Denis Chetverikov
Selected Publications
Slope coefficients in rank-rank regressions are popular measures of intergenerational mobility, for instance in regressions of […]
We develop two new methods for selecting the penalty parameter for the e1-penalized high-dimensional M-estimator, which […]
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We develop two new methods for selecting the penalty parameter for the L1-penalized high-dimensional M-estimator, which […]
In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages […]
We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of […]
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We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of […]
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This paper considers the problem of testing many moment inequalities where the number of moment inequalities, […]
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This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. […]
We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of […]
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This paper introduces Stata commands [R] npivreg and [R] npivregcv, which implement nonparametric instrumental variable (NPIV) […]