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Chernozhukov, Victor


 SSRN Author Rank: 1,810 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
11,709
Total
Citations
274
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 This Paper | Open PDF in Browser |
MIT Dept. of Economics Working Paper No. 01-19
Number of Pages in PDF File: 28
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Umantsev, Len
Stanford University - Management Science & Engineering
Posted:
07 Jun 01
2,792
(2,235)
13

2.  
An MCMC Approach to Classical Estimation | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 03-21
Number of Pages in PDF File: 55
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hong, Han
Duke University - Department of Economics
Posted:
15 Jul 03
1,311
(8,237)
40

3.  
Extremal Quantiles and Value-at-Risk | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 07-01
Number of Pages in PDF File: 19
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Du, Songzi
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
12 Jan 07
937
(14,040)
1

4.  
Inference on Quantile Regression Process, An Alternative | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 02-12
Number of Pages in PDF File: 19
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
19 Mar 02
629
(25,107)
9

5.  
Finite Sample Inference for Quantile Regression Models | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 06-03
Number of Pages in PDF File: 39
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
471
(36,989)
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
449
(39,297)
34

7.  
Likelihood Inference in a Class of Nonregular Econometric Models | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 02-05
Number of Pages in PDF File: 42
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hong, Han
Duke University - Department of Economics
Posted:
22 Feb 02
437
(40,692)
7

8.  
Conditional Extremes and Near-Extremes | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Dept. of Economics Working Paper No. 01-21
Number of Pages in PDF File: 46
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
08 Jun 01
394
(46,193)
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
384
(47,688)
19

10.  
Inference on Counterfactual Distributions | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 08-16
Number of Pages in PDF File: 70
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
360
(51,609)
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
351
(53,236)
22

12.  
Simple 3-step Censored Quantile Regression and Extramarital Affairs | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Dept. of Economics Working Paper No. 01-20
Number of Pages in PDF File: 30
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hong, Han
Duke University - Department of Economics
Posted:
13 Jun 01
310
(61,560)
7

13.  
Inference for Distributional Effects using Instrumental Quantile Regression | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 02-20
Number of Pages in PDF File: 38
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hansen, Christian
University of Chicago Graduate School of Business
Posted:
24 May 02
279
(69,237)
 

14.  
Instrumental Variable Quantile Regression | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 06-19
Number of Pages in PDF File: 31
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hansen, Christian
University of Chicago Graduate School of Business
Posted:
19 Jun 06
254
(76,534)
25

15.  
Fragility of Asymptotic Agreement Under Bayesian Learning | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 08-09
Number of Pages in PDF File: 44
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
212
(92,439)
10

16.  
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Galichon, Alfred
Sciences Po - Department of Economics
Henry, Marc
Pennsylvania State University
Pass, Brendan
University of Alberta - Department of Mathematical and Statistical Sciences
Posted:
09 Feb 14
Last Revised:
27 Jan 15
203
(96,548)
 

17.  
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Scaillet, O.
University of Geneva GSEM and GFRI
Gagliardini, Patrick
University of Lugano and Swiss Finance Institute
Posted:
04 Feb 08
Last Revised:
07 Sep 11
186
(104,899)
5

18.  
Rearranging Edgeworth-Cornish-Fisher Expansions | Show Abstract | Download This Paper | Open PDF in Browser |
Economic Theory, Vol. 42, No. 2, pp. 419-435, 2010, MIT Department of Economics Working Paper No. 07-20
Number of Pages in PDF File: 23
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
182
(107,090)
2

19.  
Posterior Inference in Curved Exponential Families Under Increasing Dimensions | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 07-10
Number of Pages in PDF File: 20
Belloni, Alexandre
Massachusetts Institute of Technology (MIT) - Operations Research Center
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
13 Mar 07
167
(115,846)
 

20.  
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 03-11
Number of Pages in PDF File: 60
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hong, Han
Duke University - Department of Economics
Posted:
12 Mar 03
155
(123,734)
8

21.  
Quantile and Probability Curves without Crossing | Show Abstract | Download This Paper | Open PDF in Browser |
Econometrica, Vol. 78, No. 3, pp. 1093-1125, May 2010, MIT Department of Economics, Research Paper No. 07-15
Number of Pages in PDF File: 37
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
128
(145,085)
17

22.  
Admissible Invariant Similar Tests for Instrumental Variables Regression | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 07-09
Number of Pages in PDF File: 21
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
124
(148,712)
 

23.  
Least Squares After Model Selection in High-Dimensional Sparse Models | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 10-5
Number of Pages in PDF File: 36
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
114
(158,455)
2

24.   Incl. Electronic Paper
Chen, Xiaohong
Yale University - Cowles Foundation
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Lee, Sokbae
Seoul National University
Newey, Whitney K.
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
25 Apr 11
Last Revised:
15 Nov 12
112
(160,573)
4

25.  
High Dimensional Sparse Econometric Models: An Introduction | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 11-17
Number of Pages in PDF File: 38
Belloni, Alexandre
Massachusetts Institute of Technology (MIT) - Operations Research Center
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
15 Aug 11
95
(180,259)
3

26.  
Lasso Methods for Gaussian Instrumental Variables Models | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 11-14
Number of Pages in PDF File: 35
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
84
(194,947)
2

27.  
Improving Point and Interval Estimates of Monotone Functions by Rearrangement | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 08-13
Number of Pages in PDF File: 31
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
84
(194,947)
1

28.  
Inference on Treatment Effects after Selection Amongst High-Dimensional Controls | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 12-13
Number of Pages in PDF File: 67
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
79
(202,481)
2

29.  
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
69
(219,021)
5

30.  
On the Computational Complexity of MCMC-Based Estimators in Large Samples | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 07-08
Number of Pages in PDF File: 38
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
(241,859)
1

31.  
L1-Penalized Quantile Regression in High Dimensional Sparse Models | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 09-11
Number of Pages in PDF File: 61
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Belloni, Alexandre
Duke University - Fuqua School of Business
Posted:
30 Apr 09
56
(243,933)
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
53
(250,215)
 

33.  
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Fernández‐Val, Iván
Boston University - Department of Economics
Posted:
16 Aug 11
48
(261,528)
2

34.  
Conditional Quantile Processes Based on Series or Many Regressors | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 11-15
Number of Pages in PDF File: 71
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
46
(266,387)
1

35.  
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Department of Economics Working Paper No. 11-16
Number of Pages in PDF File: 36
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
37
(290,085)
2

36.  
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hansen, Christian
University of Chicago - Booth School of Business
Spindler, Martin
Max Planck Institute for Social Law and Social Policy
Posted:
20 Feb 15
21
(347,505)
 

37.  
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hansen, Christian
University of Chicago - Booth School of Business
Spindler, Martin
Max Planck Institute for Social Law and Social Policy
Posted:
19 Feb 15
21
(347,505)
 

38.  
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hansen, Christian
University of Chicago - Booth School of Business
Liao, Yuan
University of Maryland
Posted:
13 Feb 15
Last Revised:
25 Mar 15
16
(369,560)
 

39.  
Bajari, Patrick
University of Michigan at Ann Arbor - Economics
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hong, Han
Stanford University
Nekipelov, Denis
University of Virginia
Posted:
04 May 15
2
(433,318)
 

40.  
Posterior Inference in Curved Exponential Families Under Increasing Dimensions | Show Abstract | Add to Cart |
The Econometrics Journal, Vol. 17, Issue 2, pp. S75-S100, 2014
Number of Pages in PDF File: 26
Belloni, Alexandre
Duke University - Fuqua School of Business
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
05 Jun 14
0
(452,611)
 

41.  
Quantile Models with Endogeneity | Show Abstract |
Annual Review of Economics, Vol. 5, pp. 57-81, 2013
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Hansen, Christian
University of Chicago - Booth School of Business
Posted:
07 Aug 13
 


Records 1 - 41 of 41 matches
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