International Fellows

Victor Chernozhukov

MIT

Selected Publications

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
Network and Panel Quantile Effects Via Distribution Regression

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

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

Previous version

Network and panel quantile effects via distribution regression
Victor Chernozhukov, Ivan Fernandez-Val, Martin Weidner
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, […]

Victor Chernozhukov, Hiroyuki Kasahara, Paul Schrimpf
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 […]

Daron Acemoglu, Victor Chernozhukov, Ivàn Werning, Michael D. Whinston
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 […]

Victor Chernozhukov, Jerry Hausman, Whitney K. Newey
30 October 2019 | CWP59/19
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 […]

Alexandre Belloni, Federico A. Bugni, Victor Chernozhukov
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 […]

Sven Klaassen, Jannis Kück, Martin Spindler, Victor Chernozhukov
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 […]

Philipp Bach, Victor Chernozhukov, Martin Spindler
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 […]

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