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Victor Chernozhukov

Personal Details

First Name:Victor
Middle Name:
Last Name:Chernozhukov
Suffix:
RePEc Short-ID:pch864
[This author has chosen not to make the email address public]
http://victorchernozhukov.com
Terminal Degree:2000 Department of Economics; Stanford University (from RePEc Genealogy)

Affiliation

(5%) New Economic School (NES)

Moscow, Russia
http://www.nes.ru/
RePEc:edi:nerasru (more details at EDIRC)

(95%) Economics Department
Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (United States)
http://econ-www.mit.edu/
RePEc:edi:edmitus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Editorship

Working papers

  1. Victor Chernozhukov & Iv'an Fern'andez-Val & Sukjin Han & Kaspar Wuthrich, 2024. "Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments," Papers 2403.05850, arXiv.org.
  2. Philipp Bach & Oliver Schacht & Victor Chernozhukov & Sven Klaassen & Martin Spindler, 2024. "Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study," Papers 2402.04674, arXiv.org.
  3. Sven Klaassen & Jan Teichert-Kluge & Philipp Bach & Victor Chernozhukov & Martin Spindler & Suhas Vijaykumar, 2024. "DoubleMLDeep: Estimation of Causal Effects with Multimodal Data," Papers 2402.01785, arXiv.org.
  4. Victor Chernozhukov & Christian Hansen & Nathan Kallus & Martin Spindler & Vasilis Syrgkanis, 2024. "Applied Causal Inference Powered by ML and AI," Papers 2403.02467, arXiv.org.
  5. Victor Chernozhukov & Iv'an Fern'andez-Val & Chen Huang & Weining Wang, 2024. "Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models," Papers 2402.00584, arXiv.org, revised Oct 2024.
  6. Chernozhukov, Victor & Wüthrich, Kaspar & Zhu, Yinchu, 2023. "Toward personalized inference on individual treatment effects," University of California at San Diego, Economics Working Paper Series qt9126m3hw, Department of Economics, UC San Diego.
  7. Victor Chernozhukov & Han Hong, 2023. "An MCMC Approach to Classical Estimation," Papers 2301.07782, arXiv.org.
  8. Victor Chernozhukov & Ivan Fernandez-Val & Siyi Luo, 2023. "Distribution regression with sample selection and UK wage decomposition," CeMMAP working papers 09/23, Institute for Fiscal Studies.
  9. Patrick Bajari & Zhihao Cen & Victor Chernozhukov & Manoj Manukonda & Suhas Vijaykumar & Jin Wang & Ramon Huerta & Junbo Li & Ling Leng & George Monokroussos & Shan Wan, 2023. "Hedonic Prices and Quality Adjusted Price Indices Powered by AI," Papers 2305.00044, arXiv.org.
  10. Victor Chernozhukov & Whitney Newey & Rahul Singh & Vasilis Syrgkanis, 2022. "Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals," Papers 2203.13887, arXiv.org, revised Jun 2023.
  11. Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Yuta Koike, 2022. "High-dimensional Data Bootstrap," Papers 2205.09691, arXiv.org.
  12. Guillaume Carlier & Victor Chernozhukov & Gwendoline de Bie & Alfred Galichon, 2022. "Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics," Post-Print hal-03896159, HAL.
  13. Victor Chernozhukov & Carlos Cinelli & Whitney Newey & Amit Sharma & Vasilis Syrgkanis, 2021. "Long Story Short: Omitted Variable Bias in Causal Machine Learning," Papers 2112.13398, arXiv.org, revised May 2024.
  14. Victor Chernozhukov & Chen Huang & Weining Wang, 2021. "Uniform Inference on High-dimensional Spatial Panel Networks," Papers 2105.07424, arXiv.org, revised Sep 2023.
  15. Victor Chernozhukov & Christian Hansen & Yuan Liao & Yinchu Zhu, 2021. "Inference for Low-Rank Models," Papers 2107.02602, arXiv.org, revised Jan 2023.
  16. Victor Chernozhukov & Whitney K. Newey & Rahul Singh, 2021. "A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees," Papers 2105.15197, arXiv.org, revised Oct 2022.
  17. Philipp Bach & Victor Chernozhukov & Malte S. Kurz & Martin Spindler, 2021. "DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python," Papers 2104.03220, arXiv.org, revised Dec 2021.
  18. Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf, 2021. "The Association of Opening K-12 Schools with the Spread of COVID-19 in the United States: County-Level Panel Data Analysis," Papers 2102.10453, arXiv.org, revised Jun 2021.
  19. Guillaume Carlier & Victor Chernozhukov & Gwendoline De Bie & Alfred Galichon, 2021. "Vector quantile regression and optimal transport, from theory to numerics," Papers 2102.12809, arXiv.org.
  20. Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf, 2021. "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 8929, CESifo.
  21. Victor Chernozhukov & Whitney K. Newey & Victor Quintas-Martinez & Vasilis Syrgkanis, 2021. "RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests," Papers 2110.03031, arXiv.org, revised Jun 2022.
  22. Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf, 2021. "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 2110.06136, arXiv.org.
  23. Victor Chernozhukov & Whitney K. Newey & Victor Quintas-Martinez & Vasilis Syrgkanis, 2021. "Automatic Debiased Machine Learning via Riesz Regression," Papers 2104.14737, arXiv.org, revised Mar 2024.
  24. Philipp Bach & Victor Chernozhukov & Malte S. Kurz & Martin Spindler & Sven Klaassen, 2021. "DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R," Papers 2103.09603, arXiv.org, revised Jun 2024.
  25. Victor Chernozhukov & Christian Hansen & Kaspar Wuthrich, 2020. "Instrumental Variable Quantile Regression," Papers 2009.00436, arXiv.org.
  26. Daron Acemoglu & Victor Chernozhukov & Iván Werning & Michael D. Whinston, 2020. "Optimal Targeted Lockdowns in a Multi-Group SIR Model," NBER Working Papers 27102, National Bureau of Economic Research, Inc.
  27. Daron Acemoglu & Victor Chernozhukov & Ivàn Werning & Michael D. Whinston, 2020. "A Multi-Risk SIR Model with Optimally Targeted Lockdown," CeMMAP working papers CWP14/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  28. Victor Chernozhukov & Hiroyuki Kasaha & Paul Schrimpf, 2020. "Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S," Papers 2005.14168, arXiv.org, revised Oct 2020.
  29. Victor Chernozhukov & Whitney Newey & Rahul Singh & Vasilis Syrgkanis, 2020. "Adversarial Estimation of Riesz Representers," Papers 2101.00009, arXiv.org, revised Apr 2024.
  30. Philipp Bach & Victor Chernozhukov & Martin Spindler, 2020. "Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework," Papers 2011.01092, arXiv.org.
  31. Shuowen Chen & Victor Chernozhukov & Iv'an Fern'andez-Val, 2019. "Mastering Panel 'Metrics: Causal Impact of Democracy on Growth," Papers 1901.03821, arXiv.org.
  32. Victor Chernozhukov & Kaspar Wüthrich & Yinchu Zhu, 2019. "Inference on average treatment effects in aggregate panel data settings," CeMMAP working papers CWP32/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  33. Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Yuta Koike, 2019. "Improved Central Limit Theorem and bootstrap approximations in high dimensions," Papers 1912.10529, arXiv.org, revised May 2022.
  34. Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly, 2019. "Fast Algorithms for the Quantile Regression Process," Papers 1909.05782, arXiv.org, revised Apr 2020.
  35. Victor Chernozhukov & Jerry Hausman & Whitney K. Newey, 2019. "Demand analysis with many prices," CeMMAP working papers CWP59/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  36. Alexandre Belloni & Federico A. Bugni & Victor Chernozhukov, 2019. "Subvector inference in PI models with many moment inequalities," CeMMAP working papers CWP28/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  37. Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019. "Best linear approximations to set identified functions: with an application to the gender wage gap," CeMMAP working papers 09/19, Institute for Fiscal Studies.
  38. Victor Chernozhukov & Whitney Newey & Vira Semenova, 2019. "Welfare Analysis in Dynamic Models," Papers 1908.09173, arXiv.org, revised Nov 2024.
  39. Victor Chernozhukov & Christian Hansen & Yuan Liao & Yinchu Zhu, 2019. "Inference for heterogeneous effects using low-rank estimations," CeMMAP working papers CWP31/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  40. Shuowen Chen & Victor Chernozhukov & Iv'an Fern'andez-Val & Ye Luo, 2019. "SortedEffects: Sorted Causal Effects in R," Papers 1909.00836, arXiv.org, revised Nov 2019.
  41. Jelena Bradic & Victor Chernozhukov & Whitney K. Newey & Yinchu Zhu, 2019. "Minimax Semiparametric Learning With Approximate Sparsity," Papers 1912.12213, arXiv.org, revised Aug 2022.
  42. Mert Demirer & Vasilis Syrgkanis & Greg Lewis & Victor Chernozhukov, 2019. "Semi-Parametric Efficient Policy Learning with Continuous Actions," Papers 1905.10116, arXiv.org, revised Jul 2019.
  43. Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2019. "Distributional conformal prediction," Papers 1909.07889, arXiv.org, revised Aug 2021.
  44. Victor Chernozhukov & Vira Semenova, 2018. "Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions," CeMMAP working papers CWP40/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  45. Philipp Bach & Victor Chernozhukov & Martin Spindler, 2018. "Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R)," Papers 1809.04951, arXiv.org.
  46. Alexandre Belloni & Federico Bugni & Victor Chernozhukov, 2018. "Subvector Inference in Partially Identified Models with Many Moment Inequalities," Papers 1806.11466, arXiv.org.
  47. Sven Klaassen & Jannis Kuck & Martin Spindler & Victor Chernozhukov, 2018. "Uniform Inference in High-Dimensional Gaussian Graphical Models," Papers 1808.10532, arXiv.org, revised Dec 2018.
  48. Philipp Bach & Victor Chernozhukov & Martin Spindler, 2018. "Closing the U.S. gender wage gap requires understanding its heterogeneity," Papers 1812.04345, arXiv.org, revised Jun 2021.
  49. Victor Chernozhukov & Mert Demirer & Esther Duflo & Iván Fernández-Val, 2018. "Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India," NBER Working Papers 24678, National Bureau of Economic Research, Inc.
  50. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018. "High-Dimensional Econometrics and Regularized GMM," Papers 1806.01888, arXiv.org, revised Jun 2018.
  51. Victor Chernozhukov & Iv'an Fern'andez-Val & Siyi Luo, 2018. "Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK," Papers 1811.11603, arXiv.org, revised Dec 2023.
  52. Victor Chernozhukov & Iv'an Fern'andez-Val & Sukjin Han & Amanda Kowalski, 2018. "Censored Quantile Instrumental Variable Estimation with Stata," Papers 1801.05305, arXiv.org, revised Sep 2019.
  53. Xi Chen & Victor Chernozhukov & Iv'an Fern'andez-Val & Scott Kostyshak & Ye Luo, 2018. "Shape-Enforcing Operators for Point and Interval Estimators," Papers 1809.01038, arXiv.org, revised Feb 2021.
  54. Victor Chernozhukov & Denis Nekipelov & Vira Semenova & Vasilis Syrgkanis, 2018. "Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models," CeMMAP working papers CWP41/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  55. Denis Nekipelov & Vira Semenova & Vasilis Syrgkanis, 2018. "Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models," Papers 1806.04823, arXiv.org, revised Sep 2021.
  56. Victor Chernozhukov & Whitney Newey & Rahul Singh, 2018. "De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers," Papers 1802.08667, arXiv.org, revised Oct 2022.
  57. Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2018. "A $t$-test for synthetic controls," Papers 1812.10820, arXiv.org, revised Jan 2024.
  58. Victor Chernozhukov & Kaspar Wüthrich & Yinchu Zhu, 2018. "Exact and robust conformal inference methods for predictive machine learning with dependent data," CeMMAP working papers CWP16/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  59. Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner, 2018. "Network and Panel Quantile Effects Via Distribution Regression," Papers 1803.08154, arXiv.org, revised Jun 2020.
  60. Patrick Bajari & Victor Chernozhukov & Ali Hortaçsu & Junichi Suzuki, 2018. "The Impact of Big Data on Firm Performance: An Empirical Investigation," NBER Working Papers 24334, National Bureau of Economic Research, Inc.
  61. Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2018. "Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models," SciencePo Working papers Main hal-01169655, HAL.
  62. Victor Chernozhukov & Wolfgang K. Hardle & Chen Huang & Weining Wang, 2018. "LASSO-Driven Inference in Time and Space," Papers 1806.05081, arXiv.org, revised May 2020.
  63. Victor Chernozhukov & Whitney K Newey & Rahul Singh, 2018. "Automatic Debiased Machine Learning of Causal and Structural Effects," Papers 1809.05224, arXiv.org, revised Oct 2022.
  64. Victor Chernozhukov & Whitney K. Newey & James Robins, 2018. "Double/de-biased machine learning using regularized Riesz representers," CeMMAP working papers CWP15/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  65. Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03391975, HAL.
  66. Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2017. "Identification of hedonic equilibrium and nonseparable simultaneous equations," Papers 1709.09570, arXiv.org, revised Feb 2021.
  67. Victor Chernozhukov & Mert Demirer & Esther Duflo & Ivan Fernandez-Val, 2017. "Generic machine learning inference on heterogenous treatment effects in randomized experiments," CeMMAP working papers 61/17, Institute for Fiscal Studies.
  68. Victor Chernozhukov & Iv'an Fern'andez-Val & Whitney Newey & Sami Stouli & Francis Vella, 2017. "Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models," Papers 1711.02184, arXiv.org, revised Oct 2019.
  69. Victor Chernozhukov & Mert Demirer & Esther Duflo & Iv'an Fern'andez-Val, 2017. "Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India," Papers 1712.04802, arXiv.org, revised Oct 2023.
  70. Alexandre Belloni & Christian Hansen & Whitney Newey, 2017. "Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables," Papers 1712.08102, arXiv.org, revised Aug 2019.
  71. Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul & Mathieu Rosenbaum & Alexandre B. Tsybakov, 2017. "Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables," Working Papers 2017-26, Center for Research in Economics and Statistics.
  72. Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2017. "An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls," Papers 1712.09089, arXiv.org, revised May 2021.
  73. Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul, 2017. "Confidence bands for coefficients in high dimensional linear models with error-in-variables," CeMMAP working papers 22/17, Institute for Fiscal Studies.
  74. Victor Chernozhukov & Iv'an Fern'andez-Val & Whitney Newey, 2017. "Nonseparable Multinomial Choice Models in Cross-Section and Panel Data," Papers 1706.08418, arXiv.org, revised May 2018.
  75. Mingli Chen & Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2017. "Counterfactual analysis in R: a vignette," CeMMAP working papers 64/17, Institute for Fiscal Studies.
  76. Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03391975, HAL.
  77. Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey & James Robins, 2017. "Double/debiased machine learning for treatment and structural parameters," CeMMAP working papers 28/17, Institute for Fiscal Studies.
  78. Victor Chernozhukov & Iv'an Fern'andez-Val & Tetsuya Kaji, 2016. "Extremal Quantile Regression: An Overview," Papers 1612.06850, arXiv.org, revised Feb 2017.
  79. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Central limit theorems and bootstrap in high dimensions," CeMMAP working papers 39/16, Institute for Fiscal Studies.
  80. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings," CeMMAP working papers 38/16, Institute for Fiscal Studies.
  81. Alexandre Belloni & Mingli Chen & Victor Chernozhukov, 2016. "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk," Papers 1607.00286, arXiv.org, revised Oct 2019.
  82. Victor Chernozhukov & Chris Hansen & Martin Spindler, 2016. "hdm: High-Dimensional Metrics," Papers 1608.00354, arXiv.org.
  83. Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2016. "Vector Quantile Regression: An Optimal Transport Approach," SciencePo Working papers Main hal-03567920, HAL.
  84. Victor Chernozhukov & Chris Hansen & Martin Spindler, 2016. "High-Dimensional Metrics in R," Papers 1603.01700, arXiv.org, revised Aug 2016.
  85. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Comparison and anti-concentration bounds for maxima of Gaussian random vectors," CeMMAP working papers 40/16, Institute for Fiscal Studies.
  86. Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2016. "Locally Robust Semiparametric Estimation," Papers 1608.00033, arXiv.org, revised Aug 2020.
  87. Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly & Kaspar Wuthrich, 2016. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Papers 1608.05142, arXiv.org, revised Aug 2018.
  88. Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2016. "Double/Debiased Machine Learning for Treatment and Causal Parameters," Papers 1608.00060, arXiv.org, revised Nov 2024.
  89. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Anti-concentration and honest, adaptive confidence bands," CeMMAP working papers 43/16, Institute for Fiscal Studies.
  90. Belloni, Alexandre & Chen, Mingli & Chernozhukov, Victor, 2016. "Quantile Graphical Models : Prediction and Conditional Independence with Applications to Financial Risk Management," Economic Research Papers 269321, University of Warwick - Department of Economics.
  91. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Gaussian approximation of suprema of empirical processes," CeMMAP working papers 41/16, Institute for Fiscal Studies.
  92. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Testing many moment inequalities," CeMMAP working papers 42/16, Institute for Fiscal Studies.
  93. Mingli Chen & Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly, 2016. "Counterfactual: An R Package for Counterfactual Analysis," Papers 1610.07894, arXiv.org.
  94. Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey, 2016. "Double machine learning for treatment and causal parameters," CeMMAP working papers 49/16, Institute for Fiscal Studies.
  95. Michael Lipsitz & Alexandre Belloni & Victor Chernozhukov & Iv'an Fern'andez-Val, 2016. "quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression," Papers 1610.08329, arXiv.org.
  96. Victor Chernozhukov & Christian Hansen & Yuan Liao, 2015. "A lava attack on the recovery of sums of dense and sparse signals," Papers 1502.03155, arXiv.org, revised Mar 2015.
  97. Patrick Bajari & Victor Chernozhukov & Han Hong & Denis Nekipelov, 2015. "Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game," NBER Working Papers 21125, National Bureau of Economic Research, Inc.
  98. Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers 59/15, Institute for Fiscal Studies.
  99. Victor Chernozhukov & Ivan Fernandez-Val & Ye Luo, 2015. "The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages," Papers 1512.05635, arXiv.org, revised May 2018.
  100. Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments," Papers 1501.03185, arXiv.org.
  101. Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2015. "Vector quantile regression: an optimal transport approach," CeMMAP working papers 58/15, Institute for Fiscal Studies.
  102. Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach," Papers 1501.03430, arXiv.org, revised Aug 2015.
  103. Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2014. "Implementing intersection bounds in Stata," CeMMAP working papers 25/14, Institute for Fiscal Studies.
  104. Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur, 2014. "Inference in High Dimensional Panel Models with an Application to Gun Control," Papers 1411.6507, arXiv.org.
  105. Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2014. "Vector quantile regression," CeMMAP working papers 48/14, Institute for Fiscal Studies.
  106. Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2014. "Program evaluation with high-dimensional data," CeMMAP working papers 33/14, Institute for Fiscal Studies.
  107. Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2014. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Papers 1412.8434, arXiv.org, revised Sep 2015.
  108. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "High dimensional methods and inference on structural and treatment effects," CeMMAP working papers 59/13, Institute for Fiscal Studies.
  109. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "On the asymptotic theory for least squares series: pointwise and uniform results," CeMMAP working papers 73/13, Institute for Fiscal Studies.
  110. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems," Papers 1304.0282, arXiv.org, revised Oct 2020.
  111. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Robust inference in high-dimensional approximately sparse quantile regression models," CeMMAP working papers 70/13, Institute for Fiscal Studies.
  112. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models," Papers 1312.7186, arXiv.org, revised Jun 2016.
  113. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Inference on causal and structural parameters using many moment inequalities," Papers 1312.7614, arXiv.org, revised Oct 2018.
  114. Victor Chernozhukov & Christian Hansen, 2013. "Quantile Models with Endogeneity," Papers 1303.7050, arXiv.org.
  115. Alexandre Belloni & Victor Chernozhukov & Ying Wei, 2013. "Honest confidence regions for a regression parameter in logistic regression with a large number of controls," CeMMAP working papers 67/13, Institute for Fiscal Studies.
  116. Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney Newey, 2013. "Nonparametric Identification in Panels using Quantiles," Papers 1312.4094, arXiv.org, revised Aug 2014.
  117. Alexandre Belloni & Victor Chernozhukov & Ying Wei, 2013. "Post-Selection Inference for Generalized Linear Models with Many Controls," Papers 1304.3969, arXiv.org, revised Mar 2016.
  118. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform post selection inference for LAD regression models," CeMMAP working papers 24/13, Institute for Fiscal Studies.
  119. Alexandre Belloni & Victor Chernozhukov & Ivan Fern'andez-Val & Christian Hansen, 2013. "Program Evaluation and Causal Inference with High-Dimensional Data," Papers 1311.2645, arXiv.org, revised Jan 2018.
  120. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"," Papers 1305.6099, arXiv.org, revised Jun 2013.
  121. Alexandre Belloni & Victor Chernozhukov & Lie Wang, 2013. "Pivotal estimation via square-root lasso in nonparametric regression," CeMMAP working papers 62/13, Institute for Fiscal Studies.
  122. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results," Papers 1212.0442, arXiv.org, revised Jun 2015.
  123. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors," Papers 1212.6906, arXiv.org, revised Jan 2018.
  124. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Central limit theorems and multiplier bootstrap when p is much larger than n," CeMMAP working papers 45/12, Institute for Fiscal Studies.
  125. Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on Sets in Finance," Papers 1211.4282, arXiv.org.
  126. Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2012. "Inference for best linear approximations to set identified functions," CeMMAP working papers 43/12, Institute for Fiscal Studies.
  127. Alexandre Belloni & Victor Chernozhukov, 2011. "High Dimensional Sparse Econometric Models: An Introduction," Papers 1106.5242, arXiv.org, revised Sep 2011.
  128. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011. "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls," Papers 1201.0224, arXiv.org, revised May 2012.
  129. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Iv'an Fern'andez-Val, 2011. "Conditional Quantile Processes based on Series or Many Regressors," Papers 1105.6154, arXiv.org, revised Aug 2018.
  130. Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 17/11, Institute for Fiscal Studies.
  131. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Papers 1104.4580, arXiv.org, revised Mar 2014.
  132. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011. "Inference for High-Dimensional Sparse Econometric Models," Papers 1201.0220, arXiv.org.
  133. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011. "Estimation of treatment effects with high-dimensional controls," CeMMAP working papers 42/11, Institute for Fiscal Studies.
  134. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves without Crossing," SciencePo Working papers Main hal-01052958, HAL.
  135. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2010. "LASSO Methods for Gaussian Instrumental Variables Models," Papers 1012.1297, arXiv.org, revised Feb 2011.
  136. Alexandre Belloni & Victor Chernozhukov, 2010. "Post-l1-penalized estimators in high-dimensional linear regression models," CeMMAP working papers CWP13/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  137. Alexandre Belloni & Daniel Chen & Victor Chernozhukov & Christian Hansen, 2010. "Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain," Papers 1010.4345, arXiv.org, revised Apr 2015.
  138. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on Counterfactual Distributions," Papers 0904.0951, arXiv.org, revised Sep 2013.
  139. Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey, 2009. "Identification and Estimation of Marginal Effects in Nonlinear Panel Models," Boston University - Department of Economics - Working Papers Series wp2009-b, Boston University - Department of Economics.
  140. Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009. "Intersection Bounds: estimation and inference," CeMMAP working papers 19/09, Institute for Fiscal Studies.
  141. Victor Chernozhukov & Ivan Fernandez-Val, 2009. "Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks," Papers 0912.5013, arXiv.org.
  142. Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker, 2009. "Set identification with Tobin regressors," CeMMAP working papers CWP12/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  143. Alexandre Belloni & Victor Chernozhukov, 2009. "L1-Penalized Quantile Regression in High-Dimensional Sparse Models," Papers 0904.2931, arXiv.org, revised Sep 2019.
  144. Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey, 2009. "Average and Quantile Effects in Nonseparable Panel Models," Papers 0904.1990, arXiv.org, revised Mar 2013.
  145. Alexandre Belloni & Victor Chernozhukov, 2009. "Posterior Inference in Curved Exponential Families under Increasing Dimensions," Papers 0904.3132, arXiv.org, revised Apr 2014.
  146. Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2009. "Fragility of Asymptotic Agreement under Bayesian Learning," Levine's Working Paper Archive 814577000000000139, David K. Levine.
  147. Victor Chernozhukov & Patrick Gagliardini & Olivier Scaillet, 2008. "Nonparametric Instrumental Variable Estimators of Structural Quantile Effects," Swiss Finance Institute Research Paper Series 08-03, Swiss Finance Institute, revised Aug 2009.
  148. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2008. "Improving Point and Interval Estimates of Monotone Functions by Rearrangement," Papers 0806.4730, arXiv.org, revised Nov 2008.
  149. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and Probability Curves Without Crossing," Papers 0704.3649, arXiv.org, revised Jul 2014.
  150. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Rearranging Edgeworth-Cornish-Fisher Expansions," Papers 0708.1627, arXiv.org, revised May 2013.
  151. Alexandre Belloni & Victor Chernozhukov, 2007. "On the computational complexity of MCMC-based estimators in large samples," CeMMAP working papers CWP12/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  152. Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2007. "Learning and Disagreement in an Uncertain World," Carlo Alberto Notebooks 48, Collegio Carlo Alberto.
  153. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Improving Estimates of Monotone Functions by Rearrangement," Papers 0704.3686, arXiv.org, revised Nov 2010.
  154. Victor Chernozhukov, 2005. "Extremal quantile regression," Papers math/0505639, arXiv.org.
  155. Christian Hansen & Victor Chernozhukov, 2004. "Finite-Sample Inference Methods for Quantile Regression Models," Econometric Society 2004 North American Winter Meetings 393, Econometric Society.
  156. E. Tamer & V. Chernozhukov & H. Hong, 2004. "Parameter Set Inference in a Class of Econometric Models," Econometric Society 2004 North American Winter Meetings 382, Econometric Society.
  157. Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val, 2004. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," NBER Working Papers 10428, National Bureau of Economic Research, Inc.
  158. I. Fernandez-Val & J. Angrist & V. Chernozhukov, 2004. "Quantile Regression under Misspecification," Econometric Society 2004 North American Winter Meetings 198, Econometric Society.
    repec:spo:wpmain:info:hdl:2441/6rign1j2jd9c69im80po26g4nt is not listed on IDEAS
  159. Victor Chernozhukov & Ivan Fernandez-Val & Amanda E. Kowalski, "undated". "Censored Quantile Instrumental Variable Estimation via Control Functions," Boston University - Department of Economics - Working Papers Series wp2009-012, Boston University - Department of Economics.
  160. V. Chernozhukov & Ivan Fernandez-Val, "undated". "Quantile and Average Effects in Nonseparable Panel Models," Boston University - Department of Economics - Working Papers Series wp2009-011, Boston University - Department of Economics.

    repec:spo:wpmain:info:hdl:2441/4kovgv3hs883bok2tvdkibejb6 is not listed on IDEAS

Articles

  1. Chernozhukov, Victor & Fernández-Val, Iván & Weidner, Martin, 2024. "Network and panel quantile effects via distribution regression," Journal of Econometrics, Elsevier, vol. 240(2).
  2. Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2023. "Constrained Conditional Moment Restriction Models," Econometrica, Econometric Society, vol. 91(2), pages 709-736, March.
  3. S Klaassen & J Kueck & M Spindler & V Chernozhukov, 2023. "Uniform inference in high-dimensional Gaussian graphical models," Biometrika, Biometrika Trust, vol. 110(1), pages 51-68.
  4. Vira Semenova & Matt Goldman & Victor Chernozhukov & Matt Taddy, 2023. "Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence," Quantitative Economics, Econometric Society, vol. 14(2), pages 471-510, May.
  5. V Chernozhukov & W K Newey & R Singh, 2023. "A simple and general debiased machine learning theorem with finite-sample guarantees," Biometrika, Biometrika Trust, vol. 110(1), pages 257-264.
  6. Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2022. "Locally Robust Semiparametric Estimation," Econometrica, Econometric Society, vol. 90(4), pages 1501-1535, July.
  7. Guillaume Carlier & Victor Chernozhukov & Gwendoline Bie & Alfred Galichon, 2022. "Correction to: Vector quantile regression and optimal transport, from theory to numerics," Empirical Economics, Springer, vol. 62(1), pages 63-63, January.
  8. Victor Chernozhukov & Whitney K Newey & Rahul Singh, 2022. "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, vol. 25(3), pages 576-601.
  9. Victor Chernozhukov & Whitney K. Newey & Rahul Singh, 2022. "Automatic Debiased Machine Learning of Causal and Structural Effects," Econometrica, Econometric Society, vol. 90(3), pages 967-1027, May.
  10. Guillaume Carlier & Victor Chernozhukov & Gwendoline De Bie & Alfred Galichon, 2022. "Vector quantile regression and optimal transport, from theory to numerics," Empirical Economics, Springer, vol. 62(1), pages 35-62, January.
  11. Victor Chernozhukov & Iván Fernández-Val & Blaise Melly, 2022. "Fast algorithms for the quantile regression process," Empirical Economics, Springer, vol. 62(1), pages 7-33, January.
  12. Chernozhukov, Victor & Kasahara, Hiroyuki & Schrimpf, Paul, 2021. "Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S," Journal of Econometrics, Elsevier, vol. 220(1), pages 23-62.
  13. Daron Acemoglu & Victor Chernozhukov & Iván Werning & Michael D. Whinston, 2021. "Optimal Targeted Lockdowns in a Multigroup SIR Model," American Economic Review: Insights, American Economic Association, vol. 3(4), pages 487-502, December.
  14. Victor Chernozhukov & Kaspar Wüthrich & Yinchu Zhu, 2021. "An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 116(536), pages 1849-1864, October.
  15. Vira Semenova & Victor Chernozhukov, 2021. "Debiased machine learning of conditional average treatment effects and other causal functions," The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 264-289.
  16. Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2021. "Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations," Journal of Political Economy, University of Chicago Press, vol. 129(3), pages 842-870.
  17. Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf, 2021. "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, vol. 118(42), pages 2103420118-, October.
  18. Victor Chernozhukov & Iván Fernández‐Val & Whitney Newey & Sami Stouli & Francis Vella, 2020. "Semiparametric estimation of structural functions in nonseparable triangular models," Quantitative Economics, Econometric Society, vol. 11(2), pages 503-533, May.
  19. Victor Chernozhukov & Iván Fernández-Val & Blaise Melly & Kaspar Wüthrich, 2020. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(529), pages 123-137, January.
  20. Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Fernández-Val, Iván, 2019. "Conditional quantile processes based on series or many regressors," Journal of Econometrics, Elsevier, vol. 213(1), pages 4-29.
  21. Shuowen Chen & Victor Chernozhukov & Iván Fernández-Val, 2019. "Mastering Panel Metrics: Causal Impact of Democracy on Growth," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 77-82, May.
  22. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2019. "Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 749-758, April.
  23. Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Aureo de Paula, 2019. "Inference on Causal and Structural Parameters using Many Moment Inequalities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(5), pages 1867-1900.
  24. Victor Chernozhukov & Ivan Fernández-Val & Sukjin Han & Amanda Kowalski, 2019. "Censored quantile instrumental-variable estimation with Stata," Stata Journal, StataCorp LP, vol. 19(4), pages 768-781, December.
  25. Patrick Bajari & Victor Chernozhukov & Ali Hortaçsu & Junichi Suzuki, 2019. "The Impact of Big Data on Firm Performance: An Empirical Investigation," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 33-37, May.
  26. Chernozhukov, Victor & Fernández-Val, Iván & Newey, Whitney K., 2019. "Nonseparable multinomial choice models in cross-section and panel data," Journal of Econometrics, Elsevier, vol. 211(1), pages 104-116.
  27. Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2018. "Double/debiased machine learning for treatment and structural parameters," Econometrics Journal, Royal Economic Society, vol. 21(1), pages 1-68, February.
  28. Victor Chernozhukov & Iván Fernández‐Val & Ye Luo, 2018. "The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages," Econometrica, Econometric Society, vol. 86(6), pages 1911-1938, November.
  29. Carlier, Guillaume & Chernozhukov, Victor & Galichon, Alfred, 2017. "Vector quantile regression beyond the specified case," Journal of Multivariate Analysis, Elsevier, vol. 161(C), pages 96-102.
  30. A. Belloni & V. Chernozhukov & I. Fernández‐Val & C. Hansen, 2017. "Program Evaluation and Causal Inference With High‐Dimensional Data," Econometrica, Econometric Society, vol. 85, pages 233-298, January.
  31. Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey, 2017. "Double/Debiased/Neyman Machine Learning of Treatment Effects," American Economic Review, American Economic Association, vol. 107(5), pages 261-265, May.
  32. , & , & ,, 2016. "Fragility of asymptotic agreement under Bayesian learning," Theoretical Economics, Econometric Society, vol. 11(1), January.
  33. Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur, 2016. "Inference in High-Dimensional Panel Models With an Application to Gun Control," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(4), pages 590-605, October.
  34. Alexandre Belloni & Victor Chernozhukov & Ying Wei, 2016. "Post-Selection Inference for Generalized Linear Models With Many Controls," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(4), pages 606-619, October.
  35. Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo, 2016. "Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings," Stochastic Processes and their Applications, Elsevier, vol. 126(12), pages 3632-3651.
  36. Chernozhukov, Victor & Fernández-Val, Iván & Kowalski, Amanda E., 2015. "Quantile regression with censoring and endogeneity," Journal of Econometrics, Elsevier, vol. 186(1), pages 201-221.
  37. Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments," American Economic Review, American Economic Association, vol. 105(5), pages 486-490, May.
  38. Alexandre Belloni & Victor Chernozhukov, 2015. "Comment," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1449-1451, December.
  39. Chernozhukov, Victor & Fernández-Val, Iván & Hoderlein, Stefan & Holzmann, Hajo & Newey, Whitney, 2015. "Nonparametric identification in panels using quantiles," Journal of Econometrics, Elsevier, vol. 188(2), pages 378-392.
  40. Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 649-688, August.
  41. Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2015. "Inference on sets in finance," Quantitative Economics, Econometric Society, vol. 6(2), pages 309-358, July.
  42. Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo, 2015. "Some new asymptotic theory for least squares series: Pointwise and uniform results," Journal of Econometrics, Elsevier, vol. 186(2), pages 345-366.
  43. Victor Chernozhukov & Wooyoung Kim & Sokbae Lee & Adam M. Rosen, 2015. "Implementing intersection bounds in Stata," Stata Journal, StataCorp LP, vol. 15(1), pages 21-44, March.
  44. A. Belloni & V. Chernozhukov & K. Kato, 2015. "Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems," Biometrika, Biometrika Trust, vol. 102(1), pages 77-94.
  45. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2014. "Inference on Treatment Effects after Selection among High-Dimensional Controlsâ€," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(2), pages 608-650.
  46. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2014. "High-Dimensional Methods and Inference on Structural and Treatment Effects," Journal of Economic Perspectives, American Economic Association, vol. 28(2), pages 29-50, Spring.
  47. Alexandre Belloni & Victor Chernozhukov, 2014. "Posterior inference in curved exponential families under increasing dimensions," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 75-100, June.
  48. Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey, 2014. "Local Identification of Nonparametric and Semiparametric Models," Econometrica, Econometric Society, vol. 82(2), pages 785-809, March.
  49. V. Chernozhukov & C. Hansen, 2013. "Quantile Models with Endogeneity," Annual Review of Economics, Annual Reviews, vol. 5(1), pages 57-81, May.
  50. Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013. "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, vol. 81(2), pages 667-737, March.
  51. Victor Chernozhukov & Iván Fernández‐Val & Blaise Melly, 2013. "Inference on Counterfactual Distributions," Econometrica, Econometric Society, vol. 81(6), pages 2205-2268, November.
  52. Victor Chernozhukov & Iván Fernández‐Val & Jinyong Hahn & Whitney Newey, 2013. "Average and Quantile Effects in Nonseparable Panel Models," Econometrica, Econometric Society, vol. 81(2), pages 535-580, March.
  53. A. Belloni & D. Chen & V. Chernozhukov & C. Hansen, 2012. "Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain," Econometrica, Econometric Society, vol. 80(6), pages 2369-2429, November.
  54. A. Belloni & V. Chernozhukov & L. Wang, 2011. "Square-root lasso: pivotal recovery of sparse signals via conic programming," Biometrika, Biometrika Trust, vol. 98(4), pages 791-806.
  55. Victor Chernozhukov & Iván Fernández-Val, 2011. "Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(2), pages 559-589.
  56. Victor Chernozhukov & Iván Fernández-Val & Alfred Galichon, 2010. "Rearranging Edgeworth–Cornish–Fisher expansions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 419-435, February.
  57. Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker, 2010. "Set identification and sensitivity analysis with Tobin regressors," Quantitative Economics, Econometric Society, vol. 1(2), pages 255-277, November.
  58. Victor Chernozhukov & Iv·n Fern·ndez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves Without Crossing," Econometrica, Econometric Society, vol. 78(3), pages 1093-1125, May.
  59. Victor Chernozhukov & Pierre-André Chiappori & Marc Henry, 2010. "Introduction," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 271-273, February.
  60. V. Chernozhukov & I. Fernández-Val & A. Galichon, 2009. "Improving point and interval estimators of monotone functions by rearrangement," Biometrika, Biometrika Trust, vol. 96(3), pages 559-575.
  61. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2009. "Admissible Invariant Similar Tests For Instrumental Variables Regression," Econometric Theory, Cambridge University Press, vol. 25(3), pages 806-818, June.
  62. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2009. "Finite sample inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 152(2), pages 93-103, October.
  63. Chernozhukov, Victor & Hansen, Christian, 2008. "Instrumental variable quantile regression: A robust inference approach," Journal of Econometrics, Elsevier, vol. 142(1), pages 379-398, January.
  64. Chernozhukov, Victor & Hansen, Christian, 2008. "The reduced form: A simple approach to inference with weak instruments," Economics Letters, Elsevier, vol. 100(1), pages 68-71, July.
  65. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2007. "Inference approaches for instrumental variable quantile regression," Economics Letters, Elsevier, vol. 95(2), pages 272-277, May.
  66. Chernozhukov, Victor & Imbens, Guido W. & Newey, Whitney K., 2007. "Instrumental variable estimation of nonseparable models," Journal of Econometrics, Elsevier, vol. 139(1), pages 4-14, July.
  67. Victor Chernozhukov & Han Hong & Elie Tamer, 2007. "Estimation and Confidence Regions for Parameter Sets in Econometric Models," Econometrica, Econometric Society, vol. 75(5), pages 1243-1284, September.
  68. Joshua Angrist & Victor Chernozhukov & Iván Fernández-Val, 2006. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," Econometrica, Econometric Society, vol. 74(2), pages 539-563, March.
  69. Chernozhukov, Victor & Hansen, Christian, 2006. "Instrumental quantile regression inference for structural and treatment effect models," Journal of Econometrics, Elsevier, vol. 132(2), pages 491-525, June.
  70. Victor Chernozhukov & Christian Hansen, 2005. "An IV Model of Quantile Treatment Effects," Econometrica, Econometric Society, vol. 73(1), pages 245-261, January.
  71. Victor Chernozhukov & Han Hong, 2004. "Likelihood Estimation and Inference in a Class of Nonregular Econometric Models," Econometrica, Econometric Society, vol. 72(5), pages 1445-1480, September.
  72. Victor Chernozhukov & Christian Hansen, 2004. "The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 735-751, August.
  73. Chernozhukov, Victor & Hong, Han, 2003. "An MCMC approach to classical estimation," Journal of Econometrics, Elsevier, vol. 115(2), pages 293-346, August.
  74. Hong H. & Chernozhukov V., 2002. "Three-Step Censored Quantile Regression and Extramarital Affairs," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 872-882, September.
  75. Len Umantsev & Victor Chernozhukov, 2001. "Conditional value-at-risk: Aspects of modeling and estimation," Empirical Economics, Springer, vol. 26(1), pages 271-292.

Software components

  1. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2020. "QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference," Statistical Software Components S458763, Boston College Department of Economics.
  2. Victor Chernozhukov & Wooyoung Kim & Sokbae Lee & Adam M. Rosen, 2013. "CLRBOUND: Stata module to perform estimation and inference on intersection bounds," Statistical Software Components S457674, Boston College Department of Economics, revised 18 Oct 2014.
  3. Victor Chernozhukov & Ivan Fernandez-Val & Sukjin Han & Amanda Kowalski, 2012. "CQIV: Stata module to perform censored quantile instrumental variables regression," Statistical Software Components S457478, Boston College Department of Economics, revised 25 Sep 2019.

Editorship

  1. The Econometrics Journal, Royal Economic Society.
  2. Econometrics Journal, Royal Economic Society.

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Statistics

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Co-authorship network on CollEc

Featured entries

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 146 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (112) 2004-06-10 2007-08-14 2007-08-14 2007-11-24 2007-11-24 2007-11-24 2007-11-24 2008-04-12 2008-08-21 2009-04-05 2009-06-10 2009-06-10 2009-08-22 2009-08-22 2009-08-22 2009-08-22 2010-04-17 2010-08-06 2010-11-13 2011-04-30 2011-04-30 2011-05-07 2011-06-18 2012-01-25 2012-01-25 2012-01-25 2012-02-27 2013-01-07 2013-02-03 2013-02-03 2013-06-16 2013-06-16 2013-06-16 2013-11-29 2013-12-29 2015-02-11 2015-05-09 2015-07-04 2015-08-13 2015-08-13 2015-08-13 2015-08-13 2015-08-13 2015-08-13 2015-08-13 2015-08-19 2015-08-19 2015-11-01 2015-11-01 2016-07-30 2016-08-14 2016-10-02 2017-05-14 2017-05-14 2017-05-14 2017-05-14 2017-05-14 2017-05-14 2017-07-16 2017-10-08 2017-10-08 2017-10-08 2017-11-12 2017-11-26 2018-01-08 2018-01-08 2018-01-08 2018-01-15 2018-01-22 2018-03-26 2018-04-09 2018-06-25 2018-06-25 2018-06-25 2018-07-16 2018-07-30 2018-09-10 2018-09-24 2018-10-01 2018-12-10 2019-01-14 2019-01-28 2019-02-18 2019-02-18 2019-03-04 2019-09-02 2019-09-16 2019-09-30 2019-11-11 2020-01-13 2020-01-13 2020-01-13 2020-01-13 2020-02-03 2020-09-21 2021-02-01 2021-03-22 2021-05-10 2021-05-24 2021-06-21 2021-07-19 2021-10-11 2022-01-10 2022-05-02 2022-06-13 2023-01-30 2023-06-12 2024-03-11 2024-03-11 2024-03-18 2024-04-01 2024-04-15. Author is listed
  2. NEP-BIG: Big Data (37) 2017-07-16 2017-10-01 2017-10-08 2017-10-08 2018-01-08 2018-01-22 2018-03-19 2018-03-26 2018-07-23 2018-07-30 2018-07-30 2018-08-20 2018-09-10 2018-09-24 2018-10-01 2019-01-14 2019-02-18 2019-09-02 2019-11-11 2020-01-06 2020-01-13 2020-01-13 2020-01-13 2021-02-01 2021-03-22 2021-04-12 2021-05-10 2021-06-21 2021-10-11 2022-01-10 2022-05-02 2022-09-05 2023-05-29 2023-06-12 2024-03-11 2024-03-18 2024-04-01. Author is listed
  3. NEP-CMP: Computational Economics (23) 2017-05-14 2017-07-16 2017-10-08 2018-01-22 2018-03-26 2018-07-23 2018-07-30 2018-07-30 2018-08-20 2018-09-24 2019-02-18 2021-02-01 2021-03-22 2021-05-10 2021-06-21 2021-10-11 2022-05-02 2022-09-05 2023-05-29 2023-06-12 2024-03-11 2024-03-18 2024-04-01. Author is listed
  4. NEP-ORE: Operations Research (8) 2015-05-09 2017-11-12 2019-03-04 2019-09-16 2019-11-11 2020-01-13 2020-01-13 2021-05-24. Author is listed
  5. NEP-RMG: Risk Management (8) 2015-08-19 2015-08-25 2016-07-30 2017-10-08 2017-10-08 2018-01-15 2020-05-25 2023-02-27. Author is listed
  6. NEP-DCM: Discrete Choice Models (7) 2015-05-09 2017-10-08 2018-01-15 2018-07-23 2021-03-01 2022-05-02 2024-04-15. Author is listed
  7. NEP-ETS: Econometric Time Series (3) 2018-09-03 2022-06-13 2023-02-27
  8. NEP-EXP: Experimental Economics (3) 2018-01-08 2018-07-30 2018-08-20
  9. NEP-URE: Urban and Real Estate Economics (3) 2020-06-15 2021-03-01 2021-03-22
  10. NEP-CTA: Contract Theory and Applications (2) 2017-10-22 2017-10-22
  11. NEP-FOR: Forecasting (2) 2018-03-19 2019-09-30
  12. NEP-GRO: Economic Growth (2) 2019-01-28 2020-01-13
  13. NEP-NET: Network Economics (2) 2021-05-24 2021-07-19
  14. NEP-SOC: Social Norms and Social Capital (2) 2019-01-28 2020-01-13
  15. NEP-UPT: Utility Models and Prospect Theory (2) 2017-10-08 2018-01-15
  16. NEP-BAN: Banking (1) 2018-01-15
  17. NEP-DEM: Demographic Economics (1) 2022-07-18
  18. NEP-DES: Economic Design (1) 2023-05-29
  19. NEP-GEN: Gender (1) 2019-01-07
  20. NEP-GTH: Game Theory (1) 2015-05-09
  21. NEP-HEA: Health Economics (1) 2020-11-23
  22. NEP-HME: Heterodox Microeconomics (1) 2019-01-07
  23. NEP-IND: Industrial Organization (1) 2019-11-11
  24. NEP-INV: Investment (1) 2023-06-12
  25. NEP-MAC: Macroeconomics (1) 2023-05-29
  26. NEP-MFD: Microfinance (1) 2018-07-30
  27. NEP-PAY: Payment Systems and Financial Technology (1) 2019-09-02

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