International Fellows

Victor Chernozhukov

MIT

Selected Publications

Arellano-bond lasso estimator for dynamic linear panel models

The Arellano-Bond estimator is a fundamental method for dynamic panel data models, widely used in practice. […]

Victor Chernozhukov, Ivan Fernandez-Val, Chen Huang, Weining Wang
26 April 2024 | CWP09/24
Distribution regression with sample selection and UK wage decomposition

We develop a distribution regression model under endogenous sample selection. This model is a semi-parametric generalization […]

Victor Chernozhukov, Ivan Fernandez-Val, Siyi Luo
26 April 2023 | CWP09/23

Previous version

Distribution regression with sample selection, with an application to wage decompositions in the UK
Victor Chernozhukov, Ivan Fernandez-Val, Siyi Luo
29 November 2018 | CWP68/18
Hedonic prices and quality adjusted price indices powered by AI

Accurate, real-time measurements of price index changes using electronic records are essential for tracking inflation and […]

Patrick Bajari, Zhihao Cen, Victor Chernozhukov, Manoj Manukonda, Jin Wang, Ramon Huerta, Junbo Li, Ling Leng, George Monokroussos, Suhas Vijaykunar, Shan Wan
26 April 2023 | CWP08/23

Previous version

Hedonic prices and quality adjusted price indices powered by AI
Patrick Bajari, Zhihao Cen, Victor Chernozhukov, Manoj Manukonda, Jin Wang, Ramon Huerta, Junbo Li, Ling Leng, George Monokroussos, Suhas Vijaykunar, Shan Wan
22 February 2021 | CWP04/21
Constrained conditional moment restriction models

Shape restrictions have played a central role in economics as both testable implications of theory and […]

Victor Chernozhukov, Whitney K. Newey, Andres Santos
28 July 2022 | CWP14/22

Previous version

Constrained conditional moment restriction models
Victor Chernozhukov, Whitney K. Newey, Andres Santos
22 September 2015 | CWP59/15
Omitted variable bias in machine learned causal models

We derive general, yet simple, sharp bounds on the size of the omitted variable bias for […]

Victor Chernozhukov, Carlos Cinelli, Whitney K. Newey, Amit Sharma, Vasilis Syrgkanis
30 December 2021 | CWP45/21
Minimax semiparametric learning with approximate sparsity

This paper is about the ability and means to root-n consistently and efficiently estimate linear, mean-square […]

Jelena Bradic, Victor Chernozhukov, Whitney K. Newey
29 July 2021 | CWP32/21
Nearly optimal central limit theorem and bootstrap approximations in high dimensions

In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages […]

Victor Chernozhukov, Denis Chetverikov, Yuta Koike
4 March 2021 | CWP08/21
Adversarial estimation of Riesz representers

We provide an adversarial approach to estimating Riesz representers of linear functionals within arbitrary function spaces. […]

Victor Chernozhukov, Whitney K. Newey, Rahul Singh, Vasilis Syrgkanis
2 March 2021 | CWP07/21
The association of opening K-12 schools and colleges with the spread of COVID-19 in the United States: country-level panel data analysis

This paper empirically examines how the opening of K-12 schools and colleges is associated with the […]

Victor Chernozhukov, Hiroyuki Kasahara
23 February 2021 | CWP05/21
Hedonic prices and quality adjusted price indices powered by AI

We develop empirical models of hedonic prices and derive hedonic indices for measuring changes in customer […]

Patrick Bajari, Zhihao Cen, Victor Chernozhukov, Manoj Manukonda, Jin Wang, Ramon Huerta, Junbo Li, Ling Leng, George Monokroussos, Suhas Vijaykunar, Shan Wan
22 February 2021 | CWP04/21