Victor Chernozhukov
Names
first: |
Victor |
last: |
Chernozhukov |
Identifer
Contact
Affiliations
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Massachusetts Institute of Technology (MIT)
/ Economics Department (weight: 95%)
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New Economic School (NES) (weight: 5%)
Research profile
author of:
- Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
American Economic Review, American Economic Association (2015)
by Victor Chernozhukov & Christian Hansen & Martin Spindler
(ReDIF-article, aea:aecrev:v:105:y:2015:i:5:p:486-90) - Double/Debiased/Neyman Machine Learning of Treatment Effects
American Economic Review, American Economic Association (2017)
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey
(ReDIF-article, aea:aecrev:v:107:y:2017:i:5:p:261-65) - Optimal Targeted Lockdowns in a Multigroup SIR Model
American Economic Review: Insights, American Economic Association (2021)
by Daron Acemoglu & Victor Chernozhukov & Iván Werning & Michael D. Whinston
(ReDIF-article, aea:aerins:v:3:y:2021:i:4:p:487-502) - The Impact of Big Data on Firm Performance: An Empirical Investigation
AEA Papers and Proceedings, American Economic Association (2019)
by Patrick Bajari & Victor Chernozhukov & Ali Hortaçsu & Junichi Suzuki
(ReDIF-article, aea:apandp:v:109:y:2019:p:33-37) - Mastering Panel Metrics: Causal Impact of Democracy on Growth
AEA Papers and Proceedings, American Economic Association (2019)
by Shuowen Chen & Victor Chernozhukov & Iván Fernández-Val
(ReDIF-article, aea:apandp:v:109:y:2019:p:77-82) - High-Dimensional Methods and Inference on Structural and Treatment Effects
Journal of Economic Perspectives, American Economic Association (2014)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen
(ReDIF-article, aea:jecper:v:28:y:2014:i:2:p:29-50) - Quantile Graphical Models : Prediction and Conditional Independence with Applications to Financial Risk Management
Economic Research Papers, University of Warwick - Department of Economics (2016)
by Belloni, Alexandre & Chen, Mingli & Chernozhukov, Victor
(ReDIF-paper, ags:uwarer:269321) - Quantile Models with Endogeneity
Annual Review of Economics, Annual Reviews (2013)
by V. Chernozhukov & C. Hansen
(ReDIF-article, anr:reveco:v:5:y:2013:p:57-81) - Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach
Annual Review of Economics, Annual Reviews (2015)
by Victor Chernozhukov & Christian Hansen & Martin Spindler
(ReDIF-article, anr:reveco:v:7:y:2015:p:649-688) - Quantile and Probability Curves Without Crossing
Papers, arXiv.org (2007)
by Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon
(ReDIF-paper, arx:papers:0704.3649) - Improving Estimates of Monotone Functions by Rearrangement
Papers, arXiv.org (2007)
by Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon
(ReDIF-paper, arx:papers:0704.3686) - Rearranging Edgeworth-Cornish-Fisher Expansions
Papers, arXiv.org (2007)
by Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon
(ReDIF-paper, arx:papers:0708.1627) - Improving Point and Interval Estimates of Monotone Functions by Rearrangement
Papers, arXiv.org (2008)
by Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon
(ReDIF-paper, arx:papers:0806.4730) - Inference on Counterfactual Distributions
Papers, arXiv.org (2009)
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly
(ReDIF-paper, arx:papers:0904.0951) - Average and Quantile Effects in Nonseparable Panel Models
Papers, arXiv.org (2009)
by Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey
(ReDIF-paper, arx:papers:0904.1990) - L1-Penalized Quantile Regression in High-Dimensional Sparse Models
Papers, arXiv.org (2009)
by Alexandre Belloni & Victor Chernozhukov
(ReDIF-paper, arx:papers:0904.2931) - Posterior Inference in Curved Exponential Families under Increasing Dimensions
Papers, arXiv.org (2009)
by Alexandre Belloni & Victor Chernozhukov
(ReDIF-paper, arx:papers:0904.3132) - Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
Papers, arXiv.org (2009)
by Victor Chernozhukov & Ivan Fernandez-Val
(ReDIF-paper, arx:papers:0912.5013) - Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain
Papers, arXiv.org (2010)
by Alexandre Belloni & Daniel Chen & Victor Chernozhukov & Christian Hansen
(ReDIF-paper, arx:papers:1010.4345) - LASSO Methods for Gaussian Instrumental Variables Models
Papers, arXiv.org (2010)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen
(ReDIF-paper, arx:papers:1012.1297) - Quantile Regression with Censoring and Endogeneity
Papers, arXiv.org (2011)
by Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski
(ReDIF-paper, arx:papers:1104.4580) - Conditional Quantile Processes based on Series or Many Regressors
Papers, arXiv.org (2011)
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Iv'an Fern'andez-Val
(ReDIF-paper, arx:papers:1105.6154) - High Dimensional Sparse Econometric Models: An Introduction
Papers, arXiv.org (2011)
by Alexandre Belloni & Victor Chernozhukov
(ReDIF-paper, arx:papers:1106.5242) - Inference for High-Dimensional Sparse Econometric Models
Papers, arXiv.org (2011)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen
(ReDIF-paper, arx:papers:1201.0220) - Inference on Treatment Effects After Selection Amongst High-Dimensional Controls
Papers, arXiv.org (2011)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen
(ReDIF-paper, arx:papers:1201.0224) - Inference on Sets in Finance
Papers, arXiv.org (2012)
by Victor Chernozhukov & Emre Kocatulum & Konrad Menzel
(ReDIF-paper, arx:papers:1211.4282) - Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results
Papers, arXiv.org (2012)
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, arx:papers:1212.0442) - Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Papers, arXiv.org (2012)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, arx:papers:1212.6906) - Quantile Models with Endogeneity
Papers, arXiv.org (2013)
by Victor Chernozhukov & Christian Hansen
(ReDIF-paper, arx:papers:1303.7050) - Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems
Papers, arXiv.org (2013)
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato
(ReDIF-paper, arx:papers:1304.0282) - Post-Selection Inference for Generalized Linear Models with Many Controls
Papers, arXiv.org (2013)
by Alexandre Belloni & Victor Chernozhukov & Ying Wei
(ReDIF-paper, arx:papers:1304.3969) - Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"
Papers, arXiv.org (2013)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen
(ReDIF-paper, arx:papers:1305.6099) - Program Evaluation and Causal Inference with High-Dimensional Data
Papers, arXiv.org (2013)
by Alexandre Belloni & Victor Chernozhukov & Ivan Fern'andez-Val & Christian Hansen
(ReDIF-paper, arx:papers:1311.2645) - Nonparametric Identification in Panels using Quantiles
Papers, arXiv.org (2013)
by Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney Newey
(ReDIF-paper, arx:papers:1312.4094) - Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
Papers, arXiv.org (2013)
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato
(ReDIF-paper, arx:papers:1312.7186) - Inference on causal and structural parameters using many moment inequalities
Papers, arXiv.org (2013)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, arx:papers:1312.7614) - Inference in High Dimensional Panel Models with an Application to Gun Control
Papers, arXiv.org (2014)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur
(ReDIF-paper, arx:papers:1411.6507) - Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
Papers, arXiv.org (2014)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
(ReDIF-paper, arx:papers:1412.8434) - Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
Papers, arXiv.org (2015)
by Victor Chernozhukov & Christian Hansen & Martin Spindler
(ReDIF-paper, arx:papers:1501.03185) - Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach
Papers, arXiv.org (2015)
by Victor Chernozhukov & Christian Hansen & Martin Spindler
(ReDIF-paper, arx:papers:1501.03430) - A lava attack on the recovery of sums of dense and sparse signals
Papers, arXiv.org (2015)
by Victor Chernozhukov & Christian Hansen & Yuan Liao
(ReDIF-paper, arx:papers:1502.03155) - The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
Papers, arXiv.org (2015)
by Victor Chernozhukov & Ivan Fernandez-Val & Ye Luo
(ReDIF-paper, arx:papers:1512.05635) - High-Dimensional Metrics in R
Papers, arXiv.org (2016)
by Victor Chernozhukov & Chris Hansen & Martin Spindler
(ReDIF-paper, arx:papers:1603.01700) - Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk
Papers, arXiv.org (2016)
by Alexandre Belloni & Mingli Chen & Victor Chernozhukov
(ReDIF-paper, arx:papers:1607.00286) - Locally Robust Semiparametric Estimation
Papers, arXiv.org (2016)
by Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins
(ReDIF-paper, arx:papers:1608.00033) - Double/Debiased Machine Learning for Treatment and Causal Parameters
Papers, arXiv.org (2016)
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins
(ReDIF-paper, arx:papers:1608.00060) - hdm: High-Dimensional Metrics
Papers, arXiv.org (2016)
by Victor Chernozhukov & Chris Hansen & Martin Spindler
(ReDIF-paper, arx:papers:1608.00354) - Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
Papers, arXiv.org (2016)
by Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly & Kaspar Wuthrich
(ReDIF-paper, arx:papers:1608.05142) - Counterfactual: An R Package for Counterfactual Analysis
Papers, arXiv.org (2016)
by Mingli Chen & Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly
(ReDIF-paper, arx:papers:1610.07894) - quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression
Papers, arXiv.org (2016)
by Michael Lipsitz & Alexandre Belloni & Victor Chernozhukov & Iv'an Fern'andez-Val
(ReDIF-paper, arx:papers:1610.08329) - Extremal Quantile Regression: An Overview
Papers, arXiv.org (2016)
by Victor Chernozhukov & Iv'an Fern'andez-Val & Tetsuya Kaji
(ReDIF-paper, arx:papers:1612.06850) - Nonseparable Multinomial Choice Models in Cross-Section and Panel Data
Papers, arXiv.org (2017)
by Victor Chernozhukov & Iv'an Fern'andez-Val & Whitney Newey
(ReDIF-paper, arx:papers:1706.08418) - Identification of hedonic equilibrium and nonseparable simultaneous equations
Papers, arXiv.org (2017)
by Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass
(ReDIF-paper, arx:papers:1709.09570) - Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
Papers, arXiv.org (2017)
by Victor Chernozhukov & Iv'an Fern'andez-Val & Whitney Newey & Sami Stouli & Francis Vella
(ReDIF-paper, arx:papers:1711.02184) - Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India
Papers, arXiv.org (2017)
by Victor Chernozhukov & Mert Demirer & Esther Duflo & Iv'an Fern'andez-Val
(ReDIF-paper, arx:papers:1712.04802) - Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables
Papers, arXiv.org (2017)
by Alexandre Belloni & Christian Hansen & Whitney Newey
(ReDIF-paper, arx:papers:1712.08102) - An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
Papers, arXiv.org (2017)
by Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu
(ReDIF-paper, arx:papers:1712.09089) - Censored Quantile Instrumental Variable Estimation with Stata
Papers, arXiv.org (2018)
by Victor Chernozhukov & Iv'an Fern'andez-Val & Sukjin Han & Amanda Kowalski
(ReDIF-paper, arx:papers:1801.05305) - De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers
Papers, arXiv.org (2018)
by Victor Chernozhukov & Whitney Newey & Rahul Singh
(ReDIF-paper, arx:papers:1802.08667) - Network and Panel Quantile Effects Via Distribution Regression
Papers, arXiv.org (2018)
by Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner
(ReDIF-paper, arx:papers:1803.08154) - High-Dimensional Econometrics and Regularized GMM
Papers, arXiv.org (2018)
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato
(ReDIF-paper, arx:papers:1806.01888) - Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models
Papers, arXiv.org (2018)
by Denis Nekipelov & Vira Semenova & Vasilis Syrgkanis
(ReDIF-paper, arx:papers:1806.04823) - LASSO-Driven Inference in Time and Space
Papers, arXiv.org (2018)
by Victor Chernozhukov & Wolfgang K. Hardle & Chen Huang & Weining Wang
(ReDIF-paper, arx:papers:1806.05081) - Subvector Inference in Partially Identified Models with Many Moment Inequalities
Papers, arXiv.org (2018)
by Alexandre Belloni & Federico Bugni & Victor Chernozhukov
(ReDIF-paper, arx:papers:1806.11466) - Uniform Inference in High-Dimensional Gaussian Graphical Models
Papers, arXiv.org (2018)
by Sven Klaassen & Jannis Kuck & Martin Spindler & Victor Chernozhukov
(ReDIF-paper, arx:papers:1808.10532) - Shape-Enforcing Operators for Point and Interval Estimators
Papers, arXiv.org (2018)
by Xi Chen & Victor Chernozhukov & Iv'an Fern'andez-Val & Scott Kostyshak & Ye Luo
(ReDIF-paper, arx:papers:1809.01038) - Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R)
Papers, arXiv.org (2018)
by Philipp Bach & Victor Chernozhukov & Martin Spindler
(ReDIF-paper, arx:papers:1809.04951) - Automatic Debiased Machine Learning of Causal and Structural Effects
Papers, arXiv.org (2018)
by Victor Chernozhukov & Whitney K Newey & Rahul Singh
(ReDIF-paper, arx:papers:1809.05224) - Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK
Papers, arXiv.org (2018)
by Victor Chernozhukov & Iv'an Fern'andez-Val & Siyi Luo
(ReDIF-paper, arx:papers:1811.11603) - Closing the U.S. gender wage gap requires understanding its heterogeneity
Papers, arXiv.org (2018)
by Philipp Bach & Victor Chernozhukov & Martin Spindler
(ReDIF-paper, arx:papers:1812.04345) - A $t$-test for synthetic controls
Papers, arXiv.org (2018)
by Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu
(ReDIF-paper, arx:papers:1812.10820) - Mastering Panel 'Metrics: Causal Impact of Democracy on Growth
Papers, arXiv.org (2019)
by Shuowen Chen & Victor Chernozhukov & Iv'an Fern'andez-Val
(ReDIF-paper, arx:papers:1901.03821) - Semi-Parametric Efficient Policy Learning with Continuous Actions
Papers, arXiv.org (2019)
by Mert Demirer & Vasilis Syrgkanis & Greg Lewis & Victor Chernozhukov
(ReDIF-paper, arx:papers:1905.10116) - Welfare Analysis in Dynamic Models
Papers, arXiv.org (2019)
by Victor Chernozhukov & Whitney Newey & Vira Semenova
(ReDIF-paper, arx:papers:1908.09173) - SortedEffects: Sorted Causal Effects in R
Papers, arXiv.org (2019)
by Shuowen Chen & Victor Chernozhukov & Iv'an Fern'andez-Val & Ye Luo
(ReDIF-paper, arx:papers:1909.00836) - Fast Algorithms for the Quantile Regression Process
Papers, arXiv.org (2019)
by Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly
(ReDIF-paper, arx:papers:1909.05782) - Distributional conformal prediction
Papers, arXiv.org (2019)
by Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu
(ReDIF-paper, arx:papers:1909.07889) - Improved Central Limit Theorem and bootstrap approximations in high dimensions
Papers, arXiv.org (2019)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Yuta Koike
(ReDIF-paper, arx:papers:1912.10529) - Minimax Semiparametric Learning With Approximate Sparsity
Papers, arXiv.org (2019)
by Jelena Bradic & Victor Chernozhukov & Whitney K. Newey & Yinchu Zhu
(ReDIF-paper, arx:papers:1912.12213) - Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S
Papers, arXiv.org (2020)
by Victor Chernozhukov & Hiroyuki Kasaha & Paul Schrimpf
(ReDIF-paper, arx:papers:2005.14168) - Instrumental Variable Quantile Regression
Papers, arXiv.org (2020)
by Victor Chernozhukov & Christian Hansen & Kaspar Wuthrich
(ReDIF-paper, arx:papers:2009.00436) - Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework
Papers, arXiv.org (2020)
by Philipp Bach & Victor Chernozhukov & Martin Spindler
(ReDIF-paper, arx:papers:2011.01092) - Adversarial Estimation of Riesz Representers
Papers, arXiv.org (2020)
by Victor Chernozhukov & Whitney Newey & Rahul Singh & Vasilis Syrgkanis
(ReDIF-paper, arx:papers:2101.00009) - The Association of Opening K-12 Schools with the Spread of COVID-19 in the United States: County-Level Panel Data Analysis
Papers, arXiv.org (2021)
by Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf
(ReDIF-paper, arx:papers:2102.10453) - Vector quantile regression and optimal transport, from theory to numerics
Papers, arXiv.org (2021)
by Guillaume Carlier & Victor Chernozhukov & Gwendoline De Bie & Alfred Galichon
(ReDIF-paper, arx:papers:2102.12809) - DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R
Papers, arXiv.org (2021)
by Philipp Bach & Victor Chernozhukov & Malte S. Kurz & Martin Spindler & Sven Klaassen
(ReDIF-paper, arx:papers:2103.09603) - DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python
Papers, arXiv.org (2021)
by Philipp Bach & Victor Chernozhukov & Malte S. Kurz & Martin Spindler
(ReDIF-paper, arx:papers:2104.03220) - Automatic Debiased Machine Learning via Riesz Regression
Papers, arXiv.org (2021)
by Victor Chernozhukov & Whitney K. Newey & Victor Quintas-Martinez & Vasilis Syrgkanis
(ReDIF-paper, arx:papers:2104.14737) - Uniform Inference on High-dimensional Spatial Panel Networks
Papers, arXiv.org (2021)
by Victor Chernozhukov & Chen Huang & Weining Wang
(ReDIF-paper, arx:papers:2105.07424) - A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees
Papers, arXiv.org (2021)
by Victor Chernozhukov & Whitney K. Newey & Rahul Singh
(ReDIF-paper, arx:papers:2105.15197) - Inference for Low-Rank Models
Papers, arXiv.org (2021)
by Victor Chernozhukov & Christian Hansen & Yuan Liao & Yinchu Zhu
(ReDIF-paper, arx:papers:2107.02602) - RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests
Papers, arXiv.org (2021)
by Victor Chernozhukov & Whitney K. Newey & Victor Quintas-Martinez & Vasilis Syrgkanis
(ReDIF-paper, arx:papers:2110.03031) - A Response to Philippe Lemoine's Critique on our Paper "Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S."
Papers, arXiv.org (2021)
by Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf
(ReDIF-paper, arx:papers:2110.06136) - Long Story Short: Omitted Variable Bias in Causal Machine Learning
Papers, arXiv.org (2021)
by Victor Chernozhukov & Carlos Cinelli & Whitney Newey & Amit Sharma & Vasilis Syrgkanis
(ReDIF-paper, arx:papers:2112.13398) - Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals
Papers, arXiv.org (2022)
by Victor Chernozhukov & Whitney Newey & Rahul Singh & Vasilis Syrgkanis
(ReDIF-paper, arx:papers:2203.13887) - High-dimensional Data Bootstrap
Papers, arXiv.org (2022)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Yuta Koike
(ReDIF-paper, arx:papers:2205.09691) - An MCMC Approach to Classical Estimation
Papers, arXiv.org (2023)
by Victor Chernozhukov & Han Hong
(ReDIF-paper, arx:papers:2301.07782) - Hedonic Prices and Quality Adjusted Price Indices Powered by AI
Papers, arXiv.org (2023)
by Patrick Bajari & Zhihao Cen & Victor Chernozhukov & Manoj Manukonda & Suhas Vijaykumar & Jin Wang & Ramon Huerta & Junbo Li & Ling Leng & George Monokroussos & Shan Wan
(ReDIF-paper, arx:papers:2305.00044) - Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models
Papers, arXiv.org (2024)
by Victor Chernozhukov & Iv'an Fern'andez-Val & Chen Huang & Weining Wang
(ReDIF-paper, arx:papers:2402.00584) - DoubleMLDeep: Estimation of Causal Effects with Multimodal Data
Papers, arXiv.org (2024)
by Sven Klaassen & Jan Teichert-Kluge & Philipp Bach & Victor Chernozhukov & Martin Spindler & Suhas Vijaykumar
(ReDIF-paper, arx:papers:2402.01785) - Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study
Papers, arXiv.org (2024)
by Philipp Bach & Oliver Schacht & Victor Chernozhukov & Sven Klaassen & Martin Spindler
(ReDIF-paper, arx:papers:2402.04674) - Applied Causal Inference Powered by ML and AI
Papers, arXiv.org (2024)
by Victor Chernozhukov & Christian Hansen & Nathan Kallus & Martin Spindler & Vasilis Syrgkanis
(ReDIF-paper, arx:papers:2403.02467) - Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments
Papers, arXiv.org (2024)
by Victor Chernozhukov & Iv'an Fern'andez-Val & Sukjin Han & Kaspar Wuthrich
(ReDIF-paper, arx:papers:2403.05850) - Extremal quantile regression
Papers, arXiv.org (2005)
by Victor Chernozhukov
(ReDIF-paper, arx:papers:math/0505639) - Post-selection and post-regularization inference in linear models with many controls and instruments
CeMMAP working papers, Institute for Fiscal Studies (2015)
by Victor Chernozhukov & Christian Hansen & Martin Spindler
(ReDIF-paper, azt:cemmap:02/15) - Inference on sets in finance
CeMMAP working papers, Institute for Fiscal Studies (2012)
by Victor Chernozhukov & Emre Kocatulum & Konrad Menzel
(ReDIF-paper, azt:cemmap:04/12) - Monge-Kantorovich depth, quantiles, ranks and signs
CeMMAP working papers, Institute for Fiscal Studies (2015)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
(ReDIF-paper, azt:cemmap:04/15) - Inference on counterfactual distributions
CeMMAP working papers, Institute for Fiscal Studies (2012)
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly
(ReDIF-paper, azt:cemmap:05/12) - A lava attack on the recovery of sums of dense and sparse signals
CeMMAP working papers, Institute for Fiscal Studies (2015)
by Victor Chernozhukov & Christian Hansen & Yuan Liao
(ReDIF-paper, azt:cemmap:05/15) - Hedonic prices and quality adjusted price indices powered by AI
CeMMAP working papers, Institute for Fiscal Studies (2023)
by Patrick Bajari & Zhihao Cen & Victor Chernozhukov & Manoj Manukonda & Jin Wang & Ramon Huerta & Junbo Li & Ling Leng & George Monokroussos & Suhas Vijaykunar & Shan Wan
(ReDIF-paper, azt:cemmap:08/23) - Inference on counterfactual distributions
CeMMAP working papers, Institute for Fiscal Studies (2009)
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly
(ReDIF-paper, azt:cemmap:09/09) - Best linear approximations to set identified functions: with an application to the gender wage gap
CeMMAP working papers, Institute for Fiscal Studies (2019)
by Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf
(ReDIF-paper, azt:cemmap:09/19) - Distribution regression with sample selection and UK wage decomposition
CeMMAP working papers, Institute for Fiscal Studies (2023)
by Victor Chernozhukov & Ivan Fernandez-Val & Siyi Luo
(ReDIF-paper, azt:cemmap:09/23) - Arellano-bond lasso estimator for dynamic linear panel models
CeMMAP working papers, Institute for Fiscal Studies (2024)
by Victor Chernozhukov & Ivan Fernandez-Val & Chen Huang & Weining Wang
(ReDIF-paper, azt:cemmap:09/24) - Inference on treatment effects after selection amongst high-dimensional controls
CeMMAP working papers, Institute for Fiscal Studies (2012)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen
(ReDIF-paper, azt:cemmap:10/12) - Program evaluation and causal inference with high-dimensional data
CeMMAP working papers, Institute for Fiscal Studies (2016)
by Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen
(ReDIF-paper, azt:cemmap:13/16) - Local identification of nonparametric and semiparametric models
CeMMAP working papers, Institute for Fiscal Studies (2011)
by Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey
(ReDIF-paper, azt:cemmap:17/11) - Inference on counterfactual distributions
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly
(ReDIF-paper, azt:cemmap:17/13) - Intersection Bounds: estimation and inference
CeMMAP working papers, Institute for Fiscal Studies (2009)
by Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen
(ReDIF-paper, azt:cemmap:19/09) - Confidence bands for coefficients in high dimensional linear models with error-in-variables
CeMMAP working papers, Institute for Fiscal Studies (2017)
by Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul
(ReDIF-paper, azt:cemmap:22/17) - Generic inference on quantile and quantile effect functions for discrete outcomes
CeMMAP working papers, Institute for Fiscal Studies (2017)
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich
(ReDIF-paper, azt:cemmap:23/17) - Uniform post selection inference for LAD regression models
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato
(ReDIF-paper, azt:cemmap:24/13) - Quantile models with endogeneity
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Christian Hansen
(ReDIF-paper, azt:cemmap:25/13) - Implementing intersection bounds in Stata
CeMMAP working papers, Institute for Fiscal Studies (2014)
by Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen
(ReDIF-paper, azt:cemmap:25/14) - Inference on treatment effects after selection amongst high-dimensional controls
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen
(ReDIF-paper, azt:cemmap:26/13) - Double/debiased machine learning for treatment and structural parameters
CeMMAP working papers, Institute for Fiscal Studies (2017)
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey & James Robins
(ReDIF-paper, azt:cemmap:28/17) - Quantreg.nonpar: an R package for performing nonparametric series quantile regression
CeMMAP working papers, Institute for Fiscal Studies (2017)
by Michael Lipsitz & Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val
(ReDIF-paper, azt:cemmap:29/17) - Locally robust semiparametric estimation
CeMMAP working papers, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey
(ReDIF-paper, azt:cemmap:31/16) - Intersection bounds: estimation and inference
CeMMAP working papers, Institute for Fiscal Studies (2012)
by Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen
(ReDIF-paper, azt:cemmap:33/12) - Program evaluation with high-dimensional data
CeMMAP working papers, Institute for Fiscal Studies (2014)
by Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen
(ReDIF-paper, azt:cemmap:33/14) - Nonseparable multinomial choice models in cross-section and panel data
CeMMAP working papers, Institute for Fiscal Studies (2017)
by Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey
(ReDIF-paper, azt:cemmap:33/17) - Intersection bounds: estimation and inference
CeMMAP working papers, Institute for Fiscal Studies (2011)
by Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen
(ReDIF-paper, azt:cemmap:34/11) - Generic inference on quantile and quantile effect functions for discrete outcomes
CeMMAP working papers, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich
(ReDIF-paper, azt:cemmap:35/16) - Valid post-selection and post-regularization inference: An elementary, general approach
CeMMAP working papers, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Christian Hansen & Martin Spindler
(ReDIF-paper, azt:cemmap:36/16) - Local identification of nonparametric and semiparametric models
CeMMAP working papers, Institute for Fiscal Studies (2012)
by Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey
(ReDIF-paper, azt:cemmap:37/12) - hdm: High-Dimensional Metrics
CeMMAP working papers, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Christian Hansen & Martin Spindler
(ReDIF-paper, azt:cemmap:37/16) - Implementing intersection bounds in Stata
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen
(ReDIF-paper, azt:cemmap:38/13) - Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
CeMMAP working papers, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, azt:cemmap:38/16) - Central limit theorems and bootstrap in high dimensions
CeMMAP working papers, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, azt:cemmap:39/16) - Comparison and anti-concentration bounds for maxima of Gaussian random vectors
CeMMAP working papers, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, azt:cemmap:40/16) - Gaussian approximation of suprema of empirical processes
CeMMAP working papers, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, azt:cemmap:41/16) - Estimation of treatment effects with high-dimensional controls
CeMMAP working papers, Institute for Fiscal Studies (2011)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen
(ReDIF-paper, azt:cemmap:42/11) - Testing many moment inequalities
CeMMAP working papers, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, azt:cemmap:42/16) - Inference for best linear approximations to set identified functions
CeMMAP working papers, Institute for Fiscal Studies (2012)
by Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf
(ReDIF-paper, azt:cemmap:43/12) - Anti-concentration and honest, adaptive confidence bands
CeMMAP working papers, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, azt:cemmap:43/16) - Gaussian approximation of suprema of empirical processes
CeMMAP working papers, Institute for Fiscal Studies (2012)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, azt:cemmap:44/12) - Central limit theorems and multiplier bootstrap when p is much larger than n
CeMMAP working papers, Institute for Fiscal Studies (2012)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, azt:cemmap:45/12) - Inference on sets in finance
CeMMAP working papers, Institute for Fiscal Studies (2012)
by Victor Chernozhukov & Emre Kocatulum & Konrad Menzel
(ReDIF-paper, azt:cemmap:46/12) - Conditional quantile processes based on series or many regressors
CeMMAP working papers, Institute for Fiscal Studies (2016)
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val
(ReDIF-paper, azt:cemmap:46/16) - Vector quantile regression
CeMMAP working papers, Institute for Fiscal Studies (2014)
by Guillaume Carlier & Victor Chernozhukov & Alfred Galichon
(ReDIF-paper, azt:cemmap:48/14) - Semiparametric estimation of structural functions in nonseparable triangular models
CeMMAP working papers, Institute for Fiscal Studies (2017)
by Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey & Sami Stouli & Francis Vella
(ReDIF-paper, azt:cemmap:48/17) - Central limit theorems and bootstrap in high dimensions
CeMMAP working papers, Institute for Fiscal Studies (2014)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, azt:cemmap:49/14) - Double machine learning for treatment and causal parameters
CeMMAP working papers, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey
(ReDIF-paper, azt:cemmap:49/16) - Inference in high dimensional panel models with an application to gun control
CeMMAP working papers, Institute for Fiscal Studies (2014)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur
(ReDIF-paper, azt:cemmap:50/14) - Uniform post selection inference for LAD regression and other Z-estimation problems
CeMMAP working papers, Institute for Fiscal Studies (2014)
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato
(ReDIF-paper, azt:cemmap:51/14) - Testing many moment inequalities
CeMMAP working papers, Institute for Fiscal Studies (2014)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, azt:cemmap:52/14) - Valid post-selection inference in high-dimensional approximately sparse quantile regression models
CeMMAP working papers, Institute for Fiscal Studies (2014)
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato
(ReDIF-paper, azt:cemmap:53/14) - Nonparametric identification in panels using quantiles
CeMMAP working papers, Institute for Fiscal Studies (2014)
by Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey
(ReDIF-paper, azt:cemmap:54/14) - Quantile graphical models: prediction and conditional independence with applications to systemic risk
CeMMAP working papers, Institute for Fiscal Studies (2017)
by Alexandre Belloni & Mingli Chen & Victor Chernozhukov
(ReDIF-paper, azt:cemmap:54/17) - Program evaluation with high-dimensional data
CeMMAP working papers, Institute for Fiscal Studies (2015)
by Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen
(ReDIF-paper, azt:cemmap:55/15) - A lava attack on the recovery of sums of dense and sparse signals
CeMMAP working papers, Institute for Fiscal Studies (2015)
by Victor Chernozhukov & Christian Hansen & Yuan Liao
(ReDIF-paper, azt:cemmap:56/15) - Program evaluation with high-dimensional data
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen
(ReDIF-paper, azt:cemmap:57/13) - Monge-Kantorovich depth, quantiles, ranks and signs
CeMMAP working papers, Institute for Fiscal Studies (2015)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
(ReDIF-paper, azt:cemmap:57/15) - Vector quantile regression: an optimal transport approach
CeMMAP working papers, Institute for Fiscal Studies (2015)
by Guillaume Carlier & Victor Chernozhukov & Alfred Galichon
(ReDIF-paper, azt:cemmap:58/15) - High dimensional methods and inference on structural and treatment effects
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen
(ReDIF-paper, azt:cemmap:59/13) - Constrained conditional moment restriction models
CeMMAP working papers, Institute for Fiscal Studies (2015)
by Victor Chernozhukov & Whitney K. Newey & Andres Santos
(ReDIF-paper, azt:cemmap:59/15) - Generic machine learning inference on heterogenous treatment effects in randomized experiments
CeMMAP working papers, Institute for Fiscal Studies (2017)
by Victor Chernozhukov & Mert Demirer & Esther Duflo & Ivan Fernandez-Val
(ReDIF-paper, azt:cemmap:61/17) - Pivotal estimation via square-root lasso in nonparametric regression
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Lie Wang
(ReDIF-paper, azt:cemmap:62/13) - An exact and robust conformal inference method for counterfactual and synthetic controls
CeMMAP working papers, Institute for Fiscal Studies (2017)
by Victor Chernozhukov & Kaspar Wüthrich & Yu Zhu
(ReDIF-paper, azt:cemmap:62/17) - Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables
CeMMAP working papers, Institute for Fiscal Studies (2017)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Whitney K. Newey
(ReDIF-paper, azt:cemmap:63/17) - Counterfactual analysis in R: a vignette
CeMMAP working papers, Institute for Fiscal Studies (2017)
by Mingli Chen & Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly
(ReDIF-paper, azt:cemmap:64/17) - Testing Many Moment Inequalities
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, azt:cemmap:65/13) - Extremal quantile regression: an overview
CeMMAP working papers, Institute for Fiscal Studies (2017)
by Victor Chernozhukov & Ivan Fernandez-Val & Tetsuya Kaji
(ReDIF-paper, azt:cemmap:65/17) - Nonparametric identification in panels using quantiles
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey
(ReDIF-paper, azt:cemmap:66/13) - Honest confidence regions for a regression parameter in logistic regression with a large number of controls
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Ying Wei
(ReDIF-paper, azt:cemmap:67/13) - Posterior inference in curved exponential families under increasing dimensions
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov
(ReDIF-paper, azt:cemmap:68/13) - Anti-concentration and honest, adaptive confidence bands
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, azt:cemmap:69/13) - Robust inference in high-dimensional approximately sparse quantile regression models
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato
(ReDIF-paper, azt:cemmap:70/13) - Comparison and anti-concentration bounds for maxima of Gaussian random vectors
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, azt:cemmap:71/13) - On the asymptotic theory for least squares series: pointwise and uniform results
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, azt:cemmap:73/13) - Uniform post selection inference for LAD regression and other z-estimation problems
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato
(ReDIF-paper, azt:cemmap:74/13) - The sorted effects method: discovering heterogeneous effects beyond their averages
CeMMAP working papers, Institute for Fiscal Studies (2015)
by Victor Chernozhukov & Ivan Fernandez-Val & Ye Luo
(ReDIF-paper, azt:cemmap:74/15) - Gaussian approximation of suprema of empirical processes
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, azt:cemmap:75/13) - Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, azt:cemmap:76/13) - Program evaluation with high-dimensional data
CeMMAP working papers, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen
(ReDIF-paper, azt:cemmap:77/13) - Three-Step Censored Quantile Regression and Extramarital Affairs
Journal of the American Statistical Association, American Statistical Association (2002)
by Hong H. & Chernozhukov V.
(ReDIF-article, bes:jnlasa:v:97:y:2002:m:september:p:872-882) - CQIV: Stata module to perform censored quantile instrumental variables regression
Statistical Software Components, Boston College Department of Economics (2012)
by Victor Chernozhukov & Ivan Fernandez-Val & Sukjin Han & Amanda Kowalski
(ReDIF-software, boc:bocode:s457478) - CLRBOUND: Stata module to perform estimation and inference on intersection bounds
Statistical Software Components, Boston College Department of Economics (2013)
by Victor Chernozhukov & Wooyoung Kim & Sokbae Lee & Adam M. Rosen
(ReDIF-software, boc:bocode:s457674) - QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference
Statistical Software Components, Boston College Department of Economics (2020)
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly
(ReDIF-software, boc:bocode:s458763) - Quantile And Probability Curves Without Crossing
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007)
by Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon
(ReDIF-paper, bos:wpaper:wp2007-011) - Improving Estimates Of Monotone Functions By Rearrangement
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007)
by Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon
(ReDIF-paper, bos:wpaper:wp2007-012) - Inference On Counterfactual Distributions
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2008)
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly
(ReDIF-paper, bos:wpaper:wp2008-005) - Quantile and Average Effects in Nonseparable Panel Models
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics ()
by V. Chernozhukov & Ivan Fernandez-Val
(ReDIF-paper, bos:wpaper:wp2009-011) - Censored Quantile Instrumental Variable Estimation via Control Functions
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics ()
by Victor Chernozhukov & Ivan Fernandez-Val & Amanda E. Kowalski
(ReDIF-paper, bos:wpaper:wp2009-012) - Identification and Estimation of Marginal Effects in Nonlinear Panel Models
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2009)
by Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey
(ReDIF-paper, bos:wpaper:wp2009-b) - Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK (2017)
by Victor Chernozhukov & Iván Fernández-Val & Whitney Newey & Sami Stouli & Francis Vella
(ReDIF-paper, bri:uobdis:17/690) - Learning and Disagreement in an Uncertain World
Carlo Alberto Notebooks, Collegio Carlo Alberto (2007)
by Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz
(ReDIF-paper, cca:wpaper:48) - Distributional conformal prediction
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2021)
by Chernozhukov, Victor & Wüthrich, Kaspar & Zhu, Yinchu
(ReDIF-paper, cdl:ucsdec:qt2zs6m5p5) - Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2020)
by Chernozhukov, Victor & Fernández-Val, Iván & Melly, Blaise & Wüthrich, Kaspar
(ReDIF-paper, cdl:ucsdec:qt5zm6m9rq) - An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2021)
by Chernozhukov, Victor & Wüthrich, Kaspar & Zhu, Yinchu
(ReDIF-paper, cdl:ucsdec:qt90m9d66s) - Toward personalized inference on individual treatment effects
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2023)
by Chernozhukov, Victor & Wüthrich, Kaspar & Zhu, Yinchu
(ReDIF-paper, cdl:ucsdec:qt9126m3hw) - The Association of Opening K-12 Schools and Colleges with the Spread of Covid-19 in the United States: County-Level Panel Data Analysis
CESifo Working Paper Series, CESifo (2021)
by Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf
(ReDIF-paper, ces:ceswps:_8929) - Nonparametric Instrumental Variable Estimators of Structural Quantile Effects
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2008)
by Victor Chernozhukov & Patrick Gagliardini & Olivier Scaillet
(ReDIF-paper, chf:rpseri:rp0803) - Fragility of Asymptotic Agreement under Bayesian Learning
Levine's Working Paper Archive, David K. Levine (2009)
by Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz
(ReDIF-paper, cla:levarc:814577000000000139) - Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables
Working Papers, Center for Research in Economics and Statistics (2017)
by Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul & Mathieu Rosenbaum & Alexandre B. Tsybakov
(ReDIF-paper, crs:wpaper:2017-26) - LASSO-Driven Inference in Time and Space
Working Papers, Department of Economics, City University London (2018)
by Chernozhukov, V. & Härdle, W.K. & Huang, C. & Wang, W.
(ReDIF-paper, cty:dpaper:18/04) - Admissible Invariant Similar Tests For Instrumental Variables Regression
Econometric Theory, Cambridge University Press (2009)
by Chernozhukov, Victor & Hansen, Christian & Jansson, Michael
(ReDIF-article, cup:etheor:v:25:y:2009:i:03:p:806-818_09) - Local Identification of Nonparametric and Semiparametric Models
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011)
by Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey
(ReDIF-paper, cwl:cwldpp:1795) - Local Identification of Nonparametric and Semiparametric Models
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011)
by Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey
(ReDIF-paper, cwl:cwldpp:1795r) - Quantile Regression with Censoring and Endogeneity
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011)
by Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski
(ReDIF-paper, cwl:cwldpp:1797) - Censored Quantile Instrumental Variable Estimation with Stata
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2018)
by Victor Chernozhukov & Iv'n Fern'ndez-Val & Sukjin Han & Amanda E. Kowalski
(ReDIF-paper, cwl:cwldpp:2120) - Monge-Kantorovich Depth, Quantiles, Ranks and Signs
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2015)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
(ReDIF-paper, eca:wpaper:2013/190592) - Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
Econometrica, Econometric Society (2004)
by Victor Chernozhukov & Han Hong
(ReDIF-article, ecm:emetrp:v:72:y:2004:i:5:p:1445-1480) - An IV Model of Quantile Treatment Effects
Econometrica, Econometric Society (2005)
by Victor Chernozhukov & Christian Hansen
(ReDIF-article, ecm:emetrp:v:73:y:2005:i:1:p:245-261) - Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
Econometrica, Econometric Society (2006)
by Joshua Angrist & Victor Chernozhukov & Iván Fernández-Val
(ReDIF-article, ecm:emetrp:v:74:y:2006:i:2:p:539-563) - Estimation and Confidence Regions for Parameter Sets in Econometric Models
Econometrica, Econometric Society (2007)
by Victor Chernozhukov & Han Hong & Elie Tamer
(ReDIF-article, ecm:emetrp:v:75:y:2007:i:5:p:1243-1284) - Quantile and Probability Curves Without Crossing
Econometrica, Econometric Society (2010)
by Victor Chernozhukov & Iv·n Fern·ndez-Val & Alfred Galichon
(ReDIF-article, ecm:emetrp:v:78:y:2010:i:3:p:1093-1125) - Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
Econometrica, Econometric Society (2012)
by A. Belloni & D. Chen & V. Chernozhukov & C. Hansen
(ReDIF-article, ecm:emetrp:v:80:y:2012:i:6:p:2369-2429) - Average and Quantile Effects in Nonseparable Panel Models
Econometrica, Econometric Society (2013)
by Victor Chernozhukov & Iván Fernández‐Val & Jinyong Hahn & Whitney Newey
(ReDIF-article, ecm:emetrp:v:81:y:2013:i:2:p:535-580) - Intersection Bounds: Estimation and Inference
Econometrica, Econometric Society (2013)
by Victor Chernozhukov & Sokbae Lee & Adam M. Rosen
(ReDIF-article, ecm:emetrp:v:81:y:2013:i:2:p:667-737) - Inference on Counterfactual Distributions
Econometrica, Econometric Society (2013)
by Victor Chernozhukov & Iván Fernández‐Val & Blaise Melly
(ReDIF-article, ecm:emetrp:v:81:y:2013:i:6:p:2205-2268) - Quantile Regression under Misspecification
Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
by I. Fernandez-Val & J. Angrist & V. Chernozhukov
(ReDIF-paper, ecm:nawm04:198) - Parameter Set Inference in a Class of Econometric Models
Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
by E. Tamer & V. Chernozhukov & H. Hong
(ReDIF-paper, ecm:nawm04:382) - Finite-Sample Inference Methods for Quantile Regression Models
Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
by Christian Hansen & Victor Chernozhukov
(ReDIF-paper, ecm:nawm04:393) - Set identification and sensitivity analysis with Tobin regressors
Quantitative Economics, Econometric Society (2010)
by Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker
(ReDIF-article, ecm:quante:v:1:y:2010:i:2:p:255-277) - The reduced form: A simple approach to inference with weak instruments
Economics Letters, Elsevier (2008)
by Chernozhukov, Victor & Hansen, Christian
(ReDIF-article, eee:ecolet:v:100:y:2008:i:1:p:68-71) - Inference approaches for instrumental variable quantile regression
Economics Letters, Elsevier (2007)
by Chernozhukov, Victor & Hansen, Christian & Jansson, Michael
(ReDIF-article, eee:ecolet:v:95:y:2007:i:2:p:272-277) - An MCMC approach to classical estimation
Journal of Econometrics, Elsevier (2003)
by Chernozhukov, Victor & Hong, Han
(ReDIF-article, eee:econom:v:115:y:2003:i:2:p:293-346) - Instrumental quantile regression inference for structural and treatment effect models
Journal of Econometrics, Elsevier (2006)
by Chernozhukov, Victor & Hansen, Christian
(ReDIF-article, eee:econom:v:132:y:2006:i:2:p:491-525) - Instrumental variable estimation of nonseparable models
Journal of Econometrics, Elsevier (2007)
by Chernozhukov, Victor & Imbens, Guido W. & Newey, Whitney K.
(ReDIF-article, eee:econom:v:139:y:2007:i:1:p:4-14) - Instrumental variable quantile regression: A robust inference approach
Journal of Econometrics, Elsevier (2008)
by Chernozhukov, Victor & Hansen, Christian
(ReDIF-article, eee:econom:v:142:y:2008:i:1:p:379-398) - Finite sample inference for quantile regression models
Journal of Econometrics, Elsevier (2009)
by Chernozhukov, Victor & Hansen, Christian & Jansson, Michael
(ReDIF-article, eee:econom:v:152:y:2009:i:2:p:93-103) - Quantile regression with censoring and endogeneity
Journal of Econometrics, Elsevier (2015)
by Chernozhukov, Victor & Fernández-Val, Iván & Kowalski, Amanda E.
(ReDIF-article, eee:econom:v:186:y:2015:i:1:p:201-221) - Some new asymptotic theory for least squares series: Pointwise and uniform results
Journal of Econometrics, Elsevier (2015)
by Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo
(ReDIF-article, eee:econom:v:186:y:2015:i:2:p:345-366) - Nonparametric identification in panels using quantiles
Journal of Econometrics, Elsevier (2015)
by Chernozhukov, Victor & Fernández-Val, Iván & Hoderlein, Stefan & Holzmann, Hajo & Newey, Whitney
(ReDIF-article, eee:econom:v:188:y:2015:i:2:p:378-392) - Nonseparable multinomial choice models in cross-section and panel data
Journal of Econometrics, Elsevier (2019)
by Chernozhukov, Victor & Fernández-Val, Iván & Newey, Whitney K.
(ReDIF-article, eee:econom:v:211:y:2019:i:1:p:104-116) - Conditional quantile processes based on series or many regressors
Journal of Econometrics, Elsevier (2019)
by Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Fernández-Val, Iván
(ReDIF-article, eee:econom:v:213:y:2019:i:1:p:4-29) - Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S
Journal of Econometrics, Elsevier (2021)
by Chernozhukov, Victor & Kasahara, Hiroyuki & Schrimpf, Paul
(ReDIF-article, eee:econom:v:220:y:2021:i:1:p:23-62) - Network and panel quantile effects via distribution regression
Journal of Econometrics, Elsevier (2024)
by Chernozhukov, Victor & Fernández-Val, Iván & Weidner, Martin
(ReDIF-article, eee:econom:v:240:y:2024:i:2:s0304407620303390) - Vector quantile regression beyond the specified case
Journal of Multivariate Analysis, Elsevier (2017)
by Carlier, Guillaume & Chernozhukov, Victor & Galichon, Alfred
(ReDIF-article, eee:jmvana:v:161:y:2017:i:c:p:96-102) - Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
Stochastic Processes and their Applications, Elsevier (2016)
by Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo
(ReDIF-article, eee:spapps:v:126:y:2016:i:12:p:3632-3651) - Quantile and Probability Curves without Crossing
Post-Print, HAL (2010)
by Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon
(ReDIF-paper, hal:journl:hal-01052958) - Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
Post-Print, HAL (2017)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
(ReDIF-paper, hal:journl:hal-03391975) - Vector Quantile Regression: An Optimal Transport Approach
Post-Print, HAL (2016)
by Guillaume Carlier & Victor Chernozhukov & Alfred Galichon
(ReDIF-paper, hal:journl:hal-03567920) - Rearranging Edgeworth-Cornish-Fisher Expansions
Post-Print, HAL (2010)
by Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon
(ReDIF-paper, hal:journl:hal-03588300) - Improving point and interval estimators of monotone functions by rearrangement
Post-Print, HAL (2009)
by Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon
(ReDIF-paper, hal:journl:hal-03596970) - Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations
Post-Print, HAL (2021)
by Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass
(ReDIF-paper, hal:journl:hal-03893143) - Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics
Post-Print, HAL (2022)
by Guillaume Carlier & Victor Chernozhukov & Gwendoline de Bie & Alfred Galichon
(ReDIF-paper, hal:journl:hal-03896159) - Quantile and Probability Curves without Crossing
SciencePo Working papers Main, HAL (2010)
by Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon
(ReDIF-paper, hal:spmain:hal-01052958) - Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models
SciencePo Working papers Main, HAL (2018)
by Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass
(ReDIF-paper, hal:spmain:hal-01169655) - Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
SciencePo Working papers Main, HAL (2017)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
(ReDIF-paper, hal:spmain:hal-03391975) - Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
SciencePo Working papers Main, HAL (2015)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
(ReDIF-paper, hal:spmain:hal-03460056) - Vector Quantile Regression: An Optimal Transport Approach
SciencePo Working papers Main, HAL (2016)
by Guillaume Carlier & Victor Chernozhukov & Alfred Galichon
(ReDIF-paper, hal:spmain:hal-03567920) - Rearranging Edgeworth-Cornish-Fisher Expansions
SciencePo Working papers Main, HAL (2010)
by Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon
(ReDIF-paper, hal:spmain:hal-03588300) - Improving point and interval estimators of monotone functions by rearrangement
SciencePo Working papers Main, HAL (2009)
by Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon
(ReDIF-paper, hal:spmain:hal-03596970) - Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations
SciencePo Working papers Main, HAL (2021)
by Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass
(ReDIF-paper, hal:spmain:hal-03893143) - Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics
SciencePo Working papers Main, HAL (2022)
by Guillaume Carlier & Victor Chernozhukov & Gwendoline de Bie & Alfred Galichon
(ReDIF-paper, hal:spmain:hal-03896159) - Vector Quantile Regression
Working Papers, HAL (2015)
by Guillaume Carlier & Victor Chernozhukov & Alfred Galichon
(ReDIF-paper, hal:wpaper:hal-01169653) - Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models
Working Papers, HAL (2018)
by Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass
(ReDIF-paper, hal:wpaper:hal-01169655) - Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
Working Papers, HAL (2015)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
(ReDIF-paper, hal:wpaper:hal-03460056) - Fischer-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India
Working Papers, HAL (2023)
by Victor Chernozhukov & Mert Demirer & Esther Duflo & Iván Fernández-Val
(ReDIF-paper, hal:wpaper:hal-04238425) - Post-selection and post-regularization inference in linear models with many controls and instruments
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
by Victor Chernozhukov & Christian Hansen & Martin Spindler
(ReDIF-paper, ifs:cemmap:02/15) - Inference on sets in finance
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
by Victor Chernozhukov & Emre Kocatulum & Konrad Menzel
(ReDIF-paper, ifs:cemmap:04/12) - Monge-Kantorovich depth, quantiles, ranks and signs
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
(ReDIF-paper, ifs:cemmap:04/15) - Identification and estimation of marginal effects in nonlinear panel models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009)
by Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney K. Newey
(ReDIF-paper, ifs:cemmap:05/09) - Inference on counterfactual distributions
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly
(ReDIF-paper, ifs:cemmap:05/12) - A lava attack on the recovery of sums of dense and sparse signals
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
by Victor Chernozhukov & Christian Hansen & Yuan Liao
(ReDIF-paper, ifs:cemmap:05/15) - Improving estimates of monotone functions by rearrangement
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007)
by Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon
(ReDIF-paper, ifs:cemmap:09/07) - Inference on counterfactual distributions
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009)
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly
(ReDIF-paper, ifs:cemmap:09/09) - Best linear approximations to set identified functions: with an application to the gender wage gap
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
by Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf
(ReDIF-paper, ifs:cemmap:09/19) - Quantile and probability curves without crossing
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007)
by Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon
(ReDIF-paper, ifs:cemmap:10/07) - L1-Penalized quantile regression in high-dimensional sparse models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009)
by Alexandre Belloni & Victor Chernozhukov
(ReDIF-paper, ifs:cemmap:10/09) - Inference on treatment effects after selection amongst high-dimensional controls
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen
(ReDIF-paper, ifs:cemmap:10/12) - On the computational complexity of MCMC-based estimators in large samples
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007)
by Alexandre Belloni & Victor Chernozhukov
(ReDIF-paper, ifs:cemmap:12/07) - Set identification with Tobin regressors
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009)
by Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker
(ReDIF-paper, ifs:cemmap:12/09) - Post-l1-penalized estimators in high-dimensional linear regression models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010)
by Alexandre Belloni & Victor Chernozhukov
(ReDIF-paper, ifs:cemmap:13/10) - Program evaluation and causal inference with high-dimensional data
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
by Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen
(ReDIF-paper, ifs:cemmap:13/16) - A Multi-Risk SIR Model with Optimally Targeted Lockdown
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020)
by Daron Acemoglu & Victor Chernozhukov & Ivàn Werning & Michael D. Whinston
(ReDIF-paper, ifs:cemmap:14/20) - Double/de-biased machine learning using regularized Riesz representers
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
by Victor Chernozhukov & Whitney K. Newey & James Robins
(ReDIF-paper, ifs:cemmap:15/18) - Exact and robust conformal inference methods for predictive machine learning with dependent data
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
by Victor Chernozhukov & Kaspar Wüthrich & Yinchu Zhu
(ReDIF-paper, ifs:cemmap:16/18) - Improving point and interval estimates of monotone functions by rearrangement
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008)
by Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon
(ReDIF-paper, ifs:cemmap:17/08) - Local identification of nonparametric and semiparametric models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011)
by Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey
(ReDIF-paper, ifs:cemmap:17/11) - Inference on counterfactual distributions
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly
(ReDIF-paper, ifs:cemmap:17/13) - Rearranging Edgeworth-Cornish-Fisher expansions
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007)
by Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon
(ReDIF-paper, ifs:cemmap:19/07) - Intersection Bounds: estimation and inference
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009)
by Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen
(ReDIF-paper, ifs:cemmap:19/09) - Conditional quantile processes based on series or many regressors
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011)
by Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val
(ReDIF-paper, ifs:cemmap:19/11) - Quantile regression with censoring and endogeneity
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011)
by Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski
(ReDIF-paper, ifs:cemmap:20/11) - LASSO-Driven Inference in Time and Space
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
by Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang
(ReDIF-paper, ifs:cemmap:20/19) - Network and panel quantile effects via distribution regression
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
by Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner
(ReDIF-paper, ifs:cemmap:21/18) - Confidence bands for coefficients in high dimensional linear models with error-in-variables
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
by Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul
(ReDIF-paper, ifs:cemmap:22/17) - Generic inference on quantile and quantile effect functions for discrete outcomes
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich
(ReDIF-paper, ifs:cemmap:23/17) - Uniform post selection inference for LAD regression models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato
(ReDIF-paper, ifs:cemmap:24/13) - Causal impact of masks, policies, behavior on early COVID-19 pandemic in the U.S
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020)
by Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf
(ReDIF-paper, ifs:cemmap:24/20) - Identification and estimation of marginal effects in nonlinear panel models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008)
by Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney K. Newey
(ReDIF-paper, ifs:cemmap:25/08) - Quantile models with endogeneity
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Christian Hansen
(ReDIF-paper, ifs:cemmap:25/13) - Implementing intersection bounds in Stata
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)
by Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen
(ReDIF-paper, ifs:cemmap:25/14) - Inference on treatment effects after selection amongst high-dimensional controls
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen
(ReDIF-paper, ifs:cemmap:26/13) - Single market non-parametric identification of multi-attribute hedonic equilibrium models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
by Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass
(ReDIF-paper, ifs:cemmap:27/19) - Network and Panel Quantile Effects Via Distribution Regression
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020)
by Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner
(ReDIF-paper, ifs:cemmap:27/20) - Double/debiased machine learning for treatment and structural parameters
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey & James Robins
(ReDIF-paper, ifs:cemmap:28/17) - Subvector inference in PI models with many moment inequalities
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
by Alexandre Belloni & Federico A. Bugni & Victor Chernozhukov
(ReDIF-paper, ifs:cemmap:28/19) - Quantile and average effects in nonseparable panel models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009)
by Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey
(ReDIF-paper, ifs:cemmap:29/09) - Quantreg.nonpar: an R package for performing nonparametric series quantile regression
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
by Michael Lipsitz & Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val
(ReDIF-paper, ifs:cemmap:29/17) - Uniform inference in high-dimensional Gaussian graphical models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
by Sven Klaassen & Jannis Kück & Martin Spindler & Victor Chernozhukov
(ReDIF-paper, ifs:cemmap:29/19) - Locally robust semiparametric estimation
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
by Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins
(ReDIF-paper, ifs:cemmap:30/18) - Valid simultaneous inference in high-dimensional settings (with the HDM package for R)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
by Philipp Bach & Victor Chernozhukov & Martin Spindler
(ReDIF-paper, ifs:cemmap:30/19) - Sparse models and methods for optimal instruments with an application to eminent domain
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010)
by Alexandre Belloni & D. Chen & Victor Chernozhukov & Christian Hansen
(ReDIF-paper, ifs:cemmap:31/10) - Locally robust semiparametric estimation
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey
(ReDIF-paper, ifs:cemmap:31/16) - Inference for heterogeneous effects using low-rank estimations
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
by Victor Chernozhukov & Christian Hansen & Yuan Liao & Yinchu Zhu
(ReDIF-paper, ifs:cemmap:31/19) - Inference on average treatment effects in aggregate panel data settings
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
by Victor Chernozhukov & Kaspar Wüthrich & Yinchu Zhu
(ReDIF-paper, ifs:cemmap:32/19) - Intersection bounds: estimation and inference
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
by Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen
(ReDIF-paper, ifs:cemmap:33/12) - Program evaluation with high-dimensional data
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)
by Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen
(ReDIF-paper, ifs:cemmap:33/14) - Nonseparable multinomial choice models in cross-section and panel data
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
by Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey
(ReDIF-paper, ifs:cemmap:33/17) - Mastering Panel Metrics: Causal Impact of Democracy on Growth
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
by Shuowen Chen & Victor Chernozhukov & Ivan Fernandez-Val
(ReDIF-paper, ifs:cemmap:33/19) - Intersection bounds: estimation and inference
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011)
by Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen
(ReDIF-paper, ifs:cemmap:34/11) - Semi-Parametric Efficient Policy Learning with Continuous Actions
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
by Mert Demirer & Vasilis Syrgkanis & Greg Lewis & Victor Chernozhukov
(ReDIF-paper, ifs:cemmap:34/19) - Generic inference on quantile and quantile effect functions for discrete outcomes
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich
(ReDIF-paper, ifs:cemmap:35/16) - High-dimensional econometrics and regularized GMM
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato
(ReDIF-paper, ifs:cemmap:35/18) - Valid post-selection and post-regularization inference: An elementary, general approach
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Christian Hansen & Martin Spindler
(ReDIF-paper, ifs:cemmap:36/16) - LASSO-driven inference in time and space
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
by Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang
(ReDIF-paper, ifs:cemmap:36/18) - Local identification of nonparametric and semiparametric models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
by Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey
(ReDIF-paper, ifs:cemmap:37/12) - hdm: High-Dimensional Metrics
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Christian Hansen & Martin Spindler
(ReDIF-paper, ifs:cemmap:37/16) - Implementing intersection bounds in Stata
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen
(ReDIF-paper, ifs:cemmap:38/13) - Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, ifs:cemmap:38/16) - Central limit theorems and bootstrap in high dimensions
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, ifs:cemmap:39/16) - Inference for extremal conditional quantile models, with an application to market and birthweight risks
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011)
by Victor Chernozhukov & Ivan Fernandez-Val
(ReDIF-paper, ifs:cemmap:40/11) - Comparison and anti-concentration bounds for maxima of Gaussian random vectors
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, ifs:cemmap:40/16) - Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
by Victor Chernozhukov & Vira Semenova
(ReDIF-paper, ifs:cemmap:40/18) - Inference for high-dimensional sparse econometric models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen
(ReDIF-paper, ifs:cemmap:41/11) - Gaussian approximation of suprema of empirical processes
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, ifs:cemmap:41/16) - Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
by Victor Chernozhukov & Denis Nekipelov & Vira Semenova & Vasilis Syrgkanis
(ReDIF-paper, ifs:cemmap:41/18) - Estimation of treatment effects with high-dimensional controls
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen
(ReDIF-paper, ifs:cemmap:42/11) - Testing many moment inequalities
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, ifs:cemmap:42/16) - Inference for best linear approximations to set identified functions
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
by Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf
(ReDIF-paper, ifs:cemmap:43/12) - Anti-concentration and honest, adaptive confidence bands
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, ifs:cemmap:43/16) - Gaussian approximation of suprema of empirical processes
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, ifs:cemmap:44/12) - Central limit theorems and multiplier bootstrap when p is much larger than n
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, ifs:cemmap:45/12) - Inference on sets in finance
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
by Victor Chernozhukov & Emre Kocatulum & Konrad Menzel
(ReDIF-paper, ifs:cemmap:46/12) - Conditional quantile processes based on series or many regressors
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val
(ReDIF-paper, ifs:cemmap:46/16) - Vector quantile regression
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)
by Guillaume Carlier & Victor Chernozhukov & Alfred Galichon
(ReDIF-paper, ifs:cemmap:48/14) - Semiparametric estimation of structural functions in nonseparable triangular models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
by Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey & Sami Stouli & Francis Vella
(ReDIF-paper, ifs:cemmap:48/17) - Central limit theorems and bootstrap in high dimensions
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, ifs:cemmap:49/14) - Double machine learning for treatment and causal parameters
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey
(ReDIF-paper, ifs:cemmap:49/16) - Inference in high dimensional panel models with an application to gun control
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur
(ReDIF-paper, ifs:cemmap:50/14) - Uniform post selection inference for LAD regression and other Z-estimation problems
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato
(ReDIF-paper, ifs:cemmap:51/14) - Testing many moment inequalities
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, ifs:cemmap:52/14) - Valid post-selection inference in high-dimensional approximately sparse quantile regression models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato
(ReDIF-paper, ifs:cemmap:53/14) - Nonparametric identification in panels using quantiles
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)
by Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey
(ReDIF-paper, ifs:cemmap:54/14) - Quantile graphical models: prediction and conditional independence with applications to systemic risk
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
by Alexandre Belloni & Mingli Chen & Victor Chernozhukov
(ReDIF-paper, ifs:cemmap:54/17) - Program evaluation with high-dimensional data
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
by Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen
(ReDIF-paper, ifs:cemmap:55/15) - A lava attack on the recovery of sums of dense and sparse signals
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
by Victor Chernozhukov & Christian Hansen & Yuan Liao
(ReDIF-paper, ifs:cemmap:56/15) - Program evaluation with high-dimensional data
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen
(ReDIF-paper, ifs:cemmap:57/13) - Monge-Kantorovich depth, quantiles, ranks and signs
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry
(ReDIF-paper, ifs:cemmap:57/15) - Vector quantile regression: an optimal transport approach
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
by Guillaume Carlier & Victor Chernozhukov & Alfred Galichon
(ReDIF-paper, ifs:cemmap:58/15) - High dimensional methods and inference on structural and treatment effects
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen
(ReDIF-paper, ifs:cemmap:59/13) - Constrained conditional moment restriction models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
by Victor Chernozhukov & Whitney K. Newey & Andres Santos
(ReDIF-paper, ifs:cemmap:59/15) - Demand analysis with many prices
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
by Victor Chernozhukov & Jerry Hausman & Whitney K. Newey
(ReDIF-paper, ifs:cemmap:59/19) - Inference on causal and structural parameters using many moment inequalities
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, ifs:cemmap:60/18) - Generic machine learning inference on heterogenous treatment effects in randomized experiments
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
by Victor Chernozhukov & Mert Demirer & Esther Duflo & Ivan Fernandez-Val
(ReDIF-paper, ifs:cemmap:61/17) - Pivotal estimation via square-root lasso in nonparametric regression
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Lie Wang
(ReDIF-paper, ifs:cemmap:62/13) - An exact and robust conformal inference method for counterfactual and synthetic controls
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
by Victor Chernozhukov & Kaspar Wüthrich & Yu Zhu
(ReDIF-paper, ifs:cemmap:62/17) - Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Whitney K. Newey
(ReDIF-paper, ifs:cemmap:63/17) - Counterfactual analysis in R: a vignette
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
by Mingli Chen & Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly
(ReDIF-paper, ifs:cemmap:64/17) - Testing Many Moment Inequalities
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, ifs:cemmap:65/13) - Extremal quantile regression: an overview
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
by Victor Chernozhukov & Ivan Fernandez-Val & Tetsuya Kaji
(ReDIF-paper, ifs:cemmap:65/17) - Nonparametric identification in panels using quantiles
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey
(ReDIF-paper, ifs:cemmap:66/13) - Honest confidence regions for a regression parameter in logistic regression with a large number of controls
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Ying Wei
(ReDIF-paper, ifs:cemmap:67/13) - Posterior inference in curved exponential families under increasing dimensions
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov
(ReDIF-paper, ifs:cemmap:68/13) - Distribution regression with sample selection, with an application to wage decompositions in the UK
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
by Victor Chernozhukov & Ivan Fernandez-Val & Siyi Luo
(ReDIF-paper, ifs:cemmap:68/18) - Anti-concentration and honest, adaptive confidence bands
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, ifs:cemmap:69/13) - Robust inference in high-dimensional approximately sparse quantile regression models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato
(ReDIF-paper, ifs:cemmap:70/13) - Network and panel quantile effects via distribution regression
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
by Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner
(ReDIF-paper, ifs:cemmap:70/18) - Comparison and anti-concentration bounds for maxima of Gaussian random vectors
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, ifs:cemmap:71/13) - On the asymptotic theory for least squares series: pointwise and uniform results
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, ifs:cemmap:73/13) - Uniform post selection inference for LAD regression and other z-estimation problems
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato
(ReDIF-paper, ifs:cemmap:74/13) - The sorted effects method: discovering heterogeneous effects beyond their averages
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
by Victor Chernozhukov & Ivan Fernandez-Val & Ye Luo
(ReDIF-paper, ifs:cemmap:74/15) - Gaussian approximation of suprema of empirical processes
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, ifs:cemmap:75/13) - Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato
(ReDIF-paper, ifs:cemmap:76/13) - Program evaluation with high-dimensional data
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
by Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen
(ReDIF-paper, ifs:cemmap:77/13) - The association of opening K–12 schools with the spread of COVID-19 in the United States: County-level panel data analysis
Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences (2021)
by Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf
(ReDIF-article, nas:journl:v:118:y:2021:p:e2103420118) - Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
NBER Working Papers, National Bureau of Economic Research, Inc (2004)
by Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val
(ReDIF-paper, nbr:nberwo:10428) - Learning and Disagreement in an Uncertain World
NBER Working Papers, National Bureau of Economic Research, Inc (2006)
by Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz
(ReDIF-paper, nbr:nberwo:12648) - Quantile Regression with Censoring and Endogeneity
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by Victor Chernozhukov & Iván Fernández-Val & Amanda E. Kowalski
(ReDIF-paper, nbr:nberwo:16997) - Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game
NBER Working Papers, National Bureau of Economic Research, Inc (2015)
by Patrick Bajari & Victor Chernozhukov & Han Hong & Denis Nekipelov
(ReDIF-paper, nbr:nberwo:21125) - Double/Debiased Machine Learning for Treatment and Structural Parameters
NBER Working Papers, National Bureau of Economic Research, Inc (2017)
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins
(ReDIF-paper, nbr:nberwo:23564) - Censored Quantile Instrumental Variable Estimation with Stata
NBER Working Papers, National Bureau of Economic Research, Inc (2018)
by Victor Chernozhukov & Iván Fernández-Val & Sukjin Han & Amanda Kowalski
(ReDIF-paper, nbr:nberwo:24232) - The Impact of Big Data on Firm Performance: An Empirical Investigation
NBER Working Papers, National Bureau of Economic Research, Inc (2018)
by Patrick Bajari & Victor Chernozhukov & Ali Hortaçsu & Junichi Suzuki
(ReDIF-paper, nbr:nberwo:24334) - Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India
NBER Working Papers, National Bureau of Economic Research, Inc (2018)
by Victor Chernozhukov & Mert Demirer & Esther Duflo & Iván Fernández-Val
(ReDIF-paper, nbr:nberwo:24678) - Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap
NBER Working Papers, National Bureau of Economic Research, Inc (2019)
by Arun G. Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf
(ReDIF-paper, nbr:nberwo:25593) - Demand Analysis with Many Prices
NBER Working Papers, National Bureau of Economic Research, Inc (2019)
by Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey
(ReDIF-paper, nbr:nberwo:26424) - Optimal Targeted Lockdowns in a Multi-Group SIR Model
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Daron Acemoglu & Victor Chernozhukov & Iván Werning & Michael D. Whinston
(ReDIF-paper, nbr:nberwo:27102) - Long Story Short: Omitted Variable Bias in Causal Machine Learning
NBER Working Papers, National Bureau of Economic Research, Inc (2022)
by Victor Chernozhukov & Carlos Cinelli & Whitney Newey & Amit Sharma & Vasilis Syrgkanis
(ReDIF-paper, nbr:nberwo:30302) - Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data
NBER Working Papers, National Bureau of Economic Research, Inc (2025)
by Victor Chernozhukov & Ben Deaner & Ying Gao & Jerry A. Hausman & Whitney Newey
(ReDIF-paper, nbr:nberwo:33325) - Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
Biometrika, Biometrika Trust (2015)
by A. Belloni & V. Chernozhukov & K. Kato
(ReDIF-article, oup:biomet:v:102:y:2015:i:1:p:77-94.) - A simple and general debiased machine learning theorem with finite-sample guarantees
Biometrika, Biometrika Trust (2023)
by V Chernozhukov & W K Newey & R Singh
(ReDIF-article, oup:biomet:v:110:y:2023:i:1:p:257-264.) - Uniform inference in high-dimensional Gaussian graphical models
Biometrika, Biometrika Trust (2023)
by S Klaassen & J Kueck & M Spindler & V Chernozhukov
(ReDIF-article, oup:biomet:v:110:y:2023:i:1:p:51-68.) - Improving point and interval estimators of monotone functions by rearrangement
Biometrika, Biometrika Trust (2009)
by V. Chernozhukov & I. Fernández-Val & A. Galichon
(ReDIF-article, oup:biomet:v:96:y:2009:i:3:p:559-575) - Square-root lasso: pivotal recovery of sparse signals via conic programming
Biometrika, Biometrika Trust (2011)
by A. Belloni & V. Chernozhukov & L. Wang
(ReDIF-article, oup:biomet:v:98:y:2011:i:4:p:791-806) - The Econometrics Journal (RePEc:repec:oup:emjrnl)
from Royal Economic Society as editor - Debiased machine learning of conditional average treatment effects and other causal functions
The Econometrics Journal, Royal Economic Society (2021)
by Vira Semenova & Victor Chernozhukov
(ReDIF-article, oup:emjrnl:v:24:y:2021:i:2:p:264-289.) - Debiased machine learning of global and local parameters using regularized Riesz representers
[Semiparametric instrumental variable estimation of treatment response models]
The Econometrics Journal, Royal Economic Society (2022)
by Victor Chernozhukov & Whitney K Newey & Rahul Singh
(ReDIF-article, oup:emjrnl:v:25:y:2022:i:3:p:576-601.) - Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
The Review of Economic Studies, Review of Economic Studies Ltd (2011)
by Victor Chernozhukov & Iván Fernández-Val
(ReDIF-article, oup:restud:v:78:y:2011:i:2:p:559-589) - Inference on Treatment Effects after Selection among High-Dimensional Controlsâ€
The Review of Economic Studies, Review of Economic Studies Ltd (2014)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen
(ReDIF-article, oup:restud:v:81:y:2014:i:2:p:608-650) - Inference on Causal and Structural Parameters using Many Moment Inequalities
The Review of Economic Studies, Review of Economic Studies Ltd (2019)
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Aureo de Paula
(ReDIF-article, oup:restud:v:86:y:2019:i:5:p:1867-1900.) - Unknown item RePEc:spo:wpmain:info:hdl:2441/3qnaslliat80pbqa8t90240unj (paper)
- Unknown item RePEc:spo:wpmain:info:hdl:2441/4c5431jp6o888pdrcs0fuirl40 (paper)
- Unknown item RePEc:spo:wpmain:info:hdl:2441/4kovgv3hs883bok2tvdkibejb6 (paper)
- Unknown item RePEc:spo:wpmain:info:hdl:2441/5rkqqmvrn4tl22s9mc4b6ga2g (paper)
- Unknown item RePEc:spo:wpmain:info:hdl:2441/64itsev5509q8aa5mrbhi0g0b6 (paper)
- Unknown item RePEc:spo:wpmain:info:hdl:2441/6rign1j2jd9c69im80po26g4nt (paper)
- Conditional value-at-risk: Aspects of modeling and estimation
Empirical Economics, Springer (2001)
by Len Umantsev & Victor Chernozhukov
(ReDIF-article, spr:empeco:v:26:y:2001:i:1:p:271-292) - Fast algorithms for the quantile regression process
Empirical Economics, Springer (2022)
by Victor Chernozhukov & Iván Fernández-Val & Blaise Melly
(ReDIF-article, spr:empeco:v:62:y:2022:i:1:d:10.1007_s00181-020-01898-0) - Vector quantile regression and optimal transport, from theory to numerics
Empirical Economics, Springer (2022)
by Guillaume Carlier & Victor Chernozhukov & Gwendoline De Bie & Alfred Galichon
(ReDIF-article, spr:empeco:v:62:y:2022:i:1:d:10.1007_s00181-020-01919-y) - Correction to: Vector quantile regression and optimal transport, from theory to numerics
Empirical Economics, Springer (2022)
by Guillaume Carlier & Victor Chernozhukov & Gwendoline Bie & Alfred Galichon
(ReDIF-article, spr:empeco:v:62:y:2022:i:1:d:10.1007_s00181-020-01933-0) - Introduction
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET) (2010)
by Victor Chernozhukov & Pierre-André Chiappori & Marc Henry
(ReDIF-article, spr:joecth:v:42:y:2010:i:2:p:271-273) - Rearranging Edgeworth–Cornish–Fisher expansions
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET) (2010)
by Victor Chernozhukov & Iván Fernández-Val & Alfred Galichon
(ReDIF-article, spr:joecth:v:42:y:2010:i:2:p:419-435) - Comment
Journal of the American Statistical Association, Taylor & Francis Journals (2015)
by Alexandre Belloni & Victor Chernozhukov
(ReDIF-article, taf:jnlasa:v:110:y:2015:i:512:p:1449-1451) - Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
Journal of the American Statistical Association, Taylor & Francis Journals (2019)
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato
(ReDIF-article, taf:jnlasa:v:114:y:2019:i:526:p:749-758) - Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
Journal of the American Statistical Association, Taylor & Francis Journals (2020)
by Victor Chernozhukov & Iván Fernández-Val & Blaise Melly & Kaspar Wüthrich
(ReDIF-article, taf:jnlasa:v:115:y:2020:i:529:p:123-137) - An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
Journal of the American Statistical Association, Taylor & Francis Journals (2021)
by Victor Chernozhukov & Kaspar Wüthrich & Yinchu Zhu
(ReDIF-article, taf:jnlasa:v:116:y:2021:i:536:p:1849-1864) - Inference in High-Dimensional Panel Models With an Application to Gun Control
Journal of Business & Economic Statistics, Taylor & Francis Journals (2016)
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur
(ReDIF-article, taf:jnlbes:v:34:y:2016:i:4:p:590-605) - Post-Selection Inference for Generalized Linear Models With Many Controls
Journal of Business & Economic Statistics, Taylor & Francis Journals (2016)
by Alexandre Belloni & Victor Chernozhukov & Ying Wei
(ReDIF-article, taf:jnlbes:v:34:y:2016:i:4:p:606-619) - Fragility of asymptotic agreement under Bayesian learning
Theoretical Economics, Econometric Society (2016)
by , & , & ,
(ReDIF-article, the:publsh:436) - The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis
The Review of Economics and Statistics, MIT Press (2004)
by Victor Chernozhukov & Christian Hansen
(ReDIF-article, tpr:restat:v:86:y:2004:i:3:p:735-751) - Implementing intersection bounds in Stata
Stata Journal, StataCorp LP (2015)
by Victor Chernozhukov & Wooyoung Kim & Sokbae Lee & Adam M. Rosen
(ReDIF-article, tsj:stataj:v:15:y:2015:i:1:p:21-44) - Censored quantile instrumental-variable estimation with Stata
Stata Journal, StataCorp LP (2019)
by Victor Chernozhukov & Ivan Fernández-Val & Sukjin Han & Amanda Kowalski
(ReDIF-article, tsj:stataj:v:19:y:2019:i:4:p:768-781) - Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft (2016)
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar W thrich
(ReDIF-paper, ube:dpvwib:dp1607) - Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations
Journal of Political Economy, University of Chicago Press (2021)
by Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass
(ReDIF-article, ucp:jpolec:doi:10.1086/712447) - Local Identification of Nonparametric and Semiparametric Models
Econometrica, Econometric Society (2014)
by Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey
(ReDIF-article, wly:emetrp:v:82:y:2014:i:2:p:785-809) - Program Evaluation and Causal Inference With High‐Dimensional Data
Econometrica, Econometric Society (2017)
by A. Belloni & V. Chernozhukov & I. Fernández‐Val & C. Hansen
(ReDIF-article, wly:emetrp:v:85:y:2017:i::p:233-298) - The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
Econometrica, Econometric Society (2018)
by Victor Chernozhukov & Iván Fernández‐Val & Ye Luo
(ReDIF-article, wly:emetrp:v:86:y:2018:i:6:p:1911-1938) - Automatic Debiased Machine Learning of Causal and Structural Effects
Econometrica, Econometric Society (2022)
by Victor Chernozhukov & Whitney K. Newey & Rahul Singh
(ReDIF-article, wly:emetrp:v:90:y:2022:i:3:p:967-1027) - Locally Robust Semiparametric Estimation
Econometrica, Econometric Society (2022)
by Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins
(ReDIF-article, wly:emetrp:v:90:y:2022:i:4:p:1501-1535) - Constrained Conditional Moment Restriction Models
Econometrica, Econometric Society (2023)
by Victor Chernozhukov & Whitney K. Newey & Andres Santos
(ReDIF-article, wly:emetrp:v:91:y:2023:i:2:p:709-736) - Econometrics Journal (RePEc:repec:wly:emjrnl)
from Royal Economic Society as editor - Posterior inference in curved exponential families under increasing dimensions
Econometrics Journal, Royal Economic Society (2014)
by Alexandre Belloni & Victor Chernozhukov
(ReDIF-article, wly:emjrnl:v:17:y:2014:i:2:p:s75-s100) - Double/debiased machine learning for treatment and structural parameters
Econometrics Journal, Royal Economic Society (2018)
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins
(ReDIF-article, wly:emjrnl:v:21:y:2018:i:1:p:c1-c68) - Semiparametric estimation of structural functions in nonseparable triangular models
Quantitative Economics, Econometric Society (2020)
by Victor Chernozhukov & Iván Fernández‐Val & Whitney Newey & Sami Stouli & Francis Vella
(ReDIF-article, wly:quante:v:11:y:2020:i:2:p:503-533) - Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence
Quantitative Economics, Econometric Society (2023)
by Vira Semenova & Matt Goldman & Victor Chernozhukov & Matt Taddy
(ReDIF-article, wly:quante:v:14:y:2023:i:2:p:471-510) - Inference on sets in finance
Quantitative Economics, Econometric Society (2015)
by Victor Chernozhukov & Emre Kocatulum & Konrad Menzel
(ReDIF-article, wly:quante:v:6:y:2015:i:2:p:309-358) - Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management
The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2016)
by Belloni, Alexandre. & Chen, Mingli & Chernozhukov, Victor
(ReDIF-paper, wrk:warwec:1125) - Insights from optimal pandemic shielding in a multi-group SEIR framework
hche Research Papers, University of Hamburg, Hamburg Center for Health Economics (hche) (2020)
by Bach, Philipp & Chernozhukov, Victor & Spindler, Martin
(ReDIF-paper, zbw:hcherp:202023) - LASSO-Driven Inference in Time and Space
IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" (2018)
by Chernozhukov, Victor & Härdle, Wolfgang Karl & Huang, Chen & Wang, Weining
(ReDIF-paper, zbw:irtgdp:2018021)