Ivan Fernandez-Val

Selected Publications

Nonseparable multinomial choice models in cross-section and panel data

Multinomial choice models are fundamental for empirical modeling of economic choices among discrete alternatives. We analyze […]

Victor Chernozhukov, Ivan Fernandez-Val, Whitney K. Newey
27 June 2017 | CWP33/17
Quantreg.nonpar: an R package for performing nonparametric series quantile regression

The R package quantreg.nonpar implements nonparametric quantile regression methods to estimate and make inference on partially […]

Michael Lipsitz, Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val
6 June 2017 | CWP29/17
Generic inference on quantile and quantile effect functions for discrete outcomes

This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions […]

Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly, Kaspar Wüthrich
19 May 2017 | CWP23/17
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, Denis Chetverikov, Ivan Fernandez-Val
30 August 2016 | CWP46/16

Previous version

Conditional quantile processes based on series or many regressors
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val
27 May 2011 | CWP19/11
Generic inference on quantile and quantile effect functions for discrete outcomes

This paper provides a method to construct simultaneous confidence bands for quantile and quantile eff ect […]

Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly, Kaspar Wüthrich
25 August 2016 | CWP35/16
Program evaluation and causal inference with high-dimensional data

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment […]

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
19 March 2016 | CWP13/16

Previous version

Program evaluation with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
22 September 2015 | CWP55/15
The sorted effects method: discovering heterogeneous effects beyond their averages

The partial (ceteris paribus) effects of interest in nonlinear and interactive linear models are heterogeneous as […]

Victor Chernozhukov, Ivan Fernandez-Val, Ye Luo
21 December 2015 | CWP74/15
Program evaluation with high-dimensional data

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment […]

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
22 September 2015 | CWP55/15

Latest version

Program evaluation and causal inference with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
19 March 2016 | CWP13/16

Previous version

Program evaluation with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
14 August 2014 | CWP33/14
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 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