Details about Victor Chernozhukov

E-mail:
Homepage:	http://victorchernozhukov.com
Workplace:	New Economic School (NES), (more information at EDIRC) Economics Department, Massachusetts Institute of Technology (MIT), (more information at EDIRC)

Access statistics for papers by Victor Chernozhukov.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: pch864

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Working Papers

2025

1. Comment on "Sequential validation of treatment heterogeneity" and "Comment on generic machine learning inference on heterogeneous treatment effects in randomized experiments"
   Papers, arXiv.org
2. Conditional Rank-Rank Regression
   Papers, arXiv.org
   Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2025)
3. Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data
   NBER Working Papers, National Bureau of Economic Research, Inc
4. Philip G. Wright, directed acyclic graphs, and instrumental variables
   Papers, arXiv.org
5. Policy Learning with Confidence
   Papers, arXiv.org
6. Uniform Inference on High-dimensional Spatial Panel Networks
   Papers, arXiv.org

2024

7. A $t$-test for synthetic controls
   Papers, arXiv.org View citations (11)
8. Adventures in Demand Analysis Using AI
   Papers, arXiv.org
9. Adversarial Estimation of Riesz Representers
   Papers, arXiv.org View citations (17)
10. Applied Causal Inference Powered by ML and AI
    Papers, arXiv.org View citations (6)
11. Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models
    Papers, arXiv.org
    Also in CeMMAP working papers, Institute for Fiscal Studies (2024)
12. Automatic Debiased Machine Learning via Riesz Regression
    Papers, arXiv.org View citations (8)
13. Automatic Doubly Robust Forests
    Papers, arXiv.org
14. Conditional Influence Functions
    Papers, arXiv.org
15. Double/Debiased Machine Learning for Treatment and Causal Parameters
    Papers, arXiv.org View citations (104)
16. DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R
    Papers, arXiv.org View citations (6)
17. DoubleMLDeep: Estimation of Causal Effects with Multimodal Data
    Papers, arXiv.org View citations (1)
18. Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments
    Papers, arXiv.org
19. Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study
    Papers, arXiv.org View citations (3)
20. Long Story Short: Omitted Variable Bias in Causal Machine Learning
    Papers, arXiv.org View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022) View citations (3)
21. Welfare Analysis in Dynamic Models
    Papers, arXiv.org View citations (1)

2023

22. An MCMC Approach to Classical Estimation
    Papers, arXiv.org
    See also Journal Article An MCMC approach to classical estimation, Journal of Econometrics, Elsevier (2003) View citations (461) (2003)
23. Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals
    Papers, arXiv.org View citations (1)
24. Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK
    Papers, arXiv.org View citations (6)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (1)
25. Distribution regression with sample selection and UK wage decomposition
    CeMMAP working papers, Institute for Fiscal Studies View citations (1)
26. Fischer-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India
    Working Papers, HAL
    Also in Papers, arXiv.org (2023) View citations (18)
27. Hedonic Prices and Quality Adjusted Price Indices Powered by AI
    Papers, arXiv.org View citations (2)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2023) View citations (2)
28. Inference for Low-Rank Models
    Papers, arXiv.org View citations (2)
29. Toward personalized inference on individual treatment effects
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego

2022

30. A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees
    Papers, arXiv.org View citations (3)
    See also Journal Article A simple and general debiased machine learning theorem with finite-sample guarantees, Biometrika, Biometrika Trust (2023) View citations (4) (2023)
31. Automatic Debiased Machine Learning of Causal and Structural Effects
    Papers, arXiv.org View citations (34)
    See also Journal Article Automatic Debiased Machine Learning of Causal and Structural Effects, Econometrica, Econometric Society (2022) View citations (29) (2022)
32. Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics
    SciencePo Working papers Main, HAL
    Also in Post-Print, HAL (2022)
    See also Journal Article Correction to: Vector quantile regression and optimal transport, from theory to numerics, Empirical Economics, Springer (2022) View citations (2) (2022)
33. De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers
    Papers, arXiv.org View citations (8)
    See also Journal Article Debiased machine learning of global and local parameters using regularized Riesz representers, The Econometrics Journal, Royal Economic Society (2022) View citations (6) (2022)
34. High-dimensional Data Bootstrap
    Papers, arXiv.org
35. Improved Central Limit Theorem and bootstrap approximations in high dimensions
    Papers, arXiv.org View citations (18)
36. Minimax Semiparametric Learning With Approximate Sparsity
    Papers, arXiv.org
37. RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests
    Papers, arXiv.org

2021

38. 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 View citations (1)
39. An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (56)
    Also in Papers, arXiv.org (2021) View citations (67)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (23)
    CeMMAP working papers, Institute for Fiscal Studies (2017)
    See also Journal Article An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls, Journal of the American Statistical Association, Taylor & Francis Journals (2021) View citations (56) (2021)
40. Closing the U.S. gender wage gap requires understanding its heterogeneity
    Papers, arXiv.org
41. Distributional conformal prediction
    Papers, arXiv.org View citations (2)
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2021) View citations (2)
42. DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python
    Papers, arXiv.org View citations (5)
43. Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations
    SciencePo Working papers Main, HAL View citations (4)
    Also in Post-Print, HAL (2021) View citations (4)
    Papers, arXiv.org (2021) View citations (9)
    See also Journal Article Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations, Journal of Political Economy, University of Chicago Press (2021) View citations (8) (2021)
44. Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models
    Papers, arXiv.org View citations (3)
45. Shape-Enforcing Operators for Point and Interval Estimators
    Papers, arXiv.org View citations (4)
46. 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 View citations (12)
47. 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 (13)
    See also Journal Article The association of opening K–12 schools with the spread of COVID-19 in the United States: County-level panel data analysis, Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences (2021) View citations (12) (2021)
48. Vector quantile regression and optimal transport, from theory to numerics
    Papers, arXiv.org
    See also Journal Article Vector quantile regression and optimal transport, from theory to numerics, Empirical Economics, Springer (2022) View citations (2) (2022)

2020

49. A Multi-Risk SIR Model with Optimally Targeted Lockdown
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (311)
50. Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S
    Papers, arXiv.org View citations (29)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020) View citations (51)
    See also Journal Article Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S, Journal of Econometrics, Elsevier (2021) View citations (113) (2021)
51. Fast Algorithms for the Quantile Regression Process
    Papers, arXiv.org View citations (3)
    See also Journal Article Fast algorithms for the quantile regression process, Empirical Economics, Springer (2022) View citations (9) (2022)
52. 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 (7)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2016) View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (3)
    CeMMAP working papers, Institute for Fiscal Studies (2017)
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft (2016) View citations (9)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (9)
    Papers, arXiv.org (2018) View citations (1)
    See also Journal Article Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes, Journal of the American Statistical Association, Taylor & Francis Journals (2020) View citations (8) (2020)
53. Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework
    Papers, arXiv.org View citations (1)
    Also in hche Research Papers, University of Hamburg, Hamburg Center for Health Economics (hche) (2020) View citations (1)
54. Instrumental Variable Quantile Regression
    Papers, arXiv.org View citations (7)
55. LASSO-Driven Inference in Time and Space
    Papers, arXiv.org View citations (3)
    Also in 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 (28)
    IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" (2018) View citations (23)
    Working Papers, Department of Economics, City University London (2018) View citations (4)
56. Locally Robust Semiparametric Estimation
    Papers, arXiv.org View citations (17)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2016) View citations (9)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (22)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (56)
    See also Journal Article Locally Robust Semiparametric Estimation, Econometrica, Econometric Society (2022) View citations (29) (2022)
57. Network and Panel Quantile Effects Via Distribution Regression
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (7)
    Also in Papers, arXiv.org (2020) View citations (10)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (7)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (7)
    See also Journal Article Network and panel quantile effects via distribution regression, Journal of Econometrics, Elsevier (2024) (2024)
58. Optimal Targeted Lockdowns in a Multi-Group SIR Model
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (188)
    See also Journal Article Optimal Targeted Lockdowns in a Multigroup SIR Model, American Economic Review: Insights, American Economic Association (2021) View citations (124) (2021)
59. Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems
    Papers, arXiv.org View citations (1)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2014)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (14)
    CeMMAP working papers, Institute for Fiscal Studies (2013)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (17)

2019

60. Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (6)
    CeMMAP working papers, Institute for Fiscal Studies (2019) View citations (1)
61. Censored Quantile Instrumental Variable Estimation with Stata
    Papers, arXiv.org View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (3)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2018) View citations (1)
    See also Journal Article Censored quantile instrumental-variable estimation with Stata, Stata Journal, StataCorp LLC (2019) View citations (5) (2019)
62. Demand Analysis with Many Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (10)
63. Inference for heterogeneous effects using low-rank estimations
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (8)
64. 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 (3)
65. 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 (5)
66. Mastering Panel 'Metrics: Causal Impact of Democracy on Growth
    Papers, arXiv.org View citations (8)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (6)
    See also Journal Article Mastering Panel Metrics: Causal Impact of Democracy on Growth, AEA Papers and Proceedings, American Economic Association (2019) View citations (9) (2019)
67. Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk
    Papers, arXiv.org View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (3)
    CeMMAP working papers, Institute for Fiscal Studies (2017)
68. Semi-Parametric Efficient Policy Learning with Continuous Actions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (14)
    Also in Papers, arXiv.org (2019) View citations (11)
69. Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
    Papers, arXiv.org View citations (4)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2017)
    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 Semiparametric estimation of structural functions in nonseparable triangular models, Quantitative Economics, Econometric Society (2020) View citations (13) (2020)
70. 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 (7)
    CeMMAP working papers, Institute for Fiscal Studies (2017) View citations (1)
71. Single market non-parametric identification of multi-attribute hedonic equilibrium models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
    Also in Working Papers, HAL (2018) View citations (4)
    SciencePo Working papers Main, HAL (2018)
72. SortedEffects: Sorted Causal Effects in R
    Papers, arXiv.org View citations (1)
73. Subvector inference in PI models with many moment inequalities
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
74. 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)
    See also Journal Article Uniform inference in high-dimensional Gaussian graphical models, Biometrika, Biometrika Trust (2023) (2023)
75. 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) View citations (4)

2018

76. Conditional Quantile Processes based on Series or Many Regressors
    Papers, arXiv.org View citations (5)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2016)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (52)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (5)
    See also Journal Article Conditional quantile processes based on series or many regressors, Journal of Econometrics, Elsevier (2019) View citations (32) (2019)
77. Double/de-biased machine learning using regularized Riesz representers
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (11)
78. 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 (8)
79. 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, Institute for Fiscal Studies (2013) View citations (32)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (177)
80. 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 (80)
81. High-Dimensional Econometrics and Regularized GMM
    Papers, arXiv.org View citations (19)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (18)
82. Inference on causal and structural parameters using many moment inequalities
    Papers, arXiv.org View citations (14)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (12)
    See also Journal Article Inference on Causal and Structural Parameters using Many Moment Inequalities, The Review of Economic Studies, Review of Economic Studies Ltd (2019) View citations (27) (2019)
83. Nonseparable Multinomial Choice Models in Cross-Section and Panel Data
    Papers, arXiv.org
    Also in CeMMAP working papers, Institute for Fiscal Studies (2017)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (2)
    See also Journal Article Nonseparable multinomial choice models in cross-section and panel data, Journal of Econometrics, Elsevier (2019) View citations (5) (2019)
84. 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 (4)
85. Program Evaluation and Causal Inference with High-Dimensional Data
    Papers, arXiv.org View citations (1)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2016)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (7)
    See also Journal Article Program Evaluation and Causal Inference With High‐Dimensional Data, Econometrica, Econometric Society (2017) View citations (178) (2017)
86. 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 (5)
87. Subvector Inference in Partially Identified Models with Many Moment Inequalities
    Papers, arXiv.org View citations (7)
88. The Impact of Big Data on Firm Performance: An Empirical Investigation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
    See also Journal Article The Impact of Big Data on Firm Performance: An Empirical Investigation, AEA Papers and Proceedings, American Economic Association (2019) View citations (46) (2019)
89. The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
    Papers, arXiv.org View citations (55)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (7)
    CeMMAP working papers, Institute for Fiscal Studies (2015)
    See also Journal Article The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages, Econometrica, Econometric Society (2018) View citations (47) (2018)

2017

90. 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 (7)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2017)
91. Counterfactual analysis in R: a vignette
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
92. Double/Debiased Machine Learning for Treatment and Structural Parameters
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (115)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2017) View citations (41)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (104)
    See also Journal Article Double/debiased machine learning for treatment and structural parameters, Econometrics Journal, Royal Economic Society (2018) View citations (593) (2018)
93. Extremal Quantile Regression: An Overview
    Papers, arXiv.org View citations (10)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (9)
    CeMMAP working papers, Institute for Fiscal Studies (2017) View citations (2)
94. Generic machine learning inference on heterogenous treatment effects in randomized experiments
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (13)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2017) View citations (4)
95. Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
    Post-Print, HAL View citations (33)
    Also in Papers, arXiv.org (2015)
    SciencePo Working papers Main, HAL (2015)
    Working Papers, HAL (2015)
    SciencePo Working papers Main, HAL (2017) View citations (8)
    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)
    CeMMAP working papers, Institute for Fiscal Studies (2015)
    CeMMAP working papers, Institute for Fiscal Studies (2015)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2015) View citations (1)
96. Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables
    Working Papers, Center for Research in Economics and Statistics View citations (2)
97. Quantreg.nonpar: an R package for performing nonparametric series quantile regression
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
    Papers, arXiv.org (2016) View citations (5)

2016

98. Anti-concentration and honest, adaptive confidence bands
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (3)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (12)
99. Central limit theorems and bootstrap in high dimensions
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (13)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (2)
    CeMMAP working papers, Institute for Fiscal Studies (2014) View citations (1)
100. 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, Institute for Fiscal Studies (2013) View citations (3)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (10)
     CeMMAP working papers, Institute for Fiscal Studies (2016)
101. Counterfactual: An R Package for Counterfactual Analysis
     Papers, arXiv.org View citations (2)
102. Double machine learning for treatment and causal parameters
     CeMMAP working papers, Institute for Fiscal Studies View citations (1)
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (34)
103. Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
     CeMMAP working papers, Institute for Fiscal Studies View citations (6)
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (33)
     See also Journal Article Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings, Stochastic Processes and their Applications, Elsevier (2016) View citations (31) (2016)
104. 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, Institute for Fiscal Studies (2013)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (24)
     CeMMAP working papers, Institute for Fiscal Studies (2016)
     CeMMAP working papers, Institute for Fiscal Studies (2012)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (5)
105. High-Dimensional Metrics in R
     Papers, arXiv.org View citations (26)
106. Post-Selection Inference for Generalized Linear Models with Many Controls
     Papers, arXiv.org View citations (55)
     See also Journal Article Post-Selection Inference for Generalized Linear Models With Many Controls, Journal of Business & Economic Statistics, Taylor & Francis Journals (2016) View citations (56) (2016)
107. Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management
     Economic Research Papers, University of Warwick - Department of Economics View citations (8)
     Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2016) View citations (8)
108. Testing many moment inequalities
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (7)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (18)
     CeMMAP working papers, Institute for Fiscal Studies (2016)
     CeMMAP working papers, Institute for Fiscal Studies (2014) View citations (1)
     CeMMAP working papers, Institute for Fiscal Studies (2013)
109. Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
     Papers, arXiv.org View citations (1)
     Also in CeMMAP working papers, Institute for Fiscal Studies (2014)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (1)
     See also Journal Article Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models, Journal of the American Statistical Association, Taylor & Francis Journals (2019) View citations (7) (2019)
110. Valid post-selection and post-regularization inference: An elementary, general approach
     CeMMAP working papers, Institute for Fiscal Studies
     Also in Papers, arXiv.org (2015) View citations (61)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
     See also Journal Article Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach, Annual Review of Economics, Annual Reviews (2015) View citations (55) (2015)
111. Vector Quantile Regression: An Optimal Transport Approach
     SciencePo Working papers Main, HAL View citations (9)
     Also in CeMMAP working papers, Institute for Fiscal Studies (2015)
     Post-Print, HAL (2016) View citations (33)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
112. hdm: High-Dimensional Metrics
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (25)
     Also in Papers, arXiv.org (2016) View citations (25)
     CeMMAP working papers, Institute for Fiscal Studies (2016) View citations (5)

2015

113. A lava attack on the recovery of sums of dense and sparse signals
     CeMMAP working papers, Institute for Fiscal Studies
     Also in CeMMAP working papers, Institute for Fiscal Studies (2015)
     Papers, arXiv.org (2015) View citations (4)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (4)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (4)
114. Constrained conditional moment restriction models
     CeMMAP working papers, Institute for Fiscal Studies View citations (5)
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (26)
     See also Journal Article Constrained Conditional Moment Restriction Models, Econometrica, Econometric Society (2023) View citations (2) (2023)
115. Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game
     NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
116. Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
     Papers, arXiv.org View citations (85)
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (83)
     CeMMAP working papers, Institute for Fiscal Studies (2015) View citations (20)
     See also Journal Article Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments, American Economic Review, American Economic Association (2015) View citations (95) (2015)
117. Program evaluation with high-dimensional data
     CeMMAP working papers, Institute for Fiscal Studies
     Also in CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (3)
     CeMMAP working papers, Institute for Fiscal Studies (2014)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (1)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (15)
     CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (3)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (12)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (15)
118. Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results
     Papers, arXiv.org View citations (131)
     See also Journal Article Some new asymptotic theory for least squares series: Pointwise and uniform results, Journal of Econometrics, Elsevier (2015) View citations (133) (2015)
119. Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain
     Papers, arXiv.org View citations (1)
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010) View citations (45)
     See also Journal Article Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain, Econometrica, Econometric Society (2012) View citations (503) (2012)
120. Vector Quantile Regression
     Working Papers, HAL View citations (1)
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (7)
     CeMMAP working papers, Institute for Fiscal Studies (2014)

2014

121. 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 (5)
     CeMMAP working papers, Institute for Fiscal Studies (2013)
     CeMMAP working papers, Institute for Fiscal Studies (2014)
     See also Journal Article Implementing intersection bounds in Stata, Stata Journal, StataCorp LLC (2015) View citations (30) (2015)
122. Inference in High Dimensional Panel Models with an Application to Gun Control
     Papers, arXiv.org View citations (31)
     Also in CeMMAP working papers, Institute for Fiscal Studies (2014)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (12)
     See also Journal Article Inference in High-Dimensional Panel Models With an Application to Gun Control, Journal of Business & Economic Statistics, Taylor & Francis Journals (2016) View citations (72) (2016)
123. 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 (2)
     CeMMAP working papers, Institute for Fiscal Studies (2013)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
     CeMMAP working papers, Institute for Fiscal Studies (2014)
     See also Journal Article Nonparametric identification in panels using quantiles, Journal of Econometrics, Elsevier (2015) View citations (39) (2015)
124. Posterior Inference in Curved Exponential Families under Increasing Dimensions
     Papers, arXiv.org View citations (1)
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
     CeMMAP working papers, Institute for Fiscal Studies (2013)
     See also Journal Article Posterior inference in curved exponential families under increasing dimensions, Econometrics Journal, Royal Economic Society (2014) View citations (1) (2014)
125. 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 (23)
     NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (14)
     Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (11)
     See also Journal Article Quantile regression with censoring and endogeneity, Journal of Econometrics, Elsevier (2015) View citations (78) (2015)
126. Quantile and Probability Curves Without Crossing
     Papers, arXiv.org View citations (11)
     Also in Post-Print, HAL (2010) View citations (151)
     SciencePo Working papers Main, HAL (2010) View citations (25)
     Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007) View citations (12)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (11)
     See also Journal Article Quantile and Probability Curves Without Crossing, Econometrica, Econometric Society (2010) View citations (259) (2010)

2013

127. Average and Quantile Effects in Nonseparable Panel Models
     Papers, arXiv.org View citations (202)
     See also Journal Article Average and Quantile Effects in Nonseparable Panel Models, Econometrica, Econometric Society (2013) View citations (196) (2013)
128. High dimensional methods and inference on structural and treatment effects
     CeMMAP working papers, Institute for Fiscal Studies
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (4)
     See also Journal Article High-Dimensional Methods and Inference on Structural and Treatment Effects, Journal of Economic Perspectives, American Economic Association (2014) View citations (316) (2014)
129. Honest confidence regions for a regression parameter in logistic regression with a large number of controls
     CeMMAP working papers, 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 (27)
130. Inference on Counterfactual Distributions
     Papers, arXiv.org View citations (232)
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (82)
     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 (248)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (20)
     CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (57)
     CeMMAP working papers, Institute for Fiscal Studies (2012)
     CeMMAP working papers, Institute for Fiscal Studies (2009)
     See also Journal Article Inference on Counterfactual Distributions, Econometrica, Econometric Society (2013) View citations (260) (2013)
131. 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 (64)
     Also in Papers, arXiv.org (2012) View citations (8)
     CeMMAP working papers, Institute for Fiscal Studies (2012)
     CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (23)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (7)
132. 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 (5)
     Also in CeMMAP working papers, Institute for Fiscal Studies (2013)
133. Pivotal estimation via square-root lasso in nonparametric regression
     CeMMAP working papers, Institute for Fiscal Studies
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (2)
134. Quantile Models with Endogeneity
     Papers, arXiv.org View citations (38)
     Also in CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (5)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (39)
     See also Journal Article Quantile Models with Endogeneity, Annual Review of Economics, Annual Reviews (2013) View citations (40) (2013)
135. Rearranging Edgeworth-Cornish-Fisher Expansions
     Papers, arXiv.org
     Also in Post-Print, HAL (2010) View citations (4)
     SciencePo Working papers Main, HAL (2010)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (2)
     See also Journal Article Rearranging Edgeworth–Cornish–Fisher expansions, Economic Theory, Springer (2010) View citations (18) (2010)
136. Robust inference in high-dimensional approximately sparse quantile regression models
     CeMMAP working papers, Institute for Fiscal Studies
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (21)
137. Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"
     Papers, arXiv.org View citations (62)
138. Uniform post selection inference for LAD regression models
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (34)
     Also in CeMMAP working papers, Institute for Fiscal Studies (2013)

2012

139. 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 View citations (2)
     Also in CeMMAP working papers, Institute for Fiscal Studies (2012)
140. Inference for best linear approximations to set identified functions
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (26)
     Also in CeMMAP working papers, Institute for Fiscal Studies (2012) View citations (3)
141. Inference on Sets in Finance
     Papers, arXiv.org View citations (7)
     Also in CeMMAP working papers, Institute for Fiscal Studies (2012)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (6)
     CeMMAP working papers, Institute for Fiscal Studies (2012)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (6)
     See also Journal Article Inference on sets in finance, Quantitative Economics, Econometric Society (2015) View citations (11) (2015)
142. Intersection bounds: estimation and inference
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
     Also in CeMMAP working papers, Institute for Fiscal Studies (2011)
     CeMMAP working papers, Institute for Fiscal Studies (2009)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (57)
     CeMMAP working papers, Institute for Fiscal Studies (2012)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (5)
     See also Journal Article Intersection Bounds: Estimation and Inference, Econometrica, Econometric Society (2013) View citations (275) (2013)
143. Local Identification of Nonparametric and Semiparametric Models
     Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
     Also in CeMMAP working papers, Institute for Fiscal Studies (2011)
     Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (6)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
     CeMMAP working papers, Institute for Fiscal Studies (2012)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (7)
     See also Journal Article Local Identification of Nonparametric and Semiparametric Models, Econometrica, Econometric Society (2014) View citations (46) (2014)

2011

144. Estimation of treatment effects with high-dimensional controls
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
     Also in CeMMAP working papers, Institute for Fiscal Studies (2011)
145. High Dimensional Sparse Econometric Models: An Introduction
     Papers, arXiv.org View citations (44)
146. Inference for High-Dimensional Sparse Econometric Models
     Papers, arXiv.org View citations (63)
     Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (69)
147. 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 (55)
     Also in Papers, arXiv.org (2009) View citations (1)
     See also Journal Article Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks, The Review of Economic Studies, Review of Economic Studies Ltd (2011) View citations (54) (2011)
148. LASSO Methods for Gaussian Instrumental Variables Models
     Papers, arXiv.org View citations (10)

2010

149. 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)
150. 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 (2)

2009

151. Fragility of Asymptotic Agreement under Bayesian Learning
     Levine's Working Paper Archive, David K. Levine View citations (25)
     See also Journal Article Fragility of asymptotic agreement under Bayesian learning, Theoretical Economics, Econometric Society (2016) View citations (43) (2016)
152. 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 (23)
     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 (23)
153. Improving point and interval estimators of monotone functions by rearrangement
     Post-Print, HAL View citations (53)
     Also in SciencePo Working papers Main, HAL (2009) View citations (10)
     Papers, arXiv.org (2008) View citations (1)
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008)
     See also Journal Article Improving point and interval estimators of monotone functions by rearrangement, Biometrika, Biometrika Trust (2009) View citations (99) (2009)
154. Nonparametric Instrumental Variable Estimators of Structural Quantile Effects
     Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (8)
155. Quantile and average effects in nonseparable panel models
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (10)
     Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
156. Set identification with Tobin regressors
     CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies

2007

157. Learning and Disagreement in an Uncertain World
     Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (22)
     Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (25)
158. 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

159. Extremal quantile regression
     Papers, arXiv.org View citations (92)

2004

160. Finite-Sample Inference Methods for Quantile Regression Models
     Econometric Society 2004 North American Winter Meetings, Econometric Society
161. Parameter Set Inference in a Class of Econometric Models
     Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (23)
162. Quantile Regression under Misspecification
     Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (6)
163. 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 Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure, Econometrica, Econometric Society (2006) View citations (258) (2006)

Undated

164. 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

2024

1. Network and panel quantile effects via distribution regression
   Journal of Econometrics, 2024, 240, (2)
   See also Working Paper Network and Panel Quantile Effects Via Distribution Regression, CeMMAP working papers (2020) View citations (7) (2020)

2023

2. A simple and general debiased machine learning theorem with finite-sample guarantees
   Biometrika, 2023, 110, (1), 257-264 View citations (4)
   See also Working Paper A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees, Papers (2022) View citations (3) (2022)
3. Constrained Conditional Moment Restriction Models
   Econometrica, 2023, 91, (2), 709-736 View citations (2)
   See also Working Paper Constrained conditional moment restriction models, CeMMAP working papers (2015) View citations (5) (2015)
4. Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence
   Quantitative Economics, 2023, 14, (2), 471-510 View citations (3)
5. Uniform inference in high-dimensional Gaussian graphical models
   Biometrika, 2023, 110, (1), 51-68
   See also Working Paper Uniform inference in high-dimensional Gaussian graphical models, CeMMAP working papers (2019) (2019)

2022

6. Automatic Debiased Machine Learning of Causal and Structural Effects
   Econometrica, 2022, 90, (3), 967-1027 View citations (29)
   See also Working Paper Automatic Debiased Machine Learning of Causal and Structural Effects, Papers (2022) View citations (34) (2022)
7. Correction to: Vector quantile regression and optimal transport, from theory to numerics
   Empirical Economics, 2022, 62, (1), 63-63 View citations (2)
   See also Working Paper Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics, SciencePo Working papers Main (2022) (2022)
8. Debiased machine learning of global and local parameters using regularized Riesz representers
   (Semiparametric instrumental variable estimation of treatment response models)
   The Econometrics Journal, 2022, 25, (3), 576-601 View citations (6)
   See also Working Paper De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers, Papers (2022) View citations (8) (2022)
9. Fast algorithms for the quantile regression process
   Empirical Economics, 2022, 62, (1), 7-33 View citations (9)
   See also Working Paper Fast Algorithms for the Quantile Regression Process, Papers (2020) View citations (3) (2020)
10. Locally Robust Semiparametric Estimation
    Econometrica, 2022, 90, (4), 1501-1535 View citations (29)
    See also Working Paper Locally Robust Semiparametric Estimation, Papers (2020) View citations (17) (2020)
11. Vector quantile regression and optimal transport, from theory to numerics
    Empirical Economics, 2022, 62, (1), 35-62 View citations (2)
    See also Working Paper Vector quantile regression and optimal transport, from theory to numerics, Papers (2021) (2021)

2021

12. An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
    Journal of the American Statistical Association, 2021, 116, (536), 1849-1864 View citations (56)
    See also Working Paper An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls, University of California at San Diego, Economics Working Paper Series (2021) View citations (56) (2021)
13. 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 (113)
    See also Working Paper Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S, Papers (2020) View citations (29) (2020)
14. Debiased machine learning of conditional average treatment effects and other causal functions
    The Econometrics Journal, 2021, 24, (2), 264-289 View citations (56)
15. Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations
    Journal of Political Economy, 2021, 129, (3), 842 - 870 View citations (8)
    See also Working Paper Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations, SciencePo Working papers Main (2021) View citations (4) (2021)
16. Optimal Targeted Lockdowns in a Multigroup SIR Model
    American Economic Review: Insights, 2021, 3, (4), 487-502 View citations (124)
    See also Working Paper Optimal Targeted Lockdowns in a Multi-Group SIR Model, NBER Working Papers (2020) View citations (188) (2020)
17. The association of opening K–12 schools with the spread of COVID-19 in the United States: County-level panel data analysis
    Proceedings of the National Academy of Sciences, 2021, 118, (42), e2103420118 View citations (12)
    See also Working Paper The Association of Opening K-12 Schools with the Spread of COVID-19 in the United States: County-Level Panel Data Analysis, Papers (2021) View citations (13) (2021)

2020

18. Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
    Journal of the American Statistical Association, 2020, 115, (529), 123-137 View citations (8)
    See also Working Paper Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes, University of California at San Diego, Economics Working Paper Series (2020) View citations (7) (2020)
19. Semiparametric estimation of structural functions in nonseparable triangular models
    Quantitative Economics, 2020, 11, (2), 503-533 View citations (13)
    See also Working Paper Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models, Papers (2019) View citations (4) (2019)

2019

20. Censored quantile instrumental-variable estimation with Stata
    Stata Journal, 2019, 19, (4), 768-781 View citations (5)
    See also Working Paper Censored Quantile Instrumental Variable Estimation with Stata, Papers (2019) View citations (6) (2019)
21. Conditional quantile processes based on series or many regressors
    Journal of Econometrics, 2019, 213, (1), 4-29 View citations (32)
    See also Working Paper Conditional Quantile Processes based on Series or Many Regressors, Papers (2018) View citations (5) (2018)
22. Inference on Causal and Structural Parameters using Many Moment Inequalities
    The Review of Economic Studies, 2019, 86, (5), 1867-1900 View citations (27)
    See also Working Paper Inference on causal and structural parameters using many moment inequalities, Papers (2018) View citations (14) (2018)
23. Mastering Panel Metrics: Causal Impact of Democracy on Growth
    AEA Papers and Proceedings, 2019, 109, 77-82 View citations (9)
    See also Working Paper Mastering Panel 'Metrics: Causal Impact of Democracy on Growth, Papers (2019) View citations (8) (2019)
24. Nonseparable multinomial choice models in cross-section and panel data
    Journal of Econometrics, 2019, 211, (1), 104-116 View citations (5)
    See also Working Paper Nonseparable Multinomial Choice Models in Cross-Section and Panel Data, Papers (2018) (2018)
25. The Impact of Big Data on Firm Performance: An Empirical Investigation
    AEA Papers and Proceedings, 2019, 109, 33-37 View citations (46)
    See also Working Paper The Impact of Big Data on Firm Performance: An Empirical Investigation, NBER Working Papers (2018) View citations (13) (2018)
26. 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 (7)
    See also Working Paper Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models, Papers (2016) View citations (1) (2016)

2018

27. Double/debiased machine learning for treatment and structural parameters
    Econometrics Journal, 2018, 21, (1), C1-C68 View citations (593)
    See also Working Paper Double/Debiased Machine Learning for Treatment and Structural Parameters, NBER Working Papers (2017) View citations (115) (2017)
28. The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
    Econometrica, 2018, 86, (6), 1911-1938 View citations (47)
    See also Working Paper The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages, Papers (2018) View citations (55) (2018)

2017

29. Double/Debiased/Neyman Machine Learning of Treatment Effects
    American Economic Review, 2017, 107, (5), 261-65 View citations (114)
30. Program Evaluation and Causal Inference With High‐Dimensional Data
    Econometrica, 2017, 85, 233-298 View citations (178)
    See also Working Paper Program Evaluation and Causal Inference with High-Dimensional Data, Papers (2018) View citations (1) (2018)
31. Vector quantile regression beyond the specified case
    Journal of Multivariate Analysis, 2017, 161, (C), 96-102 View citations (9)

2016

32. 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 (31)
    See also Working Paper Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings, CeMMAP working papers (2016) View citations (6) (2016)
33. Fragility of asymptotic agreement under Bayesian learning
    Theoretical Economics, 2016, 11, (1) View citations (43)
    See also Working Paper Fragility of Asymptotic Agreement under Bayesian Learning, Levine's Working Paper Archive (2009) View citations (25) (2009)
34. Inference in High-Dimensional Panel Models With an Application to Gun Control
    Journal of Business & Economic Statistics, 2016, 34, (4), 590-605 View citations (72)
    See also Working Paper Inference in High Dimensional Panel Models with an Application to Gun Control, Papers (2014) View citations (31) (2014)
35. Post-Selection Inference for Generalized Linear Models With Many Controls
    Journal of Business & Economic Statistics, 2016, 34, (4), 606-619 View citations (56)
    See also Working Paper Post-Selection Inference for Generalized Linear Models with Many Controls, Papers (2016) View citations (55) (2016)

2015

36. Comment
    Journal of the American Statistical Association, 2015, 110, (512), 1449-1451
37. Implementing intersection bounds in Stata
    Stata Journal, 2015, 15, (1), 21-44 View citations (30)
    See also Working Paper Implementing intersection bounds in Stata, CeMMAP working papers (2014) (2014)
38. Inference on sets in finance
    Quantitative Economics, 2015, 6, (2), 309-358 View citations (11)
    See also Working Paper Inference on Sets in Finance, Papers (2012) View citations (7) (2012)
39. Nonparametric identification in panels using quantiles
    Journal of Econometrics, 2015, 188, (2), 378-392 View citations (39)
    See also Working Paper Nonparametric Identification in Panels using Quantiles, Papers (2014) View citations (2) (2014)
40. Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
    American Economic Review, 2015, 105, (5), 486-90 View citations (95)
    See also Working Paper Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments, Papers (2015) View citations (85) (2015)
41. Quantile regression with censoring and endogeneity
    Journal of Econometrics, 2015, 186, (1), 201-221 View citations (78)
    See also Working Paper Quantile Regression with Censoring and Endogeneity, Papers (2014) View citations (1) (2014)
42. Some new asymptotic theory for least squares series: Pointwise and uniform results
    Journal of Econometrics, 2015, 186, (2), 345-366 View citations (133)
    See also Working Paper Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results, Papers (2015) View citations (131) (2015)
43. Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
    Biometrika, 2015, 102, (1), 77-94 View citations (40)
44. Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach
    Annual Review of Economics, 2015, 7, (1), 649-688 View citations (55)
    See also Working Paper Valid post-selection and post-regularization inference: An elementary, general approach, CeMMAP working papers (2016) (2016)

2014

45. High-Dimensional Methods and Inference on Structural and Treatment Effects
    Journal of Economic Perspectives, 2014, 28, (2), 29-50 View citations (316)
    See also Working Paper High dimensional methods and inference on structural and treatment effects, CeMMAP working papers (2013) (2013)
46. Inference on Treatment Effects after Selection among High-Dimensional Controlsâ€
    The Review of Economic Studies, 2014, 81, (2), 608-650 View citations (510)
47. Local Identification of Nonparametric and Semiparametric Models
    Econometrica, 2014, 82, (2), 785-809 View citations (46)
    See also Working Paper Local Identification of Nonparametric and Semiparametric Models, Cowles Foundation Discussion Papers (2012) (2012)
48. Posterior inference in curved exponential families under increasing dimensions
    Econometrics Journal, 2014, 17, (2), S75-S100 View citations (1)
    See also Working Paper Posterior Inference in Curved Exponential Families under Increasing Dimensions, Papers (2014) View citations (1) (2014)

2013

49. Average and Quantile Effects in Nonseparable Panel Models
    Econometrica, 2013, 81, (2), 535-580 View citations (196)
    See also Working Paper Average and Quantile Effects in Nonseparable Panel Models, Papers (2013) View citations (202) (2013)
50. Inference on Counterfactual Distributions
    Econometrica, 2013, 81, (6), 2205-2268 View citations (260)
    See also Working Paper Inference on Counterfactual Distributions, Papers (2013) View citations (232) (2013)
51. Intersection Bounds: Estimation and Inference
    Econometrica, 2013, 81, (2), 667-737 View citations (275)
    See also Working Paper Intersection bounds: estimation and inference, CeMMAP working papers (2012) View citations (3) (2012)
52. Quantile Models with Endogeneity
    Annual Review of Economics, 2013, 5, (1), 57-81 View citations (40)
    See also Working Paper Quantile Models with Endogeneity, Papers (2013) View citations (38) (2013)

2012

53. Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
    Econometrica, 2012, 80, (6), 2369-2429 View citations (503)
    See also Working Paper Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain, Papers (2015) View citations (1) (2015)

2011

54. Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
    The Review of Economic Studies, 2011, 78, (2), 559-589 View citations (54)
    See also Working Paper Inference for extremal conditional quantile models, with an application to market and birthweight risks, CeMMAP working papers (2011) View citations (55) (2011)
55. Square-root lasso: pivotal recovery of sparse signals via conic programming
    Biometrika, 2011, 98, (4), 791-806 View citations (129)

2010

56. Introduction
    Economic Theory, 2010, 42, (2), 271-273
57. Quantile and Probability Curves Without Crossing
    Econometrica, 2010, 78, (3), 1093-1125 View citations (259)
    See also Working Paper Quantile and Probability Curves Without Crossing, Papers (2014) View citations (11) (2014)
58. Rearranging Edgeworth–Cornish–Fisher expansions
    Economic Theory, 2010, 42, (2), 419-435 View citations (18)
    See also Working Paper Rearranging Edgeworth-Cornish-Fisher Expansions, Papers (2013) (2013)
59. Set identification and sensitivity analysis with Tobin regressors
    Quantitative Economics, 2010, 1, (2), 255-277 View citations (8)

2009

60. ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
    Econometric Theory, 2009, 25, (3), 806-818 View citations (17)
61. Finite sample inference for quantile regression models
    Journal of Econometrics, 2009, 152, (2), 93-103 View citations (49)
62. Improving point and interval estimators of monotone functions by rearrangement
    Biometrika, 2009, 96, (3), 559-575 View citations (99)
    See also Working Paper Improving point and interval estimators of monotone functions by rearrangement, Post-Print (2009) View citations (53) (2009)

2008

63. Instrumental variable quantile regression: A robust inference approach
    Journal of Econometrics, 2008, 142, (1), 379-398 View citations (305)
64. The reduced form: A simple approach to inference with weak instruments
    Economics Letters, 2008, 100, (1), 68-71 View citations (135)

2007

65. Estimation and Confidence Regions for Parameter Sets in Econometric Models
    Econometrica, 2007, 75, (5), 1243-1284 View citations (394)
66. Inference approaches for instrumental variable quantile regression
    Economics Letters, 2007, 95, (2), 272-277 View citations (25)
67. Instrumental variable estimation of nonseparable models
    Journal of Econometrics, 2007, 139, (1), 4-14 View citations (138)

2006

68. Instrumental quantile regression inference for structural and treatment effect models
    Journal of Econometrics, 2006, 132, (2), 491-525 View citations (365)
69. Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
    Econometrica, 2006, 74, (2), 539-563 View citations (258)
    See also Working Paper Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure, NBER Working Papers (2004) View citations (8) (2004)

2005

70. An IV Model of Quantile Treatment Effects
    Econometrica, 2005, 73, (1), 245-261 View citations (524)

2004

71. Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
    Econometrica, 2004, 72, (5), 1445-1480 View citations (53)
72. 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 (96)

2003

73. An MCMC approach to classical estimation
    Journal of Econometrics, 2003, 115, (2), 293-346 View citations (461)
    See also Working Paper An MCMC Approach to Classical Estimation, Papers (2023) (2023)

2002

74. Three-Step Censored Quantile Regression and Extramarital Affairs
    Journal of the American Statistical Association, 2002, 97, 872-882 View citations (127)

2001

75. Conditional value-at-risk: Aspects of modeling and estimation
    Empirical Economics, 2001, 26, (1), 271-292 View citations (91)

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. The Econometrics Journal
   Royal Economic Society