Feedback to SSRN

 
  • Selected
  • Entire List
 

Chernozhukov, Victor


 SSRN Author Rank: 1,802 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

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Chernozhukov, Victor's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
11,534
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 |
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
2,766
(2,192)
13

2.  
An MCMC Approach to Classical Estimation | Show Abstract | Download This Paper |
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
1,277
(8,330)
40

3.  
Extremal Quantiles and Value-at-Risk | Show Abstract | Download This Paper |
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
924
(13,939)
1

4.  
Inference on Quantile Regression Process, An Alternative | Show Abstract | Download This Paper |
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
626
(24,575)
9

5.  
Finite Sample Inference for Quantile Regression Models | Show Abstract | Download This Paper |
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
467
(36,430)
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
448
(38,418)
34

7.  
Likelihood Inference in a Class of Nonregular Econometric Models | Show Abstract | Download This Paper |
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
(39,648)
7

8.  
Conditional Extremes and Near-Extremes | Show Abstract | Download This Paper |
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
389
(45,712)
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
381
(47,056)
19

10.  
Inference on Counterfactual Distributions | Show Abstract | Download This Paper |
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
357
(50,771)
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
349
(52,227)
22

12.  
Simple 3-step Censored Quantile Regression and Extramarital Affairs | Show Abstract | Download This Paper |
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
306
(60,912)
7

13.  
Inference for Distributional Effects using Instrumental Quantile Regression | Show Abstract | Download This Paper |
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
(67,561)
 

14.  
Instrumental Variable Quantile Regression | Show Abstract | Download This Paper |
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
248
(76,664)
25

15.  
Fragility of Asymptotic Agreement Under Bayesian Learning | Show Abstract | Download This Paper |
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
208
(91,965)
10

16.  
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 08-03
Number of Pages in PDF File: 32
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
(102,452)
5

17.  
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
183
(104,026)
 

18.  
Rearranging Edgeworth-Cornish-Fisher Expansions | Show Abstract | Download This Paper |
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
(104,560)
2

19.  
Posterior Inference in Curved Exponential Families Under Increasing Dimensions | Show Abstract | Download This Paper |
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
(113,202)
 

20.  
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models | Show Abstract | Download This Paper |
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
154
(121,538)
8

21.  
Quantile and Probability Curves without Crossing | Show Abstract | Download This Paper |
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
126
(143,614)
17

22.  
Admissible Invariant Similar Tests for Instrumental Variables Regression | Show Abstract | Download This Paper |
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
121
(148,095)
 

23.   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
112
(156,946)
4

24.  
Least Squares After Model Selection in High-Dimensional Sparse Models | Show Abstract | Download This Paper |
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
110
(159,002)
2

25.  
High Dimensional Sparse Econometric Models: An Introduction | Show Abstract | Download This Paper |
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
94
(177,486)
3

26.  
Improving Point and Interval Estimates of Monotone Functions by Rearrangement | Show Abstract | Download This Paper |
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
83
(192,165)
1

27.  
Lasso Methods for Gaussian Instrumental Variables Models | Show Abstract | Download This Paper |
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
82
(193,513)
2

28.  
Inference on Treatment Effects after Selection Amongst High-Dimensional Controls | Show Abstract | Download This Paper |
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
76
(202,579)
2

29.  
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain | Show Abstract | Download This Paper |
MIT Department of Economics Working Paper No. 11-19
Number of Pages in PDF File: 63
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
66
(219,335)
5

30.  
On the Computational Complexity of MCMC-Based Estimators in Large Samples | Show Abstract | Download This Paper |
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
(236,505)
1

31.  
L1-Penalized Quantile Regression in High Dimensional Sparse Models | Show Abstract | Download This Paper |
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
(238,612)
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
52
(246,994)
 

33.  
Chernozhukov, Victor
Massachusetts Institute of Technology (MIT) - Department of Economics
Fernández‐Val, Iván
Boston University - Department of Economics
Posted:
16 Aug 11
48
(255,961)
2

34.  
Conditional Quantile Processes Based on Series or Many Regressors | Show Abstract | Download This Paper |
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
44
(265,375)
1

35.  
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming | Show Abstract | Download This Paper |
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
(283,750)
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
15
(366,543)
 

37.  
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach | Show Abstract | Download This Paper |
MIT Department of Economics Working Paper No. 15-03
Number of Pages in PDF File: 35
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
12
(380,366)
 

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
9
(393,767)
 

39.  
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
(444,228)
 

40.  
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 - 40 of 40 matches
[ 1 ]

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo6 in 0.656 seconds