Victor Chernozhukov
Names
first:  Victor 
last:  Chernozhukov 
Affiliations

Massachusetts Institute of Technology (MIT)
→ Economics Department (weight: 75%)
 website
 location: Cambridge, Massachusetts (United States)

New Economic School (NES) (weight: 25%)
 website
 location: Moscow, Russia
Research profile
author of:

ThreeStep Censored Quantile Regression and Extramarital Affairs
by Hong H. & Chernozhukov V. 
Learning and Disagreement in an Uncertain World
by Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz 
Learning and Disagreement in an Uncertain World
by Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz 
Introduction
by Victor Chernozhukov & PierreAndré Chiappori & Marc Henry 
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
by Joshua Angrist & Victor Chernozhukov & Iván FernándezVal 
On the computational complexity of MCMCbased estimators in large samples
by Alexandre Belloni & Victor Chernozhukov 
Parameter Set Inference in a Class of Econometric Models
by E. Tamer & V. Chernozhukov & H. Hong 
Intersection Bounds: estimation and inference
by Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen 
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
by Victor Chernozhukov & Han Hong 
L1Penalized quantile regression in highdimensional sparse models
by Alexandre Belloni & Victor Chernozhukov 
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects
by Victor Chernozhukov & Patrick Gagliardini & Olivier Scaillet 
IMPROVING ESTIMATES OF MONOTONE FUNCTIONS BY REARRANGEMENT
by Victor Chernozhukov & Ivan FernandezVal & Alfred Galichon 
Quantile and Average Effects in Nonseparable Panel Models
by V. Chernozhukov & Ivan FernandezVal 
Instrumental variable estimation of nonseparable models
by Chernozhukov, Victor & Imbens, Guido W. & Newey, Whitney K. 
Instrumental variable quantile regression: A robust inference approach
by Chernozhukov, Victor & Hansen, Christian 
Inference approaches for instrumental variable quantile regression
by Chernozhukov, Victor & Hansen, Christian & Jansson, Michael 
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
by Chernozhukov, Victor & Hansen, Christian & Jansson, Michael 
INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS
by VICTOR CHERNOZHUKOV & IVAN FERNANDEZVAL & BLAISE MELLY 
Inference on counterfactual distributions
by Victor Chernozhukov & Ivan FernandezVal & Blaise Melly 
Quantile and average effects in nonseparable panel models
by Victor Chernozhukov & Ivan FernandezVal & Whitney K. Newey 
Quantile Regression under Misspecification
by I. FernandezVal & J. Angrist & V. Chernozhukov 
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
by Joshua Angrist & Victor Chernozhukov & Ivan FernandezVal 
Quantile and probability curves without crossing
by Victor Chernozhukov & Ivan FernandezVal & Alfred Galichon 
Instrumental quantile regression inference for structural and treatment effect models
by Chernozhukov, Victor & Hansen, Christian 
Identification and estimation of marginal effects in nonlinear panel models
by Victor Chernozhukov & Ivan FernandezVal & Jinyong Hahn & Whitney K. Newey 
The reduced form: A simple approach to inference with weak instruments
by Chernozhukov, Victor & Hansen, Christian 
Improving point and interval estimators of monotone functions by rearrangement
by V. Chernozhukov & I. FernándezVal & A. Galichon 
Improving estimates of monotone functions by rearrangement
by Victor Chernozhukov & Ivan FernandezVal & Alfred Galichon 
Rearranging Edgeworth–Cornish–Fisher expansions
by Victor Chernozhukov & Iván FernándezVal & Alfred Galichon 
Rearranging EdgeworthCornishFisher expansions
by Victor Chernozhukov & Ivan FernandezVal & Alfred Galichon 
Improving point and interval estimates of monotone functions by rearrangement
by Victor Chernozhukov & Ivan FernandezVal & Alfred Galichon 
An MCMC approach to classical estimation
by Chernozhukov, Victor & Hong, Han 
Identification and estimation of marginal effects in nonlinear panel models
by Victor Chernozhukov & Ivan FernandezVal & Jinyong Hahn & Whitney K. Newey 
An IV Model of Quantile Treatment Effects
by Victor Chernozhukov & Christian Hansen 
Identification and Estimation of Marginal Effects in Nonlinear Panel Models
by Victor Chernozhukov & Ivan FernandezVal & Jinyong Hahn & Whitney Newey 
Set identification with Tobin regressors
by Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker 
Estimation and Confidence Regions for Parameter Sets in Econometric Models
by Victor Chernozhukov & Han Hong & Elie Tamer 
FiniteSample Inference Methods for Quantile Regression Models
by Christian Hansen & Victor Chernozhukov 
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis
by Victor Chernozhukov & Christian Hansen 
Censored Quantile Instrumental Variable Estimation via Control Functions
by Victor Chernozhukov & Ivan FernandezVal & Amanda E. Kowalski 
Finite sample inference for quantile regression models
by Chernozhukov, Victor & Hansen, Christian & Jansson, Michael 
QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING
by Victor Chernozhukov & Ivan FernandezVal & Alfred Galichon 
Conditional valueatrisk: Aspects of modeling and estimation
by Len Umantsev & Victor Chernozhukov 
Quantile Regression with Censoring and Endogeneity
by Victor Chernozhukov & Ivan FernandezVal & Amanda Kowalski 
Local Identification of Nonparametric and Semiparametric Models
by Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey 
Sparse models and methods for optimal instruments with an application to eminent domain
by Alexandre Belloni & D. Chen & Victor Chernozhukov & Christian Hansen 
Quantile regression with censoring and endogeneity
by Victor Chernozhukov & Ivan FernandezVal & Amanda Kowalski 
Quantile and Probability Curves Without Crossing
by Victor Chernozhukov & Iv·n Fern·ndezVal & Alfred Galichon 
Local identification of nonparametric and semiparametric models
by Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey 
Conditional quantile processes based on series or many regressors
by Alexandre Belloni & Victor Chernozhukov & Ivan FernandezVal 
Quantile Regression with Censoring and Endogeneity
by Victor Chernozhukov & Iván FernándezVal & Amanda E. Kowalski 
Postl1penalized estimators in highdimensional linear regression models
by Alexandre Belloni & Victor Chernozhukov 
Intersection bounds: estimation and inference
by Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen 
Set identification and sensitivity analysis with Tobin regressors
by Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker 
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
by Victor Chernozhukov & Iván FernándezVal 
Estimation of treatment effects with highdimensional controls
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen 
Squareroot lasso: pivotal recovery of sparse signals via conic programming
by A. Belloni & V. Chernozhukov & L. Wang 
Inference for highdimensional sparse econometric models
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen 
Inference for extremal conditional quantile models, with an application to market and birthweight risks
by Victor Chernozhukov & Ivan FernandezVal 
Inference on counterfactual distributions
by Victor Chernozhukov & Ivan FernandezVal & Blaise Melly 
Inference on sets in finance
by Victor Chernozhukov & Emre Kocatulum & Konrad Menzel 
Inference on treatment effects after selection amongst highdimensional controls
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen 
CQIV: Stata module to perform censored quantile instrumental variables regression
by Victor Chernozhukov & Ivan FernandezVal & Sukjin Han & Amanda Kowalski 
Inference on Sets in Finance
by Victor Chernozhukov & Emre Kocatulum & Konrad Menzel 
Intersection bounds: estimation and inference
by Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen 
Gaussian approximation of suprema of empirical processes
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
by A. Belloni & D. Chen & V. Chernozhukov & C. Hansen 
Inference on sets in finance
by Victor Chernozhukov & Emre Kocatulum & Konrad Menzel 
Inference for best linear approximations to set identified functions
by Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf 
Central limit theorems and multiplier bootstrap when p is much larger than n
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
Local Identification of Nonparametric and Semiparametric Models
by Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey 
Local identification of nonparametric and semiparametric models
by Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey 
Inference on counterfactual distributions
by Victor Chernozhukov & Ivan FernandezVal & Blaise Melly 
Inference on treatment effects after selection amongst highdimensional controls
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen 
Uniform post selection inference for LAD regression models
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato 
Quantile models with endogeneity
by Victor Chernozhukov & Christian Hansen 
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
by Victor Chernozhukov & Ivan FernandezVal 
CLRBOUND: Stata module to perform estimation and inference on intersection bounds
by Victor Chernozhukov & Wooyoung Kim & Sokbae Lee & Adam M. Rosen 
Quantile and Probability Curves without Crossing
by Victor Chernozhukov & Ivan FernandezVal & Alfred Galichon 
Average and Quantile Effects in Nonseparable Panel Models
by Victor Chernozhukov & Iván Fernández‐Val & Jinyong Hahn & Whitney Newey 
Quantile Models with Endogeneity
by V. Chernozhukov & C. Hansen 
Implementing intersection bounds in Stata
by Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen 
Intersection Bounds: Estimation and Inference
by Victor Chernozhukov & Sokbae Lee & Adam M. Rosen 
Program evaluation with highdimensional data
by Victor Chernozhukov & Ivan FernandezVal & Christian Hansen 
Inference on Counterfactual Distributions
by Victor Chernozhukov & Iván Fernández‐Val & Blaise Melly 
Gaussian approximation of suprema of empirical processes
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
Gaussian approximations and multiplier bootstrap for maxima of sums of highdimensional random vectors
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
Nonparametric identification in panels using quantiles
by Victor Chernozhukov & Ivan FernandezVal & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey 
Robust inference in highdimensional approximately sparse quantile regression models
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato 
Anticoncentration and honest, adaptive confidence bands
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
HighDimensional Methods and Inference on Structural and Treatment Effects
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen 
Posterior inference in curved exponential families under increasing dimensions
by Alexandre Belloni & Victor Chernozhukov 
On the asymptotic theory for least squares series: pointwise and uniform results
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
Testing Many Moment Inequalities
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
Program evaluation with highdimensional data
by Alexandre Belloni & Victor Chernozhukov & Ivan FernandezVal & Christian Hansen 
Pivotal estimation via squareroot lasso in nonparametric regression
by Alexandre Belloni & Victor Chernozhukov & Lie Wang 
Honest confidence regions for a regression parameter in logistic regression with a large number of controls
by Alexandre Belloni & Victor Chernozhukov & Ying Wei 
Uniform post selection inference for LAD regression and other zestimation problems
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato 
Comparison and anticoncentration bounds for maxima of Gaussian random vectors
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
Local Identification of Nonparametric and Semiparametric Models
by Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey 
Implementing intersection bounds in Stata
by Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen 
MongeKantorovich Depth, Quantiles, Ranks and Signs
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry 
Fragility of asymptotic agreement under Bayesian learning
by Acemoglu, Daron & Chernozhukov, Victor & Yildiz, Muhamet 
Posterior inference in curved exponential families under increasing dimensions
by Alexandre Belloni & Victor Chernozhukov 
Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game
by Patrick Bajari & Victor Chernozhukov & Han Hong & Denis Nekipelov 
Implementing intersection bounds in Stata
by Victor Chernozhukov & Wooyoung Kim & Sokbae Lee & Adam M. Rosen 
Quantile regression with censoring and endogeneity
by Chernozhukov, Victor & FernándezVal, Iván & Kowalski, Amanda E. 
Inference on Treatment Effects after Selection among HighDimensional Controlsâ€
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen 
Some new asymptotic theory for least squares series: Pointwise and uniform results
by Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo 
Vector Quantile Regression
by Guillaume Carlier & Victor Chernozhukov & Alfred Galichon 
MongeKantorovich depth, quantiles, ranks and signs
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry 
Program evaluation with highdimensional data
by Alexandre Belloni & Victor Chernozhukov & Ivan FernandezVal & Christian Hansen 
Nonparametric identification in panels using quantiles
by Victor Chernozhukov & Ivan FernandezVal & Stefan Hoderlein & Whitney K. Newey 
A lava attack on the recovery of sums of dense and sparse signals
by Victor Chernozhukov & Christian Hansen & Yuan Liao 
Valid postselection inference in highdimensional approximately sparse quantile regression models
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato 
Single Market Nonparametric Identification of MultiAttribute Hedonic Equilibrium Models
by Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan, Department Of Mathematics Pass 
Testing many moment inequalities
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
Uniform post selection inference for LAD regression and other Zestimation problems
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato 
PostSelection and PostRegularization Inference in Linear Models with Many Controls and Instruments
by Victor Chernozhukov & Christian Hansen & Martin Spindler 
Uniform postselection inference for least absolute deviation regression and other Zestimation problems
by A. Belloni & V. Chernozhukov & K. Kato 
Vector quantile regression
by Guillaume Carlier & Victor Chernozhukov & Alfred Galichon 
Postselection and postregularization inference in linear models with many controls and instruments
by Victor Chernozhukov & Christian Hansen & Martin Spindler 
Inference in high dimensional panel models with an application to gun control
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur 
Central limit theorems and bootstrap in high dimensions
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
High dimensional methods and inference on structural and treatment effects
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen 
MongeKantorovich Depth, Quantiles, Ranks, and Signs
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry 
Inference on sets in finance
by Victor Chernozhukov & Emre Kocatulum & Konrad Menzel 
Quantile and Probability Curves without Crossing
by Victor Chernozhukov & Ivan FernandezVal & Alfred Galichon 
MongeKantorovich depth, quantiles, ranks and signs
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry 
Single Market Nonparametric Identification of MultiAttribute Hedonic Equilibrium Models
by Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass 
Valid PostSelection and PostRegularization Inference: An Elementary, General Approach
by Victor Chernozhukov & Christian Hansen & Martin Spindler 
Vector Quantile Regression
by Guillaume Carlier & Victor Chernozhukov & Alfred Galichon 
Nonparametric identification in panels using quantiles
by Chernozhukov, Victor & FernándezVal, Iván & Hoderlein, Stefan & Holzmann, Hajo & Newey, Whitney 
A lava attack on the recovery of sums of dense and sparse signals
by Victor Chernozhukov & Christian Hansen & Yuan Liao 
Vector quantile regression: an optimal transport approach
by Guillaume Carlier & Victor Chernozhukov & Alfred Galichon 
Vector Quantile Regression: An Optimal Transport Approach
by Guillaume Carlier & Victor Chernozhukov & Alfred Galichon 
Program evaluation with highdimensional data
by Alexandre Belloni & Victor Chernozhukov & Ivan FernandezVal & Christian Hansen 
Constrained conditional moment restriction models
by Victor Chernozhukov & Whitney K. Newey & Andres Santos 
Program evaluation and causal inference with highdimensional data
by Alexandre Belloni & Victor Chernozhukov & Ivan FernandezVal & Christian Hansen 
Locally robust semiparametric estimation
by Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey 
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management
by Belloni, Alexandre. & Chen, Mingli & Chernozhukov, Victor 
The sorted effects method: discovering heterogeneous effects beyond their averages
by Victor Chernozhukov & Ivan FernandezVal & Ye Luo 
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
by Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo 
hdm: HighDimensional Metrics
by Victor Chernozhukov & Christian Hansen & Martin Spindler 
Comment
by Alexandre Belloni & Victor Chernozhukov 
Double machine learning for treatment and causal parameters
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey 
Generic inference on quantile and quantile effect functions for discrete outcomes
by Victor Chernozhukov & Ivan FernandezVal & Blaise Melly & Kaspar Wüthrich 
Anticoncentration and honest, adaptive confidence bands
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
Conditional quantile processes based on series or many regressors
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan FernandezVal 
Comparison and anticoncentration bounds for maxima of Gaussian random vectors
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
Gaussian approximation of suprema of empirical processes
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
Testing many moment inequalities
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
Valid postselection and postregularization inference: An elementary, general approach
by Victor Chernozhukov & Christian Hansen & Martin Spindler 
Central limit theorems and bootstrap in high dimensions
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
Double/Debiased Machine Learning for Treatment and Structural Parameters
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins 
Identification of hedonic equilibrium and nonseparable simultaneous equations
by Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass 
Quantile Models with Endogeneity
by Victor Chernozhukov & Christian Hansen 
Program Evaluation and Causal Inference with HighDimensional Data
by Alexandre Belloni & Victor Chernozhukov & Ivan Fern\'andezVal & Christian Hansen 
PostSelection and PostRegularization Inference in Linear Models with Many Controls and Instruments
by Victor Chernozhukov & Christian Hansen & Martin Spindler 
Posterior Inference in Curved Exponential Families under Increasing Dimensions
by Alexandre Belloni & Victor Chernozhukov 
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain
by Alexandre Belloni & Daniel Chen & Victor Chernozhukov & Christian Hansen 
PostSelection Inference for Generalized Linear Models with Many Controls
by Alexandre Belloni & Victor Chernozhukov & Ying Wei 
Nonseparable Multinomial Choice Models in CrossSection and Panel Data
by Victor Chernozhukov & Iv\'an Fern\'andezVal & Whitney Newey 
Quantile and Probability Curves Without Crossing
by Victor Chernozhukov & Ivan FernandezVal & Alfred Galichon 
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk
by Alexandre Belloni & Mingli Chen & Victor Chernozhukov 
Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
MongeKantorovich Depth, Quantiles, Ranks, and Signs
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry 
High Dimensional Sparse Econometric Models: An Introduction
by Alexandre Belloni & Victor Chernozhukov 
A lava attack on the recovery of sums of dense and sparse signals
by Victor Chernozhukov & Christian Hansen & Yuan Liao 
Uniform Post Selection Inference for LAD Regression and Other Zestimation problems
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato 
Locally Robust Semiparametric Estimation
by Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins 
Inference on Treatment Effects After Selection Amongst HighDimensional Controls
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen 
Inference for HighDimensional Sparse Econometric Models
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen 
Valid PostSelection and PostRegularization Inference: An Elementary, General Approach
by Victor Chernozhukov & Christian Hansen & Martin Spindler 
LASSO Methods for Gaussian Instrumental Variables Models
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen 
L1Penalized Quantile Regression in HighDimensional Sparse Models
by Alexandre Belloni & Victor Chernozhukov 
Inference in High Dimensional Panel Models with an Application to Gun Control
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur 
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst HighDimensional Controls"
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen 
Gaussian approximations and multiplier bootstrap for maxima of sums of highdimensional random vectors
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
Valid PostSelection Inference in HighDimensional Approximately Sparse Quantile Regression Models
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato 
Double/Debiased/Neyman Machine Learning of Treatment Effects
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey 
Extremal quantile regression
by Victor Chernozhukov 
HighDimensional Metrics in R
by Victor Chernozhukov & Chris Hansen & Martin Spindler 
Double/Debiased Machine Learning for Treatment and Causal Parameters
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins 
Conditional Quantile Processes based on Series or Many Regressors
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Iv\'an Fern\'andezVal 
hdm: HighDimensional Metrics
by Victor Chernozhukov & Chris Hansen & Martin Spindler 
Extremal Quantile Regression: An Overview
by Victor Chernozhukov & Iv\'an Fern\'andezVal & Tetsuya Kaji 
quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression
by Michael Lipsitz & Alexandre Belloni & Victor Chernozhukov & Iv\'an Fern\'andezVal 
Simultaneous Confidence Intervals for Highdimensional Linear Models with Many Endogenous Variables
by Alexandre Belloni & Christian Hansen & Whitney Newey 
Counterfactual: An R Package for Counterfactual Analysis
by Mingli Chen & Victor Chernozhukov & Iv\'an Fern\'andezVal & Blaise Melly 
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
by Victor Chernozhukov & Iv\'an Fern\'andezVal & Whitney Newey & Sami Stouli & Francis Vella 
Quantile graphical models: prediction and conditional independence with applications to systemic risk
by Alexandre Belloni & Mingli Chen & Victor Chernozhukov 
Rearranging EdgeworthCornishFisher Expansions
by Victor Chernozhukov & Ivan FernandezVal & Alfred Galichon 
Program Evaluation and Causal Inference With High‐Dimensional Data
by A. Belloni & V. Chernozhukov & I. Fernández‐Val & C. Hansen 
Semiparametric estimation of structural functions in nonseparable triangular models
by Victor Chernozhukov & Ivan FernandezVal & Whitney K. Newey & Sami Stouli & Francis Vella 
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
by Victor Chernozhukov & Iván FernándezVal & Whitney Newey & Sami Stouli & Francis Vella 
Quantreg.nonpar: an R package for performing nonparametric series quantile regression
by Michael Lipsitz & Alexandre Belloni & Victor Chernozhukov & Ivan FernandezVal 
Confidence bands for coefficients in high dimensional linear models with errorinvariables
by Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul 
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
by Victor Chernozhukov & Ivan FernandezVal & Ye Luo 
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
by Victor Chernozhukov & Iv\'an Fern\'andezVal & Blaise Melly & Kaspar W.\"uthrich 
Double/debiased machine learning for treatment and structural parameters
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey & James Robins 
Nonseparable multinomial choice models in crosssection and panel data
by Victor Chernozhukov & Ivan FernandezVal & Whitney K. Newey 
Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments
by Victor Chernozhukov & Mert Demirer & Esther Duflo & Iv\'an Fern\'andezVal 
Generic inference on quantile and quantile effect functions for discrete outcomes
by Victor Chernozhukov & Ivan FernandezVal & Blaise Melly & Kaspar Wüthrich 
Vector quantile regression beyond the specified case
by Carlier, Guillaume & Chernozhukov, Victor & Galichon, Alfred 
Improving Estimates of Monotone Functions by Rearrangement
by Victor Chernozhukov & Ivan FernandezVal & Alfred Galichon 
Inference on Counterfactual Distributions
by Victor Chernozhukov & Ivan FernandezVal & Blaise Melly 
Pivotal Estimation Via SelfNormalization for HighDimensional Linear Models with Errors in Variables
by Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul & Mathieu Rosenbaum & Alexandre B. Tsybakov 
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
by Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu 
Censored Quantile Instrumental Variable Estimation with Stata
by Victor Chernozhukov & Iván FernándezVal & Sukjin Han & Amanda Kowalski 
Censored Quantile Instrumental Variable Estimation with Stata
by Victor Chernozhukov & Iv\'an Fern\'andezVal & Sukjin Han & Amanda Kowalski 
Inference in HighDimensional Panel Models With an Application to Gun Control
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur 
Nonparametric Identification in Panels using Quantiles
by Victor Chernozhukov & Ivan FernandezVal & Stefan Hoderlein & Hajo Holzmann & Whitney Newey 
Quantile Regression with Censoring and Endogeneity
by Victor Chernozhukov & Ivan FernandezVal & Amanda Kowalski 
PostSelection Inference for Generalized Linear Models With Many Controls
by Alexandre Belloni & Victor Chernozhukov & Ying Wei 
Average and Quantile Effects in Nonseparable Panel Models
by Victor Chernozhukov & Ivan FernandezVal & Jinyong Hahn & Whitney Newey 
Improving Point and Interval Estimates of Monotone Functions by Rearrangement
by Victor Chernozhukov & Ivan FernandezVal & Alfred Galichon 
The Impact of Big Data on Firm Performance: An Empirical Investigation
by Patrick Bajari & Victor Chernozhukov & Ali Hortaçsu & Junichi Suzuki 
Network and Panel Quantile Effects Via Distribution Regression
by Victor Chernozhukov & Iv\'an Fern\'andezVal & Martin Weidner 
DeBiased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers
by Victor Chernozhukov & Whitney Newey & Rahul Singh 
Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments
by Victor Chernozhukov & Mert Demirer & Esther Duflo & Iván FernándezVal 
Simultaneous confidence intervals for highdimensional linear models with many endogenous variables
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Whitney K. Newey 
Locally robust semiparametric estimation
by Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins 
Exact and robust conformal inference methods for predictive machine learning with dependent data
by Victor Chernozhukov & Kaspar Wüthrich & Yinchu Zhu 
Network and panel quantile effects via distribution regression
by Victor Chernozhukov & Ivan FernandezVal & Martin Weidner 
An exact and robust conformal inference method for counterfactual and synthetic controls
by Victor Chernozhukov & Kaspar Wüthrich & Yu Zhu 
LASSODriven Inference in Time and Space
by Victor Chernozhukov & Wolfgang K. H.\"ardle & Chen Huang & Weining Wang 
Plugin Regularized Estimation of HighDimensional Parameters in Nonlinear Semiparametric Models
by Victor Chernozhukov & Denis Nekipelov & Vira Semenova & Vasilis Syrgkanis 
Highdimensional econometrics and regularized GMM
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato 
Double/debiased machine learning for treatment and structural parameters
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins 
HighDimensional Econometrics and Regularized GMM
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato 
Extremal quantile regression: an overview
by Victor Chernozhukov & Ivan FernandezVal & Tetsuya Kaji 
Generic machine learning inference on heterogenous treatment effects in randomized experiments
by Victor Chernozhukov & Mert Demirer & Esther Duflo & Ivan FernandezVal 
Double/debiased machine learning using regularized Riesz representers
by Victor Chernozhukov & Whitney K. Newey & James Robins 
Counterfactual analysis in R: a vignette
by Mingli Chen & Victor Chernozhukov & Ivan FernandezVal & Blaise Melly 
Subvector Inference in Partially Identified Models with Many Moment Inequalities
by Alexandre Belloni & Federico Bugni & Victor Chernozhukov 
Valid Simultaneous Inference in HighDimensional Settings (with the hdm package for R)
by Philipp Bach & Victor Chernozhukov & Martin Spindler 
Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK
by Victor Chernozhukov & Iv\'an Fern\'andezVal & Siyi Luo 
Censored Quantile Instrumental Variable Estimation with Stata
by Victor Chernozhukov & Iván FernándezVal & Sukjin Han & Amanda E. Kowalski 
ShapeEnforcing Operators for Point and Interval Estimators
by Xi Chen & Victor Chernozhukov & Iv\'an Fern\'andezVal & Scott Kostyshak & Ye Luo 
LASSODriven Inference in Time and Space
by Chernozhukov, V. & Härdle, W. K. & Huang, C. & Wang, W. 
Uniform Inference in HighDimensional Gaussian Graphical Models
by Sven Klaassen & Jannis K.\"uck & Martin Spindler & Victor Chernozhukov 
Quantile Graphical Models : Prediction and Conditional Independence with Applications to Financial Risk Management
by Belloni, Alexandre & Chen, Mingli & Chernozhukov, Victor 
Automatic Debiased Machine Learning of Causal and Structural Effects
by Victor Chernozhukov & Whitney K. Newey & Rahul Singh 
Inference on causal and structural parameters using many moment inequalities
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap
by Arun G. Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf 
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
by Victor Chernozhukov & Iván Fernández‐Val & Ye Luo 
Inference on weighted average value function in highdimensional state space
by Victor Chernozhukov & Whitney Newey & Vira Semenova 
LASSOdriven inference in time and space
by Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang 
Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions
by Victor Chernozhukov & Vira Semenova 
Plugin regularized estimation of high dimensional parameters in nonlinear semiparametric models
by Victor Chernozhukov & Denis Nekipelov & Vira Semenova & Vasilis Syrgkanis 
Network and panel quantile effects via distribution regression
by Victor Chernozhukov & Ivan FernandezVal & Martin Weidner 
Nonseparable multinomial choice models in crosssection and panel data
by Chernozhukov, Victor & FernándezVal, Iván & Newey, Whitney K. 
Mastering Panel Metrics: Causal Impact of Democracy on Growth
by Shuowen Chen & Victor Chernozhukov & Iván FernándezVal 
SortedEffects: Sorted Causal Effects in R
by Shuowen Chen & Victor Chernozhukov & Iv\'an Fern\'andezVal & Ye Luo 
SemiParametric Efficient Policy Learning with Continuous Actions
by Mert Demirer & Vasilis Syrgkanis & Greg Lewis & Victor Chernozhukov 
Mastering Panel 'Metrics: Causal Impact of Democracy on Growth
by Shuowen Chen & Victor Chernozhukov & Iv\'an Fern\'andezVal 
The Impact of Big Data on Firm Performance: An Empirical Investigation
by Patrick Bajari & Victor Chernozhukov & Ali Hortaçsu & Junichi Suzuki 
Distribution regression with sample selection, with an application to wage decompositions in the UK
by Victor Chernozhukov & Ivan FernandezVal & Siyi Luo 
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
by Victor Chernozhukov & Ivan FernandezVal & Blaise Melly & Kaspar Wüthrich 
Practical and robust $t$test based inference for synthetic control and related methods
by Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu 
Inference on causal and structural parameters using many moment inequalities
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato 
Distributional conformal prediction
by Victor Chernozhukov & Kaspar W.\"uthrich & Yinchu Zhu 
Valid PostSelection Inference in HighDimensional Approximately Sparse Quantile Regression Models
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato 
Closing the U.S. gender wage gap requires understanding its heterogeneity
by Philipp Bach & Victor Chernozhukov & Martin Spindler 
Fast Algorithms for the Quantile Regression Process
by Victor Chernozhukov & Iv\'an Fern\'andezVal & Blaise Melly 
Inference on Causal and Structural Parameters using Many Moment Inequalities
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Aureo de Paula 
Demand Analysis with Many Prices
by Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey 
Censored quantile instrumentalvariable estimation with Stata
by Victor Chernozhukov & Ivan FernándezVal & Sukjin Han & Amanda Kowalski 
LASSODriven Inference in Time and Space
by Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang 
Demand analysis with many prices
by Victor Chernozhukov & Jerry Hausman & Whitney K. Newey 
Uniform inference in highdimensional Gaussian graphical models
by Sven Klaassen & Jannis Kück & Martin Spindler & Victor Chernozhukov 
Subvector inference in PI models with many moment inequalities
by Alexandre Belloni & Federico A. Bugni & Victor Chernozhukov 
SemiParametric Efficient Policy Learning with Continuous Actions
by Mert Demirer & Vasilis Syrgkanis & Greg Lewis & Victor Chernozhukov 
Improved Central Limit Theorem and bootstrap approximations in high dimensions
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Yuta Koike 
Inference for heterogeneous effects using lowrank estimations
by Victor Chernozhukov & Christian Hansen & Yuan Liao & Yinchu Zhu 
Inference on average treatment effects in aggregate panel data settings
by Victor Chernozhukov & Kaspar Wüthrich & Yinchu Zhu 
Single market nonparametric identification of multiattribute hedonic equilibrium models
by Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass 
Mastering Panel Metrics: Causal Impact of Democracy on Growth
by Shuowen Chen & Victor Chernozhukov & Ivan FernandezVal 
Minimax Semiparametric Learning With Approximate Sparsity
by Jelena Bradic & Victor Chernozhukov & Whitney K. Newey & Yinchu Zhu 
Valid simultaneous inference in highdimensional settings (with the HDM package for R)
by Philipp Bach & Victor Chernozhukov & Martin Spindler 
Best linear approximations to set identified functions: with an application to the gender wage gap
by Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf 
QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference
by Victor Chernozhukov & Ivan FernandezVal & Blaise Melly 
Optimal Targeted Lockdowns in a MultiGroup SIR Model
by Daron Acemoglu & Victor Chernozhukov & Iván Werning & Michael D. Whinston
editor of:

Econometrics Journal
edited by Jaap Abbring & Victor Chernozhukov & Michael Jansson & Dennis Kristensen 
Econometrics Journal
edited by Jaap Abbring & Victor Chernozhukov & Michael Jansson & Dennis Kristensen