Carolina Caetano

I am an Assistant Professor of Economics at the University of Georgia. My research interests are in Microeconometrics and Health.


Address: C401 Amos Hall, 610 S. Lumpkin St., Athens, GA, 30602


Identifying multiple marginal effects with a single instrument, with Juan Carlos Escanciano, Econometric Theory. Paper, informal summary, code, slides.

A discontinuity test for identification in triangular nonseparable models, with Christoph Rothe and Nese Yildiz, Journal of Econometrics, v. 193(1), 2016. Paper, informal summary, slides.

A test of exogeneity without instrumental variables in models with bunching, Econometrica, v. 83(4), 2015. Paper, online appendix (details about the estimator and the simulations), code, replication files, informal summary, slides.

Working Papers

Correcting for Endogeneity in Models with Bunching, with Gregorio Caetano and Eric Nielsen. Paper, online appendix, slides, code. R&R at JBES.

Regression Discontinuity Design with Multivalued Treatments, with Gregorio Caetano and Juan Carlos Escanciano. Paper, slides, code. R&R at Journal of Applied Econometrics.

The Effect of Maternal Labor Supply on Children: Evidence from Bunching, with Gregorio Caetano, Eric Nielsen and Viviane Sanfelice. Paper. R&R at Journal of Labor Economics.

Are Children Spending Too Much Time on Enrichment Activities? with Gregorio Caetano and Eric Nielsen. Paper, slides. Under review.

Dummy Test of Identification in Models with Bunching, with Gregorio Caetano, Eric Nielsen and Hao Teng. Paper. Under review.

Bunching Designs: A guide to practice, with Marinho Bertanha, Hugo Jales, and Nathan Seegert. Paper. Under review.

Difference in Differences with Time Varying Covariates, with Brant Callaway, Stroud Payne and Hugo Sant'Anna Rodrigues. Paper, informal summary.

Identification and Estimation of Average Marginal Treatment Effects with a Bunching Design, with Gregorio Caetano and Eric Nielsen. Paper.

Smoking Across Pregnancy and Birth Outcomes, with Kenneth Chay and Umair Khalil. Coming at some point, I promise.

Teaching Notes and Slides

Graduate Econometrics: causal identification and estimation

1. Fundaments of Causal Inference, slides
2. Review of OLS, slides
3. Review of the Linear Model, slides
4. Problems with the Linear Model, slides
5. Instrumental Variable Methods, slides
6. Potential Outcomes Model, slides
7. Regression Discontinuity Design, slides
8. Panel Data Models, slides
9. Statistical Learning

Nonparametric Econometrics

1. Kernel Based Methods
2. Bandwidth choice, Inference and oral Polynomial
3. Sieve Based Methods, Splines
4. Wavelets, Choice of Series Length, and Inference
5. Semi-parametric Models: Partially Linear, Additive, Varying Coefficients, Single Index
6. Examples: Nonparametric IV, Inverse Prob. Weighted Propensity Score, RDD