International Fellows

Victor Chernozhukov

MIT

Selected Publications

High dimensional methods and inference on structural and treatment effects

The goal of many empirical papers in economics is to provide an estimate of the causal […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
21 November 2013 | CWP59/13

Latest version

High-Dimensional Methods and Inference on Structural and Treatment Effects
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
3 March 2014 | Journal Article
Program evaluation with high-dimensional data

We consider estimation of policy relevant treatment effects in a data-rich environment where there may be […]

Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
12 November 2013 | CWP57/13

Latest version

Program evaluation with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
22 September 2015 | CWP55/15
Quantile models with endogeneity

In this article, we review quantile models with endogeneity. We focus on models that achieve indentification […]

Victor Chernozhukov, Christian Hansen
31 August 2013 | Journal Article

Previous version

Quantile models with endogeneity
Victor Chernozhukov, Christian Hansen
3 June 2013 | CWP25/13
Implementing intersection bounds in Stata

We present the clrbound, clr2bound, clr3bound and clrtest commands for estimation and inference developed by Chernozhukov […]

Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee, Adam Rosen
16 August 2013 | CWP38/13

Latest version

Implementing intersection bounds in Stata
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee, Adam Rosen
28 May 2014 | CWP25/14
Inference on treatment effects after selection amongst high-dimensional controls

We propose robust methods for inference on the effect of a treatment variable on a scalar […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
22 July 2013 | CWP26/13

Previous version

Inference on treatment effects after selection amongst high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
7 May 2012 | CWP10/12
Uniform post selection inference for LAD regression models

We develop uniformly valid confidence regions for a regression coefficient in a high-dimensional sparse LAD (least […]

Alexandre Belloni, Victor Chernozhukov, Kengo Kato
3 June 2013 | CWP24/13

Latest version

Uniform post selection inference for LAD regression and other Z-estimation problems
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
31 December 2014 | CWP51/14
Quantile models with endogeneity

In this article, we review quantile models with endogeneity. We focus on models that achieve identification […]

Victor Chernozhukov, Christian Hansen
3 June 2013 | CWP25/13

Latest version

Quantile models with endogeneity
Victor Chernozhukov, Christian Hansen
31 August 2013 | Journal Article
Inference on counterfactual distributions

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

Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly
13 May 2013 | CWP17/13

Latest version

Inference on counterfactual distributions
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 February 2012 | CWP05/12
Average and quantile effects in nonseparable panel models

This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find […]

Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn, Whitney K. Newey
31 March 2013 | Journal Article

Previous version

Identification and estimation of marginal effects in nonlinear panel models
Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn, Whitney K. Newey
2 March 2009 | CWP05/09
Intersection bounds: estimation and inference

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by […]

Victor Chernozhukov, Sokbae (Simon) Lee, Adam Rosen
1 March 2013 | Journal Article

Previous version

Intersection bounds: estimation and inference
Victor Chernozhukov, Sokbae (Simon) Lee, Adam Rosen
17 October 2012 | CWP33/12