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Victor Chernozhukov

Selected publications

  

All available outputs

Demand analysis with many prices, October 2019, (with Jerry Hausman , Whitney K. Newey), Working Paper, CWP59/19, The IFS
Subvector inference in PI models with many moment inequalities, June 2019, (with Alexandre Belloni Federico A. Bugni ), Working Paper, CWP28/19, The IFS
Uniform inference in high-dimensional Gaussian graphical models, June 2019, (with Sven Klaassen Jannis Kück , Martin Spindler ), Working Paper, CWP29/19, The IFS
Mastering Panel Metrics: Causal Impact of Democracy on Growth, June 2019, (with Shuowen Chen , Ivan Fernandez-Val), Working Paper, CWP33/19, The IFS
Valid simultaneous inference in high-dimensional settings (with the HDM package for R), June 2019, (with Philipp Bach , Martin Spindler), Working Paper, CWP30/19, The IFS
Inference for heterogeneous effects using low-rank estimations, June 2019, (with Christian Hansen , Yuan Liao , Yinchu Zhu), Working Paper, CWP31/19, The IFS
Inference on average treatment effects in aggregate panel data settings, June 2019, (with Kaspar Wüthrich , Yinchu Zhu), Working Paper, CWP32/19, The IFS
Semi-Parametric Efficient Policy Learning with Continuous Actions, June 2019, (with Mert Demirer Vasilis Syrgkanis , Greg Lewis ), Working Paper, CWP34/19, The IFS
Single market non-parametric identification of multi-attribute hedonic equilibrium models, June 2019, (with Alfred Galichon , Marc Henry , Brendan Pass), Working Paper, CWP27/19, The IFS
LASSO-Driven Inference in Time and Space, April 2019, (with Wolfgang Härdle , Chen Huang , Weining Wang), Working Paper, CWP20/19, The IFS
Previous version:
Victor Chernozhukov, Wolfgang Härdle, Chen Huang and Weining Wang June 2018, LASSO-driven inference in time and space, cemmap Working Paper
Best linear approximations to set identified functions: with an application to the gender wage gap, February 2019, (with Arun Chandrasekhar , Francesca Molinari , Paul Schrimpf), Working Paper, CWP09/19, The IFS
Previous version:
Arun Chandrasekhar, Victor Chernozhukov, Francesca Molinari and Paul Schrimpf December 2012, Inference for best linear approximations to set identified functions, cemmap Working Paper
Network and panel quantile effects via distribution regression, December 2018, (with Ivan Fernandez-Val , Martin Weidner), Working Paper, CWP70/18, The IFS
Previous version:
Victor Chernozhukov, Ivan Fernandez-Val and Martin Weidner March 2018, Network and panel quantile effects via distribution regression, cemmap Working Paper
Distribution regression with sample selection, with an application to wage decompositions in the UK, November 2018, (with Ivan Fernandez-Val , Siyi Luo), Working Paper, CWP68/18, The IFS
Inference on causal and structural parameters using many moment inequalities, October 2018, (with Denis Chetverikov , Kengo Kato), Working Paper, CWP60/18, The IFS
Previous version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato August 2016, Testing many moment inequalities, cemmap Working Paper
Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models, July 2018, (with Denis Nekipelov , Vira Semenova , Vasilis Syrgkanis), Working Paper, CWP41/18, The IFS
LASSO-driven inference in time and space, June 2018, (with Wolfgang Härdle , Chen Huang , Weining Wang), Working Paper, CWP36/18, The IFS
New version:
Victor Chernozhukov, Wolfgang Härdle, Chen Huang and Weining Wang April 2019, LASSO-Driven Inference in Time and Space, cemmap Working Paper
High-dimensional econometrics and regularized GMM, June 2018, (with Alexandre Belloni , Denis Chetverikov , Christian Hansen , Kengo Kato), Working Paper, CWP35/18, The IFS
Locally robust semiparametric estimation, April 2018, (with Juan Carlos Escanciano , Hidehiko Ichimura , Whitney K. Newey , James M. Robins), Working Paper, CWP30/18, The IFS
Previous version:
Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura and Whitney K. Newey August 2016, Locally robust semiparametric estimation, cemmap Working Paper
Network and panel quantile effects via distribution regression, March 2018, (with Ivan Fernandez-Val , Martin Weidner), Working Paper, CWP21/18, The IFS
New version:
Victor Chernozhukov, Ivan Fernandez-Val and Martin Weidner December 2018, Network and panel quantile effects via distribution regression, cemmap Working Paper
Double/de-biased machine learning using regularized Riesz representers, March 2018, (with Whitney K. Newey , James Robins), Working Paper, CWP15/18, The IFS
Exact and robust conformal inference methods for predictive machine learning with dependent data, March 2018, (with Kaspar Wüthrich , Yinchu Zhu), Working Paper, CWP16/18, The IFS
Generic machine learning inference on heterogenous treatment effects in randomized experiments, December 2017, (with Mert Demirer , Esther Duflo , Ivan Fernandez-Val), Working Paper, CWP61/17, The IFS
Counterfactual analysis in R: a vignette, December 2017, (with Mingli Chen , Ivan Fernandez-Val , Blaise Melly), Working Paper, CWP64/17, The IFS
Extremal quantile regression: an overview, December 2017, (with Ivan Fernandez-Val , Tetsuya Kaji), Working Paper, CWP65/17, The IFS
An exact and robust conformal inference method for counterfactual and synthetic controls, December 2017, (with Kaspar Wüthrich , Yu Zhu), Working Paper, CWP62/17, The IFS
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables, December 2017, (with Alexandre Belloni , Christian Hansen , Whitney K. Newey), Working Paper, CWP63/17, The IFS
Quantile graphical models: prediction and conditional independence with applications to systemic risk, December 2017, (with Alexandre Belloni Mingli Chen ), Working Paper, CWP54/17, The IFS
Semiparametric estimation of structural functions in nonseparable triangular models, November 2017, (with Ivan Fernandez-Val , Whitney K. Newey , Sami Stouli , Francis Vella), Working Paper, CWP48/17, The IFS
Nonseparable multinomial choice models in cross-section and panel data, June 2017, (with Ivan Fernandez-Val , Whitney K. Newey), Working Paper, CWP33/17, The IFS
Quantreg.nonpar: an R package for performing nonparametric series quantile regression, June 2017, (with Michael Lipsitz Alexandre Belloni , Ivan Fernandez-Val), Working Paper, CWP29/17, The IFS
Double/debiased machine learning for treatment and structural parameters, June 2017, (with Denis Chetverikov , Mert Demirer , Esther Duflo , Christian Hansen , Whitney K. Newey , James Robins), Working Paper, CWP28/17, The IFS
Generic inference on quantile and quantile effect functions for discrete outcomes, May 2017, (with Ivan Fernandez-Val , Blaise Melly , Kaspar Wüthrich), Working Paper, CWP23/17, The IFS
Confidence bands for coefficients in high dimensional linear models with error-in-variables, May 2017, (with Alexandre Belloni , Abhishek Kaul), Working Paper, CWP22/17, The IFS
Double machine learning for treatment and causal parameters, September 2016, (with Denis Chetverikov , Mert Demirer , Esther Duflo , Christian Hansen , Whitney K. Newey), Working Paper, CWP49/16, The IFS
Inference in high dimensional panel models with an application to gun control, September 2016, (with Alexandre Belloni , Christian Hansen , Damian Kozbur), Journal of Business & Economic Statistics, Vol. 34, No. 4, pp. 590--605, Taylor & Francis, Journal article
Previous version:
Alexandre Belloni, Victor Chernozhukov, Christian Hansen and Damian Kozbur December 2014, Inference in high dimensional panel models with an application to gun control, cemmap Working Paper
Conditional quantile processes based on series or many regressors, August 2016, (with Alexandre Belloni , Denis Chetverikov , Ivan Fernandez-Val), Working Paper, CWP46/16, The IFS
Previous version:
Alexandre Belloni, Victor Chernozhukov and Ivan Fernandez-Val May 2011, Conditional quantile processes based on series or many regressors, cemmap Working Paper
Central limit theorems and bootstrap in high dimensions, August 2016, (with Denis Chetverikov , Kengo Kato), Working Paper, CWP39/16, The IFS
Previous version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato December 2014, Central limit theorems and bootstrap in high dimensions, cemmap Working Paper
Comparison and anti-concentration bounds for maxima of Gaussian random vectors, August 2016, (with Denis Chetverikov , Kengo Kato), Working Paper, CWP40/16, The IFS
Now published:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato June 2015, Comparison and anti-concentration bounds for maxima of Gaussian random vectors, Journal article Probability Theory and Related Fields
Previous version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato December 2013, Comparison and anti-concentration bounds for maxima of Gaussian random vectors, cemmap Working Paper
Gaussian approximation of suprema of empirical processes, August 2016, (with Denis Chetverikov , Kengo Kato), Working Paper, CWP41/16, The IFS
Now published:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato August 2014, Gaussian approximation of suprema of empirical processes, Journal article Annals of Statistics
Previous version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato December 2013, Gaussian approximation of suprema of empirical processes, cemmap Working Paper
Victor Chernozhukov, Denis Chetverikov and Kengo Kato December 2012, Gaussian approximation of suprema of empirical processes, cemmap Working Paper
Testing many moment inequalities, August 2016, (with Denis Chetverikov , Kengo Kato), Working Paper, CWP42/16, The IFS
New version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato October 2018, Inference on causal and structural parameters using many moment inequalities, cemmap Working Paper
Previous version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato December 2013, Testing Many Moment Inequalities, cemmap Working Paper
Victor Chernozhukov, Denis Chetverikov and Kengo Kato December 2014, Testing many moment inequalities, cemmap Working Paper
Anti-concentration and honest, adaptive confidence bands, August 2016, (with Denis Chetverikov , Kengo Kato), Working Paper, CWP43/16, The IFS
Now published:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato October 2014, Anti-concentration and honest, adaptive confidence bands, Journal article Annals of Statistics
Previous version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato December 2013, Anti-concentration and honest, adaptive confidence bands, cemmap Working Paper
Generic inference on quantile and quantile effect functions for discrete outcomes, August 2016, (with Ivan Fernandez-Val , Blaise Melly , Kaspar Wüthrich), Working Paper, CWP35/16, The IFS
Valid post-selection and post-regularization inference: An elementary, general approach, August 2016, (with Christian Hansen , Martin Spindler), Working Paper, CWP36/16, The IFS
Now published:
Victor Chernozhukov, Christian Hansen and Martin Spindler August 2015, Valid post-selection and post-regularization inference: An elementary, general approach, Journal article Annual Review of Economics
hdm: High-Dimensional Metrics, August 2016, (with Christian Hansen , Martin Spindler), Working Paper, CWP37/16, The IFS
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings, August 2016, (with Denis Chetverikov , Kengo Kato), Working Paper, CWP38/16, The IFS
Now published:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato April 2016, Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings, Journal article Stochastic Processes and their Applications
Locally robust semiparametric estimation, August 2016, (with Juan Carlos Escanciano , Hidehiko Ichimura , Whitney K. Newey), Working Paper, CWP31/16, IFS
New version:
Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura, Whitney K. Newey and James M. Robins April 2018, Locally robust semiparametric estimation, cemmap Working Paper
Vector quantile regression: an optimal transport approach, June 2016, (with Guillaume Carlier , Alfred Galichon), Annals of Statistics, Vol. 44, No. 3, pp. 1165--1192, Institute of Mathematical Statistics, Journal article
Previous version:
Guillaume Carlier, Victor Chernozhukov and Alfred Galichon September 2015, Vector quantile regression: an optimal transport approach, cemmap Working Paper
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings, forthcoming, (with Denis Chetverikov , Kengo Kato), Stochastic Processes and their Applications, Elsevier, Journal article
Previous version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato August 2016, Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings, cemmap Working Paper
Program evaluation and causal inference with high-dimensional data, March 2016, (with Alexandre Belloni , Ivan Fernandez-Val , Christian Hansen), Working Paper, CWP13/16, The Institute for Fiscal Studies
Previous version:
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen September 2015, Program evaluation with high-dimensional data, cemmap Working Paper
The sorted effects method: discovering heterogeneous effects beyond their averages, December 2015, (with Ivan Fernandez-Val , Ye Luo), Working Paper, CWP74/15, cemmap
Nonparametric identification in panels using quantiles, October 2015, (with Ivan Fernandez-Val , Stefan Hoderlein , Hajo Holzmann , Whitney K. Newey), Journal of Econometrics, Vol. 188, No. 2, pp. 378--392, Elsevier, Journal article
Previous version:
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein and Whitney K. Newey December 2014, Nonparametric identification in panels using quantiles, cemmap Working Paper
Vector quantile regression: an optimal transport approach, September 2015, (with Guillaume Carlier , Alfred Galichon), Working Paper, CWP58/15, Institute for Fiscal Studies
Now published:
Guillaume Carlier, Victor Chernozhukov and Alfred Galichon June 2016, Vector quantile regression: an optimal transport approach, Journal article Annals of Statistics
Previous version:
Guillaume Carlier, Victor Chernozhukov and Alfred Galichon December 2014, Vector quantile regression, cemmap Working Paper
Program evaluation with high-dimensional data, September 2015, (with Alexandre Belloni , Ivan Fernandez-Val , Christian Hansen), Working Paper, CWP55/15, Institute for Fiscal Studies
New version:
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen March 2016, Program evaluation and causal inference with high-dimensional data, cemmap Working Paper
Previous version:
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen August 2014, Program evaluation with high-dimensional data, cemmap Working Paper
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen December 2013, Program evaluation with high-dimensional data, cemmap Working Paper
Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen November 2013, Program evaluation with high-dimensional data, cemmap Working Paper
Constrained conditional moment restriction models, September 2015, (with Whitney K. Newey , Andres Santos), Working Paper, CWP59/15, Institute for Fiscal Studies
Monge-Kantorovich depth, quantiles, ranks and signs, September 2015, (with Alfred Galichon , Marc Hallin , Marc Henry), Working Paper, CWP57/15, Institute for Fiscal Studies
Previous version:
Victor Chernozhukov, Alfred Galichon, Marc Hallin and Marc Henry January 2015, Monge-Kantorovich depth, quantiles, ranks and signs, cemmap Working Paper
A lava attack on the recovery of sums of dense and sparse signals, September 2015, (with Christian Hansen , Yuan Liao), Working Paper, CWP56/15, Institute for Fiscal Studies
Previous version:
Victor Chernozhukov, Christian Hansen and Yuan Liao February 2015, A lava attack on the recovery of sums of dense and sparse signals, cemmap Working Paper
Valid post-selection and post-regularization inference: An elementary, general approach, August 2015, (with Christian Hansen , Martin Spindler), Annual Review of Economics, Vol. 7, No. 1, pp. 649--688, Annual Reviews, Journal article
Previous version:
Victor Chernozhukov, Christian Hansen and Martin Spindler August 2016, Valid post-selection and post-regularization inference: An elementary, general approach, cemmap Working Paper
Inference on sets in finance, July 2015, (with Emre Kocatulum , Konrad Menzel), Quantitative Economics, Vol. 6, No. 2, pp. 309--358, Wiley Online Library, Journal article
Previous version:
Victor Chernozhukov, Emre Kocatulum and Konrad Menzel December 2012, Inference on sets in finance, cemmap Working Paper
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems, June 2015, (with Alexandre Belloni , Kengo Kato), Biometrika, Vol. 102, No. 1, pp. 77-94, Oxford Journals, Journal article
Previous version:
Alexandre Belloni, Victor Chernozhukov and Kengo Kato December 2014, Uniform post selection inference for LAD regression and other Z-estimation problems, cemmap Working Paper
Comparison and anti-concentration bounds for maxima of Gaussian random vectors, June 2015, (with Denis Chetverikov , Kengo Kato), Probability Theory and Related Fields, Vol. 162, No. 1, pp. 47--70, Springer, Journal article
Previous version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato August 2016, Comparison and anti-concentration bounds for maxima of Gaussian random vectors, cemmap Working Paper
Some new asymptotic theory for least squares series: Pointwise and uniform results, June 2015, (with Alexandre Belloni , Denis Chetverikov , Kengo Kato), Journal of Econometrics, Vol, 186, Vol. 2, pp. 345–366, Elsevier, Journal article
Previous version:
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov and Kengo Kato December 2013, On the asymptotic theory for least squares series: pointwise and uniform results, cemmap Working Paper
Quantile regression with censoring and endogeneity, May 2015, (with Ivan Fernandez-Val , Amanda Kowalski), Journal of Econometrics, Vol. 186, No. 1, pp. 201--221, Elsevier, Journal article
Previous version:
Victor Chernozhukov, Ivan Fernandez-Val and Amanda Kowalski May 2011, Quantile regression with censoring and endogeneity, cemmap Working Paper
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments, May 2015, (with Christian Hansen , Martin Spindler), American Economic Review, Vol. 105, No. 5, pp. 486-90, American Economic Association, Journal article
Previous version:
Victor Chernozhukov, Christian Hansen and Martin Spindler January 2015, Post-selection and post-regularization inference in linear models with many controls and instruments, cemmap Working Paper
Implementing intersection bounds in Stata, March 2015, (with Wooyoung Kim , Sokbae (Simon) Lee , Adam Rosen), Stata Journal, Vol. 15, No.1, pp. 21-44, StataCorp LP, Journal article
Previous version:
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee and Adam Rosen May 2014, Implementing intersection bounds in Stata, cemmap Working Paper
A lava attack on the recovery of sums of dense and sparse signals, February 2015, (with Christian Hansen , Yuan Liao), Working Paper, CWP05/15, Institute for Fiscal Studies
New version:
Victor Chernozhukov, Christian Hansen and Yuan Liao September 2015, A lava attack on the recovery of sums of dense and sparse signals, cemmap Working Paper
Monge-Kantorovich depth, quantiles, ranks and signs, January 2015, (with Alfred Galichon , Marc Hallin , Marc Henry), Working Paper, CWP04/15, IFS
New version:
Victor Chernozhukov, Alfred Galichon, Marc Hallin and Marc Henry September 2015, Monge-Kantorovich depth, quantiles, ranks and signs, cemmap Working Paper
Post-selection and post-regularization inference in linear models with many controls and instruments, January 2015, (with Christian Hansen , Martin Spindler), Working Paper, CWP02/15, IFS
Now published:
Victor Chernozhukov, Christian Hansen and Martin Spindler May 2015, Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments, Journal article American Economic Review
Central limit theorems and bootstrap in high dimensions, December 2014, (with Denis Chetverikov , Kengo Kato), Working Paper, CWP49/14, IFS
New version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato August 2016, Central limit theorems and bootstrap in high dimensions, cemmap Working Paper
Testing many moment inequalities, December 2014, (with Denis Chetverikov , Kengo Kato), Working Paper, CWP52/14, IFS
New version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato August 2016, Testing many moment inequalities, cemmap Working Paper
Previous version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato December 2013, Testing Many Moment Inequalities, cemmap Working Paper
Uniform post selection inference for LAD regression and other Z-estimation problems, December 2014, (with Alexandre Belloni , Kengo Kato), Working Paper, CWP51/14, IFS
Now published:
Alexandre Belloni, Victor Chernozhukov and Kengo Kato June 2015, Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems, Journal article Biometrika
Previous version:
Alexandre Belloni, Victor Chernozhukov and Kengo Kato June 2013, Uniform post selection inference for LAD regression models, cemmap Working Paper
Alexandre Belloni, Victor Chernozhukov and Kengo Kato December 2013, Uniform post selection inference for LAD regression and other z-estimation problems, cemmap Working Paper
Nonparametric identification in panels using quantiles, December 2014, (with Ivan Fernandez-Val , Stefan Hoderlein , Whitney K. Newey), Working Paper, CWP54/14, IFS
Now published:
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo Holzmann and Whitney K. Newey October 2015, Nonparametric identification in panels using quantiles, Journal article Journal of Econometrics
Previous version:
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo Holzmann and Whitney K. Newey December 2013, Nonparametric identification in panels using quantiles, cemmap Working Paper
Vector quantile regression, December 2014, (with Guillaume Carlier , Alfred Galichon), Working Paper, CWP48/14, Institute for Fiscal Studies
New version:
Guillaume Carlier, Victor Chernozhukov and Alfred Galichon September 2015, Vector quantile regression: an optimal transport approach, cemmap Working Paper
Valid post-selection inference in high-dimensional approximately sparse quantile regression models, December 2014, (with Alexandre Belloni , Kengo Kato), Working Paper, CWP53/14, IFS
Previous version:
Alexandre Belloni, Victor Chernozhukov and Kengo Kato December 2013, Robust inference in high-dimensional approximately sparse quantile regression models, cemmap Working Paper
Inference in high dimensional panel models with an application to gun control, December 2014, (with Alexandre Belloni , Christian Hansen , Damian Kozbur), Working Paper, CWP50/14, IFS
Now published:
Alexandre Belloni, Victor Chernozhukov, Christian Hansen and Damian Kozbur September 2016, Inference in high dimensional panel models with an application to gun control, Journal article Journal of Business & Economic Statistics
Anti-concentration and honest, adaptive confidence bands, October 2014, (with Denis Chetverikov , Kengo Kato), Annals of Statistics, Vol. 42, No. 5, pp. 1787--1818, Institute of Mathematical Statistics, Journal article
Previous version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato August 2016, Anti-concentration and honest, adaptive confidence bands, cemmap Working Paper
Program evaluation with high-dimensional data, August 2014, (with Alexandre Belloni , Ivan Fernandez-Val , Christian Hansen), Working Paper, CWP33/14, IFS
New version:
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen September 2015, Program evaluation with high-dimensional data, cemmap Working Paper
Previous version:
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen December 2013, Program evaluation with high-dimensional data, cemmap Working Paper
Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen November 2013, Program evaluation with high-dimensional data, cemmap Working Paper
Gaussian approximation of suprema of empirical processes, August 2014, (with Denis Chetverikov , Kengo Kato), Annals of Statistics, Vol. 42, No. 4, pp. 1564--1597, Institute of Mathematical Statistics, Journal article
Previous version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato August 2016, Gaussian approximation of suprema of empirical processes, cemmap Working Paper
Posterior inference in curved exponential families under increasing dimensions, June 2014, (with Alexandre Belloni ), Econometrics Journal, Vol. 17,No. 2, pp.S75–S100, Wiley, Journal article
Previous version:
Alexandre Belloni and Victor Chernozhukov December 2013, Posterior inference in curved exponential families under increasing dimensions, cemmap Working Paper
Implementing intersection bounds in Stata, May 2014, (with Wooyoung Kim , Sokbae (Simon) Lee , Adam Rosen), Working Paper, CWP25/14, Institute for Fiscal Studies
Now published:
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee and Adam Rosen March 2015, Implementing intersection bounds in Stata, Journal article Stata Journal
Previous version:
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee and Adam Rosen August 2013, Implementing intersection bounds in Stata, cemmap Working Paper
Extremum sieve estimation in k-out-of-n systems, April 2014, (with Alexandre Belloni , Lie Wang), Annals of Statistics, Vol. 42, No. 2, pp. 757--788, Institute of Mathematical Statistics, Journal article
Previous version:
Alexandre Belloni, Victor Chernozhukov and Lie Wang December 2013, Pivotal estimation via square-root lasso in nonparametric regression, cemmap Working Paper
High-Dimensional Methods and Inference on Structural and Treatment Effects, March 2014, (with Alexandre Belloni , Christian Hansen), Journal of Economic Perspectives, Vol. 8, No.2, pp. 29-50, American Economic Association, Journal article
Previous version:
Alexandre Belloni, Victor Chernozhukov and Christian Hansen November 2013, High dimensional methods and inference on structural and treatment effects, cemmap Working Paper
Local identification of nonparametric and semiparametric models, March 2014, (with Xiaohong Chen , Sokbae (Simon) Lee , Whitney K. Newey), Econometrica, Vol. 82, No. 2, pp. 785--809, Wiley Online Library, Journal article
Previous version:
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee and Whitney K. Newey November 2012, Local identification of nonparametric and semiparametric models, cemmap Working Paper
Program evaluation with high-dimensional data, December 2013, (with Alexandre Belloni , Ivan Fernandez-Val , Christian Hansen), Working Paper, CWP77/13, Institute for Fiscal Studies
New version:
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen August 2014, Program evaluation with high-dimensional data, cemmap Working Paper
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen September 2015, Program evaluation with high-dimensional data, cemmap Working Paper
Previous version:
Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen November 2013, Program evaluation with high-dimensional data, cemmap Working Paper
Gaussian approximation of suprema of empirical processes, December 2013, (with Denis Chetverikov , Kengo Kato), Working Paper, CWP75/13, The IFS
New version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato August 2016, Gaussian approximation of suprema of empirical processes, cemmap Working Paper
Previous version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato December 2012, Gaussian approximation of suprema of empirical processes, cemmap Working Paper
Uniform post selection inference for LAD regression and other z-estimation problems, December 2013, (with Alexandre Belloni , Kengo Kato), Working Paper, CWP74/13, IFS
New version:
Alexandre Belloni, Victor Chernozhukov and Kengo Kato December 2014, Uniform post selection inference for LAD regression and other Z-estimation problems, cemmap Working Paper
Previous version:
Alexandre Belloni, Victor Chernozhukov and Kengo Kato June 2013, Uniform post selection inference for LAD regression models, cemmap Working Paper
Anti-concentration and honest, adaptive confidence bands, December 2013, (with Denis Chetverikov , Kengo Kato), Working Paper, CWP69/13
New version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato August 2016, Anti-concentration and honest, adaptive confidence bands, cemmap Working Paper
Robust inference in high-dimensional approximately sparse quantile regression models, December 2013, (with Alexandre Belloni , Kengo Kato), Working Paper, CWP70/13, IFS
New version:
Alexandre Belloni, Victor Chernozhukov and Kengo Kato December 2014, Valid post-selection inference in high-dimensional approximately sparse quantile regression models, cemmap Working Paper
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors, December 2013, (with Denis Chetverikov , Kengo Kato), Working Paper, CWP76/13
Now published:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato December 2013, Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors, Journal article Annals of Statistics
Previous version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato December 2012, Central limit theorems and multiplier bootstrap when <i>p</i> is much larger than <i>n</i>, cemmap Working Paper
Nonparametric identification in panels using quantiles, December 2013, (with Ivan Fernandez-Val , Stefan Hoderlein , Hajo Holzmann , Whitney K. Newey), Working Paper, CWP66/13, IFS
New version:
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein and Whitney K. Newey December 2014, Nonparametric identification in panels using quantiles, cemmap Working Paper
Posterior inference in curved exponential families under increasing dimensions, December 2013, (with Alexandre Belloni ), Working Paper, CWP68/13, Cemmap
Now published:
Alexandre Belloni and Victor Chernozhukov June 2014, Posterior inference in curved exponential families under increasing dimensions, Journal article Econometrics Journal
Testing Many Moment Inequalities, December 2013, (with Denis Chetverikov , Kengo Kato), Working Paper, CWP65/13, IFS
New version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato December 2014, Testing many moment inequalities, cemmap Working Paper
Victor Chernozhukov, Denis Chetverikov and Kengo Kato August 2016, Testing many moment inequalities, cemmap Working Paper
On the asymptotic theory for least squares series: pointwise and uniform results, December 2013, (with Alexandre Belloni , Denis Chetverikov , Kengo Kato), Working Paper, CWP73/13, Cemmap
Now published:
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov and Kengo Kato June 2015, Some new asymptotic theory for least squares series: Pointwise and uniform results, Journal article Journal of Econometrics
Honest confidence regions for a regression parameter in logistic regression with a large number of controls, December 2013, (with Alexandre Belloni , Ying Wei), Working Paper, CWP67/13
Comparison and anti-concentration bounds for maxima of Gaussian random vectors, December 2013, (with Denis Chetverikov , Kengo Kato), Working Paper, CWP71/13
New version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato August 2016, Comparison and anti-concentration bounds for maxima of Gaussian random vectors, cemmap Working Paper
Pivotal estimation via square-root lasso in nonparametric regression, December 2013, (with Alexandre Belloni , Lie Wang), Working Paper, CWP62/13
Now published:
Alexandre Belloni, Victor Chernozhukov and Lie Wang April 2014, Extremum sieve estimation in k-out-of-n systems, Journal article Annals of Statistics
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors, December 2013, (with Denis Chetverikov , Kengo Kato), Annals of Statistics, Vol. 41, No. 6, pp. 2786--2819, Institute of Mathematical Statistics, Journal article
Previous version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato December 2013, Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors, cemmap Working Paper
High dimensional methods and inference on structural and treatment effects, November 2013, (with Alexandre Belloni , Christian Hansen), Working Paper, CWP59/13, Cemmap
Now published:
Alexandre Belloni, Victor Chernozhukov and Christian Hansen March 2014, High-Dimensional Methods and Inference on Structural and Treatment Effects, Journal article Journal of Economic Perspectives
Program evaluation with high-dimensional data, November 2013, (with Ivan Fernandez-Val , Christian Hansen), Working Paper, CWP57/13, Institute for Fiscal Studies
New version:
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen December 2013, Program evaluation with high-dimensional data, cemmap Working Paper
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen September 2015, Program evaluation with high-dimensional data, cemmap Working Paper
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen August 2014, Program evaluation with high-dimensional data, cemmap Working Paper
Quantile models with endogeneity, August 2013, (with Christian Hansen), Annual Review of Economics, Vol. 5, pp. 57--81, Annual Reviews, Journal article
Previous version:
Victor Chernozhukov and Christian Hansen June 2013, Quantile models with endogeneity, cemmap Working Paper
Implementing intersection bounds in Stata, August 2013, (with Wooyoung Kim , Sokbae (Simon) Lee , Adam Rosen), Working Paper, CWP38/13, Cemmap
New version:
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee and Adam Rosen May 2014, Implementing intersection bounds in Stata, cemmap Working Paper
CLRBOUND: Stata module to perform estimation and inference on intersection bounds, August 2013, (with Adam Rosen , Wooyoung Kim , Sokbae (Simon) Lee), Software
Inference on treatment effects after selection amongst high-dimensional controls, July 2013, (with Alexandre Belloni , Christian Hansen), Working Paper, CWP26/13, cemmap
Previous version:
Alexandre Belloni, Victor Chernozhukov and Christian Hansen May 2012, Inference on treatment effects after selection amongst high-dimensional controls, cemmap Working Paper
Quantile models with endogeneity, June 2013, (with Christian Hansen), Working Paper, CWP25/13, cemmap
Now published:
Victor Chernozhukov and Christian Hansen August 2013, Quantile models with endogeneity, Journal article Annual Review of Economics
Uniform post selection inference for LAD regression models, June 2013, (with Alexandre Belloni , Kengo Kato), Working Paper, CWP24/13, cemmap
New version:
Alexandre Belloni, Victor Chernozhukov and Kengo Kato December 2013, Uniform post selection inference for LAD regression and other z-estimation problems, cemmap Working Paper
Alexandre Belloni, Victor Chernozhukov and Kengo Kato December 2014, Uniform post selection inference for LAD regression and other Z-estimation problems, cemmap Working Paper
Inference on counterfactual distributions, May 2013, (with Ivan Fernandez-Val , Blaise Melly), Working Paper, CWP17/13, Institute for Fiscal Studies
Now published:
Victor Chernozhukov, Ivan Fernandez-Val and Blaise Melly November 2010, Inference on counterfactual distributions, Journal article Econometrica
Previous version:
Victor Chernozhukov, Ivan Fernandez-Val and Blaise Melly February 2012, Inference on counterfactual distributions, cemmap Working Paper
Victor Chernozhukov, Ivan Fernandez-Val and Blaise Melly May 2009, Inference on counterfactual distributions, cemmap Working Paper
Average and quantile effects in nonseparable panel models, March 2013, (with Ivan Fernandez-Val , Jinyong Hahn , Whitney K. Newey), Econometrica, Vol. 78, No. 5, pp. 1569--1591, Econometric Society, Journal article
Previous version:
Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn and Whitney K. Newey March 2009, Identification and estimation of marginal effects in nonlinear panel models, cemmap Working Paper
Intersection bounds: estimation and inference, March 2013, (with Sokbae (Simon) Lee , Adam Rosen), Econometrica, Vol. 81, No. 2, pp. 667--737, Wiley, Journal article
Previous version:
Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen October 2012, Intersection bounds: estimation and inference, cemmap Working Paper
Inference on sets in finance, December 2012, (with Emre Kocatulum , Konrad Menzel), Working Paper, CWP46/12
Now published:
Victor Chernozhukov, Emre Kocatulum and Konrad Menzel July 2015, Inference on sets in finance, Journal article Quantitative Economics
Previous version:
Victor Chernozhukov, Emre Kocatulum and Konrad Menzel February 2012, Inference on sets in finance, cemmap Working Paper
Sparse models and methods for optimal instruments with an application to eminent domain, December 2012, (with Alexandre Belloni D. Chen , Christian Hansen), Econometrica, Vol. 80, No. 6, pp. 2369--2429, Wiley Online Library, Journal article
Previous version:
Alexandre Belloni, D. Chen, Victor Chernozhukov and Christian Hansen October 2010, Sparse models and methods for optimal instruments with an application to eminent domain, cemmap Working Paper
Central limit theorems and multiplier bootstrap when p is much larger than n, December 2012, (with Denis Chetverikov , Kengo Kato), Working Paper, CWP45/12
New version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato December 2013, Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors, cemmap Working Paper
Inference for best linear approximations to set identified functions, December 2012, (with Arun Chandrasekhar , Francesca Molinari , Paul Schrimpf), Working Paper, CWP43/12
New version:
Arun Chandrasekhar, Victor Chernozhukov, Francesca Molinari and Paul Schrimpf February 2019, Best linear approximations to set identified functions: with an application to the gender wage gap, cemmap Working Paper
Gaussian approximation of suprema of empirical processes, December 2012, (with Denis Chetverikov , Kengo Kato), Working Paper, CWP44/12
New version:
Victor Chernozhukov, Denis Chetverikov and Kengo Kato December 2013, Gaussian approximation of suprema of empirical processes, cemmap Working Paper
Victor Chernozhukov, Denis Chetverikov and Kengo Kato August 2016, Gaussian approximation of suprema of empirical processes, cemmap Working Paper
Local identification of nonparametric and semiparametric models, November 2012, (with Xiaohong Chen , Sokbae (Simon) Lee , Whitney K. Newey), Working Paper, CWP37/12
Now published:
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee and Whitney K. Newey March 2014, Local identification of nonparametric and semiparametric models, Journal article Econometrica
Previous version:
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee and Whitney K. Newey May 2011, Local identification of nonparametric and semiparametric models, cemmap Working Paper
Intersection bounds: estimation and inference, October 2012, (with Sokbae (Simon) Lee , Adam Rosen), Working Paper, CWP33/12, cemmap
Now published:
Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen March 2013, Intersection bounds: estimation and inference, Journal article Econometrica
Previous version:
Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen July 2009, Intersection Bounds: estimation and inference, cemmap Working Paper
Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen November 2011, Intersection bounds: estimation and inference, cemmap Working Paper
Inference on treatment effects after selection amongst high-dimensional controls, May 2012, (with Alexandre Belloni , Christian Hansen), Working Paper, CWP10/12
New version:
Alexandre Belloni, Victor Chernozhukov and Christian Hansen July 2013, Inference on treatment effects after selection amongst high-dimensional controls, cemmap Working Paper
Previous version:
Alexandre Belloni, Victor Chernozhukov and Christian Hansen December 2011, Estimation of treatment effects with high-dimensional controls, cemmap Working Paper
Inference on counterfactual distributions, February 2012, (with Ivan Fernandez-Val , Blaise Melly), Working Paper, CWP05/12, Institute for Fiscal Studies
New version:
Victor Chernozhukov, Ivan Fernandez-Val and Blaise Melly May 2013, Inference on counterfactual distributions, cemmap Working Paper
Previous version:
Victor Chernozhukov, Ivan Fernandez-Val and Blaise Melly May 2009, Inference on counterfactual distributions, cemmap Working Paper
Inference on sets in finance, February 2012, (with Emre Kocatulum , Konrad Menzel), Working Paper, CWP04/12
New version:
Victor Chernozhukov, Emre Kocatulum and Konrad Menzel December 2012, Inference on sets in finance, cemmap Working Paper
Estimation of treatment effects with high-dimensional controls, December 2011, (with Alexandre Belloni , Christian Hansen), Working Paper, CWP42/11
New version:
Alexandre Belloni, Victor Chernozhukov and Christian Hansen May 2012, Inference on treatment effects after selection amongst high-dimensional controls, cemmap Working Paper
Inference for high-dimensional sparse econometric models, December 2011, (with Alexandre Belloni , Christian Hansen), Working Paper, CWP41/11
Inference for extremal conditional quantile models, with an application to market and birthweight risks, December 2011, (with Ivan Fernandez-Val), Working Paper, CWP40/11, Institute for Fiscal Studies
Now published:
Intersection bounds: estimation and inference, November 2011, (with Sokbae (Simon) Lee , Adam Rosen), Working Paper, CWP34/11
New version:
Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen October 2012, Intersection bounds: estimation and inference, cemmap Working Paper
Previous version:
Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen July 2009, Intersection Bounds: estimation and inference, cemmap Working Paper
Quantile regression with censoring and endogeneity, May 2011, (with Ivan Fernandez-Val , Amanda Kowalski), Working Paper, CWP20/11
Now published:
Victor Chernozhukov, Ivan Fernandez-Val and Amanda Kowalski May 2015, Quantile regression with censoring and endogeneity, Journal article Journal of Econometrics
Conditional quantile processes based on series or many regressors, May 2011, (with Alexandre Belloni , Ivan Fernandez-Val), Working Paper, CWP19/11
New version:
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov and Ivan Fernandez-Val August 2016, Conditional quantile processes based on series or many regressors, cemmap Working Paper
Local identification of nonparametric and semiparametric models, May 2011, (with Xiaohong Chen , Sokbae (Simon) Lee , Whitney K. Newey), Working Paper, CWP17/11
New version:
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee and Whitney K. Newey November 2012, Local identification of nonparametric and semiparametric models, cemmap Working Paper
Inference for extremal conditional quantile models, with an application to market and birthweight risks, March 2011, (with Ivan Fernandez-Val), The Review of Economic Studies, Vol. 78, No. 2, pp. 559--589, Oxford University Press, Journal article
Previous version:
Victor Chernozhukov and Ivan Fernandez-Val December 2011, Inference for extremal conditional quantile models, with an application to market and birthweight risks, cemmap Working Paper
L1-Penalized quantile regression in high-dimensional sparse models, February 2011, (with Alexandre Belloni ), Annals of Statistics, Vol. 39, No. 1, pp. 82--130, Institute of Mathematical Statistics, Journal article
Previous version:
Alexandre Belloni and Victor Chernozhukov May 2009, L1-Penalized quantile regression in high-dimensional sparse models, cemmap Working Paper
Inference on counterfactual distributions, November 2010, (with Ivan Fernandez-Val , Blaise Melly), Econometrica, Wiley, Journal article
Previous version:
Victor Chernozhukov, Ivan Fernandez-Val and Blaise Melly May 2013, Inference on counterfactual distributions, cemmap Working Paper
Sparse models and methods for optimal instruments with an application to eminent domain, October 2010, (with Alexandre Belloni D. Chen , Christian Hansen), Working Paper, CWP31/10, IFS
Now published:
Alexandre Belloni, D. Chen, Victor Chernozhukov and Christian Hansen December 2012, Sparse models and methods for optimal instruments with an application to eminent domain, Journal article Econometrica
Post-l1-penalized estimators in high-dimensional linear regression models, June 2010, (with Alexandre Belloni ), Working Paper, CWP13/10
Quantile and probability curves without crossing, May 2010, (with Ivan Fernandez-Val , Alfred Galichon), Econometrica, Vol. 78, No. 3, pp. 1093–1125, Wiley Online Library, Journal article
Previous version:
Victor Chernozhukov, Ivan Fernandez-Val and Alfred Galichon April 2007, Quantile and probability curves without crossing, cemmap Working Paper
Rearranging Edgeworth-Cornish-Fisher expansions, February 2010, (with Ivan Fernandez-Val , Alfred Galichon), Economic Theory, Vol. 42, No. 2, pp. 419-435, Springer International Publishing, Journal article
Previous version:
Victor Chernozhukov, Ivan Fernandez-Val and Alfred Galichon August 2007, Rearranging Edgeworth-Cornish-Fisher expansions, cemmap Working Paper
Quantile and average effects in nonseparable panel models, October 2009, (with Ivan Fernandez-Val , Whitney K. Newey), Working Paper, CWP29/09
Improving estimates of monotone functions by rearrangement, September 2009, (with Ivan Fernandez-Val , Alfred Galichon), Biometrika, Vol. 96, No. 3, pp. 559 - 575, Oxford University Press, Journal article
Previous version:
Victor Chernozhukov, Ivan Fernandez-Val and Alfred Galichon July 2008, Improving point and interval estimates of monotone functions by rearrangement, cemmap Working Paper
Victor Chernozhukov, Ivan Fernandez-Val and Alfred Galichon April 2007, Improving estimates of monotone functions by rearrangement, cemmap Working Paper
On the computational complexity of MCMC-based estimators in large samples, August 2009, (with Alexandre Belloni ), Annals of Statistics, Vol. 37, No. 4, pp. 2011-2055, Journal article
Previous version:
Alexandre Belloni and Victor Chernozhukov May 2007, On the computational complexity of MCMC-based estimators in large samples, cemmap Working Paper
Intersection Bounds: estimation and inference, July 2009, (with Sokbae (Simon) Lee , Adam Rosen), Working Paper, CWP19/09, The IFS
New version:
Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen October 2012, Intersection bounds: estimation and inference, cemmap Working Paper
Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen November 2011, Intersection bounds: estimation and inference, cemmap Working Paper
Set identification with Tobin regressors, May 2009, (with Roberto Rigobon , Thomas M. Stoker), Working Paper, CWP12/09
L1-Penalized quantile regression in high-dimensional sparse models, May 2009, (with Alexandre Belloni ), Working Paper, CWP10/09
Now published:
Alexandre Belloni and Victor Chernozhukov February 2011, L1-Penalized quantile regression in high-dimensional sparse models, Journal article Annals of Statistics
Inference on counterfactual distributions, May 2009, (with Ivan Fernandez-Val , Blaise Melly), Working Paper, CWP09/09, The IFS
New version:
Victor Chernozhukov, Ivan Fernandez-Val and Blaise Melly February 2012, Inference on counterfactual distributions, cemmap Working Paper
Victor Chernozhukov, Ivan Fernandez-Val and Blaise Melly May 2013, Inference on counterfactual distributions, cemmap Working Paper
Identification and estimation of marginal effects in nonlinear panel models, March 2009, (with Ivan Fernandez-Val , Jinyong Hahn , Whitney K. Newey), Working Paper, CWP05/09
Now published:
Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn and Whitney K. Newey March 2013, Average and quantile effects in nonseparable panel models, Journal article Econometrica
Previous version:
Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn and Whitney K. Newey September 2008, Identification and estimation of marginal effects in nonlinear panel models, cemmap Working Paper
Identification and estimation of marginal effects in nonlinear panel models, September 2008, (with Ivan Fernandez-Val , Jinyong Hahn , Whitney K. Newey), Working Paper, CWP25/08
New version:
Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn and Whitney K. Newey March 2009, Identification and estimation of marginal effects in nonlinear panel models, cemmap Working Paper
Improving point and interval estimates of monotone functions by rearrangement, July 2008, (with Ivan Fernandez-Val , Alfred Galichon), Working Paper, CWP17/08
Now published:
Victor Chernozhukov, Ivan Fernandez-Val and Alfred Galichon September 2009, Improving estimates of monotone functions by rearrangement, Journal article Biometrika
Rearranging Edgeworth-Cornish-Fisher expansions, August 2007, (with Ivan Fernandez-Val , Alfred Galichon), Working Paper, CWP19/07
Now published:
Victor Chernozhukov, Ivan Fernandez-Val and Alfred Galichon February 2010, Rearranging Edgeworth-Cornish-Fisher expansions, Journal article Economic Theory
On the computational complexity of MCMC-based estimators in large samples, May 2007, (with Alexandre Belloni ), Working Paper, CWP12/07
Now published:
Alexandre Belloni and Victor Chernozhukov August 2009, On the computational complexity of MCMC-based estimators in large samples, Journal article Annals of Statistics
Quantile and probability curves without crossing, April 2007, (with Ivan Fernandez-Val , Alfred Galichon), Working Paper, CWP10/07
Now published:
Victor Chernozhukov, Ivan Fernandez-Val and Alfred Galichon May 2010, Quantile and probability curves without crossing, Journal article Econometrica
Improving estimates of monotone functions by rearrangement, April 2007, (with Ivan Fernandez-Val , Alfred Galichon), Working Paper, CWP09/07
Now published:
Victor Chernozhukov, Ivan Fernandez-Val and Alfred Galichon September 2009, Improving estimates of monotone functions by rearrangement, Journal article Biometrika

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