Victor Chernozhukov

Massachusetts Institute of Technology (MIT) - Department of Economics

Professor of Economics

50 Memorial Drive

Room E52-262f

Cambridge, MA 02142

United States

http://www.mit.edu/~vchern/

New Economic School

Professor by Courtesy

47 Nakhimovsky Prospekt

Moscow, 117418

Russia

SCHOLARLY PAPERS

44

DOWNLOADS
Rank 1,981

SSRN RANKINGS

Top 1,981

in Total Papers Downloads

13,597

CITATIONS
Rank 2,123

SSRN RANKINGS

Top 2,123

in Total Papers Citations

263

Scholarly Papers (44)

1.

Conditional Value-at-Risk: Aspects of Modeling and Estimation

MIT Dept. of Economics Working Paper No. 01-19
Number of pages: 28 Posted: 07 Jun 2001
Victor Chernozhukov and Len Umantsev
Massachusetts Institute of Technology (MIT) - Department of Economics and Stanford University - Management Science & Engineering
Downloads 2,815 (2,819)
Citation 13

Abstract:

Conditional Quantiles, Quantile Regression, Extreme Quantiles, Extreme Value Theory, Extreme Risk

2.

An MCMC Approach to Classical Estimation

MIT Department of Economics Working Paper No. 03-21
Number of pages: 55 Posted: 15 Jul 2003
Victor Chernozhukov and Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 1,354 (7,278)
Citation 41

Abstract:

Laplace, Bayes, Markov Chain Monte Carlo, GMM, Instrumental Regression, Censored Quantile Regression, Instrumental Quantile Regression, Empirical Likelihood, Value-at-Risk

3.

Extremal Quantiles and Value-at-Risk

MIT Department of Economics Working Paper No. 07-01
Number of pages: 19 Posted: 12 Jan 2007
Victor Chernozhukov and Songzi Du
Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 955 (14,246)

Abstract:

Extremes, Quantiles, Regression, Value-at-risk, Extremal Bootstrap

4.

Inference on Quantile Regression Process, An Alternative

MIT Department of Economics Working Paper No. 02-12
Number of pages: 19 Posted: 19 Mar 2002
Victor Chernozhukov
Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 629 (32,556)
Citation 9

Abstract:

bootstrap, subsampling, quantile regression, quantile regression process, Kolmogorov-Smirnov test, unemployment duration

5.

Finite Sample Inference for Quantile Regression Models

MIT Department of Economics Working Paper No. 06-03
Number of pages: 39 Posted: 03 Feb 2006
Victor Chernozhukov, Christian Hansen and Michael Jansson
Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business - Econometrics and Statistics and University of California, Berkeley - Department of Economics
Downloads 471 (45,450)
Citation 3

Abstract:

Quantile Regression, Extremal Quantile Regression, Instrumental Quantile Regression

Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure

MIT Department of Economics Working Paper No. 04-20
Number of pages: 55 Posted: 20 May 2004
Joshua D. Angrist, Victor Chernozhukov and Iván Fernández‐Val
Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 445 (51,359)
Citation 32

Abstract:

residual inequality, income distribution, conditional quantiles

Quantile Regression Under Misspecification, with an Application to the U.S. Wage Structure

NBER Working Paper No. w10428
Number of pages: 54 Posted: 26 Apr 2004
Joshua D. Angrist, Victor Chernozhukov and Iván Fernández‐Val
Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 23 (441,698)
Citation 32

Abstract:

7.

Likelihood Inference in a Class of Nonregular Econometric Models

MIT Department of Economics Working Paper No. 02-05
Number of pages: 42 Posted: 22 Feb 2002
Victor Chernozhukov and Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 438 (51,062)
Citation 7

Abstract:

Extreme Value Theory, Structural Econometric Model, Auctions, Job Search, Highway Procurement Auction, Likelihood, Point Process, Stochastic Equisemicontinuity

8.

Conditional Extremes and Near-Extremes

MIT Dept. of Economics Working Paper No. 01-21
Number of pages: 46 Posted: 08 Jun 2001
Victor Chernozhukov
Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 398 (54,720)
Citation 2

Abstract:

Quantile regression, extreme value theory, tail analysis, (S,s) models, auctions, price search, Extreme Risk

9.

The Reduced Form: A Simple Approach to Inference with Weak Instruments

Number of pages: 36 Posted: 17 Oct 2006
Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 394 (46,852)
Citation 16

Abstract:

10.
Downloads 382 ( 62,493)
Citation 20

Learning and Disagreement in an Uncertain World

MIT Department of Economics Working Paper No. 06-28
Number of pages: 53 Posted: 21 Oct 2006
Daron Acemoglu, Victor Chernozhukov and Muhamet Yildiz
Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 336 (71,996)
Citation 20

Abstract:

asymptotic disagreement, Bayesian learning, merging of opinions

Learning and Disagreement in an Uncertain World

NBER Working Paper No. w12648
Number of pages: 53 Posted: 20 Nov 2006
Daron Acemoglu, Victor Chernozhukov and Muhamet Yildiz
Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 46 (344,527)
Citation 20

Abstract:

11.

Inference on Counterfactual Distributions

MIT Department of Economics Working Paper No. 08-16
Number of pages: 70 Posted: 26 Aug 2008 Last Revised: 08 Apr 2009
Victor Chernozhukov, Iván Fernández‐Val and Blaise Melly
Massachusetts Institute of Technology (MIT) - Department of Economics, Boston University - Department of Economics and Brown University - Department of Economics
Downloads 365 (59,484)
Citation 14

Abstract:

Policy effects, counterfactual distribution, quantile regression, duration regression, distribution regression

12.

Simple 3-step Censored Quantile Regression and Extramarital Affairs

MIT Dept. of Economics Working Paper No. 01-20
Number of pages: 30 Posted: 13 Jun 2001
Victor Chernozhukov and Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 311 (75,370)
Citation 6

Abstract:

Quantile regression, median regression, censoring, duration, survival, classification, discriminant analysis

13.

Inference for Distributional Effects using Instrumental Quantile Regression

MIT Department of Economics Working Paper No. 02-20
Number of pages: 38 Posted: 24 May 2002
Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 281 (83,342)

Abstract:

Quantile Regression, Instrumental Quantile Regression, Treatment Effects, Endogeneity, Stochastic Dominance, Hausman Test, Supply-Demand Equations, Returns to Education

14.

Instrumental Variable Quantile Regression

MIT Department of Economics Working Paper No. 06-19
Number of pages: 31 Posted: 19 Jun 2006
Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 258 (85,286)
Citation 23

Abstract:

Set estimator, contour sets, moment inequalities, moment equalities

15.

Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models

Number of pages: 28 Posted: 09 Feb 2014 Last Revised: 27 Jan 2015
Victor Chernozhukov, Alfred Galichon, Marc Henry and Brendan Pass
Massachusetts Institute of Technology (MIT) - Department of Economics, NYU, Department of Economics and Courant Institute, Pennsylvania State University and University of Alberta - Department of Mathematical and Statistical Sciences
Downloads 223 (62,299)

Abstract:

Hedonic equilibrium, nonparametric identification, multidimensional unobserved heterogeneity, optimal transport

16.

Fragility of Asymptotic Agreement Under Bayesian Learning

MIT Department of Economics Working Paper No. 08-09
Number of pages: 44 Posted: 27 Mar 2008 Last Revised: 28 Aug 2008
Daron Acemoglu, Victor Chernozhukov and Muhamet Yildiz
Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 217 (93,448)
Citation 10

Abstract:

asymptotic disagreement, Bayesian learning, merging of opinions

17.

Nonparametric Instrumental Variable Estimators of Structural Quantile Effects

Swiss Finance Institute Research Paper No. 08-03
Number of pages: 32 Posted: 04 Feb 2008 Last Revised: 07 Sep 2011
Victor Chernozhukov, O. Scaillet and Patrick Gagliardini
Massachusetts Institute of Technology (MIT) - Department of Economics, University of Geneva GSEM and GFRI and University of Lugano and Swiss Finance Institute
Downloads 186 (131,014)
Citation 5

Abstract:

Nonparametric Quantile Regression, Instrumental Variable, Ill-Posed Inverse Problems, Tikhonov Regularization, Nonlinear Pricing Curve.

18.

Rearranging Edgeworth-Cornish-Fisher Expansions

Economic Theory, Vol. 42, No. 2, pp. 419-435, 2010, MIT Department of Economics Working Paper No. 07-20
Number of pages: 23 Posted: 15 Aug 2007 Last Revised: 09 Apr 2011
Victor Chernozhukov, Iván Fernández‐Val and Alfred Galichon
Massachusetts Institute of Technology (MIT) - Department of Economics, Boston University - Department of Economics and NYU, Department of Economics and Courant Institute
Downloads 182 (131,663)
Citation 3

Abstract:

Edgeworth expansion, Cornish-Fisher expansion, rearrangement

19.

Posterior Inference in Curved Exponential Families Under Increasing Dimensions

MIT Department of Economics Working Paper No. 07-10
Number of pages: 20 Posted: 13 Mar 2007
Alexandre Belloni and Victor Chernozhukov
Massachusetts Institute of Technology (MIT) - Operations Research Center and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 167 (141,269)

Abstract:

Bayesian Infrence, Frequentist Properties

20.

Likelihood Estimation and Inference in a Class of Nonregular Econometric Models

MIT Department of Economics Working Paper No. 03-11
Number of pages: 60 Posted: 12 Mar 2003
Victor Chernozhukov and Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 156 (152,830)
Citation 9

Abstract:

Likelihood Principle, Point Process, Frequentist Validity, Posterior, Structural Econometric Model, Auctions, Equilibrium Search, Production Frontier

21.

Quantile and Probability Curves without Crossing

Econometrica, Vol. 78, No. 3, pp. 1093-1125, May 2010, MIT Department of Economics, Research Paper No. 07-15
Number of pages: 37 Posted: 30 Apr 2007 Last Revised: 09 Apr 2011
Victor Chernozhukov, Iván Fernández‐Val and Alfred Galichon
Massachusetts Institute of Technology (MIT) - Department of Economics, Boston University - Department of Economics and NYU, Department of Economics and Courant Institute
Downloads 130 (175,969)
Citation 14

Abstract:

Quantile regression, Monotonicity, Rearrangement, Approximation, Functional Delta Method, Hadamard Differentiability of Rearrangement Operators

22.

Admissible Invariant Similar Tests for Instrumental Variables Regression

MIT Department of Economics Working Paper No. 07-09
Number of pages: 21 Posted: 03 Apr 2007
Victor Chernozhukov, Christian Hansen and Michael Jansson
Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business - Econometrics and Statistics and University of California, Berkeley - Department of Economics
Downloads 129 (169,014)

Abstract:

Instrumental Variables, Regression, Inference

23.

Least Squares After Model Selection in High-Dimensional Sparse Models

MIT Department of Economics Working Paper No. 10-5
Number of pages: 36 Posted: 04 Apr 2010 Last Revised: 18 Aug 2011
Alexandre Belloni and Victor Chernozhukov
Massachusetts Institute of Technology (MIT) - Operations Research Center and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 120 (131,014)
Citation 2

Abstract:

lasso, ols post lasso, post-model-selection estimators

Local Identification of Nonparametric and Semiparametric Models

Cowles Foundation Discussion Paper No. 1795
Number of pages: 31 Posted: 25 Apr 2011
Xiaohong Chen, Victor Chernozhukov, Sokbae Lee and Whitney K. Newey
Yale University - Cowles Foundation, Massachusetts Institute of Technology (MIT) - Department of Economics, University College London and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 66 (288,526)
Citation 3

Abstract:

Identification, Local identification, Nonparametric models, Asset pricing

Local Identification of Nonparametric and Semiparametric Models

Cowles Foundation Discussion Paper No. 1795R
Number of pages: 46 Posted: 15 Nov 2012
Xiaohong Chen, Victor Chernozhukov, Sokbae Lee and Whitney K. Newey
Yale University - Cowles Foundation, Massachusetts Institute of Technology (MIT) - Department of Economics, Seoul National University and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 52 (325,868)
Citation 3

Abstract:

Identification, Local identification, Nonparametric models, Asset pricing

25.

High Dimensional Sparse Econometric Models: An Introduction

MIT Department of Economics Working Paper No. 11-17
Number of pages: 38 Posted: 15 Aug 2011
Alexandre Belloni and Victor Chernozhukov
Massachusetts Institute of Technology (MIT) - Operations Research Center and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 95 (218,529)
Citation 3

Abstract:

26.

Lasso Methods for Gaussian Instrumental Variables Models

MIT Department of Economics Working Paper No. 11-14
Number of pages: 35 Posted: 12 Aug 2011
Alexandre Belloni, Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Operations Research Center, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 92 (148,839)
Citation 2

Abstract:

27.

Improving Point and Interval Estimates of Monotone Functions by Rearrangement

MIT Department of Economics Working Paper No. 08-13
Number of pages: 31 Posted: 16 Jul 2008
Victor Chernozhukov, Iván Fernández‐Val and Alfred Galichon
Massachusetts Institute of Technology (MIT) - Department of Economics, Boston University - Department of Economics and NYU, Department of Economics and Courant Institute
Downloads 85 (232,598)
Citation 1

Abstract:

Monotone function, improved estimation, improved inference, multivariate rearrangement, univariate rearrangement, Lorentz inequalities, growth chart, quantile regression, mean regression, series, locally linear, kernel methods

28.

Inference on Treatment Effects after Selection Amongst High-Dimensional Controls

MIT Department of Economics Working Paper No. 12-13
Number of pages: 67 Posted: 05 May 2012
Alexandre Belloni, Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Operations Research Center, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 84 (191,643)
Citation 2

Abstract:

treatment effects, partially linear model, high-dimensional-sparse regression, inference under imperfect model selection, uniformly valid inference after model selection

Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach

MIT Department of Economics Working Paper No. 15-03
Number of pages: 35 Posted: 19 Feb 2015
Victor Chernozhukov, Christian Hansen and Martin Spindler
Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business and Max Planck Institute for Social Law and Social Policy
Downloads 82 (253,974)

Abstract:

Neyman, orthogonalization, C(α) statistics, post-selection and post-regularization inference, general framework

Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach

Annual Review of Economics, Vol. 7, pp. 649-688, 2015
Posted: 07 Aug 2015
Victor Chernozhukov, Christian Hansen and Martin Spindler
Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business and Max Planck Institute for Social Law and Social Policy

Abstract:

30.

Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain

MIT Department of Economics Working Paper No. 11-19
Number of pages: 63 Posted: 15 Aug 2011
Alexandre Belloni, Daniel Chen, Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Operations Research Center, affiliation not provided to SSRN, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 74 (221,545)
Citation 5

Abstract:

Instrumental Variables, Optimal Instruments, LASSO, Post-LASSO, Sparsity, Eminent Domain, Data-Driven Penalty, Heteroscedasticity, Non-Gaussian Errors, Moderate Deviations for Self-Normalized Sums

Quantile Regression with Censoring and Endogeneity

Cowles Foundation Discussion Paper No. 1797
Number of pages: 51 Posted: 26 Apr 2011
Massachusetts Institute of Technology (MIT) - Department of Economics, Boston University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 38 (372,432)

Abstract:

Censored, Quantile, Instrumental variable, Censoring, Endogeneity, Engel curve, Alcohol

Quantile Regression with Censoring and Endogeneity

NBER Working Paper No. w16997
Number of pages: 51 Posted: 02 May 2011
Massachusetts Institute of Technology (MIT) - Department of Economics, Boston University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 24 (435,955)

Abstract:

32.

On the Computational Complexity of MCMC-Based Estimators in Large Samples

MIT Department of Economics Working Paper No. 07-08
Number of pages: 38 Posted: 01 Mar 2007
Alexandre Belloni and Victor Chernozhukov
Massachusetts Institute of Technology (MIT) - Operations Research Center and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 57 (292,177)
Citation 1

Abstract:

Computational Complexity, Metropolis, Large Samples, Sampling, Integration, Exponential family, Moment restrictions

33.

L1-Penalized Quantile Regression in High Dimensional Sparse Models

MIT Department of Economics Working Paper No. 09-11
Number of pages: 61 Posted: 30 Apr 2009
Victor Chernozhukov and Alexandre Belloni
Massachusetts Institute of Technology (MIT) - Department of Economics and Duke University - Fuqua School of Business
Downloads 56 (287,485)
Citation 10

Abstract:

median regression, quantile regression, sparse models

34.

Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks

MIT Department of Economics Working Paper No. 11-18
Number of pages: 42 Posted: 16 Aug 2011
Victor Chernozhukov and Iván Fernández‐Val
Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 48 (320,887)
Citation 2

Abstract:

Quantile Regression, Feasible Inference, Extreme Value Theory

35.

Conditional Quantile Processes Based on Series or Many Regressors

MIT Department of Economics Working Paper No. 11-15
Number of pages: 71 Posted: 11 Aug 2011
Alexandre Belloni, Victor Chernozhukov and Iván Fernández‐Val
Massachusetts Institute of Technology (MIT) - Operations Research Center, Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 48 (265,619)
Citation 1

Abstract:

quantile regression series processes, uniform inference

36.

Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming

MIT Department of Economics Working Paper No. 11-16
Number of pages: 36 Posted: 17 Aug 2011 Last Revised: 09 Oct 2011
Alexandre Belloni, Victor Chernozhukov and Lie Wang
Massachusetts Institute of Technology (MIT) - Operations Research Center, Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT), Department of Mathematics
Downloads 44 (344,880)
Citation 3

Abstract:

37.

Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments

MIT Department of Economics Working Paper No. 15-02
Number of pages: 9 Posted: 20 Feb 2015
Victor Chernozhukov, Christian Hansen and Martin Spindler
Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business and Max Planck Institute for Social Law and Social Policy
Downloads 28 (297,018)

Abstract:

38.

A Lava Attack on the Recovery of Sums of Dense and Sparse Signals

Number of pages: 34 Posted: 13 Feb 2015 Last Revised: 25 Mar 2015
Victor Chernozhukov, Christian Hansen and Yuan Liao
Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business and Rutgers, The State University of New Jersey - New Brunswick/Piscataway
Downloads 16 (364,764)

Abstract:

high-dimensional models, penalization, shrinkage, non-sparse signal recovery

39.

Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game

NBER Working Paper No. w21125
Number of pages: 80 Posted: 04 May 2015
Patrick Bajari, Victor Chernozhukov, Han Hong and Denis Nekipelov
University of Michigan at Ann Arbor - Economics, Massachusetts Institute of Technology (MIT) - Department of Economics, Stanford University and University of Virginia
Downloads 3 (518,603)

Abstract:

40.

Double/Debiased Machine Learning for Treatment and Structural Parameters

NBER Working Paper No. w23564
Number of pages: 73 Posted: 10 Jul 2017
Massachusetts Institute of Technology (MIT) - Department of Economics, University of California, Los Angeles (UCLA) - Department of Economics, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 0 (522,939)

Abstract:

41.

Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain

Econometrica, Vol. 80, No. 6, p. 2369–2429, November 2012 ,
Posted: 05 Jun 2017
Duke University - Fuqua School of Business, Toulouse School of Economics / Institute for Advanced Study / University of Toulouse, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business

Abstract:

Inference on a Low-Dimensional Parameter after Model Selection, Imperfect Model Selection, Instrumental Variables, Lasso, Post-Lasso, Data-Driven Penalty, Heteroscedasticity, Non-Gaussian Errors, Moderate Deviations for Self-Normalized Sums

42.

Using Double-Lasso Regression for Principled Variable Selection

Number of pages: 70 Posted: 18 Feb 2016
Oleg Urminsky, Christian Hansen and Victor Chernozhukov
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 0 (315,323)

Abstract:

research methods, covariate, regression, variable selection, confound, omitted variable bias

43.

Posterior Inference in Curved Exponential Families Under Increasing Dimensions

The Econometrics Journal, Vol. 17, Issue 2, pp. S75-S100, 2014
Number of pages: 26 Posted: 05 Jun 2014
Alexandre Belloni and Victor Chernozhukov
Duke University - Fuqua School of Business and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 0 (557,310)

Abstract:

Bernstein–Von Mises theorems, Curved exponential family, Increasing dimensions, Multinomial model with moment restrictions, Multivariate linear models, Seemingly unrelated regression, Single‐equation structural equations

44.

Quantile Models with Endogeneity

Annual Review of Economics, Vol. 5, pp. 57-81, 2013
Posted: 07 Aug 2013
Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business

Abstract: