Grants per year
Personal profile
Research Interests
Professor Canay’s research interests lie broadly in econometric theory. A large part of his research in econometrics has been about inference in partially identified models, but he has also worked on a number of other problems, including empirical likelihood and quantile regression. His most recent work has been on extending the scope of application of randomization tests, inference in randomized controlled experiments involving covariate-adaptive randomization, and inference in models with a small number of potentially large clusters of data.
Education/Academic qualification
Economics, PhD, University of Wisconsin-Madison
… → 2008
Economics, MS, University of Wisconsin-Madison
… → 2005
Economics, Licenciado, Universidad de Buenos Aires
… → 2001
Research interests keywords
- Empirical likelihood
- Instrument selection
- Partial identification
- Quantile regression
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Collaborations and top research areas from the last five years
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Institute for Data, Econometrics, Algorithms and Learning (IDEAL)
Vijayaraghavan, A. (PD/PI), Vijayaraghavan, A. (PD/PI), Berry, R. A. (Co-PD/PI), Berry, R. A. (Co-PD/PI), Hartline, J. D. (Co-PD/PI), Hartline, J. D. (Co-PD/PI), Khuller, S. (Co-PD/PI), Khuller, S. (Co-PD/PI), Nocedal, J. (Co-PD/PI), Nocedal, J. (Co-PD/PI), Auerbach, E. J. (Other), Auerbach, E. J. (Other), Auffinger, A. (Other), Auffinger, A. (Other), Bugni, F. A. (Other), Bugni, F. A. (Other), Canay, I. A. (Other), Canay, I. A. (Other), Gaudio, J. (Other), Gaudio, J. (Other), Golub, B. (Other), Golub, B. (Other), Guo, D. (Other), Guo, D. (Other), Horowitz, J. L. (Other), Horowitz, J. L. (Other), Hullman, J. R. (Other), Hullman, J. R. (Other), Liang, A. (Other), Liang, A. (Other), Linna Jr., D. W. (Other), Linna Jr., D. W. (Other), Makarychev, K. (Other), Makarychev, K. (Other), Wang, Z. (Other), Wang, Z. (Other), Wei, E. (Other) & Wei, E. (Other)
9/1/22 → 8/31/27
Project: Research project
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HDR TRIPODS: Collaborative Research: Institute for Data, Econometrics, Algorithms and Learning
Hartline, J. D. (PD/PI), Berry, R. A. (Co-PD/PI), Canay, I. A. (Co-PD/PI), Vijayaraghavan, A. (Co-PD/PI), Wang, Z. (Co-PD/PI), Auerbach, E. J. (Other), Guo, D. (Other), Horowitz, J. L. (Other), Khuller, S. (Other) & Makarychev, K. (Other)
9/15/19 → 8/31/23
Project: Research project
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Collaborative Research: Econometric Methods for Models with Clustered Data and Covariate-Adaptive Randomization
Canay, I. A. (PD/PI)
8/1/15 → 7/31/18
Project: Research project
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Collaborative Research: Extending the Scope of Inference in Partially Identified Models
Canay, I. A. (PD/PI)
8/15/11 → 7/31/15
Project: Research project
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On the Use of Outcome Tests for Detecting Bias in Decision Making
Canay, I. A., Mogstad, M. & Mountjoy, J., Jul 1 2024, In: Review of Economic Studies. 91, 4, p. 2135-2167 33 p.Research output: Contribution to journal › Article › peer-review
Open Access -
A User's guide for inference in models defined by moment inequalities
Canay, I. A., Illanes, G. & Velez, A., 2023, (Accepted/In press) In: Journal of Econometrics. 105558.Research output: Contribution to journal › Article › peer-review
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On the Implementation of Approximate Randomization Tests in Linear Models with a Small Number of Clusters
Cai, Y., Canay, I. A., Kim, D. & Shaikh, A. M., Jan 1 2023, In: Journal of Econometric Methods. 12, 1, p. 85-103 19 p.Research output: Contribution to journal › Article › peer-review
Open Access2 Scopus citations -
Testing continuity of a density via g-order statistics in the regression discontinuity design
Bugni, F. A. & Canay, I. A., Mar 2021, In: Journal of Econometrics. 221, 1, p. 138-159 22 p.Research output: Contribution to journal › Article › peer-review
Open Access19 Scopus citations -
The wild bootstrap with a “small” number of “large” clusters
Canay, I. A., Santos, A. & Shaikh, A. M., May 14 2021, In: Review of Economics and Statistics. 103, 2, p. 346-363 18 p.Research output: Contribution to journal › Article › peer-review
30 Scopus citations
Datasets
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Replication data for: "The Wild Bootstrap with a Small Number of Large Clusters"
Canay, I. (Creator), Santos, A. (Creator) & Shaikh, A. (Creator), Harvard Dataverse, 2019
DOI: 10.7910/dvn/igyxef, https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/IGYXEF
Dataset