Research

macbook2Research Interests

  • Partial Identification
  • Quantile Regression
  • Covariate Adaptive Randomization
  • Randomization Tests
  • Clustered Data

Acknowledgments : Financial support from the National Science Foundation is gratefully acknowledged.

Working Papers

Published and Forthcoming Papers

  1. Bugni, F.A, I.A. Canay, A.M. Shaikh, and M. Taborh-Meehan (2024+): “Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes”,
    Journal of Political Economy: Microeconomics, accepted. [PDF]
    [Bibtex] | [ArXiv:220408356]
  2. Canay, I.A, G. Illanes, and A. Velez (2024+): “A User’s Guide for Inference in Models Defined by Moment Inequalities”,
    Journal of Econometrics, accepted. [PDF]
    Matlab, R, and Python packages [GitHub Repository]
    [Bibtex] | [NBER WP:31040]
  3. Canay, I.A, M. Mogstad, and J. Mountjoy (2024): “On the Use of Outcome Tests for Detecting Bias in Decision Making”,
    The Review of Economic Studies, 91 (4), pp. 2135–2167 [PDF]
    Comment from Dobbie et al. (2020, Sept. 13) and our reply (2020, Sept 14)
  4. Cai, Y., I.A. Canay, D. Kim, and A.M. Shaikh (2023): “On the implementation of Approximate Randomization Tests in Linear Models with a Small Number of Clusters”,
    Journal of Econometric Methods, vol. 12 (1), pp. 85-103. [PDF]
    STATA package ARTs (GitHub Repository)
    R package ARTs (GitHub Repository)
    Replication Files | [Bibtex] | [ArXiv:210209058]
  5. Canay, I.A., A. Santos, and A.M. Shaikh (2021): “The Wild Bootstrap with a “Small” Number of “Large” Clusters”,
    The Review of Economics and Statistics, 103 (2), 346–363. [PDF]
    Replication Files | [Bibtex]
  6. Bugni, F.A. and I.A. Canay (2021): “Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design”,
    Journal of Econometrics    , 221 (1), 138-159. [PDF]
    STATA package RDcont (Bitbucket Repository)
    Replication Files | [Arxiv] |[Bibtex]
  7. Bugni, F.A., I.A. Canay, and A.M. Shaikh (2019): “Inference under Covariate Adaptive Randomization with Multiple Treatments”,
    Quantitative Economics    , 10 (4) 1747-1785. [PDF]
    STATA package for CAR_SAT and CAR_SFE (Bitbucket Repository)
    Simulation Files | Application Files | [Bibtex]
  8. Bugni, F.A., I.A. Canay, and A.M. Shaikh (2018): “Inference under Covariate Adaptive Randomization”,
    Journal of the American Statistical Association, 113 (524), 1784-1796. [PDF]
    Simulation Files | Application Files | [Bibtex] | [Errata]
  9. Canay, I.A., and V. Kamat (2018): “Approximate Permutation Tests and Induced Order Statistics in the Regression Discontinuity Design”,
    The Review of Economic Studies, 85 (3), 1577–1608. [PDF]
    STATA package for RDPerm (Bitbucket Repository)
    R package for RDPerm (CRAN)
    Simulation Files | Application Files | [Bibtex]
  10. Canay, I.A., J.P. Romano, and A.M. Shaikh (2017): “Randomization Tests Under an Approximate Symmetry Assumption”, 
    Econometrica    , 85 (3), 1013-1030. [PDF]
    STATA package for CRS (Bitbucket Repository)
    Supplementary Appendix [Bibtex]
  11. Canay, I.A. and A.M. Shaikh (2017): “Practical and Theoretical Advances for Inference in Partially Identified Models”, In B. Honoré, A. Pakes, M. Piazzesi, & L. Samuelson (Eds.), Advances in Economics and Econometrics: Volumen 2: Eleventh World Congress, (Econometric Society Monographs, pp. 271-306). Cambridge University Press. [PDF] [Bibtex]
  12. Bugni, F.A., I.A. Canay, and X. Shi (2017): “Inference for Subvertors and Other Functions of Partially Identified Parameters in Moment Inequality Models”,
    Quantitative Economics, 8(1), 1-38. [PDF]
    Supplementary Appendix [Bibtex]
  13. Bugni, F.A., I.A. Canay, and X. Shi (2015): “Specification Test for Partially Identified Models Defined by Moment Inequalities”,
    Journal of Econometrics, 185 (1), 259-282. [PDF] [Bibtex]
  14. Canay, I.A., A. Santos, and A.M. Shaikh (2013): “On the Testability of Identification in Some Nonparametric Models with Endogeneity”,
    Econometrica, 81 (6), 2535-2559. [PDF] [Bibtex]
  15. Canay, I.A., and T. Otsu (2012): “Hodges-Lehmann Optimality for Testing Moment Conditions”,
    Journal of Econometrics, 171 (1), 45-53. [PDF] [Bibtex]
  16. Bugni, F.A., I.A. Canay, and P. Guggenberger (2012): “Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models”,
    Econometrica, 80 (4), 1741-1768. [PDF]
    Supplementary Appendix [Bibtex]
  17. Canay, I.A. (2011): “A Simple Approach to Quantile Regression for Panel Data,”
    The Econometrics Journal, 14 (3), 368-386. [PDF].
    R file for 2step Estimator with Example [Bibtex]
  18. Canay, I.A. (2010): “Simultaneous Selection and Weighting of Moments in GMM using a Trapezoidal Kernel,”
    Journal of Econometrics, 156 (2), 284-303. [PDF].
    Supplementary Appendix [Bibtex]
  19. Canay, I.A. (2010): “EL Inference for Partially Identified Models: Large Deviations Optimality and Bootstrap Validity,”
    Journal of Econometrics, 156 (2), 408-425.[PDF]
    Supplementary Appendix [Bibtex]