Details about Victor Chernozhukov
Access statistics for papers by Victor Chernozhukov.
Last updated 2019-10-18. Update your information in the RePEc Author Service.
Short-id: pch864
Jump to Journal Articles Software Items Editor
Working Papers
2019
- An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
Papers, arXiv.org  View citations (3)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (9)
- Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap
NBER Working Papers, National Bureau of Economic Research, Inc
- Censored Quantile Instrumental Variable Estimation with Stata
Papers, arXiv.org View citations (1)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2018) View citations (1)
NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (2)
- Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK
Papers, arXiv.org View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
- Distributional conformal prediction
Papers, arXiv.org
- Double/De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers
Papers, arXiv.org View citations (3)
- Fast Algorithms for the Quantile Regression Process
Papers, arXiv.org
- Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments
Papers, arXiv.org View citations (5)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (4)
- Inference on weighted average value function in high-dimensional state space
Papers, arXiv.org
- L1-Penalized Quantile Regression in High-Dimensional Sparse Models
Papers, arXiv.org View citations (21)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (3)
- LASSO-Driven Inference in Time and Space
Papers, arXiv.org
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (2)
Working Papers, Department of Economics, City University London (2018) View citations (2)
- Learning L2 Continuous Regression Functionals via Regularized Riesz Representers
Papers, arXiv.org
- Mastering Panel 'Metrics: Causal Impact of Democracy on Growth
Papers, arXiv.org
See also Journal Article in AEA Papers and Proceedings (2019)
- Plug-in Regularized Estimation of High-Dimensional Parameters in Nonlinear Semiparametric Models
Papers, arXiv.org View citations (2)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (1)
- Practical and robust $t$-test based inference for synthetic control and related methods
Papers, arXiv.org View citations (1)
- Semi-Parametric Efficient Policy Learning with Continuous Actions
Papers, arXiv.org
- Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
Papers, arXiv.org View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (5)
Bristol Economics Discussion Papers, Department of Economics, University of Bristol, UK (2017) View citations (5)
- Shape-Enforcing Operators for Point and Interval Estimators
Papers, arXiv.org
- Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables
Papers, arXiv.org
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (2)
- SortedEffects: Sorted Causal Effects in R
Papers, arXiv.org
2018
- Closing the U.S. gender wage gap requires understanding its heterogeneity
Papers, arXiv.org
- Conditional Quantile Processes based on Series or Many Regressors
Papers, arXiv.org View citations (2)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (2)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (24)
- Double/de-biased machine learning using regularized Riesz representers
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
- Exact and robust conformal inference methods for predictive machine learning with dependent data
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Papers, arXiv.org View citations (14)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (65)
- Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
Papers, arXiv.org
Also in Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft (2016) View citations (7)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (7)
- High-Dimensional Econometrics and Regularized GMM
Papers, arXiv.org View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (1)
- Inference on causal and structural parameters using many moment inequalities
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
Also in Papers, arXiv.org (2018) View citations (2)
- Locally Robust Semiparametric Estimation
Papers, arXiv.org View citations (4)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (11)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
- Network and Panel Quantile Effects Via Distribution Regression
Papers, arXiv.org
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
- Nonseparable Multinomial Choice Models in Cross-Section and Panel Data
Papers, arXiv.org
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
See also Journal Article in Journal of Econometrics (2019)
- Program Evaluation and Causal Inference with High-Dimensional Data
Papers, arXiv.org View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (5)
See also Journal Article in Econometrica (2017)
- Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
- Subvector Inference in Partially Identified Models with Many Moment Inequalities
Papers, arXiv.org
- The Impact of Big Data on Firm Performance: An Empirical Investigation
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
See also Journal Article in AEA Papers and Proceedings (2019)
- The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
Papers, arXiv.org View citations (2)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (4)
See also Journal Article in Econometrica (2018)
- Uniform Inference in High-Dimensional Gaussian Graphical Models
Papers, arXiv.org
- Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems
Papers, arXiv.org View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (1)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (3)
- Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R)
Papers, arXiv.org
2017
- Confidence bands for coefficients in high dimensional linear models with error-in-variables
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
- Counterfactual analysis in R: a vignette
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
- Double/Debiased Machine Learning for Treatment and Causal Parameters
Papers, arXiv.org View citations (12)
- Double/Debiased Machine Learning for Treatment and Structural Parameters
NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (15)
See also Journal Article in Econometrics Journal (2018)
- Extremal Quantile Regression: An Overview
Papers, arXiv.org View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
- Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk
Papers, arXiv.org View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (1)
- Quantreg.nonpar: an R package for performing nonparametric series quantile regression
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
Also in Papers, arXiv.org (2016)
- Single market nonparametric identification of multi-attribute hedonic equilibrium models
Papers, arXiv.org View citations (1)
Also in Working Papers, HAL (2014) View citations (3)
Sciences Po publications, Sciences Po (2014) View citations (3)
2016
- Anti-concentration and honest, adaptive confidence bands
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (5)
- Central limit theorems and bootstrap in high dimensions
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (4)
- Comparison and anti-concentration bounds for maxima of Gaussian random vectors
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (7)
- Counterfactual: An R Package for Counterfactual Analysis
Papers, arXiv.org View citations (1)
- Double machine learning for treatment and causal parameters
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (12)
- 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 View citations (4)
See also Journal Article in Stochastic Processes and their Applications (2016)
- Gaussian approximation of suprema of empirical processes
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (8)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
- High-Dimensional Metrics in R
Papers, arXiv.org
- Post-Selection Inference for Generalized Linear Models with Many Controls
Papers, arXiv.org View citations (12)
See also Journal Article in Journal of Business & Economic Statistics (2016)
- Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management
Economic Research Papers, University of Warwick - Department of Economics View citations (2)
Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2016) View citations (2)
- Testing many moment inequalities
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (5)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (2)
- Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
Papers, arXiv.org
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (1)
See also Journal Article in Journal of the American Statistical Association (2019)
- Valid post-selection and post-regularization inference: An elementary, general approach
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
Also in Papers, arXiv.org (2015) View citations (12)
See also Journal Article in Annual Review of Economics (2015)
- Vector Quantile Regression: An Optimal Transport Approach
Sciences Po publications, Sciences Po View citations (7)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
- hdm: High-Dimensional Metrics
Papers, arXiv.org View citations (3)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (3)
2015
- A lava attack on the recovery of sums of dense and sparse signals
Papers, arXiv.org
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (2)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (2)
- Constrained conditional moment restriction models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
- Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
- Monge-Kantorovich Depth, Quantiles, Ranks and Signs
Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (1)
Also in Sciences Po publications, Sciences Po (2015) View citations (1)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (1)
Papers, arXiv.org (2015)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (2)
- Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
Papers, arXiv.org View citations (12)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (14)
See also Journal Article in American Economic Review (2015)
- Program evaluation with high-dimensional data
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (8)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (8)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (8)
- Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results
Papers, arXiv.org View citations (32)
See also Journal Article in Journal of Econometrics (2015)
- Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain
Papers, arXiv.org
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010) View citations (6)
See also Journal Article in Econometrica (2012)
- Vector Quantile Regression
Sciences Po publications, Sciences Po
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)
Working Papers, HAL (2015)
2014
- Implementing intersection bounds in Stata
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (1)
See also Journal Article in Stata Journal (2015)
- Inference in High Dimensional Panel Models with an Application to Gun Control
Papers, arXiv.org View citations (22)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (9)
See also Journal Article in Journal of Business & Economic Statistics (2016)
- Nonparametric Identification in Panels using Quantiles
Papers, arXiv.org View citations (2)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (1)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
See also Journal Article in Journal of Econometrics (2015)
- Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables
Working Papers, Center for Research in Economics and Statistics
- Posterior Inference in Curved Exponential Families under Increasing Dimensions
Papers, arXiv.org
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
See also Journal Article in Econometrics Journal (2014)
- Quantile Regression with Censoring and Endogeneity
Papers, arXiv.org View citations (1)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (9)
NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (9)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (19)
See also Journal Article in Journal of Econometrics (2015)
- Quantile and Probability Curves Without Crossing
Papers, arXiv.org
Also in Sciences Po publications, Sciences Po (2010) View citations (85)
Post-Print, HAL (2010) View citations (64)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (11)
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007) View citations (11)
See also Journal Article in Econometrica (2010)
2013
- Average and Quantile Effects in Nonseparable Panel Models
Papers, arXiv.org View citations (43)
See also Journal Article in Econometrica (2013)
- High dimensional methods and inference on structural and treatment effects
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
See also Journal Article in Journal of Economic Perspectives (2014)
- 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 View citations (4)
- Inference on Counterfactual Distributions
Papers, arXiv.org View citations (48)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (17)
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 (2013) View citations (90)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (47)
See also Journal Article in Econometrica (2013)
- Inference on treatment effects after selection amongst high-dimensional controls
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (12)
Also in Papers, arXiv.org (2012)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (2)
- 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 View citations (2)
- Pivotal estimation via square-root lasso in nonparametric regression
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
- Quantile Models with Endogeneity
Papers, arXiv.org View citations (5)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (16)
See also Journal Article in Annual Review of Economics (2013)
- Rearranging Edgeworth-Cornish-Fisher Expansions
Papers, arXiv.org
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (2)
See also Journal Article in Economic Theory (2010)
- Robust inference in high-dimensional approximately sparse quantile regression models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
- Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"
Papers, arXiv.org View citations (9)
- Uniform post selection inference for LAD regression models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
2012
- 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
- Inference for best linear approximations to set identified functions
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (12)
- Inference on Sets in Finance
Papers, arXiv.org
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
See also Journal Article in Quantitative Economics (2015)
- Intersection bounds: estimation and inference
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (46)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (2)
See also Journal Article in Econometrica (2013)
- Local Identification of Nonparametric and Semiparametric Models
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (3)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (2)
See also Journal Article in Econometrica (2014)
2011
- Estimation of treatment effects with high-dimensional controls
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
- High Dimensional Sparse Econometric Models: An Introduction
Papers, arXiv.org View citations (5)
- Inference for High-Dimensional Sparse Econometric Models
Papers, arXiv.org View citations (13)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (23)
- 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 View citations (22)
Also in Papers, arXiv.org (2009)
See also Journal Article in Review of Economic Studies (2011)
- LASSO Methods for Gaussian Instrumental Variables Models
Papers, arXiv.org View citations (2)
2010
- Improving Estimates of Monotone Functions by Rearrangement
Papers, arXiv.org
Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007) View citations (8)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (10)
- Post-l1-penalized estimators in high-dimensional linear regression models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
2009
- Fragility of Asymptotic Agreement under Bayesian Learning
Levine's Working Paper Archive, David K. Levine View citations (22)
See also Journal Article in Theoretical Economics (2016)
- 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 (20)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008) View citations (5)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (20)
- Nonparametric Instrumental Variable Estimators of Structural Quantile Effects
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (7)
- Quantile and average effects in nonseparable panel models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (9)
Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
- Set identification with Tobin regressors
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
2008
- Improving Point and Interval Estimates of Monotone Functions by Rearrangement
Papers, arXiv.org
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008)
See also Journal Article in Biometrika (2009)
2007
- Learning and Disagreement in an Uncertain World
Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (18)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (18)
- On the computational complexity of MCMC-based estimators in large samples
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
2005
- Extremal quantile regression
Papers, arXiv.org View citations (15)
2004
- Finite-Sample Inference Methods for Quantile Regression Models
Econometric Society 2004 North American Winter Meetings, Econometric Society
- Parameter Set Inference in a Class of Econometric Models
Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (22)
- Quantile Regression under Misspecification
Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (4)
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
See also Journal Article in Econometrica (2006)
Undated
- 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
2019
- Mastering Panel Metrics: Causal Impact of Democracy on Growth
AEA Papers and Proceedings, 2019, 109, 77-82
See also Working Paper (2019)
- Nonseparable multinomial choice models in cross-section and panel data
Journal of Econometrics, 2019, 211, (1), 104-116
See also Working Paper (2018)
- The Impact of Big Data on Firm Performance: An Empirical Investigation
AEA Papers and Proceedings, 2019, 109, 33-37
See also Working Paper (2018)
- Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
Journal of the American Statistical Association, 2019, 114, (526), 749-758
See also Working Paper (2016)
2018
- Double/debiased machine learning for treatment and structural parameters
Econometrics Journal, 2018, 21, (1), C1-C68 View citations (31)
See also Working Paper (2017)
- The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
Econometrica, 2018, 86, (6), 1911-1938 View citations (2)
See also Working Paper (2018)
2017
- Double/Debiased/Neyman Machine Learning of Treatment Effects
American Economic Review, 2017, 107, (5), 261-65 View citations (12)
- Program Evaluation and Causal Inference With High‐Dimensional Data
Econometrica, 2017, 85, 233-298 View citations (37)
See also Working Paper (2018)
- Vector quantile regression beyond the specified case
Journal of Multivariate Analysis, 2017, 161, (C), 96-102 View citations (1)
2016
- 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 View citations (4)
See also Working Paper (2016)
- Fragility of asymptotic agreement under Bayesian learning
Theoretical Economics, 2016, 11, (1) View citations (11)
See also Working Paper (2009)
- Inference in High-Dimensional Panel Models With an Application to Gun Control
Journal of Business & Economic Statistics, 2016, 34, (4), 590-605 View citations (9)
See also Working Paper (2014)
- Post-Selection Inference for Generalized Linear Models With Many Controls
Journal of Business & Economic Statistics, 2016, 34, (4), 606-619 View citations (12)
See also Working Paper (2016)
2015
- Comment
Journal of the American Statistical Association, 2015, 110, (512), 1449-1451
- Implementing intersection bounds in Stata
Stata Journal, 2015, 15, (1)
Also in Stata Journal, 2015, 15, (1), 21-44 (2015)
See also Working Paper (2014)
- Inference on sets in finance
Quantitative Economics, 2015, 6, (2), 309-358 View citations (7)
See also Working Paper (2012)
- Nonparametric identification in panels using quantiles
Journal of Econometrics, 2015, 188, (2), 378-392 View citations (14)
See also Working Paper (2014)
- Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
American Economic Review, 2015, 105, (5), 486-90 View citations (27)
See also Working Paper (2015)
- Quantile regression with censoring and endogeneity
Journal of Econometrics, 2015, 186, (1), 201-221 View citations (32)
See also Working Paper (2014)
- Some new asymptotic theory for least squares series: Pointwise and uniform results
Journal of Econometrics, 2015, 186, (2), 345-366 View citations (49)
See also Working Paper (2015)
- Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
Biometrika, 2015, 102, (1), 77-94 View citations (16)
- Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach
Annual Review of Economics, 2015, 7, (1), 649-688 View citations (14)
See also Working Paper (2016)
2014
- High-Dimensional Methods and Inference on Structural and Treatment Effects
Journal of Economic Perspectives, 2014, 28, (2), 29-50 View citations (65)
See also Working Paper (2013)
- Inference on Treatment Effects after Selection among High-Dimensional Controlsâ€
Review of Economic Studies, 2014, 81, (2), 608-650 View citations (89)
- Local Identification of Nonparametric and Semiparametric Models
Econometrica, 2014, 82, (2), 785-809 View citations (20)
See also Working Paper (2012)
- Posterior inference in curved exponential families under increasing dimensions
Econometrics Journal, 2014, 17, (2), S75-S100
See also Working Paper (2014)
2013
- Average and Quantile Effects in Nonseparable Panel Models
Econometrica, 2013, 81, (2), 535-580 View citations (74)
See also Working Paper (2013)
- Inference on Counterfactual Distributions
Econometrica, 2013, 81, (6), 2205-2268 View citations (91)
See also Working Paper (2013)
- Intersection Bounds: Estimation and Inference
Econometrica, 2013, 81, (2), 667-737 View citations (84)
See also Working Paper (2012)
- Quantile Models with Endogeneity
Annual Review of Economics, 2013, 5, (1), 57-81 View citations (16)
See also Working Paper (2013)
2012
- Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
Econometrica, 2012, 80, (6), 2369-2429 View citations (166)
See also Working Paper (2015)
2011
- Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
Review of Economic Studies, 2011, 78, (2), 559-589 View citations (23)
See also Working Paper (2011)
- Square-root lasso: pivotal recovery of sparse signals via conic programming
Biometrika, 2011, 98, (4), 791-806 View citations (52)
2010
- Introduction
Economic Theory, 2010, 42, (2), 271-273 View citations (1)
- Quantile and Probability Curves Without Crossing
Econometrica, 2010, 78, (3), 1093-1125 View citations (99)
See also Working Paper (2014)
- Rearranging Edgeworth–Cornish–Fisher expansions
Economic Theory, 2010, 42, (2), 419-435 View citations (11)
See also Working Paper (2013)
- Set identification and sensitivity analysis with Tobin regressors
Quantitative Economics, 2010, 1, (2), 255-277 View citations (2)
2009
- ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
Econometric Theory, 2009, 25, (03), 806-818 View citations (6)
- Finite sample inference for quantile regression models
Journal of Econometrics, 2009, 152, (2), 93-103 View citations (27)
- Improving point and interval estimators of monotone functions by rearrangement
Biometrika, 2009, 96, (3), 559-575 View citations (58)
See also Working Paper (2008)
2008
- Instrumental variable quantile regression: A robust inference approach
Journal of Econometrics, 2008, 142, (1), 379-398 View citations (169)
- The reduced form: A simple approach to inference with weak instruments
Economics Letters, 2008, 100, (1), 68-71 View citations (69)
2007
- Estimation and Confidence Regions for Parameter Sets in Econometric Models
Econometrica, 2007, 75, (5), 1243-1284 View citations (198)
- Inference approaches for instrumental variable quantile regression
Economics Letters, 2007, 95, (2), 272-277 View citations (20)
- Instrumental variable estimation of nonseparable models
Journal of Econometrics, 2007, 139, (1), 4-14 View citations (82)
2006
- Instrumental quantile regression inference for structural and treatment effect models
Journal of Econometrics, 2006, 132, (2), 491-525 View citations (208)
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
Econometrica, 2006, 74, (2), 539-563 View citations (134)
See also Working Paper (2004)
2005
- An IV Model of Quantile Treatment Effects
Econometrica, 2005, 73, (1), 245-261 View citations (288)
2004
- Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
Econometrica, 2004, 72, (5), 1445-1480 View citations (34)
- 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 View citations (50)
2003
- An MCMC approach to classical estimation
Journal of Econometrics, 2003, 115, (2), 293-346 View citations (279)
2002
- Three-Step Censored Quantile Regression and Extramarital Affairs
Journal of the American Statistical Association, 2002, 97, 872-882 View citations (93)
2001
- Conditional value-at-risk: Aspects of modeling and estimation
Empirical Economics, 2001, 26, (1), 271-292 View citations (68)
Software Items
2019
- CQIV: Stata module to perform censored quantile instrumental variables regression
Statistical Software Components, Boston College Department of Economics View citations (11)
2014
- CLRBOUND: Stata module to perform estimation and inference on intersection bounds
Statistical Software Components, Boston College Department of Economics
Editor
- Econometrics Journal
Royal Economic Society
- Econometrics Journal
Royal Economic Society
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|
EconPapers is hosted by the
Örebro University School of Business.