Selected Publications
We give a general construction of debiased/locally robust/orthogonal (LR) moment functions for GMM, where the derivative […]
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This paper provides a method to construct simultaneous confidence bands for quantile functions and quantile effects […]
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We provide adaptive inference methods for linear functionals of L1-regularized linear approximations to the conditional expectation […]
We extend conformal inference to general settings that allow for time series data. Our proposal is […]
We propose strategies to estimate and make inference on key features of heterogeneous effects in randomized […]
The R package Counterfactual implements the estimation and inference methods of Chernozhukov et al. (2013) for […]
Extremal quantile regression, i.e. quantile regression applied to the tails of the conditional distribution, counts with […]
This paper introduces new inference methods for counterfactual and synthetic control methods for evaluating policy effects. […]
High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In […]
The understanding of co-movements, dependence, and influence between variables of interest is key in many applications. […]