Works matching AU CHERNOZHUKOV, VICTOR

Results: 50

Philip G. Wright, directed acyclic graphs, and instrumental variables.

Published in:

Econometrics Journal, 2025, v. 28, n. 1, p. 1, doi. 10.1093/ectj/utaf006

By:

Abbring, Jaap H;
Chernozhukov, Victor;
Fernández-Val, Iván

Publication type:

Article

Debiased machine learning of global and local parameters using regularized Riesz representers.

Published in:

Econometrics Journal, 2022, v. 25, n. 3, p. 576, doi. 10.1093/ectj/utac002

By:

Chernozhukov, Victor;
Newey, Whitney K;
Singh, Rahul

Publication type:

Article

Debiased machine learning of conditional average treatment effects and other causal functions.

Published in:

Econometrics Journal, 2021, v. 24, n. 2, p. 264, doi. 10.1093/ectj/utaa027

By:

Semenova, Vira;
Chernozhukov, Victor

Publication type:

Article

Double/debiased machine learning for treatment and structural parameters.

Published in:

Econometrics Journal, 2018, v. 21, n. 1, p. C1, doi. 10.1111/ectj.12097

By:

Chernozhukov, Victor;
Chetverikov, Denis;
Demirer, Mert;
Duflo, Esther;
Hansen, Christian;
Newey, Whitney;
Robins, James

Publication type:

Article

Posterior inference in curved exponential families under increasing dimensions.

Published in:

Econometrics Journal, 2014, v. 17, n. 2, p. S75, doi. 10.1111/ectj.12027

By:

Belloni, Alexandre;
Chernozhukov, Victor

Publication type:

Article

Post-Selection Inference for Generalized Linear Models With Many Controls.

Published in:

Journal of Business & Economic Statistics, 2016, v. 34, n. 4, p. 606, doi. 10.1080/07350015.2016.1166116

By:

Belloni, Alexandre;
Chernozhukov, Victor;
Wei, Ying

Publication type:

Article

Inference in High-Dimensional Panel Models With an Application to Gun Control.

Published in:

Journal of Business & Economic Statistics, 2016, v. 34, n. 4, p. 590, doi. 10.1080/07350015.2015.1102733

By:

Belloni, Alexandre;
Chernozhukov, Victor;
Hansen, Christian;
Kozbur, Damian

Publication type:

Article

Double/Debiased/Neyman Machine Learning of Treatment Effects.

Published in:

American Economic Review, 2017, v. 107, n. 5, p. 261, doi. 10.1257/aer.p20171038

By:

Chernozhukov, Victor;
Chetverikov, Denis;
Demirer, Mert;
Duflo, Esther;
Hansen, Christian;
Newey, Whitney

Publication type:

Article

Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments<sup>†</sup>.

Published in:

American Economic Review, 2015, v. 105, n. 5, p. 486, doi. 10.1257/aer.p20151022

By:

Chernozhukov, Victor;
Hansen, Christian;
Spindler, Martin

Publication type:

Article

CONSTRAINED CONDITIONAL MOMENT RESTRICTION MODELS.

Published in:

Econometrica, 2023, v. 91, n. 2, p. 709, doi. 10.3982/ecta13830

By:

CHERNOZHUKOV, VICTOR;
NEWEY, WHITNEY K.;
SANTOS, ANDRES

Publication type:

Article

Locally Robust Semiparametric Estimation.

Published in:

Econometrica, 2022, v. 90, n. 4, p. 1501, doi. 10.3982/ECTA16294

By:

Chernozhukov, Victor;
Escanciano, Juan Carlos;
Ichimura, Hidehiko;
Newey, Whitney K.;
Robins, James M.

Publication type:

Article

Automatic Debiased Machine Learning of Causal and Structural Effects.

Published in:

Econometrica, 2022, v. 90, n. 3, p. 967, doi. 10.3982/ECTA18515

By:

Chernozhukov, Victor;
Newey, Whitney K.;
Singh, Rahul

Publication type:

Article

The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages.

Published in:

Econometrica, 2018, v. 86, n. 6, p. 1911, doi. 10.3982/ECTA14415

By:

Chernozhukov, Victor;
Fernández‐Val, Iván;
Luo, Ye

Publication type:

Article

Local Identification of Nonparametric and Semiparametric Models.

Published in:

Econometrica, 2014, v. 82, n. 2, p. 785, doi. 10.3982/ECTA9988

By:

Chen, Xiaohong;
Chernozhukov, Victor;
Lee, Sokbae;
Newey, Whitney K.

Publication type:

Article

Inference on Counterfactual Distributions.

Published in:

Econometrica, 2013, v. 81, n. 6, p. 2205, doi. 10.3982/ECTA10582

By:

Chernozhukov, Victor;
Fernández-Val, Iván;
Melly, Blaise

Publication type:

Article

INTERSECTION BOUNDS: ESTIMATION AND INFERENCE.

Published in:

Econometrica, 2013, v. 81, n. 2, p. 667, doi. 10.3982/ECTA8718

By:

CHERNOZHUKOV, VICTOR;
SOKBAE LEE;
ROSEN, ADAM M.

Publication type:

Article

AVERAGE AND QUANTILE EFFECTS IN NONSEPARABLE PANEL MODELS.

Published in:

Econometrica, 2013, v. 81, n. 2, p. 535, doi. 10.3982/ECTA8405

By:

CHERNOZHUKOV, VICTOR;
FERNÁNDEZ-VAL, IVÁN;
HAHN, JINYONG;
NEWEY, WHITNEY

Publication type:

Article

Quantile and Probability Curves Without Crossing.

Published in:

Econometrica, 2010, v. 78, n. 3, p. 1093, doi. 10.3982/ECTA7880

By:

Chernozhukov, Victor;
Fernández‐Val, Iván;
Galichon, Alfred

Publication type:

Article

ESTIMATION AND CONFIDENCE REGIONS FOR PARAMETER SETS IN ECONOMETRIC MODELS.

Published in:

Econometrica, 2007, v. 75, n. 5, p. 1243, doi. 10.1111/j.1468-0262.2007.00794.x

By:

Chernozhukov, Victor;
Han Hong;
Tamer, Elie

Publication type:

Article

QUANTILE REGRESSION UNDER MISSPECIFICATION, WITH AN APPLICATION TO THE U.S. WAGE STRUCTURE.

Published in:

Econometrica, 2006, v. 74, n. 2, p. 539, doi. 10.1111/j.1468-0262.2006.00671.x

By:

Angrist, Joshua;
Chernozhukov, Victor;
Fern@aacute;ndez-Val, Iván

Publication type:

Article

NOTES AND COMMENTS AN IV MODEL OF QUANTILE TREATMENT EFFECTS.

Published in:

Econometrica, 2005, v. 73, n. 1, p. 245, doi. 10.1111/j.1468-0262.2005.00570.x

By:

Chernozhukov, Victor;
Hansen, Christian

Publication type:

Article

LIKELIHOOD ESTIMATION AND INFERENCE IN A CLASS OF NONREGULAR ECONOMETRIC MODELS.

Published in:

Econometrica, 2004, v. 72, n. 5, p. 1445, doi. 10.1111/j.1468-0262.2004.00540.x

By:

Chernozhukov, Victor;
Han Hong

Publication type:

Article

The Effects of 401(k) Participation on Wealth Distribution: An Instrumental Quantile Regression Analysis.

Published in:

Review of Economics & Statistics, 2004, v. 86, n. 3, p. 735, doi. 10.1162/0034653041811734

By:

Chernozhukov, Victor;
Hansen, Christian

Publication type:

Article

Correction to: Vector quantile regression and optimal transport, from theory to numerics.

Published in:

2022

By:

Carlier, Guillaume;
Chernozhukov, Victor;
De Bie, Gwendoline;
Galichon, Alfred

Publication type:

Correction Notice

Vector quantile regression and optimal transport, from theory to numerics.

Published in:

Empirical Economics, 2022, v. 62, n. 1, p. 35, doi. 10.1007/s00181-020-01919-y

By:

Carlier, Guillaume;
Chernozhukov, Victor;
De Bie, Gwendoline;
Galichon, Alfred

Publication type:

Article

Fast algorithms for the quantile regression process.

Published in:

Empirical Economics, 2022, v. 62, n. 1, p. 7, doi. 10.1007/s00181-020-01898-0

By:

Chernozhukov, Victor;
Fernández-Val, Iván;
Melly, Blaise

Publication type:

Article

Conditional value-at-risk: Aspects of modeling and estimation.

Published in:

Empirical Economics, 2001, v. 26, n. 1, p. 271, doi. 10.1007/s001810000062

By:

Chernozhukov, Victor;
Umantsev, Len

Publication type:

Article

Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence.

Published in:

Quantitative Economics, 2023, v. 14, n. 2, p. 471, doi. 10.3982/QE1670

By:

Semenova, Vira;
Goldman, Matt;
Chernozhukov, Victor;
Taddy, Matt

Publication type:

Article

Semiparametric estimation of structural functions in nonseparable triangular models.

Published in:

Quantitative Economics, 2020, v. 11, n. 2, p. 503, doi. 10.3982/QE1239

By:

Chernozhukov, Victor;
Fernández‐Val, Iván;
Newey, Whitney;
Stouli, Sami;
Vella, Francis

Publication type:

Article

Inference on sets in finance.

Published in:

Quantitative Economics, 2015, v. 6, n. 2, p. 309, doi. 10.3982/QE387

By:

Chernozhukov, Victor;
Kocatulum, Emre;
Menzel, Konrad

Publication type:

Article

Heterogeneity in the US gender wage gap.

Published in:

Journal of the Royal Statistical Society: Series A (Statistics in Society), 2024, v. 187, n. 1, p. 207, doi. 10.1093/jrsssa/qnad091

By:

Bach, Philipp;
Chernozhukov, Victor;
Spindler, Martin

Publication type:

Article

An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls.

Published in:

Journal of the American Statistical Association, 2021, v. 116, n. 536, p. 1849, doi. 10.1080/01621459.2021.1920957

By:

Chernozhukov, Victor;
Wüthrich, Kaspar;
Zhu, Yinchu

Publication type:

Article

Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes.

Published in:

Journal of the American Statistical Association, 2020, v. 115, n. 529, p. 123, doi. 10.1080/01621459.2019.1611581

By:

Chernozhukov, Victor;
Fernández-Val, Iván;
Melly, Blaise;
Wüthrich, Kaspar

Publication type:

Article

Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models.

Published in:

Journal of the American Statistical Association, 2019, v. 114, n. 526, p. 749, doi. 10.1080/01621459.2018.1442339

By:

Belloni, Alexandre;
Chernozhukov, Victor;
Kato, Kengo

Publication type:

Article

Comment.

Published in:

2015

By:

Belloni, Alexandre;
Chernozhukov, Victor

Publication type:

Opinion

Three-Step Censored Quantile Regression and Extramarital Affairs.

Published in:

Journal of the American Statistical Association, 2002, v. 97, n. 459, p. 872, doi. 10.1198/016214502388618663

By:

Chernozhukov, Victor;
Han Hong

Publication type:

Article

Introduction.

Published in:

2010

By:

Chernozhukov, Victor;
Chiappori, Pierre-André;
Henry, Marc

Publication type:

Editorial

Rearranging Edgeworth–Cornish–Fisher expansions.

Published in:

Economic Theory, 2010, v. 42, n. 2, p. 419, doi. 10.1007/s00199-008-0431-z

By:

Chernozhukov, Victor;
Fernández-Val, Iván;
Galichon, Alfred

Publication type:

Article

DoubleML - An Object-Oriented Implementation of Double Machine Learning in Python.

Published in:

Journal of Machine Learning Research, 2022, v. 23, p. 1

By:

Bach, Philipp;
Chernozhukov, Victor;
Kurz, Malte S.;
Spindler, Martin

Publication type:

Article

Shape-Enforcing Operators for Generic Point and Interval Estimators of Functions.

Published in:

Journal of Machine Learning Research, 2021, v. 22, p. 1

By:

Xi Chen;
Chernozhukov, Victor;
Fernández-Val, Iván;
Kostyshak, Scott;
Ye Luo

Publication type:

Article

Comments and Discussion.

Published in:

Brookings Papers on Economic Activity, 2020, p. 316, doi. 10.1353/eca.2020.0016

By:

CHERNOZHUKOV, VICTOR;
BUCKEE, CAROLINE

Publication type:

Article

Censored quantile instrumental-variable estimation with Stata.

Published in:

Stata Journal, 2019, v. 19, n. 4, p. 768, doi. 10.1177/1536867X19893615

By:

Chernozhukov, Victor;
Fernández-Val, Ivan;
Han, Sukjin;
Kowalski, Amanda

Publication type:

Article

Implementing intersection bounds in Stata.

Published in:

Stata Journal, 2015, v. 15, n. 1, p. 21, doi. 10.1177/1536867x1501500103

By:

Chernozhukov, Victor;
Wooyoung Kim;
Sokbae Lee;
Rosen, Adam M.

Publication type:

Article

ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION.

Published in:

Econometric Theory, 2009, v. 25, n. 3, p. 806, doi. 10.1017/S0266466608090312

By:

Chernozhukov, Victor;
Hansen, Christian;
Jansson, Michael

Publication type:

Article

Comparison and anti-concentration bounds for maxima of Gaussian random vectors.

Published in:

Probability Theory & Related Fields, 2015, v. 162, n. 1/2, p. 47, doi. 10.1007/s00440-014-0565-9

By:

Chernozhukov, Victor;
Chetverikov, Denis;
Kato, Kengo

Publication type:

Article

Inference on Causal and Structural Parameters using Many Moment Inequalities.

Published in:

Review of Economic Studies, 2019, v. 86, n. 5, p. 1867, doi. 10.1093/restud/rdy065

By:

Chernozhukov, Victor;
Chetverikov, Denis;
Kato, Kengo

Publication type:

Article

Inference on Treatment Effects after Selection among High-Dimensional Controls†.

Published in:

Review of Economic Studies, 2014, v. 81, n. 2, p. 608, doi. 10.1093/restud/rdt044

By:

Belloni, Alexandre;
Chernozhukov, Victor;
Hansen, Christian

Publication type:

Article

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

Published in:

Review of Economic Studies, 2011, v. 78, n. 2, p. 559, doi. 10.1093/restud/rdq020

By:

Chernozhukov, Victor;
Fernández-Val, Iván

Publication type:

Article

SortedEffects: Sorted Causal Effects in R.

Published in:

R Journal, 2020, v. 12, n. 1, p. 131, doi. 10.32614/rj-2020-006

By:

Chen, Shuowen;
Chernozhukov, Victor;
Fernández-Val, Iván;
Ye Luo

Publication type:

Article

Counterfactual: An R Package for Counterfactual Analysis.

Published in:

R Journal, 2017, v. 9, n. 1, p. 370, doi. 10.32614/RJ-2017-033

By:

Chen, Mingli;
Chernozhukov, Victor;
Fernández-Val, Iván;
Melly, Blaise

Publication type:

Article