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/

SCHOLARLY PAPERS

51

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776

CROSSREF CITATIONS

277

Scholarly Papers (51)

1.

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

Number of pages: 28 Posted: 07 Jun 2001
Victor Chernozhukov and Len Umantsev
Massachusetts Institute of Technology (MIT) - Department of Economics and Stanford University - Department of Management Science & Engineering
Downloads 3,138 (5,400)
Citation 10

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

2.

An MCMC Approach to Classical Estimation

Number of pages: 55 Posted: 15 Jul 2003
Victor Chernozhukov and Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 2,095 (10,342)
Citation 94

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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 1,364 (20,196)
Citation 6

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

4.

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 717 (50,191)
Citation 37

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5.

Inference on Quantile Regression Process, an Alternative

Number of pages: 19 Posted: 19 Mar 2002
Victor Chernozhukov
Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 665 (55,444)
Citation 9

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

6.

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 - Econometrics and Statistics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 592 (64,277)
Citation 8

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

7.

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 548 (70,885)
Citation 3

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

8.

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 520 (75,633)
Citation 2

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Quantile Regression, Extremal Quantile Regression, Instrumental Quantile Regression

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

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 464 (86,087)

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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 Last Revised: 01 Jul 2022
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 38 (590,644)
Citation 17

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10.

Likelihood Inference in a Class of Nonregular Econometric Models

Number of pages: 42 Posted: 22 Feb 2002
Victor Chernozhukov and Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 475 (84,416)
Citation 4

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

11.

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 472 (85,092)
Citation 7

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

12.

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 462 (87,308)
Citation 53

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

13.
Downloads 430 ( 94,835)
Citation 5

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 371 (111,494)
Citation 1

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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 Last Revised: 23 Jan 2022
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 59 (490,283)
Citation 2

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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 367 (113,731)
Citation 8

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Set estimator, contour sets, moment inequalities, moment equalities

15.

Simple 3-Step Censored Quantile Regression and Extramarital Affairs

Number of pages: 30 Posted: 13 Jun 2001
Victor Chernozhukov and Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 341 (123,435)
Citation 14

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

16.

Inference for Distributional Effects Using Instrumental Quantile Regression

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 322 (131,117)

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

17.

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 318 (132,723)
Citation 21

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18.

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 315 (134,061)
Citation 44

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asymptotic disagreement, Bayesian learning, merging of opinions

19.

LASSO-Driven Inference in Time and Space

Number of pages: 76 Posted: 15 Jun 2018 Last Revised: 15 May 2020
Massachusetts Institute of Technology (MIT) - Department of Economics, Blockchain Research Center, Aarhus University - Department of Economics and Business Economics and University of Yorkaffiliation not provided to SSRN
Downloads 272 (156,139)
Citation 9

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LASSO, Time Series, Simultaneous Inference, System of Equations, Z-estimation, Bahadur Representation, Martingale Decomposition

20.

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 244 (173,808)
Citation 1

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Edgeworth expansion, Cornish-Fisher expansion, rearrangement

21.

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 220 (191,820)
Citation 66

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

22.

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: 23 Feb 2018
Victor Chernozhukov, O. Scaillet and Patrick Gagliardini
Massachusetts Institute of Technology (MIT) - Department of Economics, Swiss Finance Institute - University of Geneva and University of Lugano
Downloads 208 (202,143)
Citation 8

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

23.

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 188 (221,372)
Citation 10

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

24.

Likelihood Estimation and Inference in a Class of Nonregular Econometric Models

Number of pages: 60 Posted: 12 Mar 2003
Victor Chernozhukov and Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 185 (224,489)
Citation 9

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

25.

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 182 (227,650)

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Bayesian Infrence, Frequentist Properties

26.

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 177 (233,197)
Citation 109

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

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 98 (366,793)
Citation 14

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Identification, Local identification, Nonparametric models, Asset pricing

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 74 (435,241)

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Identification, Local identification, Nonparametric models, Asset pricing

28.

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 170 (241,269)
Citation 6

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Instrumental Variables, Regression, Inference

29.

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 143 (278,035)
Citation 9

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

30.

The Association of Opening K-12 Schools and Colleges with the Spread of COVID-19 in the United States: County-Level Panel Data Analysis

CESifo Working Paper No. 8929
Number of pages: 41 Posted: 16 Mar 2021
Victor Chernozhukov, Hiroyuki Kasahara and Paul Schrimpf
Massachusetts Institute of Technology (MIT) - Department of Economics, University of British Columbia, Vancouver School of Economics and University of British Columbia (UBC) - Vancouver School of Economics
Downloads 141 (281,033)

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31.

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 132 (295,602)
Citation 79

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

32.

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 115 (326,849)
Citation 22

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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 112 (332,962)
Citation 10

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median regression, quantile regression, sparse models

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 - Econometrics and Statistics and Max Planck Institute for Social Law and Social Policy
Downloads 103 (354,816)
Citation 8

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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 - Econometrics and Statistics and Max Planck Institute for Social Law and Social Policy

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35.

The Impact of Big Data on Firm Performance: An Empirical Investigation

NBER Working Paper No. w24334
Number of pages: 72 Posted: 21 Feb 2018 Last Revised: 29 Jun 2022
Patrick Bajari, Victor Chernozhukov, Ali Hortacsu and Junichi Suzuki
University of Michigan at Ann Arbor - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Department of Economics and University of Toronto - Department of Economics
Downloads 99 (361,633)
Citation 16

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36.

Optimal Targeted Lockdowns in a Multi-Group Sir Model

NBER Working Paper No. w27102
Number of pages: 57 Posted: 05 May 2020 Last Revised: 21 Jan 2022
Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics and Sloan School of Management and Department of Economics
Downloads 95 (371,033)
Citation 21

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37.

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 95 (371,033)
Citation 13

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quantile regression series processes, uniform inference

38.

Double/Debiased Machine Learning for Treatment and Structural Parameters

NBER Working Paper No. w23564
Number of pages: 73 Posted: 10 Jul 2017 Last Revised: 22 May 2022
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, University of Chicago - Booth School of Business - Econometrics and Statistics, Massachusetts Institute of Technology (MIT) - Department of Economics and Harvard University - T.H. Chan School of Public Health
Downloads 91 (381,191)
Citation 16

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39.
Downloads 80 (411,693)
Citation 34

Quantile Regression with Censoring and Endogeneity

Cowles Foundation Discussion Paper No. 1797
Number of pages: 51 Posted: 26 Apr 2011
Victor Chernozhukov, Iván Fernández‐Val and Amanda Kowalski
Massachusetts Institute of Technology (MIT) - Department of Economics, Boston University - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Downloads 46 (548,314)
Citation 6

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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 Last Revised: 12 Jun 2022
Victor Chernozhukov, Iván Fernández‐Val and Amanda Kowalski
Massachusetts Institute of Technology (MIT) - Department of Economics, Boston University - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Downloads 34 (614,253)
Citation 1

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40.

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 - Econometrics and Statistics and Max Planck Institute for Social Law and Social Policy
Downloads 76 (423,915)
Citation 45

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41.

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 74 (430,210)
Citation 11

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Quantile Regression, Feasible Inference, Extreme Value Theory

42.

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 71 (439,921)
Citation 13

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43.

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 69 (446,579)
Citation 2

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

44.

Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India

NBER Working Paper No. w24678
Number of pages: 54 Posted: 13 Jun 2018 Last Revised: 06 Jun 2022
Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 61 (475,314)
Citation 8

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45.

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 - Econometrics and Statistics and Rutgers, The State University of New Jersey - New Brunswick/Piscataway
Downloads 50 (519,885)
Citation 1

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

46.

Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game

NBER Working Paper No. w21125
Number of pages: 80 Posted: 04 May 2015 Last Revised: 23 Mar 2022
Patrick Bajari, Victor Chernozhukov, Han Hong and Denis Nekipelov
University of Michigan at Ann Arbor - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics, Stanford University and University of Virginia
Downloads 32 (611,568)

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47.

Demand Analysis with Many Prices

NBER Working Paper No. w26424
Number of pages: 39 Posted: 06 Nov 2019 Last Revised: 14 Mar 2022
Victor Chernozhukov, Jerry A. Hausman and Whitney K. Newey
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 26 (650,360)

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48.

Censored Quantile Instrumental Variable Estimation with Stata

NBER Working Paper No. w24232
Number of pages: 12 Posted: 22 Jan 2018 Last Revised: 19 Mar 2022
Massachusetts Institute of Technology (MIT) - Department of Economics, Boston University - Department of Economics, University of Texas at Austin - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Downloads 18 (710,191)

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49.

Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap

NBER Working Paper No. w25593
Number of pages: 62 Posted: 26 Feb 2019 Last Revised: 06 Jun 2022
Stanford University - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics, Cornell University - Department of Economics and University of British Columbia (UBC) - Vancouver School of Economics
Downloads 1 (876,450)

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50.

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, Directeur de Recherche, Centre National de la Recherche Scientifique, Toulouse School of Economics, Institute for Advanced Study in Toulouse, University of Toulouse Capitole, Toulouse, France, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics

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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

51.

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 - Econometrics and Statistics

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