Kaspar Wüthrich

Selected Publications

Decentralization estimators for instrumental variable quantile regression models

The instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2005) is a popular tool for […]

Hiroaki Kaido, Kaspar Wüthrich
16 August 2019 | CWP42/19

Previous version

Decentralization estimators for instrumental variable quantile regression models
Hiroaki Kaido, Kaspar Wüthrich
31 December 2018 | CWP72/18
Inference on average treatment effects in aggregate panel data settings

This paper studies inference on treatment effects in aggregate panel data settings with a single treated […]

Victor Chernozhukov, Kaspar Wüthrich, Yinchu Zhu
12 June 2019 | CWP32/19
Decentralization estimators for instrumental variable quantile regression models

The instrumental variable quantile regression (IVQR) model of Chernozhukov and Hansen (2005, 2006) is a exible […]

Hiroaki Kaido, Kaspar Wüthrich
31 December 2018 | CWP72/18

Latest version

Decentralization estimators for instrumental variable quantile regression models
Hiroaki Kaido, Kaspar Wüthrich
16 August 2019 | CWP42/19
Exact and robust conformal inference methods for predictive machine learning with dependent data

We extend conformal inference to general settings that allow for time series data. Our proposal is […]

Victor Chernozhukov, Kaspar Wüthrich, Yinchu Zhu
2 March 2018 | CWP16/18
An exact and robust conformal inference method for counterfactual and synthetic controls

This paper introduces new inference methods for counterfactual and synthetic control methods for evaluating policy effects. […]

Victor Chernozhukov, Kaspar Wüthrich, Yu Zhu
26 December 2017 | CWP62/17
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
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