.
  8. Testing Stability of Regression Discontinuity Models, by Giovanni Cerulli, Yingying Dong, Arthur Lewbel and Alexander Poulsen.
  9. Regression Kink Design: Theory and Practice, by David Card, David Lee, Zhuan Pei and Andrea Weber.
  10. Regression Discontinuity Designs with Clustered Data, by Otavio Bartalotti and Quentin Brummet.
  11. Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs, by Otavio Bartalotti, Gray Calhoun and Yang He.
  12. The Devil is in the Tails: Regression Discontinuity Design with Measurement Error in the Assignment Variable, by Zhuan Pei and Yi Shen.


Advances in Econometrics is a research annual whose editorial policy is to publish original articles that contain enough details so that economists and econometricians who are not experts in the topics will find them accessible and useful in their research. Authors should be able to provide, upon request, computer programs and data used in their articles. For more information on the Advances in Econometrics series and the contents of previous volumes visit: http://faculty.smu.edu/millimet/AiE.html