Details about Ivan Fernandez-Val
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Last updated 2023-01-13. Update your information in the RePEc Author Service.
Short-id: pfe104
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Working Papers
2023
- Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
Papers, arXiv.org 
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2022)
- Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India
Papers, arXiv.org View citations (13)
2022
- Selection and the Distribution of Female Hourly Wages in the U.S
IZA Discussion Papers, Institute of Labor Economics (IZA)
2021
- Low-rank approximations of nonseparable panel models
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 (2020) View citations (4)
See also Journal Article in The Econometrics Journal (2021)
2020
- 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 (4)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (3) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (9) Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft (2016) View citations (9)
See also Journal Article in Journal of the American Statistical Association (2020)
- Hours Worked and the U.S. Distribution of Real Annual Earnings 1976–2016
IZA Discussion Papers, Institute of Labor Economics (IZA)
- Network and Panel Quantile Effects Via Distribution Regression
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
Also in 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)
2019
- Decomposing Changes in the Distribution of Real Hourly Wages in the U.S
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
- Mastering Panel Metrics: Causal Impact of Democracy on Growth
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
See also Journal Article in AEA Papers and Proceedings (2019)
- Nonlinear Factor Models for Network and Panel Data
Papers, arXiv.org View citations (10)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (13) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (7)
See also Journal Article in Journal of Econometrics (2021)
2018
- Censored Quantile Instrumental Variable Estimation with Stata
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (3)
See also Journal Article in Stata Journal (2019)
- Decomposing Real Wage Changes in the United States
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (2)
- Distribution regression with sample selection, with an application to wage decompositions in the UK
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
- Fixed effect estimation of large T panel data models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (30)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (5)
See also Journal Article in Annual Review of Economics (2018)
- 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 (55)
- Individual and Time Effects in Nonlinear Panel Models with Large N, T
Papers, arXiv.org View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (19) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (14) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (13)
See also Journal Article in Journal of Econometrics (2016)
- Nonseparable Sample Selection Models with Censored Selection Rules
Working Papers in Economics, University of Gothenburg, Department of Economics View citations (5)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (6)
- Nonseparable Sample Selection Models with Censored Selection Rules: An Application to Wage Decompositions
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (4)
- The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
Papers, arXiv.org View citations (47)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (7)
See also Journal Article in Econometrica (2018)
2017
- Counterfactual analysis in R: a vignette
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
- Extremal quantile regression: an overview
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (8)
- 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 (12)
- Nonseparable multinomial choice models in cross-section and panel data
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
See also Journal Article in Journal of Econometrics (2019)
- Quantreg.nonpar: an R package for performing nonparametric series quantile regression
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
- Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK View citations (6)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (6)
See also Journal Article in Quantitative Economics (2020)
- probitfe and logitfe: Bias corrections for probit and logit models with two-way fixed effects
Papers, arXiv.org View citations (32)
See also
Bias corrections for probit and logit models with two-way fixed effects, Stata Journal, StataCorp LP View citations (36)
2016
- Conditional quantile processes based on series or many regressors
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (51)
See also Journal Article in Journal of Econometrics (2019)
- Program evaluation and causal inference with high-dimensional data
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (7)
See also Journal Article in Econometrica (2017)
2015
- Program evaluation with high-dimensional data
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (14) 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 (14)
2014
- Nonparametric Identification in Panels using Quantiles
Papers, arXiv.org View citations (2)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)  CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (2)
See also Journal Article in Journal of Econometrics (2015)
- 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 (14) Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (11) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (23)
See also Journal Article in Journal of Econometrics (2015)
- Quantile and Probability Curves Without Crossing
Papers, arXiv.org View citations (11)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (11) SciencePo Working papers Main, HAL (2010) View citations (25) Sciences Po publications, Sciences Po (2010) View citations (182) Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007) View citations (12) Post-Print, HAL (2010) View citations (151)
2013
- Average and Quantile Effects in Nonseparable Panel Models
Papers, arXiv.org View citations (185)
See also Journal Article in Econometrica (2013)
- Evaluating the Role of Individual Specific Heterogeneity in the Relationship Between Subjective Health Assessments and Income
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (3)
- Inference on Counterfactual Distributions
Papers, arXiv.org View citations (194)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (221) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (20) 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)
See also Journal Article in Econometrica (2013)
- Panel Data Models with Nonadditive Unobserved Heterogeneity: Estimation and Inference
Papers, arXiv.org View citations (38)
Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics 
See also Journal Article in Quantitative Economics (2013)
- Rearranging Edgeworth-Cornish-Fisher Expansions
Papers, arXiv.org 
Also in SciencePo Working papers Main, HAL (2010) Post-Print, HAL (2010) View citations (4) 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)
2011
- 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 (46)
Also in Papers, arXiv.org (2009) View citations (1)
See also Journal Article in Review of Economic Studies (2011)
2010
- ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework
NBER Working Papers, National Bureau of Economic Research, Inc View citations (51)
- 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)
2009
- 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 (2009) View citations (23) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008) View citations (5)
- Improving point and interval estimators of monotone functions by rearrangement
SciencePo Working papers Main, HAL View citations (10)
Also in Papers, arXiv.org (2008) View citations (1) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008)  Post-Print, HAL (2009) View citations (43)
See also Journal Article in Biometrika (2009)
- 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)
2007
- Bias Corrections for Two-Step Fixed Effects Panel Data Estimators
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (13)
See also
Bias Corrections for Two-Step Fixed Effects Panel Data Estimators, IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (5)
Bias corrections for two-step fixed effects panel data estimators, CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
Bias corrections for two-step fixed effects panel data estimators, Journal of Econometrics, Elsevier View citations (45)
- Fixed Effects Estimation of Structural Parameters and Marginal Effects in Panel Probit Models
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (19)
See also Journal Article in Journal of Econometrics (2009)
2005
- Bias Correction in Panel Data Models with Individual Specific Parameters
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (7)
- Estimation of Structural Parameters and Marginal Effects in Binary Choice Panel Data Models with Fixed Effects
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (12)
2004
- Quantile Regression under Misspecification
Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (7)
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
See also Journal Article in Econometrica (2006)
Undated
- Censored Quantile Instrumental Variable Estimation via Control Functions
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (4)
Journal Articles
2022
- Fast algorithms for the quantile regression process
Empirical Economics, 2022, 62, (1), 7-33 View citations (2)
2021
- Low-rank approximations of nonseparable panel models
The Econometrics Journal, 2021, 24, (2), C40-C77 View citations (1)
See also Working Paper (2021)
- Nonlinear factor models for network and panel data
Journal of Econometrics, 2021, 220, (2), 296-324 View citations (22)
See also Working Paper (2019)
- Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data
Journal of the American Statistical Association, 2021, 116, (534), 783-797 View citations (4)
2020
- Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
Journal of the American Statistical Association, 2020, 115, (529), 123-137 View citations (5)
See also Working Paper (2020)
- Semiparametric estimation of structural functions in nonseparable triangular models
Quantitative Economics, 2020, 11, (2), 503-533 View citations (9)
See also Working Paper (2017)
2019
- Censored quantile instrumental-variable estimation with Stata
Stata Journal, 2019, 19, (4), 768-781 View citations (5)
See also Working Paper (2018)
- Conditional quantile processes based on series or many regressors
Journal of Econometrics, 2019, 213, (1), 4-29 View citations (27)
See also Working Paper (2016)
- Mastering Panel Metrics: Causal Impact of Democracy on Growth
AEA Papers and Proceedings, 2019, 109, 77-82 View citations (8)
See also Working Paper (2019)
- Nonseparable multinomial choice models in cross-section and panel data
Journal of Econometrics, 2019, 211, (1), 104-116 View citations (3)
See also Working Paper (2017)
2018
- Fixed Effects Estimation of Large-TPanel Data Models
Annual Review of Economics, 2018, 10, (1), 109-138 View citations (1)
See also Working Paper (2018)
- The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
Econometrica, 2018, 86, (6), 1911-1938 View citations (39)
See also Working Paper (2018)
2017
- Evaluating the role of income, state dependence and individual specific heterogeneity in the determination of subjective health assessments
Economics & Human Biology, 2017, 25, (C), 85-98 View citations (4)
- Program Evaluation and Causal Inference With High‐Dimensional Data
Econometrica, 2017, 85, 233-298 View citations (149)
See also Working Paper (2016)
2016
- Individual and time effects in nonlinear panel models with large N, T
Journal of Econometrics, 2016, 192, (1), 291-312 View citations (197)
See also Working Paper (2018)
2015
- Nonparametric identification in panels using quantiles
Journal of Econometrics, 2015, 188, (2), 378-392 View citations (37)
See also Working Paper (2014)
- Quantile regression with censoring and endogeneity
Journal of Econometrics, 2015, 186, (1), 201-221 View citations (77)
See also Working Paper (2014)
2013
- Average and Quantile Effects in Nonseparable Panel Models
Econometrica, 2013, 81, (2), 535-580 View citations (179)
See also Working Paper (2013)
- Inference on Counterfactual Distributions
Econometrica, 2013, 81, (6), 2205-2268 View citations (222)
See also Working Paper (2013)
- Panel data models with nonadditive unobserved heterogeneity: Estimation and inference
Quantitative Economics, 2013, 4, (3), 453-481 View citations (30)
See also Working Paper (2013)
- The Consequences of Teenage Childbearing: Consistent Estimates When Abortion Makes Miscarriage Non‐random
Economic Journal, 2013, 123, 875-905 View citations (51)
2011
- Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
Review of Economic Studies, 2011, 78, (2), 559-589 View citations (45)
See also Working Paper (2011)
2010
- Rearranging Edgeworth–Cornish–Fisher expansions
Economic Theory, 2010, 42, (2), 419-435 View citations (17)
See also Working Paper (2013)
2009
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
Journal of Econometrics, 2009, 150, (1), 71-85 View citations (47)
See also Working Paper (2007)
- Improving point and interval estimators of monotone functions by rearrangement
Biometrika, 2009, 96, (3), 559-575 View citations (89)
See also Working Paper (2009)
2006
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
Econometrica, 2006, 74, (2), 539-563 View citations (237)
See also Working Paper (2004)
2003
- Household labor supply: evidence for Spain
Investigaciones Economicas, 2003, 27, (2), 239-275 View citations (12)
Software Items
2020
- QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference
Statistical Software Components, Boston College Department of Economics
2019
- CQIV: Stata module to perform censored quantile instrumental variables regression
Statistical Software Components, Boston College Department of Economics View citations (11)
2017
- LOGITFE: Stata module to compute analytical and jackknife bias corrections for fixed effects estimators of panel logit models with individual and time effects
Statistical Software Components, Boston College Department of Economics
- PROBITFE: Stata module to compute analytical and jackknife bias corrections for fixed effects estimators of panel probit models with individual and time effects
Statistical Software Components, Boston College Department of Economics
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