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, Russiahttp://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
Jump to: Working papers Articles Software EditorshipWorking papers
- 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.
- 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.
- 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.
- Victor Chernozhukov & Christian Hansen & Nathan Kallus & Martin Spindler & Vasilis Syrgkanis, 2024. "Applied Causal Inference Powered by ML and AI," Papers 2403.02467, arXiv.org.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Chen Huang & Weining Wang, 2024. "Arellano-bond lasso estimator for dynamic linear panel models," CeMMAP working papers 09/24, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Han Hong, 2023.
"An MCMC Approach to Classical Estimation,"
Papers
2301.07782, arXiv.org.
- Chernozhukov, Victor & Hong, Han, 2003. "An MCMC approach to classical estimation," Journal of Econometrics, Elsevier, vol. 115(2), pages 293-346, August.
- 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.
- 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.
- Patrick Bajari & Zhihao Cen & Victor Chernozhukov & Manoj Manukonda & Jin Wang & Ramon Huerta & Junbo Li & Ling Leng & George Monokroussos & Suhas Vijaykunar & Shan Wan, 2023. "Hedonic prices and quality adjusted price indices powered by AI," CeMMAP working papers 08/23, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Yuta Koike, 2022. "High-dimensional Data Bootstrap," Papers 2205.09691, arXiv.org.
- 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.
- 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.
- Guillaume Carlier & Victor Chernozhukov & Gwendoline de Bie & Alfred Galichon, 2022. "Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics," SciencePo Working papers Main hal-03896159, HAL.
- 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.
- Victor Chernozhukov & Carlos Cinelli & Whitney Newey & Amit Sharma & Vasilis Syrgkanis, 2022. "Long Story Short: Omitted Variable Bias in Causal Machine Learning," NBER Working Papers 30302, National Bureau of Economic Research, Inc.
- Victor Chernozhukov & Chen Huang & Weining Wang, 2021. "Uniform Inference on High-dimensional Spatial Panel Networks," Papers 2105.07424, arXiv.org, revised Sep 2023.
- Victor Chernozhukov & Christian Hansen & Yuan Liao & Yinchu Zhu, 2021. "Inference for Low-Rank Models," Papers 2107.02602, arXiv.org, revised Jan 2023.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Christian Hansen & Kaspar Wuthrich, 2020. "Instrumental Variable Quantile Regression," Papers 2009.00436, arXiv.org.
- 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.
- 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.
- Daron Acemoglu & Iván Werning & Michael D. Whinston & Victor Chernozhukovz, 2020. "Optimal Targeted Lockdowns in a Multi-Group SIR Model," Working Papers 826, Economic Research Southern Africa.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf, 2020. "Causal impact of masks, policies, behavior on early COVID-19 pandemic in the U.S," CeMMAP working papers CWP24/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Whitney Newey & Rahul Singh & Vasilis Syrgkanis, 2020. "Adversarial Estimation of Riesz Representers," Papers 2101.00009, arXiv.org, revised Apr 2024.
- Philipp Bach & Victor Chernozhukov & Martin Spindler, 2020.
"Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework,"
Papers
2011.01092, arXiv.org.
- Bach, Philipp & Chernozhukov, Victor & Spindler, Martin, 2020. "Insights from optimal pandemic shielding in a multi-group SEIR framework," hche Research Papers 23, University of Hamburg, Hamburg Center for Health Economics (hche).
- Shuowen Chen & Victor Chernozhukov & Iv'an Fern'andez-Val, 2019.
"Mastering Panel 'Metrics: Causal Impact of Democracy on Growth,"
Papers
1901.03821, arXiv.org.
- 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.
- Shuowen Chen & Victor Chernozhukov & Ivan Fernandez-Val, 2019. "Mastering Panel Metrics: Causal Impact of Democracy on Growth," CeMMAP working papers CWP33/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey, 2019. "Demand Analysis with Many Prices," NBER Working Papers 26424, National Bureau of Economic Research, Inc.
- 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.
- 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.
- Arun G. Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019. "Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap," NBER Working Papers 25593, National Bureau of Economic Research, Inc.
- 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 CWP09/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Whitney Newey & Vira Semenova, 2019. "Welfare Analysis in Dynamic Models," Papers 1908.09173, arXiv.org, revised Oct 2024.
- 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.
- 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.
- Jelena Bradic & Victor Chernozhukov & Whitney K. Newey & Yinchu Zhu, 2019. "Minimax Semiparametric Learning With Approximate Sparsity," Papers 1912.12213, arXiv.org, revised Aug 2022.
- 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.
- Mert Demirer & Vasilis Syrgkanis & Greg Lewis & Victor Chernozhukov, 2019. "Semi-Parametric Efficient Policy Learning with Continuous Actions," CeMMAP working papers CWP34/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2019.
"Distributional conformal prediction,"
Papers
1909.07889, arXiv.org, revised Aug 2021.
- Chernozhukov, Victor & Wüthrich, Kaspar & Zhu, Yinchu, 2021. "Distributional conformal prediction," University of California at San Diego, Economics Working Paper Series qt2zs6m5p5, Department of Economics, UC San Diego.
- 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.
- 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.
- Philipp Bach & Victor Chernozhukov & Martin Spindler, 2019. "Valid simultaneous inference in high-dimensional settings (with the HDM package for R)," CeMMAP working papers CWP30/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Federico Bugni & Victor Chernozhukov, 2018. "Subvector Inference in Partially Identified Models with Many Moment Inequalities," Papers 1806.11466, arXiv.org.
- 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.
- 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.
- Sven Klaassen & Jannis Kück & Martin Spindler & Victor Chernozhukov, 2019. "Uniform inference in high-dimensional Gaussian graphical models," CeMMAP working papers CWP29/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018. "High-dimensional econometrics and regularized GMM," CeMMAP working papers CWP35/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Siyi Luo, 2018. "Distribution regression with sample selection, with an application to wage decompositions in the UK," CeMMAP working papers CWP68/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Victor Chernozhukov & Iván Fernández-Val & Sukjin Han & Amanda Kowalski, 2018. "Censored Quantile Instrumental Variable Estimation with Stata," NBER Working Papers 24232, National Bureau of Economic Research, Inc.
- Victor Chernozhukov & Iv'n Fern'ndez-Val & Sukjin Han & Amanda E. Kowalski, 2018. "Censored Quantile Instrumental Variable Estimation with Stata," Cowles Foundation Discussion Papers 2120, Cowles Foundation for Research in Economics, Yale University.
- 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.
- 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.
- Denis Nekipelov & Vira Semenova & Vasilis Syrgkanis, 2018. "Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models," Papers 1806.04823, arXiv.org, revised Sep 2021.
- 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.
- 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.
- Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2018. "A $t$-test for synthetic controls," Papers 1812.10820, arXiv.org, revised Jan 2024.
- 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.
- 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.
- Chernozhukov, Victor & Fernández-Val, Iván & Weidner, Martin, 2024. "Network and panel quantile effects via distribution regression," Journal of Econometrics, Elsevier, vol. 240(2).
- Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2020. "Network and Panel Quantile Effects Via Distribution Regression," CeMMAP working papers CWP27/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2018. "Network and panel quantile effects via distribution regression," CeMMAP working papers CWP70/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2018. "Network and panel quantile effects via distribution regression," CeMMAP working papers CWP21/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2019. "Single market non-parametric identification of multi-attribute hedonic equilibrium models," CeMMAP working papers CWP27/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2018. "Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models," Working Papers hal-01169655, HAL.
- 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.
- Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2019. "LASSO-Driven Inference in Time and Space," CeMMAP working papers CWP20/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chernozhukov, V. & Härdle, W.K. & Huang, C. & Wang, W., 2018. "LASSO-Driven Inference in Time and Space," Working Papers 18/04, Department of Economics, City University London.
- Chernozhukov, Victor & Härdle, Wolfgang Karl & Huang, Chen & Wang, Weining, 2018. "LASSO-Driven Inference in Time and Space," IRTG 1792 Discussion Papers 2018-021, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2018. "LASSO-driven inference in time and space," CeMMAP working papers CWP36/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017.
"Monge-Kantorovich Depth, Quantiles, Ranks, and Signs,"
SciencePo Working papers Main
hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 04/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Working Papers hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Post-Print hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP57/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2014. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Papers 1412.8434, arXiv.org, revised Sep 2015.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP04/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 57/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks and Signs," Working Papers ECARES ECARES 2015-02, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2021. "Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations," Post-Print hal-03893143, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2021. "Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations," SciencePo Working papers Main hal-03893143, HAL.
- 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.
- Victor Chernozhukov & Mert Demirer & Esther Duflo & Ivan Fernandez-Val, 2017. "Generic machine learning inference on heterogenous treatment effects in randomized experiments," CeMMAP working papers CWP61/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey & Sami Stouli & Francis Vella, 2017. "Semiparametric estimation of structural functions in nonseparable triangular models," CeMMAP working papers CWP48/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Iván Fernández-Val & Whitney Newey & Sami Stouli & Francis Vella, 2017. "Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models," Bristol Economics Discussion Papers 17/690, School of Economics, University of Bristol, UK.
- Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey & Sami Stouli & Francis Vella, 2017. "Semiparametric estimation of structural functions in nonseparable triangular models," CeMMAP working papers 48/17, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Mert Demirer & Esther Duflo & Iván Fernández-Val, 2023. "Fischer-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India," Working Papers hal-04238425, HAL.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Whitney K. Newey, 2017. "Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables," CeMMAP working papers 63/17, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Whitney K. Newey, 2017. "Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables," CeMMAP working papers CWP63/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Kaspar Wüthrich & Yu Zhu, 2017. "An exact and robust conformal inference method for counterfactual and synthetic controls," CeMMAP working papers CWP62/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Kaspar Wüthrich & Yu Zhu, 2017. "An exact and robust conformal inference method for counterfactual and synthetic controls," CeMMAP working papers 62/17, Institute for Fiscal Studies.
- Chernozhukov, Victor & Wüthrich, Kaspar & Zhu, Yinchu, 2021. "An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls," University of California at San Diego, Economics Working Paper Series qt90m9d66s, Department of Economics, UC San Diego.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul, 2017. "Confidence bands for coefficients in high dimensional linear models with error-in-variables," CeMMAP working papers CWP22/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017. "Nonseparable multinomial choice models in cross-section and panel data," CeMMAP working papers CWP33/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017. "Nonseparable multinomial choice models in cross-section and panel data," CeMMAP working papers 33/17, Institute for Fiscal Studies.
- 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.
- Mingli Chen & Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2017. "Counterfactual analysis in R: a vignette," CeMMAP working papers CWP64/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017.
"Monge-Kantorovich Depth, Quantiles, Ranks, and Signs,"
SciencePo Working papers Main
hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 04/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Working Papers hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Post-Print hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP57/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2014. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Papers 1412.8434, arXiv.org, revised Sep 2015.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP04/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 57/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks and Signs," Working Papers ECARES ECARES 2015-02, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2017. "Double/Debiased Machine Learning for Treatment and Structural Parameters," NBER Working Papers 23564, National Bureau of Economic Research, Inc.
- 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 CWP28/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Tetsuya Kaji, 2016.
"Extremal Quantile Regression: An Overview,"
Papers
1612.06850, arXiv.org, revised Feb 2017.
- Victor Chernozhukov & Ivan Fernandez-Val & Tetsuya Kaji, 2017. "Extremal quantile regression: an overview," CeMMAP working papers CWP65/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Tetsuya Kaji, 2017. "Extremal quantile regression: an overview," CeMMAP working papers 65/17, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016.
"Central limit theorems and bootstrap in high dimensions,"
CeMMAP working papers
39/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Central limit theorems and bootstrap in high dimensions," CeMMAP working papers CWP39/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2014. "Central limit theorems and bootstrap in high dimensions," CeMMAP working papers CWP49/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2014. "Central limit theorems and bootstrap in high dimensions," CeMMAP working papers 49/14, Institute for Fiscal Studies.
- 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.
- 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.
- 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 CWP38/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Alexandre Belloni & Mingli Chen & Victor Chernozhukov, 2017. "Quantile graphical models: prediction and conditional independence with applications to systemic risk," CeMMAP working papers CWP54/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Mingli Chen & Victor Chernozhukov, 2017. "Quantile graphical models: prediction and conditional independence with applications to systemic risk," CeMMAP working papers 54/17, Institute for Fiscal Studies.
- Victor Chernozhukov & Chris Hansen & Martin Spindler, 2016.
"hdm: High-Dimensional Metrics,"
Papers
1608.00354, arXiv.org.
- Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016. "hdm: High-Dimensional Metrics," CeMMAP working papers CWP37/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016. "hdm: High-Dimensional Metrics," CeMMAP working papers 37/16, Institute for Fiscal Studies.
- Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2016.
"Vector Quantile Regression: An Optimal Transport Approach,"
SciencePo Working papers Main
hal-03567920, HAL.
- Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2015. "Vector quantile regression: an optimal transport approach," CeMMAP working papers 58/15, Institute for Fiscal Studies.
- Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2015. "Vector quantile regression: an optimal transport approach," CeMMAP working papers CWP58/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2016. "Vector Quantile Regression: An Optimal Transport Approach," Post-Print hal-03567920, HAL.
- Victor Chernozhukov & Chris Hansen & Martin Spindler, 2016. "High-Dimensional Metrics in R," Papers 1603.01700, arXiv.org, revised Aug 2016.
- 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.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Comparison and anti-concentration bounds for maxima of Gaussian random vectors," CeMMAP working papers CWP71/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Comparison and anti-concentration bounds for maxima of Gaussian random vectors," CeMMAP working papers 71/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Comparison and anti-concentration bounds for maxima of Gaussian random vectors," CeMMAP working papers CWP40/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016. "Locally robust semiparametric estimation," CeMMAP working papers 31/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016. "Locally robust semiparametric estimation," CeMMAP working papers CWP31/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2018. "Locally robust semiparametric estimation," CeMMAP working papers CWP30/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2017. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers CWP23/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chernozhukov, Victor & Fernández-Val, Iván & Melly, Blaise & Wüthrich, Kaspar, 2020. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," University of California at San Diego, Economics Working Paper Series qt5zm6m9rq, Department of Economics, UC San Diego.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2016. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers CWP35/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2017. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers 23/17, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2016. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers 35/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar W thrich, 2016. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Diskussionsschriften dp1607, Universitaet Bern, Departement Volkswirtschaft.
- 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.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016.
"Anti-concentration and honest, adaptive confidence bands,"
CeMMAP working papers
43/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Anti-concentration and honest, adaptive confidence bands," CeMMAP working papers 69/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Anti-concentration and honest, adaptive confidence bands," CeMMAP working papers CWP43/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Anti-concentration and honest, adaptive confidence bands," CeMMAP working papers CWP69/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Belloni, Alexandre. & Chen, Mingli & Chernozhukov, Victor, 2016. "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management," The Warwick Economics Research Paper Series (TWERPS) 1125, University of Warwick, Department of Economics.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016.
"Gaussian approximation of suprema of empirical processes,"
CeMMAP working papers
41/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Gaussian approximation of suprema of empirical processes," CeMMAP working papers CWP41/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Gaussian approximation of suprema of empirical processes," CeMMAP working papers CWP75/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Gaussian approximation of suprema of empirical processes," CeMMAP working papers 44/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Gaussian approximation of suprema of empirical processes," CeMMAP working papers CWP44/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Gaussian approximation of suprema of empirical processes," CeMMAP working papers 75/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016.
"Testing many moment inequalities,"
CeMMAP working papers
42/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2014. "Testing many moment inequalities," CeMMAP working papers CWP52/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Testing Many Moment Inequalities," CeMMAP working papers 65/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Testing many moment inequalities," CeMMAP working papers CWP42/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2014. "Testing many moment inequalities," CeMMAP working papers 52/14, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Testing Many Moment Inequalities," CeMMAP working papers CWP65/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Mingli Chen & Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly, 2016. "Counterfactual: An R Package for Counterfactual Analysis," Papers 1610.07894, arXiv.org.
- 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.
- 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 CWP49/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Michael Lipsitz & Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2017. "Quantreg.nonpar: an R package for performing nonparametric series quantile regression," CeMMAP working papers CWP29/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Michael Lipsitz & Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2017. "Quantreg.nonpar: an R package for performing nonparametric series quantile regression," CeMMAP working papers 29/17, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Christian Hansen & Yuan Liao, 2015. "A lava attack on the recovery of sums of dense and sparse signals," CeMMAP working papers 05/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Christian Hansen & Yuan Liao, 2015. "A lava attack on the recovery of sums of dense and sparse signals," CeMMAP working papers CWP05/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Christian Hansen & Yuan Liao, 2015. "A lava attack on the recovery of sums of dense and sparse signals," CeMMAP working papers CWP56/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Christian Hansen & Yuan Liao, 2015. "A lava attack on the recovery of sums of dense and sparse signals," CeMMAP working papers 56/15, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015.
"Constrained conditional moment restriction models,"
CeMMAP working papers
59/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2023. "Constrained Conditional Moment Restriction Models," Econometrica, Econometric Society, vol. 91(2), pages 709-736, March.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Ye Luo, 2015. "The sorted effects method: discovering heterogeneous effects beyond their averages," CeMMAP working papers CWP74/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Ye Luo, 2015. "The sorted effects method: discovering heterogeneous effects beyond their averages," CeMMAP working papers 74/15, Institute for Fiscal Studies.
- 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.
- 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.
- Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Post-selection and post-regularization inference in linear models with many controls and instruments," CeMMAP working papers 02/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Post-selection and post-regularization inference in linear models with many controls and instruments," CeMMAP working papers CWP02/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2015.
"Vector quantile regression: an optimal transport approach,"
CeMMAP working papers
58/15, Institute for Fiscal Studies.
- Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2016. "Vector Quantile Regression: An Optimal Transport Approach," SciencePo Working papers Main hal-03567920, HAL.
- Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2015. "Vector quantile regression: an optimal transport approach," CeMMAP working papers CWP58/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2016. "Vector Quantile Regression: An Optimal Transport Approach," Post-Print hal-03567920, HAL.
- 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.
- 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.
- Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016. "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers 36/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016. "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers CWP36/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2014.
"Implementing intersection bounds in Stata,"
CeMMAP working papers
25/14, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2013. "Implementing intersection bounds in Stata," CeMMAP working papers CWP38/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2014. "Implementing intersection bounds in Stata," CeMMAP working papers CWP25/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2013. "Implementing intersection bounds in Stata," CeMMAP working papers 38/13, Institute for Fiscal Studies.
- 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.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur, 2014. "Inference in high dimensional panel models with an application to gun control," CeMMAP working papers CWP50/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur, 2014. "Inference in high dimensional panel models with an application to gun control," CeMMAP working papers 50/14, Institute for Fiscal Studies.
- Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2014.
"Vector quantile regression,"
CeMMAP working papers
48/14, Institute for Fiscal Studies.
- Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2014. "Vector quantile regression," CeMMAP working papers CWP48/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2015. "Vector Quantile Regression," Working Papers hal-01169653, HAL.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2015. "Program evaluation with high-dimensional data," CeMMAP working papers CWP55/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2013. "Program evaluation with high-dimensional data," CeMMAP working papers 57/13, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2014. "Program evaluation with high-dimensional data," CeMMAP working papers CWP33/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2013. "Program evaluation with high-dimensional data," CeMMAP working papers CWP77/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2015. "Program evaluation with high-dimensional data," CeMMAP working papers 55/15, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2013. "Program evaluation with high-dimensional data," CeMMAP working papers 77/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2013. "Program evaluation with high-dimensional data," CeMMAP working papers CWP57/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2014.
"Monge-Kantorovich Depth, Quantiles, Ranks, and Signs,"
Papers
1412.8434, arXiv.org, revised Sep 2015.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 04/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Working Papers hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Post-Print hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP57/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP04/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 57/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks and Signs," Working Papers ECARES ECARES 2015-02, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "High dimensional methods and inference on structural and treatment effects," CeMMAP working papers CWP59/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "On the asymptotic theory for least squares series: pointwise and uniform results," CeMMAP working papers CWP73/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform post selection inference for LAD regression and other z-estimation problems," CeMMAP working papers CWP74/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform post selection inference for LAD regression and other z-estimation problems," CeMMAP working papers 74/13, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2014. "Uniform post selection inference for LAD regression and other Z-estimation problems," CeMMAP working papers 51/14, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2014. "Uniform post selection inference for LAD regression and other Z-estimation problems," CeMMAP working papers CWP51/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Robust inference in high-dimensional approximately sparse quantile regression models," CeMMAP working papers CWP70/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2014. "Valid post-selection inference in high-dimensional approximately sparse quantile regression models," CeMMAP working papers CWP53/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2014. "Valid post-selection inference in high-dimensional approximately sparse quantile regression models," CeMMAP working papers 53/14, Institute for Fiscal Studies.
- 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.
- 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.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2018. "Inference on causal and structural parameters using many moment inequalities," CeMMAP working papers CWP60/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Christian Hansen, 2013.
"Quantile Models with Endogeneity,"
Papers
1303.7050, arXiv.org.
- V. Chernozhukov & C. Hansen, 2013. "Quantile Models with Endogeneity," Annual Review of Economics, Annual Reviews, vol. 5(1), pages 57-81, May.
- Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers CWP25/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers 25/13, Institute for Fiscal Studies.
- 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.
- 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 CWP67/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey, 2014. "Nonparametric identification in panels using quantiles," CeMMAP working papers 54/14, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers 66/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey, 2014. "Nonparametric identification in panels using quantiles," CeMMAP working papers CWP54/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers CWP66/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013.
"Uniform post selection inference for LAD regression models,"
CeMMAP working papers
24/13, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform post selection inference for LAD regression models," CeMMAP working papers CWP24/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2016. "Program evaluation and causal inference with high-dimensional data," CeMMAP working papers 13/16, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2016. "Program evaluation and causal inference with high-dimensional data," CeMMAP working papers CWP13/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Lie Wang, 2013. "Pivotal estimation via square-root lasso in nonparametric regression," CeMMAP working papers CWP62/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors," CeMMAP working papers 76/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors," CeMMAP working papers CWP76/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Central limit theorems and multiplier bootstrap when p is much larger than n," CeMMAP working papers CWP45/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012.
"Inference on Sets in Finance,"
Papers
1211.4282, arXiv.org.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2015. "Inference on sets in finance," Quantitative Economics, Econometric Society, vol. 6(2), pages 309-358, July.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on sets in finance," CeMMAP working papers CWP04/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on sets in finance," CeMMAP working papers 04/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on sets in finance," CeMMAP working papers 46/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on sets in finance," CeMMAP working papers CWP46/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2012. "Inference for best linear approximations to set identified functions," CeMMAP working papers CWP43/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov, 2011. "High Dimensional Sparse Econometric Models: An Introduction," Papers 1106.5242, arXiv.org, revised Sep 2011.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2012. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers 10/12, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2012. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers CWP10/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers CWP26/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers 26/13, Institute for Fiscal Studies.
- 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.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP46/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers 46/16, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP19/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP37/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 37/12, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2012.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP17/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011.
"Quantile Regression with Censoring and Endogeneity,"
Papers
1104.4580, arXiv.org, revised Mar 2014.
- 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.
- Victor Chernozhukov & Iván Fernández-Val & Amanda E. Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," NBER Working Papers 16997, National Bureau of Economic Research, Inc.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers 1797, Cowles Foundation for Research in Economics, Yale University.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile regression with censoring and endogeneity," CeMMAP working papers CWP20/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011.
"Inference for High-Dimensional Sparse Econometric Models,"
Papers
1201.0220, arXiv.org.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011. "Inference for high-dimensional sparse econometric models," CeMMAP working papers CWP41/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011.
"Estimation of treatment effects with high-dimensional controls,"
CeMMAP working papers
42/11, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011. "Estimation of treatment effects with high-dimensional controls," CeMMAP working papers CWP42/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010.
"Quantile and Probability Curves without Crossing,"
SciencePo Working papers Main
hal-01052958, HAL.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and Probability Curves Without Crossing," Papers 0704.3649, arXiv.org, revised Jul 2014.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile And Probability Curves Without Crossing," Boston University - Department of Economics - Working Papers Series WP2007-011, Boston University - Department of Economics.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and probability curves without crossing," CeMMAP working papers CWP10/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves without Crossing," Post-Print hal-01052958, HAL.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2010. "LASSO Methods for Gaussian Instrumental Variables Models," Papers 1012.1297, arXiv.org, revised Feb 2011.
- 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.
- 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.
- 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.
- Alexandre Belloni & D. Chen & Victor Chernozhukov & Christian Hansen, 2010. "Sparse models and methods for optimal instruments with an application to eminent domain," CeMMAP working papers CWP31/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009.
"Inference on Counterfactual Distributions,"
Papers
0904.0951, arXiv.org, revised Sep 2013.
- Victor Chernozhukov & Iván Fernández‐Val & Blaise Melly, 2013. "Inference on Counterfactual Distributions," Econometrica, Econometric Society, vol. 81(6), pages 2205-2268, November.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2008. "Inference On Counterfactual Distributions," Boston University - Department of Economics - Working Papers Series wp2008-005, Boston University - Department of Economics.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers CWP05/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers 17/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers CWP17/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers CWP09/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers 05/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers 09/09, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney K. Newey, 2009. "Identification and estimation of marginal effects in nonlinear panel models," CeMMAP working papers CWP05/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney K. Newey, 2008. "Identification and estimation of marginal effects in nonlinear panel models," CeMMAP working papers CWP25/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009.
"Intersection Bounds: estimation and inference,"
CeMMAP working papers
19/09, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013. "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, vol. 81(2), pages 667-737, March.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009. "Intersection Bounds: estimation and inference," CeMMAP working papers CWP19/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012. "Intersection bounds: estimation and inference," CeMMAP working papers 33/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011. "Intersection bounds: estimation and inference," CeMMAP working papers CWP34/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012. "Intersection bounds: estimation and inference," CeMMAP working papers CWP33/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011. "Intersection bounds: estimation and inference," CeMMAP working papers 34/11, Institute for Fiscal Studies.
- 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Inference for extremal conditional quantile models, with an application to market and birthweight risks," CeMMAP working papers CWP40/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Alexandre Belloni & Victor Chernozhukov, 2009.
"L1-Penalized Quantile Regression in High-Dimensional Sparse Models,"
Papers
0904.2931, arXiv.org, revised Sep 2019.
- Alexandre Belloni & Victor Chernozhukov, 2009. "L1-Penalized quantile regression in high-dimensional sparse models," CeMMAP working papers CWP10/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Alexandre Belloni & Victor Chernozhukov, 2009.
"Posterior Inference in Curved Exponential Families under Increasing Dimensions,"
Papers
0904.3132, arXiv.org, revised Apr 2014.
- 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.
- Alexandre Belloni & Victor Chernozhukov, 2013. "Posterior inference in curved exponential families under increasing dimensions," CeMMAP working papers CWP68/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov, 2013. "Posterior inference in curved exponential families under increasing dimensions," CeMMAP working papers 68/13, Institute for Fiscal Studies.
- Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2009.
"Fragility of Asymptotic Agreement under Bayesian Learning,"
Levine's Working Paper Archive
814577000000000139, David K. Levine.
- , & , & ,, 2016. "Fragility of asymptotic agreement under Bayesian learning," Theoretical Economics, Econometric Society, vol. 11(1), January.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2008. "Improving point and interval estimates of monotone functions by rearrangement," CeMMAP working papers CWP17/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2009. "Improving point and interval estimators of monotone functions by rearrangement," Post-Print hal-03596970, HAL.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2009. "Improving point and interval estimators of monotone functions by rearrangement," SciencePo Working papers Main hal-03596970, HAL.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007.
"Quantile and Probability Curves Without Crossing,"
Papers
0704.3649, arXiv.org, revised Jul 2014.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves without Crossing," SciencePo Working papers Main hal-01052958, HAL.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile And Probability Curves Without Crossing," Boston University - Department of Economics - Working Papers Series WP2007-011, Boston University - Department of Economics.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves without Crossing," Post-Print hal-01052958, HAL.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and probability curves without crossing," CeMMAP working papers CWP10/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007.
"Rearranging Edgeworth-Cornish-Fisher Expansions,"
Papers
0708.1627, arXiv.org, revised May 2013.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Rearranging Edgeworth-Cornish-Fisher expansions," CeMMAP working papers CWP19/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Rearranging Edgeworth-Cornish-Fisher Expansions," SciencePo Working papers Main hal-03588300, HAL.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Rearranging Edgeworth-Cornish-Fisher Expansions," Post-Print hal-03588300, HAL.
- 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.
- Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2007.
"Learning and Disagreement in an Uncertain World,"
Carlo Alberto Notebooks
48, Collegio Carlo Alberto.
- Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2006. "Learning and Disagreement in an Uncertain World," NBER Working Papers 12648, National Bureau of Economic Research, Inc.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007.
"Improving Estimates of Monotone Functions by Rearrangement,"
Papers
0704.3686, arXiv.org, revised Nov 2010.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Improving estimates of monotone functions by rearrangement," CeMMAP working papers CWP09/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Improving Estimates Of Monotone Functions By Rearrangement," Boston University - Department of Economics - Working Papers Series WP2007-012, Boston University - Department of Economics.
- Victor Chernozhukov, 2005. "Extremal quantile regression," Papers math/0505639, arXiv.org.
- Christian Hansen & Victor Chernozhukov, 2004. "Finite-Sample Inference Methods for Quantile Regression Models," Econometric Society 2004 North American Winter Meetings 393, Econometric Society.
- 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.
- 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.
- 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.
- 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 - 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2009. "Quantile and average effects in nonseparable panel models," CeMMAP working papers CWP29/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
repec:spo:wpmain:info:hdl:2441/4kovgv3hs883bok2tvdkibejb6 is not listed on IDEAS
Articles
- Chernozhukov, Victor & Fernández-Val, Iván & Weidner, Martin, 2024.
"Network and panel quantile effects via distribution regression,"
Journal of Econometrics, Elsevier, vol. 240(2).
- Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2020. "Network and Panel Quantile Effects Via Distribution Regression," CeMMAP working papers CWP27/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2018. "Network and panel quantile effects via distribution regression," CeMMAP working papers CWP70/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2018. "Network and panel quantile effects via distribution regression," CeMMAP working papers CWP21/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2023.
"Constrained Conditional Moment Restriction Models,"
Econometrica, Econometric Society, vol. 91(2), pages 709-736, March.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers 59/15, Institute for Fiscal Studies.
- 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.
- Sven Klaassen & Jannis Kück & Martin Spindler & Victor Chernozhukov, 2019. "Uniform inference in high-dimensional Gaussian graphical models," CeMMAP working papers CWP29/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016. "Locally robust semiparametric estimation," CeMMAP working papers 31/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016. "Locally robust semiparametric estimation," CeMMAP working papers CWP31/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2018. "Locally robust semiparametric estimation," CeMMAP working papers CWP30/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Guillaume Carlier & Victor Chernozhukov & Gwendoline de Bie & Alfred Galichon, 2022. "Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics," SciencePo Working papers Main hal-03896159, HAL.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf, 2020. "Causal impact of masks, policies, behavior on early COVID-19 pandemic in the U.S," CeMMAP working papers CWP24/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- Daron Acemoglu & Iván Werning & Michael D. Whinston & Victor Chernozhukovz, 2020. "Optimal Targeted Lockdowns in a Multi-Group SIR Model," Working Papers 826, Economic Research Southern Africa.
- 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.
- 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.
- Victor Chernozhukov & Kaspar Wüthrich & Yu Zhu, 2017. "An exact and robust conformal inference method for counterfactual and synthetic controls," CeMMAP working papers CWP62/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Kaspar Wüthrich & Yu Zhu, 2017. "An exact and robust conformal inference method for counterfactual and synthetic controls," CeMMAP working papers 62/17, Institute for Fiscal Studies.
- Chernozhukov, Victor & Wüthrich, Kaspar & Zhu, Yinchu, 2021. "An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls," University of California at San Diego, Economics Working Paper Series qt90m9d66s, Department of Economics, UC San Diego.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2021. "Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations," Post-Print hal-03893143, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2021. "Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations," SciencePo Working papers Main hal-03893143, HAL.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey & Sami Stouli & Francis Vella, 2017. "Semiparametric estimation of structural functions in nonseparable triangular models," CeMMAP working papers CWP48/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Iván Fernández-Val & Whitney Newey & Sami Stouli & Francis Vella, 2017. "Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models," Bristol Economics Discussion Papers 17/690, School of Economics, University of Bristol, UK.
- Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey & Sami Stouli & Francis Vella, 2017. "Semiparametric estimation of structural functions in nonseparable triangular models," CeMMAP working papers 48/17, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2017. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers CWP23/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chernozhukov, Victor & Fernández-Val, Iván & Melly, Blaise & Wüthrich, Kaspar, 2020. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," University of California at San Diego, Economics Working Paper Series qt5zm6m9rq, Department of Economics, UC San Diego.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2016. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers CWP35/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2017. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers 23/17, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2016. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers 35/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar W thrich, 2016. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Diskussionsschriften dp1607, Universitaet Bern, Departement Volkswirtschaft.
- 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.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP46/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers 46/16, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP19/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Shuowen Chen & Victor Chernozhukov & Iv'an Fern'andez-Val, 2019. "Mastering Panel 'Metrics: Causal Impact of Democracy on Growth," Papers 1901.03821, arXiv.org.
- Shuowen Chen & Victor Chernozhukov & Ivan Fernandez-Val, 2019. "Mastering Panel Metrics: Causal Impact of Democracy on Growth," CeMMAP working papers CWP33/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2014. "Valid post-selection inference in high-dimensional approximately sparse quantile regression models," CeMMAP working papers CWP53/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2014. "Valid post-selection inference in high-dimensional approximately sparse quantile regression models," CeMMAP working papers 53/14, Institute for Fiscal Studies.
- 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.
- 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.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2018. "Inference on causal and structural parameters using many moment inequalities," CeMMAP working papers CWP60/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Victor Chernozhukov & Iván Fernández-Val & Sukjin Han & Amanda Kowalski, 2018. "Censored Quantile Instrumental Variable Estimation with Stata," NBER Working Papers 24232, National Bureau of Economic Research, Inc.
- Victor Chernozhukov & Iv'n Fern'ndez-Val & Sukjin Han & Amanda E. Kowalski, 2018. "Censored Quantile Instrumental Variable Estimation with Stata," Cowles Foundation Discussion Papers 2120, Cowles Foundation for Research in Economics, Yale University.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017. "Nonseparable multinomial choice models in cross-section and panel data," CeMMAP working papers CWP33/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017. "Nonseparable multinomial choice models in cross-section and panel data," CeMMAP working papers 33/17, Institute for Fiscal Studies.
- 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.
- 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.
- Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2017. "Double/Debiased Machine Learning for Treatment and Structural Parameters," NBER Working Papers 23564, National Bureau of Economic Research, Inc.
- 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 CWP28/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Ye Luo, 2015. "The sorted effects method: discovering heterogeneous effects beyond their averages," CeMMAP working papers CWP74/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Ye Luo, 2015. "The sorted effects method: discovering heterogeneous effects beyond their averages," CeMMAP working papers 74/15, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2016. "Program evaluation and causal inference with high-dimensional data," CeMMAP working papers 13/16, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2016. "Program evaluation and causal inference with high-dimensional data," CeMMAP working papers CWP13/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- , & , & ,, 2016.
"Fragility of asymptotic agreement under Bayesian learning,"
Theoretical Economics, Econometric Society, vol. 11(1), January.
- Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2009. "Fragility of Asymptotic Agreement under Bayesian Learning," Levine's Working Paper Archive 814577000000000139, David K. Levine.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur, 2014. "Inference in high dimensional panel models with an application to gun control," CeMMAP working papers CWP50/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur, 2014. "Inference in high dimensional panel models with an application to gun control," CeMMAP working papers 50/14, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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 CWP38/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Papers 1104.4580, arXiv.org, revised Mar 2014.
- Victor Chernozhukov & Iván Fernández-Val & Amanda E. Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," NBER Working Papers 16997, National Bureau of Economic Research, Inc.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers 1797, Cowles Foundation for Research in Economics, Yale University.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile regression with censoring and endogeneity," CeMMAP working papers CWP20/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Post-selection and post-regularization inference in linear models with many controls and instruments," CeMMAP working papers 02/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Post-selection and post-regularization inference in linear models with many controls and instruments," CeMMAP working papers CWP02/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Alexandre Belloni & Victor Chernozhukov, 2015. "Comment," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1449-1451, December.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey, 2014. "Nonparametric identification in panels using quantiles," CeMMAP working papers 54/14, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers 66/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey, 2014. "Nonparametric identification in panels using quantiles," CeMMAP working papers CWP54/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers CWP66/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016. "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers 36/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016. "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers CWP36/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2015.
"Inference on sets in finance,"
Quantitative Economics, Econometric Society, vol. 6(2), pages 309-358, July.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on Sets in Finance," Papers 1211.4282, arXiv.org.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on sets in finance," CeMMAP working papers CWP04/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on sets in finance," CeMMAP working papers 04/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on sets in finance," CeMMAP working papers 46/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on sets in finance," CeMMAP working papers CWP46/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2013. "Implementing intersection bounds in Stata," CeMMAP working papers CWP38/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2014. "Implementing intersection bounds in Stata," CeMMAP working papers CWP25/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2013. "Implementing intersection bounds in Stata," CeMMAP working papers 38/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2014. "Implementing intersection bounds in Stata," CeMMAP working papers 25/14, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "High dimensional methods and inference on structural and treatment effects," CeMMAP working papers CWP59/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Alexandre Belloni & Victor Chernozhukov, 2013. "Posterior inference in curved exponential families under increasing dimensions," CeMMAP working papers CWP68/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov, 2013. "Posterior inference in curved exponential families under increasing dimensions," CeMMAP working papers 68/13, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov, 2009. "Posterior Inference in Curved Exponential Families under Increasing Dimensions," Papers 0904.3132, arXiv.org, revised Apr 2014.
- 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.
- 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.
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP37/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 37/12, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2012.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP17/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- V. Chernozhukov & C. Hansen, 2013.
"Quantile Models with Endogeneity,"
Annual Review of Economics, Annual Reviews, vol. 5(1), pages 57-81, May.
- Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers CWP25/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Christian Hansen, 2013. "Quantile Models with Endogeneity," Papers 1303.7050, arXiv.org.
- Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers 25/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013.
"Intersection Bounds: Estimation and Inference,"
Econometrica, Econometric Society, vol. 81(2), pages 667-737, March.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009. "Intersection Bounds: estimation and inference," CeMMAP working papers CWP19/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012. "Intersection bounds: estimation and inference," CeMMAP working papers 33/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011. "Intersection bounds: estimation and inference," CeMMAP working papers CWP34/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012. "Intersection bounds: estimation and inference," CeMMAP working papers CWP33/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009. "Intersection Bounds: estimation and inference," CeMMAP working papers 19/09, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011. "Intersection bounds: estimation and inference," CeMMAP working papers 34/11, Institute for Fiscal Studies.
- Victor Chernozhukov & Iván Fernández‐Val & Blaise Melly, 2013.
"Inference on Counterfactual Distributions,"
Econometrica, Econometric Society, vol. 81(6), pages 2205-2268, November.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2008. "Inference On Counterfactual Distributions," Boston University - Department of Economics - Working Papers Series wp2008-005, Boston University - Department of Economics.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on Counterfactual Distributions," Papers 0904.0951, arXiv.org, revised Sep 2013.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers CWP05/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers 17/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers CWP17/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers CWP09/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers 05/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers 09/09, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- 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.
- Alexandre Belloni & D. Chen & Victor Chernozhukov & Christian Hansen, 2010. "Sparse models and methods for optimal instruments with an application to eminent domain," CeMMAP working papers CWP31/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Inference for extremal conditional quantile models, with an application to market and birthweight risks," CeMMAP working papers CWP40/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Rearranging Edgeworth-Cornish-Fisher expansions," CeMMAP working papers CWP19/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Rearranging Edgeworth-Cornish-Fisher Expansions," SciencePo Working papers Main hal-03588300, HAL.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Rearranging Edgeworth-Cornish-Fisher Expansions," Post-Print hal-03588300, HAL.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Rearranging Edgeworth-Cornish-Fisher Expansions," Papers 0708.1627, arXiv.org, revised May 2013.
- 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves without Crossing," SciencePo Working papers Main hal-01052958, HAL.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and Probability Curves Without Crossing," Papers 0704.3649, arXiv.org, revised Jul 2014.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile And Probability Curves Without Crossing," Boston University - Department of Economics - Working Papers Series WP2007-011, Boston University - Department of Economics.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves without Crossing," Post-Print hal-01052958, HAL.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and probability curves without crossing," CeMMAP working papers CWP10/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2008. "Improving point and interval estimates of monotone functions by rearrangement," CeMMAP working papers CWP17/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2009. "Improving point and interval estimators of monotone functions by rearrangement," Post-Print hal-03596970, HAL.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2009. "Improving point and interval estimators of monotone functions by rearrangement," SciencePo Working papers Main hal-03596970, HAL.
- 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.
- 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.
- 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.
- Chernozhukov, Victor & Hansen, Christian, 2008. "Instrumental variable quantile regression: A robust inference approach," Journal of Econometrics, Elsevier, vol. 142(1), pages 379-398, January.
- 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.
- Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2007. "Inference approaches for instrumental variable quantile regression," Economics Letters, Elsevier, vol. 95(2), pages 272-277, May.
- 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.
- 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.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Christian Hansen, 2005. "An IV Model of Quantile Treatment Effects," Econometrica, Econometric Society, vol. 73(1), pages 245-261, January.
- 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.
- 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.
- Chernozhukov, Victor & Hong, Han, 2003.
"An MCMC approach to classical estimation,"
Journal of Econometrics, Elsevier, vol. 115(2), pages 293-346, August.
- Victor Chernozhukov & Han Hong, 2023. "An MCMC Approach to Classical Estimation," Papers 2301.07782, arXiv.org.
- 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.
- 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
- 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.
- 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.
- 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
- The Econometrics Journal, Royal Economic Society.
- Econometrics Journal, Royal Economic Society.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Works
- Number of Distinct Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
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- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Euclidian citation score
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Breadth of citations across fields
- Wu-Index
- Record of graduates
Co-authorship network on CollEc
Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries: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.- 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
- 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
- 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
- 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
- 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
- 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
- NEP-ETS: Econometric Time Series (3) 2018-09-03 2022-06-13 2023-02-27
- NEP-EXP: Experimental Economics (3) 2018-01-08 2018-07-30 2018-08-20
- NEP-URE: Urban and Real Estate Economics (3) 2020-06-15 2021-03-01 2021-03-22
- NEP-CTA: Contract Theory and Applications (2) 2017-10-22 2017-10-22
- NEP-FOR: Forecasting (2) 2018-03-19 2019-09-30
- NEP-GRO: Economic Growth (2) 2019-01-28 2020-01-13
- NEP-NET: Network Economics (2) 2021-05-24 2021-07-19
- NEP-SOC: Social Norms and Social Capital (2) 2019-01-28 2020-01-13
- NEP-UPT: Utility Models and Prospect Theory (2) 2017-10-08 2018-01-15
- NEP-BAN: Banking (1) 2018-01-15
- NEP-DEM: Demographic Economics (1) 2022-07-18
- NEP-DES: Economic Design (1) 2023-05-29
- NEP-GEN: Gender (1) 2019-01-07
- NEP-GTH: Game Theory (1) 2015-05-09
- NEP-HEA: Health Economics (1) 2020-11-23
- NEP-HME: Heterodox Microeconomics (1) 2019-01-07
- NEP-IND: Industrial Organization (1) 2019-11-11
- NEP-INV: Investment (1) 2023-06-12
- NEP-MAC: Macroeconomics (1) 2023-05-29
- NEP-MFD: Microfinance (1) 2018-07-30
- NEP-PAY: Payment Systems and Financial Technology (1) 2019-09-02
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