International Fellows

Victor Chernozhukov

MIT

Selected Publications

Estimation of treatment effects with high-dimensional controls

We propose methods for inference on the average effect of a treatment on a scalar outcome […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
31 December 2011 | CWP42/11

Latest version

Inference on treatment effects after selection amongst high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
7 May 2012 | CWP10/12
Inference for high-dimensional sparse econometric models

This article is about estimation and inference methods for high dimensional sparse (HDS) regression models in […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
30 December 2011 | CWP41/11
Inference for extremal conditional quantile models, with an application to market and birthweight risks

Quantile regression is an increasingly important empirical tool in economics and other sciences for analyzing the […]

Victor Chernozhukov, Ivan Fernandez-Val
27 December 2011 | CWP40/11

Latest version

Inference for extremal conditional quantile models, with an application to market and birthweight risks
Victor Chernozhukov, Ivan Fernandez-Val
9 March 2011 | Journal Article
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
4 November 2011 | CWP34/11

Latest version

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

Previous version

Intersection Bounds: estimation and inference
Victor Chernozhukov, Sokbae (Simon) Lee, Adam Rosen
28 July 2009 | CWP19/09
Quantile regression with censoring and endogeneity

In this paper, we develop a new censored quantile instrumental variable (CQIV)estimator and describe its properties […]

Victor Chernozhukov, Ivan Fernandez-Val, Amanda Kowalski
31 May 2011 | CWP20/11

Latest version

Quantile regression with censoring and endogeneity
Victor Chernozhukov, Ivan Fernandez-Val, Amanda Kowalski
30 May 2015 | Journal Article
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, Ivan Fernandez-Val
27 May 2011 | CWP19/11

Latest version

Conditional quantile processes based on series or many regressors
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Ivan Fernandez-Val
30 August 2016 | CWP46/16
Local identification of nonparametric and semiparametric models

In parametric models a sufficient condition for local identification is that the vector of moment conditions […]

Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee, Whitney K. Newey
23 May 2011 | CWP17/11

Latest version

Local identification of nonparametric and semiparametric models
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee, Whitney K. Newey
14 November 2012 | CWP37/12
Inference for extremal conditional quantile models, with an application to market and birthweight risks

Quantile regression (QR) is an increasingly important empirical tool in economics and other sciences for analysing […]

Victor Chernozhukov, Ivan Fernandez-Val
9 March 2011 | Journal Article

Previous version

L1-Penalized quantile regression in high-dimensional sparse models

We consider median regression and, more generally, a possibly infinite collection of quantile regressions in high-dimensional […]

Alexandre Belloni, Victor Chernozhukov
28 February 2011 | Journal Article

Previous version

L1-Penalized quantile regression in high-dimensional sparse models
Alexandre Belloni, Victor Chernozhukov
7 May 2009 | CWP10/09
Inference on counterfactual distributions

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

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 May 2013 | CWP17/13