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Chernozhukov, Victor


 SSRN Author Rank: 1,734 by Downloads
 Professor of Economics
 

Massachusetts Institute of Technology (MIT) - Department of Economics


 50 Memorial Drive
 Room E52-262f
 Cambridge, MA 02142
 United States
 617-253-4767 (Phone)
 617-253-1330 (Fax)
 HOME PAGE: http://www.mit.edu/~vchern/
 email address
 Professor by Courtesy
 

New Economic School


 47 Nakhimovsky Prospekt
 Moscow, 117418
 Russia

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. Chernozhukov, Victor's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
11,044
Total
Citations
269
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Conditional Value-at-Risk: Aspects of Modeling and Estimation | Show Abstract | Download |
MIT Dept. of Economics Working Paper No. 01-19
Working Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Umantsev, Len
Stanford University - Management Science & Engineering
Posted:
07 Jun 01
2,703
(2,068)
14

2.  
An MCMC Approach to Classical Estimation | Show Abstract | Download |
MIT Department of Economics Working Paper No. 03-21
Working Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hong, Han
Duke University - Department of Economics
Posted:
15 Jul 03
1,142
(9,137)
40

3.  
Extremal Quantiles and Value-at-Risk | Show Abstract | Download |
MIT Department of Economics Working Paper No. 07-01
Working Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Du, Songzi
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
12 Jan 07
893
(13,426)
1

4.  
Inference on Quantile Regression Process, An Alternative | Show Abstract | Download |
MIT Department of Economics Working Paper No. 02-12
Working Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
19 Mar 02
622
(22,737)
9

5.  
Finite Sample Inference for Quantile Regression Models | Show Abstract | Download |
MIT Department of Economics Working Paper No. 06-03
Working Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hansen, Christian
University of Chicago Graduate School of Business
Jansson, Michael
University of California, Berkeley - Department of Economics
Posted:
03 Feb 06
459
(34,258)
4

6.   Incl. Electronic Paper
Angrist, Joshua D.
Massachusetts Institute of Technology (MIT) - Department of Economics
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Fernández‐Val, Iván
Boston University - Department of Economics
Posted:
26 Apr 04
Last Revised:
01 Jul 10
442
(35,936)
34

7.  
Likelihood Inference in a Class of Nonregular Econometric Models | Show Abstract | Download |
MIT Department of Economics Working Paper No. 02-05
Working Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hong, Han
Duke University - Department of Economics
Posted:
22 Feb 02
436
(36,572)
7

8.  
Conditional Extremes and Near-Extremes | Show Abstract | Download |
MIT Dept. of Economics Working Paper No. 01-21
Working Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
08 Jun 01
383
(42,928)
2

9.  
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hansen, Christian
University of Chicago Graduate School of Business
Posted:
17 Oct 06
356
(46,807)
18

10.  
Inference on Counterfactual Distributions | Show Abstract | Download |
MIT Department of Economics Working Paper No. 08-16
Working Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Fernández‐Val, Iván
Boston University - Department of Economics
Melly, Blaise
Brown University - Department of Economics
Posted:
26 Aug 08
Last Revised:
08 Apr 09
355
(46,969)
15

11.   Incl. Electronic Paper
Acemoglu, Daron
Massachusetts Institute of Technology (MIT) - Department of Economics
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Yildiz, Muhamet
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
21 Oct 06
Last Revised:
25 Jul 10
344
(48,831)
22

12.  
Simple 3-step Censored Quantile Regression and Extramarital Affairs | Show Abstract | Download |
MIT Dept. of Economics Working Paper No. 01-20
Working Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hong, Han
Duke University - Department of Economics
Posted:
13 Jun 01
304
(56,583)
7

13.  
Inference for Distributional Effects using Instrumental Quantile Regression | Show Abstract | Download |
MIT Department of Economics Working Paper No. 02-20
Working Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hansen, Christian
University of Chicago Graduate School of Business
Posted:
24 May 02
277
(62,894)
 

14.  
Instrumental Variable Quantile Regression | Show Abstract | Download |
MIT Department of Economics Working Paper No. 06-19
Working Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hansen, Christian
University of Chicago Graduate School of Business
Posted:
19 Jun 06
241
(73,047)
24

15.  
Fragility of Asymptotic Agreement Under Bayesian Learning | Show Abstract | Download |
MIT Department of Economics Working Paper No. 08-09
Working Paper Series
Acemoglu, Daron
Massachusetts Institute of Technology (MIT) - Department of Economics
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Yildiz, Muhamet
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
27 Mar 08
Last Revised:
28 Aug 08
200
(88,562)
10

16.  
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 08-03
Working Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Scaillet, O.
University of Geneva - HEC
Gagliardini, Patrick
University of Lugano and Swiss Finance Institute
Posted:
04 Feb 08
Last Revised:
07 Sep 11
183
(96,372)
5

17.  
Rearranging Edgeworth-Cornish-Fisher Expansions | Show Abstract | Download |
Economic Theory, Vol. 42, No. 2, pp. 419-435, 2010, MIT Department of Economics Working Paper No. 07-20
Accepted Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Fernández‐Val, Iván
Boston University - Department of Economics
Galichon, Alfred
Sciences Po - Department of Economics
Posted:
15 Aug 07
Last Revised:
09 Apr 11
181
(97,342)
1

18.  
Posterior Inference in Curved Exponential Families Under Increasing Dimensions | Show Abstract | Download |
MIT Department of Economics Working Paper No. 07-10
Working Paper Series
Belloni, Alexandre
Massachusetts Institute of Technology (MIT) - Operations Research Center
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
13 Mar 07
166
(105,421)
 

19.  
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models | Show Abstract | Download |
MIT Department of Economics Working Paper No. 03-11
Working Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hong, Han
Duke University - Department of Economics
Posted:
12 Mar 03
152
(114,146)
8

20.  
Quantile and Probability Curves without Crossing | Show Abstract | Download |
Econometrica, Vol. 78, No. 3, pp. 1093-1125, May 2010, MIT Department of Economics, Research Paper No. 07-15
Accepted Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Fernández‐Val, Iván
Boston University - Department of Economics
Galichon, Alfred
Sciences Po - Department of Economics
Posted:
30 Apr 07
Last Revised:
09 Apr 11
125
(134,311)
16

21.  
Admissible Invariant Similar Tests for Instrumental Variables Regression | Show Abstract | Download |
MIT Department of Economics Working Paper No. 07-09
Working Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hansen, Christian
University of Chicago Graduate School of Business
Jansson, Michael
University of California, Berkeley - Department of Economics
Posted:
03 Apr 07
113
(144,987)
 

22.   Incl. Electronic Paper
Chen, Xiaohong
Yale University - Cowles Foundation
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Lee, Sokbae
University College London
Newey, Whitney K.
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
25 Apr 11
Last Revised:
15 Nov 12
111
(146,944)
4

23.  
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Galichon, Alfred
Sciences Po - Department of Economics
Henry, Marc
Pennsylvania State University
Posted:
09 Feb 14
Last Revised:
22 May 14
104
(153,992)
 

24.  
High Dimensional Sparse Econometric Models: An Introduction | Show Abstract | Download |
MIT Department of Economics Working Paper No. 11-17
Working Paper Series
Belloni, Alexandre
Massachusetts Institute of Technology (MIT) - Operations Research Center
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
15 Aug 11
92
(167,488)
3

25.  
Least Squares After Model Selection in High-Dimensional Sparse Models | Show Abstract | Download |
MIT Department of Economics Working Paper No. 10-5
Working Paper Series
Belloni, Alexandre
Massachusetts Institute of Technology (MIT) - Operations Research Center
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
04 Apr 10
Last Revised:
18 Aug 11
91
(168,774)
1

26.  
Improving Point and Interval Estimates of Monotone Functions by Rearrangement | Show Abstract | Download |
MIT Department of Economics Working Paper No. 08-13
Working Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Fernández‐Val, Iván
Boston University - Department of Economics
Galichon, Alfred
Sciences Po - Department of Economics
Posted:
16 Jul 08
81
(181,442)
1

27.  
Lasso Methods for Gaussian Instrumental Variables Models | Show Abstract | Download |
MIT Department of Economics Working Paper No. 11-14
Working Paper Series
Belloni, Alexandre
Massachusetts Institute of Technology (MIT) - Operations Research Center
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hansen, Christian
University of Chicago Graduate School of Business
Posted:
12 Aug 11
71
(196,236)
2

28.  
Inference on Treatment Effects after Selection Amongst High-Dimensional Controls | Show Abstract | Download |
MIT Department of Economics Working Paper No. 12-13
Working Paper Series
Belloni, Alexandre
Massachusetts Institute of Technology (MIT) - Operations Research Center
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hansen, Christian
University of Chicago Graduate School of Business
Posted:
05 May 12
63
(209,319)
2

29.  
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain | Show Abstract | Download |
MIT Department of Economics Working Paper No. 11-19
Working Paper Series
Belloni, Alexandre
Massachusetts Institute of Technology (MIT) - Operations Research Center
Chen, Daniel
affiliation not provided to SSRN
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hansen, Christian
University of Chicago Graduate School of Business
Posted:
15 Aug 11
63
(209,319)
5

30.  
On the Computational Complexity of MCMC-Based Estimators in Large Samples | Show Abstract | Download |
MIT Department of Economics Working Paper No. 07-08
Working Paper Series
Belloni, Alexandre
Massachusetts Institute of Technology (MIT) - Operations Research Center
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
01 Mar 07
57
(220,108)
1

31.  
L1-Penalized Quantile Regression in High Dimensional Sparse Models | Show Abstract | Download |
MIT Department of Economics Working Paper No. 09-11
Working Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Belloni, Alexandre
Duke University - Fuqua School of Business
Posted:
30 Apr 09
56
(222,033)
9

32.   Incl. Electronic Paper
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Fernández‐Val, Iván
Boston University - Department of Economics
Kowalski, Amanda Ellen
National Bureau of Economic Research (NBER)
Posted:
26 Apr 11
Last Revised:
02 May 11
51
(231,991)
 

33.  
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Fernández‐Val, Iván
Boston University - Department of Economics
Posted:
16 Aug 11
48
(238,350)
2

34.  
Conditional Quantile Processes Based on Series or Many Regressors | Show Abstract | Download |
MIT Department of Economics Working Paper No. 11-15
Working Paper Series
Belloni, Alexandre
Massachusetts Institute of Technology (MIT) - Operations Research Center
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Fernández‐Val, Iván
Boston University - Department of Economics
Posted:
11 Aug 11
43
(249,419)
1

35.  
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming | Show Abstract | Download |
MIT Department of Economics Working Paper No. 11-16
Working Paper Series
Belloni, Alexandre
Massachusetts Institute of Technology (MIT) - Operations Research Center
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Wang, Lie
Massachusetts Institute of Technology (MIT), Department of Mathematics
Posted:
17 Aug 11
Last Revised:
09 Oct 11
36
(266,582)
1

36.  
Posterior Inference in Curved Exponential Families Under Increasing Dimensions | Show Abstract | Download |
The Econometrics Journal, Vol. 17, Issue 2, pp. S75-S100, 2014
Accepted Paper Series
Belloni, Alexandre
Duke University - Fuqua School of Business
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
05 Jun 14
0
(417,304)
 

37.  
Quantile Models with Endogeneity | Show Abstract |
Annual Review of Economics, Vol. 5, pp. 57-81, 2013
Accepted Paper Series
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hansen, Christian
University of Chicago - Booth School of Business
Posted:
07 Aug 13
 


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