Details about Victor Chernozhukov

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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 2022-01-09. Update your information in the RePEc Author Service.

Short-id: pch864

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Working Papers

2022

1. A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees
   Papers, arXiv.org View citations (3)
2. Learning Network with Focally Sparse Structure
   Papers, arXiv.org
3. Long Story Short: Omitted Variable Bias in Causal Machine Learning
   Papers, arXiv.org

2021

4. A $t$-test for synthetic controls
   Papers, arXiv.org View citations (9)
5. 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, arXiv.org
6. An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
   Papers, arXiv.org View citations (20)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (22)
   See also Journal Article in Journal of the American Statistical Association (2021)
7. Automatic Debiased Machine Learning of Causal and Structural Effects
   Papers, arXiv.org View citations (1)
8. Automatic Debiased Machine Learning via Neural Nets for Generalized Linear Regression
   Papers, arXiv.org View citations (3)
9. Closing the U.S. gender wage gap requires understanding its heterogeneity
   Papers, arXiv.org
10. De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers
    Papers, arXiv.org View citations (5)
11. Distributional conformal prediction
    Papers, arXiv.org
12. DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python
    Papers, arXiv.org
13. DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R
    Papers, arXiv.org
14. Identification of hedonic equilibrium and nonseparable simultaneous equations
    Papers, arXiv.org View citations (3)
    See also Journal Article in Journal of Political Economy (2021)
15. Inference for Low-Rank Models
    Papers, arXiv.org View citations (1)
16. Minimax Semiparametric Learning With Approximate Sparsity
    Papers, arXiv.org
17. Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models
    Papers, arXiv.org View citations (3)
18. RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests
    Papers, arXiv.org
19. Shape-Enforcing Operators for Point and Interval Estimators
    Papers, arXiv.org View citations (4)
20. 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, CESifo
21. The Association of Opening K-12 Schools with the Spread of COVID-19 in the United States: County-Level Panel Data Analysis
    Papers, arXiv.org View citations (5)
22. Vector quantile regression and optimal transport, from theory to numerics
    Papers, arXiv.org

2020

23. A Multi-Risk SIR Model with Optimally Targeted Lockdown
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (35)
24. Adversarial Estimation of Riesz Representers
    Papers, arXiv.org View citations (8)
25. Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S
    Papers, arXiv.org View citations (13)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020) View citations (2)
    See also Journal Article in Journal of Econometrics (2021)
26. Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK
    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)
27. Fast Algorithms for the Quantile Regression Process
    Papers, arXiv.org View citations (2)
28. Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (3)
    Also in Papers, arXiv.org (2018)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (7)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (3)
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft (2016) View citations (7)
    See also Journal Article in Journal of the American Statistical Association (2020)
29. Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments
    Papers, arXiv.org View citations (8)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (10)
30. Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework
    Papers, arXiv.org
    Also in hche Research Papers, University of Hamburg, Hamburg Center for Health Economics (hche) (2020)
31. Instrumental Variable Quantile Regression
    Papers, arXiv.org View citations (2)
32. LASSO-Driven Inference in Time and Space
    Papers, arXiv.org View citations (1)
    Also in IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" (2018) View citations (1)
    Working Papers, Department of Economics, City University London (2018) View citations (3)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (2)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (3)
33. Locally Robust Semiparametric Estimation
    Papers, arXiv.org View citations (11)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (13)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (31)
34. Network and Panel Quantile Effects Via Distribution Regression
    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 (2018) View citations (5)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (5)
    Papers, arXiv.org (2020) View citations (3)
35. Optimal Targeted Lockdowns in a Multi-Group SIR Model
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (98)
    See also Journal Article in American Economic Review: Insights (2021)
36. 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 (2013) View citations (3)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (2)

2019

37. Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
38. Censored Quantile Instrumental Variable Estimation with Stata
    Papers, arXiv.org View citations (3)
    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)
    See also Journal Article in Stata Journal (2019)
39. Demand Analysis with Many Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (3)
40. Improved Central Limit Theorem and bootstrap approximations in high dimensions
    Papers, arXiv.org View citations (7)
41. Inference for heterogeneous effects using low-rank estimations
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
42. Inference on average treatment effects in aggregate panel data settings
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
43. Inference on weighted average value function in high-dimensional state space
    Papers, arXiv.org
44. 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 (4)
45. Mastering Panel 'Metrics: Causal Impact of Democracy on Growth
    Papers, arXiv.org View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (2)
    See also Journal Article in AEA Papers and Proceedings (2019)
46. 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 (2)
47. Semi-Parametric Efficient Policy Learning with Continuous Actions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
    Also in Papers, arXiv.org (2019) View citations (5)
48. Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
    Papers, arXiv.org View citations (4)
    Also in Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK (2017) View citations (6)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (6)
    See also Journal Article in Quantitative Economics (2020)
49. 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 (5)
50. Single market non-parametric identification of multi-attribute hedonic equilibrium models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    Also in Sciences Po publications, Sciences Po (2014) View citations (4)
    Working Papers, HAL (2014) View citations (4)
51. SortedEffects: Sorted Causal Effects in R
    Papers, arXiv.org
52. Subvector inference in PI models with many moment inequalities
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
53. Uniform inference in high-dimensional Gaussian graphical models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    Also in Papers, arXiv.org (2018)
54. Valid simultaneous inference in high-dimensional settings (with the HDM package for R)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    Also in Papers, arXiv.org (2018)

2018

55. Conditional Quantile Processes based on Series or Many Regressors
    Papers, arXiv.org View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (32)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (3)
    See also Journal Article in Journal of Econometrics (2019)
56. Double/de-biased machine learning using regularized Riesz representers
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (9)
57. 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 (4)
58. 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 (104)
59. Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
60. High-Dimensional Econometrics and Regularized GMM
    Papers, arXiv.org View citations (4)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (4)
61. Inference on causal and structural parameters using many moment inequalities
    Papers, arXiv.org View citations (8)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (7)
    See also Journal Article in Review of Economic Studies (2019)
62. 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) View citations (2)
    See also Journal Article in Journal of Econometrics (2019)
63. Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
64. 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)
65. 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 (2)
66. Subvector Inference in Partially Identified Models with Many Moment Inequalities
    Papers, arXiv.org View citations (2)
67. The Impact of Big Data on Firm Performance: An Empirical Investigation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    See also Journal Article in AEA Papers and Proceedings (2019)
68. The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
    Papers, arXiv.org View citations (28)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (6)
    See also Journal Article in Econometrica (2018)

2017

69. 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 (4)
70. Counterfactual analysis in R: a vignette
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
71. Double/Debiased Machine Learning for Treatment and Causal Parameters
    Papers, arXiv.org View citations (51)
72. Double/Debiased Machine Learning for Treatment and Structural Parameters
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (57)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (56)
    See also Journal Article in Econometrics Journal (2018)
73. Extremal Quantile Regression: An Overview
    Papers, arXiv.org View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (2)
74. Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
    Post-Print, HAL View citations (5)
    Also in Papers, arXiv.org (2015)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (13)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (1)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2015) View citations (1)
    Sciences Po publications, Sciences Po (2017) View citations (13)
    Sciences Po publications, Sciences Po (2015) View citations (1)
75. Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables
    Working Papers, Center for Research in Economics and Statistics
76. 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) View citations (4)

2016

77. 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 (6)
78. Central limit theorems and bootstrap in high dimensions
    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)
79. 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)
80. Counterfactual: An R Package for Counterfactual Analysis
    Papers, arXiv.org View citations (1)
81. Double machine learning for treatment and causal parameters
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (17)
82. 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 (9)
    See also Journal Article in Stochastic Processes and their Applications (2016)
83. 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 (2013)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (8)
84. High-Dimensional Metrics in R
    Papers, arXiv.org
85. Post-Selection Inference for Generalized Linear Models with Many Controls
    Papers, arXiv.org View citations (35)
    See also Journal Article in Journal of Business & Economic Statistics (2016)
86. Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management
    Economic Research Papers, University of Warwick - Department of Economics View citations (6)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2016) View citations (6)
87. 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 (2013) View citations (4)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (6)
88. Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
    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)
    See also Journal Article in Journal of the American Statistical Association (2019)
89. 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 (30)
    See also Journal Article in Annual Review of Economics (2015)
90. Vector Quantile Regression: An Optimal Transport Approach
    Sciences Po publications, Sciences Po View citations (19)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
91. hdm: High-Dimensional Metrics
    Papers, arXiv.org View citations (11)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (11)

2015

92. 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 View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (2)
    Papers, arXiv.org (2015)
93. Constrained conditional moment restriction models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (12)
94. Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
95. Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
    Papers, arXiv.org View citations (37)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (39)
    See also Journal Article in American Economic Review (2015)
96. Program evaluation with high-dimensional data
    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 (10)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (9)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (9)
97. Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results
    Papers, arXiv.org View citations (61)
    See also Journal Article in Journal of Econometrics (2015)
98. 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)
99. Vector Quantile Regression
    Sciences Po publications, Sciences Po
    Also in Working Papers, HAL (2015) View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)

2014

100. 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)
101. Inference in High Dimensional Panel Models with an Application to Gun Control
     Papers, arXiv.org View citations (29)
     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)
102. 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 (2013)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (1)
     See also Journal Article in Journal of Econometrics (2015)
103. 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)
104. Quantile Regression with Censoring and Endogeneity
     Papers, arXiv.org View citations (1)
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (20)
     Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (10)
     NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (10)
     See also Journal Article in Journal of Econometrics (2015)
105. Quantile and Probability Curves Without Crossing
     Papers, arXiv.org View citations (11)
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (11)
     Post-Print, HAL (2010) View citations (108)
     Sciences Po publications, Sciences Po (2010) View citations (129)
     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

106. Average and Quantile Effects in Nonseparable Panel Models
     Papers, arXiv.org View citations (110)
     See also Journal Article in Econometrica (2013)
107. 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)
108. 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 (5)
109. Inference on Counterfactual Distributions
     Papers, arXiv.org View citations (124)
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (62)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (17)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (166)
     Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2008) View citations (11)
     See also Journal Article in Econometrica (2013)
110. 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 (29)
     Also in Papers, arXiv.org (2012)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (2)
111. 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)
112. Pivotal estimation via square-root lasso in nonparametric regression
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
113. Quantile Models with Endogeneity
     Papers, arXiv.org View citations (16)
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (27)
     See also Journal Article in Annual Review of Economics (2013)
114. 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)
115. 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)
116. Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"
     Papers, arXiv.org View citations (26)
117. 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

118. 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
119. Inference for best linear approximations to set identified functions
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (14)
120. 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)
121. 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 (2011) View citations (2)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (47)
     See also Journal Article in Econometrica (2013)
122. 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 (2011) View citations (2)
     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 (2012)
     See also Journal Article in Econometrica (2014)

2011

123. Estimation of treatment effects with high-dimensional controls
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
124. High Dimensional Sparse Econometric Models: An Introduction
     Papers, arXiv.org View citations (8)
125. Inference for High-Dimensional Sparse Econometric Models
     Papers, arXiv.org View citations (22)
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (31)
126. 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 (33)
     Also in Papers, arXiv.org (2009) View citations (1)
     See also Journal Article in Review of Economic Studies (2011)
127. LASSO Methods for Gaussian Instrumental Variables Models
     Papers, arXiv.org View citations (8)

2010

128. 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 (9)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (11)
129. 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

130. 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)
131. 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)
132. Nonparametric Instrumental Variable Estimators of Structural Quantile Effects
     Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (8)
133. 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)
134. Set identification with Tobin regressors
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies

2008

135. Improving Point and Interval Estimates of Monotone Functions by Rearrangement
     Papers, arXiv.org View citations (1)
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008)
     See also Journal Article in Biometrika (2009)

2007

136. Learning and Disagreement in an Uncertain World
     Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (21)
     Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (19)
137. 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

138. Extremal quantile regression
     Papers, arXiv.org View citations (32)

2004

139. Finite-Sample Inference Methods for Quantile Regression Models
     Econometric Society 2004 North American Winter Meetings, Econometric Society
140. Parameter Set Inference in a Class of Econometric Models
     Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (22)
141. Quantile Regression under Misspecification
     Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (5)
142. Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
     NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
     See also Journal Article in Econometrica (2006)

Undated

143. 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

2021

1. An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
   Journal of the American Statistical Association, 2021, 116, (536), 1849-1864
   See also Working Paper (2021)
2. Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S
   Journal of Econometrics, 2021, 220, (1), 23-62 View citations (34)
   See also Working Paper (2020)
3. Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations
   Journal of Political Economy, 2021, 129, (3), 842 - 870 View citations (2)
   See also Working Paper (2021)
4. Optimal Targeted Lockdowns in a Multigroup SIR Model
   American Economic Review: Insights, 2021, 3, (4), 487-502 View citations (7)
   See also Working Paper (2020)

2020

5. Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
   Journal of the American Statistical Association, 2020, 115, (529), 123-137 View citations (4)
   See also Working Paper (2020)
6. Semiparametric estimation of structural functions in nonseparable triangular models
   Quantitative Economics, 2020, 11, (2), 503-533 View citations (5)
   See also Working Paper (2019)

2019

7. Censored quantile instrumental-variable estimation with Stata
   Stata Journal, 2019, 19, (4), 768-781 View citations (2)
   See also Working Paper (2019)
8. Conditional quantile processes based on series or many regressors
   Journal of Econometrics, 2019, 213, (1), 4-29 View citations (18)
   See also Working Paper (2018)
9. Inference on Causal and Structural Parameters using Many Moment Inequalities
   Review of Economic Studies, 2019, 86, (5), 1867-1900 View citations (6)
   See also Working Paper (2018)
10. Mastering Panel Metrics: Causal Impact of Democracy on Growth
    AEA Papers and Proceedings, 2019, 109, 77-82 View citations (7)
    See also Working Paper (2019)
11. Nonseparable multinomial choice models in cross-section and panel data
    Journal of Econometrics, 2019, 211, (1), 104-116 View citations (3)
    See also Working Paper (2018)
12. The Impact of Big Data on Firm Performance: An Empirical Investigation
    AEA Papers and Proceedings, 2019, 109, 33-37 View citations (22)
    See also Working Paper (2018)
13. Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
    Journal of the American Statistical Association, 2019, 114, (526), 749-758 View citations (3)
    See also Working Paper (2016)

2018

14. Double/debiased machine learning for treatment and structural parameters
    Econometrics Journal, 2018, 21, (1), C1-C68 View citations (215)
    See also Working Paper (2017)
15. The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
    Econometrica, 2018, 86, (6), 1911-1938 View citations (28)
    See also Working Paper (2018)

2017

16. Double/Debiased/Neyman Machine Learning of Treatment Effects
    American Economic Review, 2017, 107, (5), 261-65 View citations (54)
17. Program Evaluation and Causal Inference With High‐Dimensional Data
    Econometrica, 2017, 85, 233-298 View citations (120)
    See also Working Paper (2018)
18. Vector quantile regression beyond the specified case
    Journal of Multivariate Analysis, 2017, 161, (C), 96-102 View citations (6)

2016

19. 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 (9)
    See also Working Paper (2016)
20. Fragility of asymptotic agreement under Bayesian learning
    Theoretical Economics, 2016, 11, (1) View citations (16)
    See also Working Paper (2009)
21. Inference in High-Dimensional Panel Models With an Application to Gun Control
    Journal of Business & Economic Statistics, 2016, 34, (4), 590-605 View citations (35)
    See also Working Paper (2014)
22. Post-Selection Inference for Generalized Linear Models With Many Controls
    Journal of Business & Economic Statistics, 2016, 34, (4), 606-619 View citations (35)
    See also Working Paper (2016)

2015

23. Comment
    Journal of the American Statistical Association, 2015, 110, (512), 1449-1451
24. Implementing intersection bounds in Stata
    Stata Journal, 2015, 15, (1), 21-44 View citations (9)
    See also Working Paper (2014)
25. Inference on sets in finance
    Quantitative Economics, 2015, 6, (2), 309-358 View citations (11)
    See also Working Paper (2012)
26. Nonparametric identification in panels using quantiles
    Journal of Econometrics, 2015, 188, (2), 378-392 View citations (23)
    See also Working Paper (2014)
27. Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
    American Economic Review, 2015, 105, (5), 486-90 View citations (64)
    See also Working Paper (2015)
28. Quantile regression with censoring and endogeneity
    Journal of Econometrics, 2015, 186, (1), 201-221 View citations (56)
    See also Working Paper (2014)
29. Some new asymptotic theory for least squares series: Pointwise and uniform results
    Journal of Econometrics, 2015, 186, (2), 345-366 View citations (78)
    See also Working Paper (2015)
30. Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
    Biometrika, 2015, 102, (1), 77-94 View citations (21)
31. Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach
    Annual Review of Economics, 2015, 7, (1), 649-688 View citations (32)
    See also Working Paper (2016)

2014

32. High-Dimensional Methods and Inference on Structural and Treatment Effects
    Journal of Economic Perspectives, 2014, 28, (2), 29-50 View citations (203)
    See also Working Paper (2013)
33. Inference on Treatment Effects after Selection among High-Dimensional Controlsâ€
    Review of Economic Studies, 2014, 81, (2), 608-650 View citations (255)
34. Local Identification of Nonparametric and Semiparametric Models
    Econometrica, 2014, 82, (2), 785-809 View citations (30)
    See also Working Paper (2012)
35. Posterior inference in curved exponential families under increasing dimensions
    Econometrics Journal, 2014, 17, (2), S75-S100
    See also Working Paper (2014)

2013

36. Average and Quantile Effects in Nonseparable Panel Models
    Econometrica, 2013, 81, (2), 535-580 View citations (132)
    See also Working Paper (2013)
37. Inference on Counterfactual Distributions
    Econometrica, 2013, 81, (6), 2205-2268 View citations (168)
    See also Working Paper (2013)
38. Intersection Bounds: Estimation and Inference
    Econometrica, 2013, 81, (2), 667-737 View citations (139)
    See also Working Paper (2012)
39. Quantile Models with Endogeneity
    Annual Review of Economics, 2013, 5, (1), 57-81 View citations (27)
    See also Working Paper (2013)

2012

40. Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
    Econometrica, 2012, 80, (6), 2369-2429 View citations (310)
    See also Working Paper (2015)

2011

41. 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 (34)
    See also Working Paper (2011)
42. Square-root lasso: pivotal recovery of sparse signals via conic programming
    Biometrika, 2011, 98, (4), 791-806 View citations (84)

2010

43. Introduction
    Economic Theory, 2010, 42, (2), 271-273
44. Quantile and Probability Curves Without Crossing
    Econometrica, 2010, 78, (3), 1093-1125 View citations (144)
    See also Working Paper (2014)
45. Rearranging Edgeworth–Cornish–Fisher expansions
    Economic Theory, 2010, 42, (2), 419-435 View citations (15)
    See also Working Paper (2013)
46. Set identification and sensitivity analysis with Tobin regressors
    Quantitative Economics, 2010, 1, (2), 255-277 View citations (3)

2009

47. ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
    Econometric Theory, 2009, 25, (3), 806-818 View citations (10)
48. Finite sample inference for quantile regression models
    Journal of Econometrics, 2009, 152, (2), 93-103 View citations (38)
49. Improving point and interval estimators of monotone functions by rearrangement
    Biometrika, 2009, 96, (3), 559-575 View citations (70)
    See also Working Paper (2008)

2008

50. Instrumental variable quantile regression: A robust inference approach
    Journal of Econometrics, 2008, 142, (1), 379-398 View citations (239)
51. The reduced form: A simple approach to inference with weak instruments
    Economics Letters, 2008, 100, (1), 68-71 View citations (99)

2007

52. Estimation and Confidence Regions for Parameter Sets in Econometric Models
    Econometrica, 2007, 75, (5), 1243-1284 View citations (249)
53. Inference approaches for instrumental variable quantile regression
    Economics Letters, 2007, 95, (2), 272-277 View citations (22)
54. Instrumental variable estimation of nonseparable models
    Journal of Econometrics, 2007, 139, (1), 4-14 View citations (94)

2006

55. Instrumental quantile regression inference for structural and treatment effect models
    Journal of Econometrics, 2006, 132, (2), 491-525 View citations (269)
56. Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
    Econometrica, 2006, 74, (2), 539-563 View citations (167)
    See also Working Paper (2004)

2005

57. An IV Model of Quantile Treatment Effects
    Econometrica, 2005, 73, (1), 245-261 View citations (404)

2004

58. Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
    Econometrica, 2004, 72, (5), 1445-1480 View citations (40)
59. 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 (70)

2003

60. An MCMC approach to classical estimation
    Journal of Econometrics, 2003, 115, (2), 293-346 View citations (366)

2002

61. Three-Step Censored Quantile Regression and Extramarital Affairs
    Journal of the American Statistical Association, 2002, 97, 872-882 View citations (107)

2001

62. Conditional value-at-risk: Aspects of modeling and estimation
    Empirical Economics, 2001, 26, (1), 271-292 View citations (73)

Software Items

2020

1. QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference
   Statistical Software Components, Boston College Department of Economics

2019

2. CQIV: Stata module to perform censored quantile instrumental variables regression
   Statistical Software Components, Boston College Department of Economics View citations (11)

2014

3. CLRBOUND: Stata module to perform estimation and inference on intersection bounds
   Statistical Software Components, Boston College Department of Economics

Editor

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