Ivan Fernandez-Val

Selected Publications

Quantile regression with censoring and endogeneity

In this paper we develop a new censored quantile instrumental variable (CQIV) estimator and describe its […]

Victor Chernozhukov, Ivan Fernandez-Val, Amanda Kowalski
30 May 2015 | Journal Article

Previous version

Quantile regression with censoring and endogeneity
Victor Chernozhukov, Ivan Fernandez-Val, Amanda Kowalski
31 May 2011 | CWP20/11
Individual and time effects in nonlinear panel models with large N, T

Fixed effects estimators of nonlinear panel data models can be severely biased because of the incidental […]

Ivan Fernandez-Val, Martin Weidner
2 April 2015 | CWP17/15

Latest version

Individual and time effects in nonlinear panel models with large N, T
Martin Weidner, Ivan Fernandez-Val
1 May 2016 | Journal Article

Previous version

Individual and time effects in nonlinear panel models with large N, T
Ivan Fernandez-Val, Martin Weidner
16 July 2014 | CWP32/14
Nonparametric identification in panels using quantiles

This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel […]

Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Whitney K. Newey
31 December 2014 | CWP54/14

Latest version

Nonparametric identification in panels using quantiles
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo Holzmann, Whitney K. Newey
31 October 2015 | Journal Article

Previous version

Nonparametric identification in panels using quantiles
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo Holzmann, Whitney K. Newey
30 December 2013 | CWP66/13
Program evaluation with high-dimensional data

In this paper, we consider estimation of general modern moment-condition problems in econometrics in a data-rich […]

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
14 August 2014 | CWP33/14

Latest version

Program evaluation with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
22 September 2015 | CWP55/15

Previous version

Program evaluation with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
31 December 2013 | CWP77/13
Individual and time effects in nonlinear panel models with large N, T

Fixed e ffects estimators of nonlinear panel data models can be severely biased because of the […]

Ivan Fernandez-Val, Martin Weidner
16 July 2014 | CWP32/14

Latest version

Individual and time effects in nonlinear panel models with large N, T
Ivan Fernandez-Val, Martin Weidner
2 April 2015 | CWP17/15

Previous version

Individual and time effects in nonlinear panel models with large N, T
Ivan Fernandez-Val, Martin Weidner
2 December 2013 | CWP60/13
Program evaluation with high-dimensional data

In the first part of the paper, we consider estimation and inference on policy relevant treatment […]

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
31 December 2013 | CWP77/13

Latest version

Program evaluation with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
22 September 2015 | CWP55/15

Previous version

Program evaluation with high-dimensional data
Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
12 November 2013 | CWP57/13
Nonparametric identification in panels using quantiles

This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel […]

Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo Holzmann, Whitney K. Newey
30 December 2013 | CWP66/13

Latest version

Nonparametric identification in panels using quantiles
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Whitney K. Newey
31 December 2014 | CWP54/14
Individual and time effects in nonlinear panel models with large N, T

Fixed effects estimators of nonlinear panel data models can be severely biased because of the well-known […]

Ivan Fernandez-Val, Martin Weidner
2 December 2013 | CWP60/13

Latest version

Individual and time effects in nonlinear panel models with large N, T
Ivan Fernandez-Val, Martin Weidner
16 July 2014 | CWP32/14
Program evaluation with high-dimensional data

We consider estimation of policy relevant treatment effects in a data-rich environment where there may be […]

Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
12 November 2013 | CWP57/13

Latest version

Program evaluation with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
22 September 2015 | CWP55/15
Inference on counterfactual distributions

Counterfactual distributions are important ingredients for policy analysis and de-composition analysis in empirical economics. In this […]

Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly
13 May 2013 | CWP17/13

Latest version

Inference on counterfactual distributions
Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly
1 November 2010 | Journal Article

Previous version

Inference on counterfactual distributions
Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly
13 February 2012 | CWP05/12