Replication: Cattaneo, Crump, Farrell and Schaumburg (2020, RESTAT)

Replication files for empirical application.

See README.doc for details.

Reference

Cattaneo, Crump, Farrell and Schaumburg (2020): Characteristic-Sorted Portfolios: Estimation and Inference.
Review of Economics and Statistics 102(3): 531-551.
Supplemental
DOI: 10.1162/rest_a_00883