Ivan Fernandez-Val

Selected Publications

Inference on counterfactual distributions

We develop inference procedures for policy analysis based on regression methods. We consider policy interventions that […]

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

Latest version

Inference on counterfactual distributions
Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly
13 May 2013 | CWP17/13

Previous version

Inference on counterfactual distributions
Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly
7 May 2009 | CWP09/09
Inference for extremal conditional quantile models, with an application to market and birthweight risks

Quantile regression is an increasingly important empirical tool in economics and other sciences for analyzing the […]

Victor Chernozhukov, Ivan Fernandez-Val
27 December 2011 | CWP40/11

Latest version

Inference for extremal conditional quantile models, with an application to market and birthweight risks
Victor Chernozhukov, Ivan Fernandez-Val
9 March 2011 | Journal Article
Bias corrections for two-step fixed effects panel data estimators

This paper introduces large-T bias-corrected estimators for nonlinear panel data models with both time invariant and […]

Ivan Fernandez-Val, Francis Vella
30 August 2011 | Journal Article

Previous version

Bias corrections for two-step fixed effects panel data estimators
Ivan Fernandez-Val, Francis Vella
27 February 2007 | CWP04/07
Quantile regression with censoring and endogeneity

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

Victor Chernozhukov, Ivan Fernandez-Val, Amanda Kowalski
31 May 2011 | CWP20/11

Latest version

Quantile regression with censoring and endogeneity
Victor Chernozhukov, Ivan Fernandez-Val, Amanda Kowalski
30 May 2015 | Journal Article
Conditional quantile processes based on series or many regressors

Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. […]

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val
27 May 2011 | CWP19/11

Latest version

Conditional quantile processes based on series or many regressors
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Ivan Fernandez-Val
30 August 2016 | CWP46/16
Inference for extremal conditional quantile models, with an application to market and birthweight risks

Quantile regression (QR) is an increasingly important empirical tool in economics and other sciences for analysing […]

Victor Chernozhukov, Ivan Fernandez-Val
9 March 2011 | Journal Article

Previous version

Inference on counterfactual distributions

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

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 May 2013 | CWP17/13
Quantile and probability curves without crossing

The most common approach to estimating conditional quantile curves is to fit a curve, typically linear, […]

Victor Chernozhukov, Ivan Fernandez-Val, Alfred Galichon
31 May 2010 | Journal Article

Previous version

Quantile and probability curves without crossing
Victor Chernozhukov, Ivan Fernandez-Val, Alfred Galichon
30 April 2007 | CWP10/07
Rearranging Edgeworth-Cornish-Fisher expansions

This paper applies a regularization procedure called increasing rearrangement to monotonize Edgeworth and Cornish-Fisher expansions and […]

Victor Chernozhukov, Ivan Fernandez-Val, Alfred Galichon
1 February 2010 | Journal Article

Previous version

Rearranging Edgeworth-Cornish-Fisher expansions
Victor Chernozhukov, Ivan Fernandez-Val, Alfred Galichon
14 August 2007 | CWP19/07
Quantile and average effects in nonseparable panel models

This paper gives identification and estimation results for quantile and average effects in nonseparable panel models, […]

Victor Chernozhukov, Ivan Fernandez-Val, Whitney K. Newey
9 October 2009 | CWP29/09