Details about Ivan Fernandez-Val

Access statistics for papers by Ivan Fernandez-Val.

Last updated 2023-01-13. Update your information in the RePEc Author Service.

Short-id: pfe104

Working Papers

2023

1. 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)
2. 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

3. Selection and the Distribution of Female Hourly Wages in the U.S
   IZA Discussion Papers, Institute of Labor Economics (IZA)

2021

4. 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

5. 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)
6. Hours Worked and the U.S. Distribution of Real Annual Earnings 1976–2016
   IZA Discussion Papers, Institute of Labor Economics (IZA)
7. 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

8. 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)
9. 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)
10. 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

11. 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)
12. Decomposing Real Wage Changes in the United States
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (2)
13. 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)
14. 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)
15. 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)
16. 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)
17. 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)
18. Nonseparable Sample Selection Models with Censored Selection Rules: An Application to Wage Decompositions
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (4)
19. 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

20. Counterfactual analysis in R: a vignette
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
21. Extremal quantile regression: an overview
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (8)
22. 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)
23. 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)
24. Quantreg.nonpar: an R package for performing nonparametric series quantile regression
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
25. 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)
26. 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

27. 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)
28. 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

29. 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

30. 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)
31. 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)
32. 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

33. Average and Quantile Effects in Nonseparable Panel Models
    Papers, arXiv.org View citations (185)
    See also Journal Article in Econometrica (2013)
34. 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)
35. 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)
36. 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)
37. 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

38. 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

39. ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (51)
40. 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

41. 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)
42. 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)
43. 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

44. 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)
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

46. 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)
47. 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

48. Quantile Regression under Misspecification
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (7)
49. 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

50. 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

1. Fast algorithms for the quantile regression process
   Empirical Economics, 2022, 62, (1), 7-33 View citations (2)

2021

2. Low-rank approximations of nonseparable panel models
   The Econometrics Journal, 2021, 24, (2), C40-C77 View citations (1)
   See also Working Paper (2021)
3. Nonlinear factor models for network and panel data
   Journal of Econometrics, 2021, 220, (2), 296-324 View citations (22)
   See also Working Paper (2019)
4. 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

5. Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
   Journal of the American Statistical Association, 2020, 115, (529), 123-137 View citations (5)
   See also Working Paper (2020)
6. 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

7. Censored quantile instrumental-variable estimation with Stata
   Stata Journal, 2019, 19, (4), 768-781 View citations (5)
   See also Working Paper (2018)
8. 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)
9. 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)
10. 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

11. 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)
12. 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

13. 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)
14. Program Evaluation and Causal Inference With High‐Dimensional Data
    Econometrica, 2017, 85, 233-298 View citations (149)
    See also Working Paper (2016)

2016

15. 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

16. Nonparametric identification in panels using quantiles
    Journal of Econometrics, 2015, 188, (2), 378-392 View citations (37)
    See also Working Paper (2014)
17. Quantile regression with censoring and endogeneity
    Journal of Econometrics, 2015, 186, (1), 201-221 View citations (77)
    See also Working Paper (2014)

2013

18. Average and Quantile Effects in Nonseparable Panel Models
    Econometrica, 2013, 81, (2), 535-580 View citations (179)
    See also Working Paper (2013)
19. Inference on Counterfactual Distributions
    Econometrica, 2013, 81, (6), 2205-2268 View citations (222)
    See also Working Paper (2013)
20. 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)
21. The Consequences of Teenage Childbearing: Consistent Estimates When Abortion Makes Miscarriage Non‐random
    Economic Journal, 2013, 123, 875-905 View citations (51)

2011

22. 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

23. Rearranging Edgeworth–Cornish–Fisher expansions
    Economic Theory, 2010, 42, (2), 419-435 View citations (17)
    See also Working Paper (2013)

2009

24. 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)
25. 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

26. 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

27. Household labor supply: evidence for Spain
    Investigaciones Economicas, 2003, 27, (2), 239-275 View citations (12)

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)

2017

3. 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
4. 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