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Details about Victor Chernozhukov

Workplace:Economics Department, Massachusetts Institute of Technology (MIT), (more information at EDIRC)
New Economic School (NES), (more information at EDIRC)

Access statistics for papers by Victor Chernozhukov.

Last updated 2017-05-14. Update your information in the RePEc Author Service.

Short-id: pch864


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Working Papers

2016

  1. Anti-concentration and honest, adaptive confidence bands
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (4)
  2. Central limit theorems and bootstrap in high dimensions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads View citations (4)
  3. Comparison and anti-concentration bounds for maxima of Gaussian random vectors
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (4)
  4. Conditional quantile processes based on series or many regressors
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) Downloads View citations (15)
  5. Double machine learning for treatment and causal parameters
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
  6. Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    See also Journal Article in Stochastic Processes and their Applications (2016)
  7. Gaussian approximation of suprema of empirical processes
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads View citations (6)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads
  8. Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) Downloads
  9. Locally robust semiparametric estimation
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
  10. Program evaluation and causal inference with high-dimensional data
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
  11. Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads
  12. Testing many moment inequalities
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads View citations (2)
  13. Valid post-selection and post-regularization inference: An elementary, general approach
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    See also Journal Article in Annual Review of Economics (2015)
  14. Vector Quantile Regression: An Optimal Transport Approach
    Sciences Po publications, Sciences Po Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads
  15. hdm: High-Dimensional Metrics
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2015

  1. A lava attack on the recovery of sums of dense and sparse signals
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (1)
  2. Constrained conditional moment restriction models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
  3. Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  4. Monge-Kantorovich Depth, Quantiles, Ranks and Signs
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (1)
    Sciences Po publications, Sciences Po (2015) Downloads View citations (1)
  5. Post-selection and post-regularization inference in linear models with many controls and instruments
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    See also Journal Article in American Economic Review (2015)
  6. Program evaluation with high-dimensional data
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads View citations (5)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (3)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (3)
  7. The sorted effects method: discovering heterogeneous effects beyond their averages
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
  8. Vector Quantile Regression
    Working Papers, HAL Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads
    Sciences Po publications, Sciences Po (2015) Downloads

2014

  1. Implementing intersection bounds in Stata
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (1)

    See also Journal Article in Stata Journal (2015)
  2. Inference in high dimensional panel models with an application to gun control
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
  3. Nonparametric identification in panels using quantiles
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads

    See also Journal Article in Journal of Econometrics (2015)
  4. Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models
    Sciences Po publications, Sciences Po Downloads View citations (2)
    Also in Working Papers, HAL (2014) Downloads View citations (2)
  5. Uniform post selection inference for LAD regression and other Z-estimation problems
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads
  6. Valid post-selection inference in high-dimensional approximately sparse quantile regression models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2013

  1. Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (23)
  2. High dimensional methods and inference on structural and treatment effects
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    See also Journal Article in Journal of Economic Perspectives (2014)
  3. Honest confidence regions for a regression parameter in logistic regression with a large number of controls
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (3)
  4. Inference on counterfactual distributions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (41)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2008) View citations (11)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) Downloads View citations (45)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads View citations (17)

    See also Journal Article in Econometrica (2013)
  5. Inference on treatment effects after selection amongst high-dimensional controls
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads View citations (2)
  6. On the asymptotic theory for least squares series: pointwise and uniform results
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
  7. Pivotal estimation via square-root lasso in nonparametric regression
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
  8. Posterior inference in curved exponential families under increasing dimensions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    See also Journal Article in Econometrics Journal (2014)
  9. Quantile models with endogeneity
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (11)
    See also Journal Article in Annual Review of Economics (2013)
  10. Robust inference in high-dimensional approximately sparse quantile regression models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
  11. Uniform post selection inference for LAD regression models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2012

  1. Central limit theorems and multiplier bootstrap when p is much larger than n
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
  2. Inference for best linear approximations to set identified functions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (9)
  3. Inference on Sets in Finance
    Papers, arXiv.org Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads

    See also Journal Article in Quantitative Economics (2015)
  4. Intersection bounds: estimation and inference
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) Downloads View citations (45)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) Downloads View citations (2)

    See also Journal Article in Econometrica (2013)
  5. Local Identification of Nonparametric and Semiparametric Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) Downloads View citations (4)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) Downloads View citations (3)

    See also Journal Article in Econometrica (2014)

2011

  1. Estimation of treatment effects with high-dimensional controls
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
  2. Inference for extremal conditional quantile models, with an application to market and birthweight risks
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (17)
    Also in Papers, arXiv.org (2009) Downloads

    See also Journal Article in Review of Economic Studies (2011)
  3. Inference for high-dimensional sparse econometric models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (11)
  4. Quantile Regression with Censoring and Endogeneity
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (8)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) Downloads View citations (7)

    See also Journal Article in Journal of Econometrics (2015)

2010

  1. Post-l1-penalized estimators in high-dimensional linear regression models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
  2. Quantile and Probability Curves without Crossing
    Post-Print, HAL Downloads View citations (35)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007) View citations (10)
    Sciences Po publications, Sciences Po (2010) Downloads View citations (56)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) Downloads View citations (10)

    See also Journal Article in Econometrica (2010)
  3. Sparse models and methods for optimal instruments with an application to eminent domain
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    See also Journal Article in Econometrica (2012)

2009

  1. Fragility of Asymptotic Agreement under Bayesian Learning
    Levine's Working Paper Archive, David K. Levine Downloads View citations (19)
    See also Journal Article in Theoretical Economics (2016)
  2. Identification and Estimation of Marginal Effects in Nonlinear Panel Models
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (14)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008) Downloads View citations (5)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) Downloads View citations (14)
  3. L1-Penalized quantile regression in high-dimensional sparse models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
  4. Nonparametric Instrumental Variable Estimators of Structural Quantile Effects
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (4)
  5. Quantile and average effects in nonseparable panel models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (8)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
  6. Set identification with Tobin regressors
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2008

  1. Improving point and interval estimates of monotone functions by rearrangement
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    See also Journal Article in Biometrika (2009)

2007

  1. IMPROVING ESTIMATES OF MONOTONE FUNCTIONS BY REARRANGEMENT
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (7)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) Downloads View citations (9)
  2. Learning and Disagreement in an Uncertain World
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (18)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (18)
  3. On the computational complexity of MCMC-based estimators in large samples
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
  4. Rearranging Edgeworth-Cornish-Fisher expansions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
    See also Journal Article in Economic Theory (2010)

2004

  1. Finite-Sample Inference Methods for Quantile Regression Models
    Econometric Society 2004 North American Winter Meetings, Econometric Society
  2. Parameter Set Inference in a Class of Econometric Models
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (22)
  3. Quantile Regression under Misspecification
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (4)
  4. Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Journal Article in Econometrica (2006)

Undated

  1. Censored Quantile Instrumental Variable Estimation via Control Functions
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (4)

Journal Articles

2016

  1. Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
    Stochastic Processes and their Applications, 2016, 126, (12), 3632-3651 Downloads
    See also Working Paper (2016)
  2. Fragility of asymptotic agreement under Bayesian learning
    Theoretical Economics, 2016, 11, (1) Downloads View citations (2)
    See also Working Paper (2009)

2015

  1. Comment
    Journal of the American Statistical Association, 2015, 110, (512), 1449-1451 Downloads
  2. Implementing intersection bounds in Stata
    Stata Journal, 2015, 15, (1), 21-44 Downloads
    See also Working Paper (2014)
  3. Inference on sets in finance
    Quantitative Economics, 2015, 6, (2), 309-358 Downloads View citations (2)
    See also Working Paper (2012)
  4. Nonparametric identification in panels using quantiles
    Journal of Econometrics, 2015, 188, (2), 378-392 Downloads View citations (4)
    See also Working Paper (2014)
  5. Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
    American Economic Review, 2015, 105, (5), 486-90 Downloads View citations (7)
    See also Working Paper (2015)
  6. Quantile regression with censoring and endogeneity
    Journal of Econometrics, 2015, 186, (1), 201-221 Downloads View citations (13)
    See also Working Paper (2011)
  7. Some new asymptotic theory for least squares series: Pointwise and uniform results
    Journal of Econometrics, 2015, 186, (2), 345-366 Downloads View citations (17)
  8. Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
    Biometrika, 2015, 102, (1), 77-94 Downloads View citations (2)
  9. Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach
    Annual Review of Economics, 2015, 7, (1), 649-688 Downloads View citations (2)
    See also Working Paper (2016)

2014

  1. High-Dimensional Methods and Inference on Structural and Treatment Effects
    Journal of Economic Perspectives, 2014, 28, (2), 29-50 Downloads View citations (13)
    See also Working Paper (2013)
  2. Inference on Treatment Effects after Selection among High-Dimensional Controlsâ€
    Review of Economic Studies, 2014, 81, (2), 608-650 Downloads View citations (20)
  3. Local Identification of Nonparametric and Semiparametric Models
    Econometrica, 2014, 82, (2), 785-809 Downloads View citations (12)
    See also Working Paper (2012)
  4. Posterior inference in curved exponential families under increasing dimensions
    Econometrics Journal, 2014, 17, (2), S75-S100 Downloads
    See also Working Paper (2013)

2013

  1. Average and Quantile Effects in Nonseparable Panel Models
    Econometrica, 2013, 81, (2), 535-580 Downloads View citations (31)
  2. Inference on Counterfactual Distributions
    Econometrica, 2013, 81, (6), 2205-2268 Downloads View citations (42)
    See also Working Paper (2013)
  3. Intersection Bounds: Estimation and Inference
    Econometrica, 2013, 81, (2), 667-737 Downloads View citations (60)
    See also Working Paper (2012)
  4. Quantile Models with Endogeneity
    Annual Review of Economics, 2013, 5, (1), 57-81 Downloads View citations (11)
    See also Working Paper (2013)

2012

  1. Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
    Econometrica, 2012, 80, (6), 2369-2429 Downloads View citations (89)
    See also Working Paper (2010)

2011

  1. Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
    Review of Economic Studies, 2011, 78, (2), 559-589 Downloads View citations (18)
    See also Working Paper (2011)
  2. Square-root lasso: pivotal recovery of sparse signals via conic programming
    Biometrika, 2011, 98, (4), 791-806 Downloads View citations (29)

2010

  1. Introduction
    Economic Theory, 2010, 42, (2), 271-273 Downloads View citations (1)
  2. Quantile and Probability Curves Without Crossing
    Econometrica, 2010, 78, (3), 1093-1125 Downloads View citations (70)
    See also Working Paper (2010)
  3. Rearranging Edgeworth–Cornish–Fisher expansions
    Economic Theory, 2010, 42, (2), 419-435 Downloads View citations (5)
    See also Working Paper (2007)
  4. Set identification and sensitivity analysis with Tobin regressors
    Quantitative Economics, 2010, 1, (2), 255-277 View citations (1)

2009

  1. ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
    Econometric Theory, 2009, 25, (03), 806-818 Downloads View citations (2)
  2. Finite sample inference for quantile regression models
    Journal of Econometrics, 2009, 152, (2), 93-103 Downloads View citations (21)
  3. Improving point and interval estimators of monotone functions by rearrangement
    Biometrika, 2009, 96, (3), 559-575 Downloads View citations (32)
    See also Working Paper (2008)

2008

  1. Instrumental variable quantile regression: A robust inference approach
    Journal of Econometrics, 2008, 142, (1), 379-398 Downloads View citations (123)
  2. The reduced form: A simple approach to inference with weak instruments
    Economics Letters, 2008, 100, (1), 68-71 Downloads View citations (40)

2007

  1. Estimation and Confidence Regions for Parameter Sets in Econometric Models
    Econometrica, 2007, 75, (5), 1243-1284 Downloads View citations (159)
  2. Inference approaches for instrumental variable quantile regression
    Economics Letters, 2007, 95, (2), 272-277 Downloads View citations (16)
  3. Instrumental variable estimation of nonseparable models
    Journal of Econometrics, 2007, 139, (1), 4-14 Downloads View citations (67)

2006

  1. Instrumental quantile regression inference for structural and treatment effect models
    Journal of Econometrics, 2006, 132, (2), 491-525 Downloads View citations (157)
  2. Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
    Econometrica, 2006, 74, (2), 539-563 Downloads View citations (102)
    See also Working Paper (2004)

2005

  1. An IV Model of Quantile Treatment Effects
    Econometrica, 2005, 73, (1), 245-261 Downloads View citations (214)

2004

  1. Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
    Econometrica, 2004, 72, (5), 1445-1480 Downloads View citations (24)
  2. The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis
    The Review of Economics and Statistics, 2004, 86, (3), 735-751 Downloads View citations (35)

2003

  1. An MCMC approach to classical estimation
    Journal of Econometrics, 2003, 115, (2), 293-346 Downloads View citations (183)

2002

  1. Three-Step Censored Quantile Regression and Extramarital Affairs
    Journal of the American Statistical Association, 2002, 97, 872-882 Downloads View citations (66)

2001

  1. Conditional value-at-risk: Aspects of modeling and estimation
    Empirical Economics, 2001, 26, (1), 271-292 Downloads View citations (55)

Software Items

2016

  1. CQIV: Stata module to perform censored quantile instrumental variables regression
    Statistical Software Components, Boston College Department of Economics Downloads View citations (6)

2014

  1. CLRBOUND: Stata module to perform estimation and inference on intersection bounds
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2017-06-25