Selected Publications
We propose a self-tuning √ Lasso method that simultaneiously resolves three important practical problems in high-dimensional […]
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The goal of many empirical papers in economics is to provide an estimate of the causal […]
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We consider estimation of policy relevant treatment effects in a data-rich environment where there may be […]
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We present the clrbound, clr2bound, clr3bound and clrtest commands for estimation and inference developed by Chernozhukov […]
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We propose robust methods for inference on the effect of a treatment variable on a scalar […]
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We develop uniformly valid confidence regions for a regression coefficient in a high-dimensional sparse LAD (least […]
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In this article, we review quantile models with endogeneity. We focus on models that achieve identification […]
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Counterfactual distributions are important ingredients for policy analysis and de-composition analysis in empirical economics. In this […]
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In this paper we consider the problem of inference on a class of sets describing a […]
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We derive a central limit theorem for the maximum of a sum of high dimensional random […]