Details about Victor Chernozhukov

Access statistics for papers by Victor Chernozhukov.

Last updated 2018-12-06. Update your information in the RePEc Author Service.

Short-id: pch864

Working Papers

2019

1. Learning L2 Continuous Regression Functionals via Regularized Riesz Representers
   Papers, arXiv.org

2018

2. An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
   Papers, arXiv.org View citations (1)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (4)
3. Censored Quantile Instrumental Variable Estimation with Stata
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018)
   Papers, arXiv.org (2018)
4. Conditional Quantile Processes based on Series or Many Regressors
   Papers, arXiv.org View citations (2)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (2)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (22)
5. Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK
   Papers, arXiv.org
6. Double/De-Biased Machine Learning Using Regularized Riesz Representers
   Papers, arXiv.org View citations (3)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (2)
7. 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
8. 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 (58)
9. Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
   Papers, arXiv.org
   Also in Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft (2016) View citations (6)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (6)
10. Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments
    Papers, arXiv.org View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
11. High-Dimensional Econometrics and Regularized GMM
    Papers, arXiv.org View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (1)
12. Inference on causal and structural parameters using many moment inequalities
    Papers, arXiv.org View citations (1)
13. LASSO-Driven Inference in Time and Space
    Working Papers, Department of Economics, City University London
    Also in Papers, arXiv.org (2018)
14. Locally Robust Semiparametric Estimation
    Papers, arXiv.org View citations (4)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (7)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
15. Network and Panel Quantile Effects Via Distribution Regression
    Papers, arXiv.org
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
16. 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)
17. Plug-in Regularized Estimation of High-Dimensional Parameters in Nonlinear Semiparametric Models
    Papers, arXiv.org
18. 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)
19. Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
    Papers, arXiv.org View citations (1)
    Also in Bristol Economics Discussion Papers, Department of Economics, University of Bristol, UK (2017) View citations (3)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (3)
20. Shape-Enforcing Operators for Point and Interval Estimators
    Papers, arXiv.org
21. Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables
    Papers, arXiv.org
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (2)
22. Subvector Inference in Partially Identified Models with Many Moment Inequalities
    Papers, arXiv.org
23. The Impact of Big Data on Firm Performance: An Empirical Investigation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
24. The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
    Papers, arXiv.org View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (3)
25. Uniform Inference in High-Dimensional Gaussian Graphical Models
    Papers, arXiv.org
26. 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 (1)
27. Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R)
    Papers, arXiv.org

2017

28. Confidence bands for coefficients in high dimensional linear models with error-in-variables
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
29. Counterfactual analysis in R: a vignette
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
30. Double/Debiased Machine Learning for Treatment and Causal Parameters
    Papers, arXiv.org View citations (9)
31. Double/Debiased Machine Learning for Treatment and Structural Parameters
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (12)
    See also Journal Article in Econometrics Journal (2018)
32. Extremal Quantile Regression: An Overview
    Papers, arXiv.org View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
33. Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk
    Papers, arXiv.org View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (1)
34. 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)
35. Single market nonparametric identification of multi-attribute hedonic equilibrium models
    Papers, arXiv.org
    Also in Working Papers, HAL (2014) View citations (3)
    Sciences Po publications, Sciences Po (2014) View citations (3)

2016

36. Anti-concentration and honest, adaptive confidence bands
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (5)
37. 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 (4)
38. 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 (5)
39. Counterfactual: An R Package for Counterfactual Analysis
    Papers, arXiv.org View citations (1)
40. Double machine learning for treatment and causal parameters
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (11)
41. 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 (3)
    See also Journal Article in Stochastic Processes and their Applications (2016)
42. Gaussian approximation of suprema of empirical processes
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (8)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
43. High-Dimensional Metrics in R
    Papers, arXiv.org
44. Post-Selection Inference for Generalized Linear Models with Many Controls
    Papers, arXiv.org View citations (7)
    See also Journal Article in Journal of Business & Economic Statistics (2016)
45. Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (2)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2016) View citations (2)
46. Testing many moment inequalities
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (4)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (2)
47. Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
    Papers, arXiv.org
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (1)
48. 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 (10)
    See also Journal Article in Annual Review of Economics (2015)
49. Vector Quantile Regression: An Optimal Transport Approach
    Sciences Po publications, Sciences Po View citations (5)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
50. hdm: High-Dimensional Metrics
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
    Also in Papers, arXiv.org (2016) View citations (2)

2015

51. 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 Papers, arXiv.org (2015)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (2)
52. Constrained conditional moment restriction models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
53. Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
54. Monge-Kantorovich Depth, Quantiles, Ranks and Signs
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (2)
    Papers, arXiv.org (2015)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (1)
    Sciences Po publications, Sciences Po (2015) View citations (1)
55. Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
    Papers, arXiv.org View citations (9)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (11)
    See also Journal Article in American Economic Review (2015)
56. Program evaluation with high-dimensional data
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (7)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (8)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (7)
57. Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results
    Papers, arXiv.org View citations (28)
    See also Journal Article in Journal of Econometrics (2015)
58. 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)
59. Vector Quantile Regression
    Sciences Po publications, Sciences Po
    Also in Working Papers, HAL (2015)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)

2014

60. 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)
61. Inference in High Dimensional Panel Models with an Application to Gun Control
    Papers, arXiv.org View citations (17)
    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)
62. Nonparametric Identification in Panels using Quantiles
    Papers, arXiv.org View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
    See also Journal Article in Journal of Econometrics (2015)
63. Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables
    Working Papers, Center for Research in Economics and Statistics
64. 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)
65. Quantile Regression with Censoring and Endogeneity
    Papers, arXiv.org View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (9)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (8)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (9)
    See also Journal Article in Journal of Econometrics (2015)
66. Quantile and Probability Curves Without Crossing
    Papers, arXiv.org
    Also in Sciences Po publications, Sciences Po (2010) View citations (77)
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007) View citations (11)
    Post-Print, HAL (2010) View citations (56)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (11)
    See also Journal Article in Econometrica (2010)

2013

67. Average and Quantile Effects in Nonseparable Panel Models
    Papers, arXiv.org View citations (34)
    See also Journal Article in Econometrica (2013)
68. 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)
69. Honest confidence regions for a regression parameter in logistic regression with a large number of controls
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (4)
70. Inference on Counterfactual Distributions
    Papers, arXiv.org View citations (34)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2008) View citations (11)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (76)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (47)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (17)
    See also Journal Article in Econometrica (2013)
71. 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 (10)
    Also in Papers, arXiv.org (2012)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (2)
72. 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)
73. Pivotal estimation via square-root lasso in nonparametric regression
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
74. Quantile Models with Endogeneity
    Papers, arXiv.org View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (14)
    See also Journal Article in Annual Review of Economics (2013)
75. 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)
76. 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)
77. Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"
    Papers, arXiv.org View citations (7)
78. 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

79. 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
80. Inference for best linear approximations to set identified functions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (11)
81. 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)
82. 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 (46)
    See also Journal Article in Econometrica (2013)
83. Local Identification of Nonparametric and Semiparametric Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    Also in 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)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (2)
    See also Journal Article in Econometrica (2014)

2011

84. Estimation of treatment effects with high-dimensional controls
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
85. High Dimensional Sparse Econometric Models: An Introduction
    Papers, arXiv.org View citations (5)
86. Inference for High-Dimensional Sparse Econometric Models
    Papers, arXiv.org View citations (10)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (20)
87. 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 (20)
    Also in Papers, arXiv.org (2009)
    See also Journal Article in Review of Economic Studies (2011)
88. L1-Penalized Quantile Regression in High-Dimensional Sparse Models
    Papers, arXiv.org View citations (18)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (3)
89. LASSO Methods for Gaussian Instrumental Variables Models
    Papers, arXiv.org View citations (2)

2010

90. Improving Estimates of Monotone Functions by Rearrangement
    Papers, arXiv.org
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007) View citations (8)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (10)
91. 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

92. Fragility of Asymptotic Agreement under Bayesian Learning
    Levine's Working Paper Archive, David K. Levine View citations (20)
    See also Journal Article in Theoretical Economics (2016)
93. 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 (19)
    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 (19)
94. Nonparametric Instrumental Variable Estimators of Structural Quantile Effects
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (7)
95. 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)
96. Set identification with Tobin regressors
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies

2008

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

2007

98. Learning and Disagreement in an Uncertain World
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (18)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (18)
99. 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

100. Extremal quantile regression
     Papers, arXiv.org View citations (13)

2004

101. Finite-Sample Inference Methods for Quantile Regression Models
     Econometric Society 2004 North American Winter Meetings, Econometric Society
102. Parameter Set Inference in a Class of Econometric Models
     Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (22)
103. Quantile Regression under Misspecification
     Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (4)
104. Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
     NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
     See also Journal Article in Econometrica (2006)

Undated

105. 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

2018

1. Double/debiased machine learning for treatment and structural parameters
   Econometrics Journal, 2018, 21, (1), C1-C68 View citations (14)
   See also Working Paper (2017)

2017

2. Double/Debiased/Neyman Machine Learning of Treatment Effects
   American Economic Review, 2017, 107, (5), 261-65 View citations (9)
3. Program Evaluation and Causal Inference With High‐Dimensional Data
   Econometrica, 2017, 85, 233-298 View citations (22)
   See also Working Paper (2018)
4. Vector quantile regression beyond the specified case
   Journal of Multivariate Analysis, 2017, 161, (C), 96-102 View citations (1)

2016

5. 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 (3)
   See also Working Paper (2016)
6. Fragility of asymptotic agreement under Bayesian learning
   Theoretical Economics, 2016, 11, (1) View citations (8)
   See also Working Paper (2009)
7. Inference in High-Dimensional Panel Models With an Application to Gun Control
   Journal of Business & Economic Statistics, 2016, 34, (4), 590-605 View citations (5)
   See also Working Paper (2014)
8. Post-Selection Inference for Generalized Linear Models With Many Controls
   Journal of Business & Economic Statistics, 2016, 34, (4), 606-619 View citations (7)
   See also Working Paper (2016)

2015

9. Comment
   Journal of the American Statistical Association, 2015, 110, (512), 1449-1451
10. Implementing intersection bounds in Stata
    Stata Journal, 2015, 15, (1), 21-44
    Also in Stata Journal, 2015, 15, (1) (2015)
    See also Working Paper (2014)
11. Inference on sets in finance
    Quantitative Economics, 2015, 6, (2), 309-358 View citations (6)
    See also Working Paper (2012)
12. Nonparametric identification in panels using quantiles
    Journal of Econometrics, 2015, 188, (2), 378-392 View citations (12)
    See also Working Paper (2014)
13. Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
    American Economic Review, 2015, 105, (5), 486-90 View citations (22)
    See also Working Paper (2015)
14. Quantile regression with censoring and endogeneity
    Journal of Econometrics, 2015, 186, (1), 201-221 View citations (26)
    See also Working Paper (2014)
15. Some new asymptotic theory for least squares series: Pointwise and uniform results
    Journal of Econometrics, 2015, 186, (2), 345-366 View citations (45)
    See also Working Paper (2015)
16. Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
    Biometrika, 2015, 102, (1), 77-94 View citations (14)
17. Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach
    Annual Review of Economics, 2015, 7, (1), 649-688 View citations (12)
    See also Working Paper (2016)

2014

18. High-Dimensional Methods and Inference on Structural and Treatment Effects
    Journal of Economic Perspectives, 2014, 28, (2), 29-50 View citations (42)
    See also Working Paper (2013)
19. Inference on Treatment Effects after Selection among High-Dimensional Controlsâ€
    Review of Economic Studies, 2014, 81, (2), 608-650 View citations (67)
20. Local Identification of Nonparametric and Semiparametric Models
    Econometrica, 2014, 82, (2), 785-809 View citations (18)
    See also Working Paper (2012)
21. Posterior inference in curved exponential families under increasing dimensions
    Econometrics Journal, 2014, 17, (2), S75-S100
    See also Working Paper (2014)

2013

22. Average and Quantile Effects in Nonseparable Panel Models
    Econometrica, 2013, 81, (2), 535-580 View citations (65)
    See also Working Paper (2013)
23. Inference on Counterfactual Distributions
    Econometrica, 2013, 81, (6), 2205-2268 View citations (77)
    See also Working Paper (2013)
24. Intersection Bounds: Estimation and Inference
    Econometrica, 2013, 81, (2), 667-737 View citations (78)
    See also Working Paper (2012)
25. Quantile Models with Endogeneity
    Annual Review of Economics, 2013, 5, (1), 57-81 View citations (14)
    See also Working Paper (2013)

2012

26. Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
    Econometrica, 2012, 80, (6), 2369-2429 View citations (147)
    See also Working Paper (2015)

2011

27. 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 (21)
    See also Working Paper (2011)
28. Square-root lasso: pivotal recovery of sparse signals via conic programming
    Biometrika, 2011, 98, (4), 791-806 View citations (46)

2010

29. Introduction
    Economic Theory, 2010, 42, (2), 271-273 View citations (1)
30. Quantile and Probability Curves Without Crossing
    Econometrica, 2010, 78, (3), 1093-1125 View citations (91)
    See also Working Paper (2014)
31. Rearranging Edgeworth–Cornish–Fisher expansions
    Economic Theory, 2010, 42, (2), 419-435 View citations (10)
    See also Working Paper (2013)
32. Set identification and sensitivity analysis with Tobin regressors
    Quantitative Economics, 2010, 1, (2), 255-277 View citations (2)

2009

33. ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
    Econometric Theory, 2009, 25, (03), 806-818 View citations (3)
34. Finite sample inference for quantile regression models
    Journal of Econometrics, 2009, 152, (2), 93-103 View citations (24)
35. Improving point and interval estimators of monotone functions by rearrangement
    Biometrika, 2009, 96, (3), 559-575 View citations (54)
    See also Working Paper (2008)

2008

36. Instrumental variable quantile regression: A robust inference approach
    Journal of Econometrics, 2008, 142, (1), 379-398 View citations (159)
37. The reduced form: A simple approach to inference with weak instruments
    Economics Letters, 2008, 100, (1), 68-71 View citations (65)

2007

38. Estimation and Confidence Regions for Parameter Sets in Econometric Models
    Econometrica, 2007, 75, (5), 1243-1284 View citations (189)
39. Inference approaches for instrumental variable quantile regression
    Economics Letters, 2007, 95, (2), 272-277 View citations (18)
40. Instrumental variable estimation of nonseparable models
    Journal of Econometrics, 2007, 139, (1), 4-14 View citations (77)

2006

41. Instrumental quantile regression inference for structural and treatment effect models
    Journal of Econometrics, 2006, 132, (2), 491-525 View citations (200)
42. Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
    Econometrica, 2006, 74, (2), 539-563 View citations (131)
    See also Working Paper (2004)

2005

43. An IV Model of Quantile Treatment Effects
    Econometrica, 2005, 73, (1), 245-261 View citations (274)

2004

44. Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
    Econometrica, 2004, 72, (5), 1445-1480 View citations (32)
45. 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 (47)

2003

46. An MCMC approach to classical estimation
    Journal of Econometrics, 2003, 115, (2), 293-346 View citations (263)

2002

47. Three-Step Censored Quantile Regression and Extramarital Affairs
    Journal of the American Statistical Association, 2002, 97, 872-882 View citations (88)

2001

48. Conditional value-at-risk: Aspects of modeling and estimation
    Empirical Economics, 2001, 26, (1), 271-292 View citations (68)

Software Items

2018

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

2014

2. 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