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Details about Ivan Fernandez-Val

E-mail:
Homepage:http://sites.bu.edu/ivanf/
Workplace:Department of Economics, Boston University, (more information at EDIRC)

Access statistics for papers by Ivan Fernandez-Val.

Last updated 2022-05-21. Update your information in the RePEc Author Service.

Short-id: pfe104


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Working Papers

2022

  1. Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
    Papers, arXiv.org Downloads
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2022) Downloads
  2. Selection and the Distribution of Female Hourly Wages in the U.S
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads

2021

  1. Low-rank approximations of nonseparable panel models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020) Downloads View citations (2)

2020

  1. 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 Downloads View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) Downloads View citations (8)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads View citations (3)
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft (2016) Downloads View citations (8)

    See also Journal Article in Journal of the American Statistical Association (2020)
  2. Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments
    Papers, arXiv.org Downloads View citations (8)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads View citations (11)
  3. Hours Worked and the U.S. Distribution of Real Annual Earnings 1976–2016
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads
  4. Network and Panel Quantile Effects Via Distribution Regression
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (7)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (7)

2019

  1. 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 Downloads View citations (1)
  2. Mastering Panel Metrics: Causal Impact of Democracy on Growth
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (4)
    See also Journal Article in AEA Papers and Proceedings (2019)
  3. Nonlinear Factor Models for Network and Panel Data
    Papers, arXiv.org Downloads View citations (10)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (8)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) Downloads View citations (7)

    See also Journal Article in Journal of Econometrics (2021)

2018

  1. Censored Quantile Instrumental Variable Estimation with Stata
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (3)

    See also Journal Article in Stata Journal (2019)
  2. Decomposing Real Wage Changes in the United States
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (2)
  3. 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 Downloads View citations (1)
  4. Fixed effect estimation of large T panel data models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (17)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads View citations (4)

    See also Journal Article in Annual Review of Economics (2018)
  5. 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 Downloads View citations (31)
  6. Individual and Time Effects in Nonlinear Panel Models with Large N, T
    Papers, arXiv.org Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads View citations (10)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (15)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (13)

    See also Journal Article in Journal of Econometrics (2016)
  7. Nonseparable Sample Selection Models with Censored Selection Rules
    Working Papers in Economics, University of Gothenburg, Department of Economics Downloads View citations (5)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (6)
  8. Nonseparable Sample Selection Models with Censored Selection Rules: An Application to Wage Decompositions
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (4)
  9. The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
    Papers, arXiv.org Downloads View citations (28)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (6)

    See also Journal Article in Econometrica (2018)

2017

  1. Counterfactual analysis in R: a vignette
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
  2. Extremal quantile regression: an overview
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (6)
  3. Nonseparable multinomial choice models in cross-section and panel data
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2019)
  4. Quantreg.nonpar: an R package for performing nonparametric series quantile regression
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
  5. Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
    Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK Downloads View citations (6)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads View citations (6)

    See also Journal Article in Quantitative Economics (2020)

2016

  1. Conditional quantile processes based on series or many regressors
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (5)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) Downloads View citations (42)

    See also Journal Article in Journal of Econometrics (2019)
  2. Program evaluation and causal inference with high-dimensional data
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (6)
    See also Journal Article in Econometrica (2017)

2015

  1. Program evaluation with high-dimensional data
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (12)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads View citations (12)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (12)

2014

  1. Nonparametric Identification in Panels using Quantiles
    Papers, arXiv.org Downloads View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2015)
  2. Quantile Regression with Censoring and Endogeneity
    Papers, arXiv.org Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (13)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) Downloads View citations (22)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) Downloads View citations (10)

    See also Journal Article in Journal of Econometrics (2015)
  3. Quantile and Probability Curves Without Crossing
    Papers, arXiv.org Downloads View citations (11)
    Also in Post-Print, HAL (2010) Downloads View citations (115)
    Sciences Po publications, Sciences Po (2010) Downloads View citations (146)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) Downloads View citations (11)
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007) View citations (12)

2013

  1. Average and Quantile Effects in Nonseparable Panel Models
    Papers, arXiv.org Downloads View citations (110)
    See also Journal Article in Econometrica (2013)
  2. Evaluating the Role of Individual Specific Heterogeneity in the Relationship Between Subjective Health Assessments and Income
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (3)
  3. Inference on Counterfactual Distributions
    Papers, arXiv.org Downloads View citations (124)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads View citations (20)
    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) Downloads View citations (187)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) Downloads View citations (82)

    See also Journal Article in Econometrica (2013)
  4. Panel Data Models with Nonadditive Unobserved Heterogeneity: Estimation and Inference
    Papers, arXiv.org Downloads View citations (16)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads

    See also Journal Article in Quantitative Economics (2013)
  5. Rearranging Edgeworth-Cornish-Fisher Expansions
    Papers, arXiv.org Downloads
    Also in Post-Print, HAL (2010) View citations (2)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) Downloads View citations (2)

    See also Journal Article in Economic Theory (2010)

2011

  1. 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 Downloads View citations (40)
    Also in Papers, arXiv.org (2009) Downloads View citations (1)

    See also Journal Article in Review of Economic Studies (2011)

2010

  1. ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (48)
  2. Improving Estimates of Monotone Functions by Rearrangement
    Papers, arXiv.org Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) Downloads View citations (11)
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007) View citations (9)

2009

  1. 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) Downloads View citations (5)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) Downloads View citations (23)
  2. Improving point and interval estimators of monotone functions by rearrangement
    Post-Print, HAL View citations (28)
    Also in Papers, arXiv.org (2008) Downloads View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008) Downloads

    See also Journal Article in Biometrika (2009)
  3. Quantile and average effects in nonseparable panel models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (10)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)

2007

  1. 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

  1. 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)
  2. 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

  1. Quantile Regression under Misspecification
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (8)
  2. Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article in Econometrica (2006)

Undated

  1. 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 Downloads

2021

  1. Nonlinear factor models for network and panel data
    Journal of Econometrics, 2021, 220, (2), 296-324 Downloads View citations (7)
    See also Working Paper (2019)
  2. Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data
    Journal of the American Statistical Association, 2021, 116, (534), 783-797 Downloads

2020

  1. Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
    Journal of the American Statistical Association, 2020, 115, (529), 123-137 Downloads View citations (4)
    See also Working Paper (2020)
  2. Semiparametric estimation of structural functions in nonseparable triangular models
    Quantitative Economics, 2020, 11, (2), 503-533 Downloads View citations (5)
    See also Working Paper (2017)

2019

  1. Censored quantile instrumental-variable estimation with Stata
    Stata Journal, 2019, 19, (4), 768-781 Downloads View citations (2)
    See also Working Paper (2018)
  2. Conditional quantile processes based on series or many regressors
    Journal of Econometrics, 2019, 213, (1), 4-29 Downloads View citations (20)
    See also Working Paper (2016)
  3. Mastering Panel Metrics: Causal Impact of Democracy on Growth
    AEA Papers and Proceedings, 2019, 109, 77-82 Downloads View citations (7)
    See also Working Paper (2019)
  4. Nonseparable multinomial choice models in cross-section and panel data
    Journal of Econometrics, 2019, 211, (1), 104-116 Downloads View citations (3)
    See also Working Paper (2017)

2018

  1. Fixed Effects Estimation of Large-TPanel Data Models
    Annual Review of Economics, 2018, 10, (1), 109-138 Downloads View citations (1)
    See also Working Paper (2018)
  2. The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
    Econometrica, 2018, 86, (6), 1911-1938 Downloads View citations (28)
    See also Working Paper (2018)

2017

  1. 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 Downloads View citations (4)
  2. Program Evaluation and Causal Inference With High‐Dimensional Data
    Econometrica, 2017, 85, 233-298 Downloads View citations (120)
    See also Working Paper (2016)

2016

  1. Individual and time effects in nonlinear panel models with large N, T
    Journal of Econometrics, 2016, 192, (1), 291-312 Downloads View citations (107)
    See also Working Paper (2018)

2015

  1. Nonparametric identification in panels using quantiles
    Journal of Econometrics, 2015, 188, (2), 378-392 Downloads View citations (32)
    See also Working Paper (2014)
  2. Quantile regression with censoring and endogeneity
    Journal of Econometrics, 2015, 186, (1), 201-221 Downloads View citations (58)
    See also Working Paper (2014)

2013

  1. Average and Quantile Effects in Nonseparable Panel Models
    Econometrica, 2013, 81, (2), 535-580 Downloads View citations (141)
    See also Working Paper (2013)
  2. Inference on Counterfactual Distributions
    Econometrica, 2013, 81, (6), 2205-2268 Downloads View citations (188)
    See also Working Paper (2013)
  3. Panel data models with nonadditive unobserved heterogeneity: Estimation and inference
    Quantitative Economics, 2013, 4, (3), 453-481 Downloads View citations (25)
    See also Working Paper (2013)
  4. The Consequences of Teenage Childbearing: Consistent Estimates When Abortion Makes Miscarriage Non‐random
    Economic Journal, 2013, 123, 875-905 Downloads View citations (47)

2011

  1. Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
    Review of Economic Studies, 2011, 78, (2), 559-589 Downloads View citations (38)
    See also Working Paper (2011)

2010

  1. Rearranging Edgeworth–Cornish–Fisher expansions
    Economic Theory, 2010, 42, (2), 419-435 Downloads View citations (15)
    See also Working Paper (2013)

2009

  1. Fixed effects estimation of structural parameters and marginal effects in panel probit models
    Journal of Econometrics, 2009, 150, (1), 71-85 Downloads View citations (37)
    See also Working Paper (2007)
  2. Improving point and interval estimators of monotone functions by rearrangement
    Biometrika, 2009, 96, (3), 559-575 Downloads View citations (73)
    See also Working Paper (2009)

2006

  1. Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
    Econometrica, 2006, 74, (2), 539-563 Downloads View citations (205)
    See also Working Paper (2004)

2003

  1. Household labor supply: evidence for Spain
    Investigaciones Economicas, 2003, 27, (2), 239-275 Downloads View citations (11)

Software Items

2020

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

2019

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

2017

  1. 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 Downloads
  2. 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 Downloads
 
Page updated 2022-06-27