| Inference in regression discontinuity designs with a discrete running variable M Kolesár, C Rothe American Economic Review 108 (8), 2277-2304, 2018 | 339 | 2018 |
| Nonparametric estimation of distributional policy effects C Rothe Journal of Econometrics 155 (1), 56-70, 2010 | 165 | 2010 |
| Nonparametric regression with nonparametrically generated covariates E Mammen, C Rothe, M Schienle Annals of Statistics, 2012 | 118 | 2012 |
| Partial Distributional Policy Effects C Rothe Econometrica, 2012 | 113* | 2012 |
| Bounds on treatment effects in regression discontinuity designs with a manipulated running variable F Gerard, M Rokkanen, C Rothe Quantitative Economics 11 (3), 839-870, 2020 | 108* | 2020 |
| Misspecification testing in a class of conditional distributional models C Rothe, D Wied Journal of the American Statistical Association, 2012 | 84 | 2012 |
| Semiparametric estimation of binary response models with endogenous regressors C Rothe Journal of Econometrics 153 (1), 51-64, 2009 | 82 | 2009 |
| Properties of doubly robust estimators when nuisance functions are estimated nonparametrically C Rothe, S Firpo Econometric Theory 35 (5), 1048-1087, 2019 | 77* | 2019 |
| Semiparametric estimation with generated covariates E Mammen, C Rothe, M Schienle Econometric Theory 32 (5), 1140-1177, 2016 | 64 | 2016 |
| Decomposing the composition effect C Rothe IZA Discussion Paper, 2012 | 54* | 2012 |
| Robust confidence intervals for average treatment effects under limited overlap C Rothe Econometrica 85 (2), 645-660, 2017 | 37 | 2017 |
| Phillips-Perron-type unit root tests in the nonlinear ESTAR framework C Rothe, P Sibbertsen Allgemeines Statistisches Archiv 90, 439-456, 2006 | 34 | 2006 |
| Identification of unconditional partial effects in nonseparable models C Rothe Economics Letters 109 (3), 171-174, 2010 | 29 | 2010 |
| Bias-aware inference in fuzzy regression discontinuity designs C Noack, C Rothe arXiv preprint arXiv:1906.04631, 2019 | 27 | 2019 |
| Estimating derivatives of function-valued parameters in a class of moment condition models C Rothe, D Wied Journal of Econometrics 217 (1), 1-19, 2020 | 12 | 2020 |
| A discontinuity test for identification in triangular nonseparable models C Caetano, C Rothe, N Yıldız Journal of econometrics 193 (1), 113-122, 2016 | 12 | 2016 |
| Flexible covariate adjustments in regression discontinuity designs C Noack, T Olma, C Rothe arXiv preprint arXiv:2107.07942, 2021 | 6 | 2021 |
| Inference in regression discontinuity designs with high-dimensional covariates A Kreiss, C Rothe The Econometrics Journal 26 (2), 105-123, 2023 | 4 | 2023 |
| Generated covariates in nonparametric estimation: A short review E Mammen, C Rothe, M Schienle Recent developments in modeling and applications in statistics, 97-105, 2013 | 1 | 2013 |
Francois GerardReader in Economics, School of Economics and Finance, Queen Mary, University of LondonVerified email at qmul.ac.uk
