International Fellows

Victor Chernozhukov

Selected Publications

Network and Panel Quantile Effects Via Distribution Regression

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

Martin Weidner, Ivan Fernandez-Val, Victor Chernozhukov
15 June 2020 | CWP27/20

Previous version

Network and panel quantile effects via distribution regression
Martin Weidner, Ivan Fernandez-Val, Victor Chernozhukov
12 December 2018 | CWP70/18
Causal impact of masks, policies, behavior on early COVID-19 pandemic in the U.S.

This paper evaluates the dynamic impact of various policies, such as school, business, and restaurant closures, […]

Paul Schrimpf, Hiroyuki Kasahara, Victor Chernozhukov
28 May 2020 | CWP24/20
A Multi-Risk SIR Model with Optimally Targeted Lockdown

We study targeted lockdowns in a multi-group SIR model where infection, hospitalization and fatality rates vary […]

Michael D. Whinston, Ivàn Werning, Victor Chernozhukov, Daron Acemoglu
4 May 2020 | CWP14/20
Demand analysis with many prices

From its inception, demand estimation has faced the problem of “many prices.” While some aggregation across […]

Whitney K. Newey, Jerry Hausman, Victor Chernozhukov
30 October 2019 | CWP59/19
Mastering Panel Metrics: Causal Impact of Democracy on Growth

The relationship between democracy and economic growth is of long standing interest. We revisit the panel […]

Ivan Fernandez-Val, Victor Chernozhukov, Shuowen Chen
12 June 2019 | CWP33/19
Semi-Parametric Efficient Policy Learning with Continuous Actions

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where […]

Victor Chernozhukov, Greg Lewis, Vasilis Syrgkanis, Mert Demirer
12 June 2019 | CWP34/19
Subvector inference in PI models with many moment inequalities

This paper considers inference for a function of a parameter vector in a partially identified model […]

Victor Chernozhukov, Federico A. Bugni, Alexandre Belloni
12 June 2019 | CWP28/19
Uniform inference in high-dimensional Gaussian graphical models

Graphical models have become a very popular tool for representing dependencies within a large set of […]

Victor Chernozhukov, Martin Spindler, Jannis Kück, Sven Klaassen
12 June 2019 | CWP29/19
Valid simultaneous inference in high-dimensional settings (with the HDM package for R)

Due to the increasing availability of high-dimensional empirical applications in many research disciplines, valid simultaneous inference […]

Martin Spindler, Victor Chernozhukov, Philipp Bach
12 June 2019 | CWP30/19
Inference for heterogeneous effects using low-rank estimations

We study a panel data model with general heterogeneous effects, where slopes are allowed to be […]

Yinchu Zhu, Yuan Liao, Christian Hansen, Victor Chernozhukov
12 June 2019 | CWP31/19